SEI Funds > SEI CATHOLIC VALUES TRUST
Catholic Values Fixed Income Fund
$185.96M
Avg Monthly Net Assets
$211.14M
Total Assets
$2.23M
Total Liabilities
$208.91M
Net Assets
Catholic Values Fixed Income Fund is a Mutual Fund in SEI CATHOLIC VALUES TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $185.96M.
On July 30th, 2024 it reported 1,375 holdings, the largest
being United States of America (9.3%), (5.2%) and (4.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000152592 | CFVAX | |
| Class Y | C000152593 | CFVYX |
Holdings
From latest NPORT-P, filed July 30th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3 MONTH SOFR FUT DEC24 FINANCIAL COMMODITY FUTURE. | Derivative-other | US | $9M | – | 4.44 | |
| 3 MONTH SOFR FUT DEC25 FINANCIAL COMMODITY FUTURE. | Derivative-other | US | $11M | – | 5.16 | |
| 3 Month SOFR Opt Dec24C 97.13 SHORT | Derivative-interest rate | US | $-450 | – | -0.00 | |
| 3 Month SOFR Opt Dec24P 95 SHORT | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 3 Month SOFR Opt Dec24P 95.5 LONG (RJ O'BRIEN) | Derivative-interest rate | US | $8K | – | 0.00 | |
| 3 Month SOFR Opt Jun25C 97 SHORT | Derivative-interest rate | US | $-16K | – | -0.01 | |
| ACRISURE, LLC 2/15/2027 | Long | Loan | US | $30K | – | 0.01 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $140K | – | 0.07 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $241K | – | 0.12 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $136K | – | 0.06 |
| AIA GROUP LTD MTN 3.200000% 03/11/2025 (AIA Group Limited) | Long | Debt | HK | $265K | – | 0.13 |
| AIA GROUP LTD MTN 5.375000% 04/05/2034 (AIA Group Limited) | Long | Debt | HK | $270K | – | 0.13 |
| AIMCO CLO SERIES 2017-A AIMCO 2017-AA AR | Long | ABS-collateralized bond/debt obligation | KY | $298K | – | 0.14 |
| AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST 144A 3.600000% 03/15/2027 (AIR CANADA 2015-1 PASS THROUGH TRUST) | Long | Debt | CA | $174K | – | 0.08 |
| AIR LEASE CORP 3.375000% 07/01/2025 (AIR LEASE CORPORATION) | Long | Debt | US | $20K | – | 0.01 |
| AIR LEASE CORP 5.300000% 02/01/2028 (AIR LEASE CORPORATION) | Long | Debt | US | $40K | – | 0.02 |
| ALEXANDRIA REAL ESTATE EQUITIES INC 4.700000% 07/01/2030 (ALEXANDRIA REAL ESTATE EQUITIES, INC.) | Long | Debt | US | $506K | – | 0.24 |
| ALI GROUP NORTH AMERICA CORPORATION 7/30/2029 | Long | Loan | US | $37K | – | 0.02 |
| ALLIED UNIVERSAL HOLDCO LLC 5/12/2028 | Long | Loan | US | $116K | – | 0.06 |
| ALTERRA MOUNTAIN COMPANY 8/17/2028 | Long | Loan | US | $38K | – | 0.02 |
| AMAZON.COM INC 1.200000% 06/03/2027 (AMAZON.COM, INC.) | Long | Debt | US | $54K | – | 0.03 |
| AMAZON.COM INC 1.500000% 06/03/2030 (AMAZON.COM, INC.) | Long | Debt | US | $25K | – | 0.01 |
| AMAZON.COM INC 2.100000% 05/12/2031 (AMAZON.COM, INC.) | Long | Debt | US | $17K | – | 0.01 |
| AMAZON.COM INC 3.100000% 05/12/2051 (AMAZON.COM, INC.) | Long | Debt | US | $82K | – | 0.04 |
| AMAZON.COM INC 3.150000% 08/22/2027 (AMAZON.COM, INC.) | Long | Debt | US | $47K | – | 0.02 |
| AMAZON.COM INC 3.300000% 04/13/2027 (AMAZON.COM, INC.) | Long | Debt | US | $10K | – | 0.00 |
| AMAZON.COM INC 3.450000% 04/13/2029 (AMAZON.COM, INC.) | Long | Debt | US | $19K | – | 0.01 |
| AMAZON.COM INC 3.600000% 04/13/2032 (AMAZON.COM, INC.) | Long | Debt | US | $155K | – | 0.07 |
| AMAZON.COM INC 3.875000% 08/22/2037 (AMAZON.COM, INC.) | Long | Debt | US | $246K | – | 0.12 |
| AMAZON.COM INC 4.050000% 08/22/2047 (AMAZON.COM, INC.) | Long | Debt | US | $25K | – | 0.01 |
| AMAZON.COM INC 4.100000% 04/13/2062 (AMAZON.COM, INC.) | Long | Debt | US | $299K | – | 0.14 |
| AMAZON.COM INC 4.250000% 08/22/2057 (AMAZON.COM, INC.) | Long | Debt | US | $8K | – | 0.00 |
| AMAZON.COM INC 4.950000% 12/05/2044 (AMAZON.COM, INC.) | Long | Debt | US | $123K | – | 0.06 |
| AMAZON.COM INC 4.950000% 12/05/2044 (AMAZON.COM, INC.) | Long | Debt | US | $29K | – | 0.01 |
| AMERICAN AIRLINES INC 144A 8.500000% 05/15/2029 (AMERICAN AIRLINES, INC.) | Long | Debt | US | $72K | – | 0.03 |
| AMERICAN EXPRESS CO 4.050000% 05/03/2029 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $48K | – | 0.02 |
| AMERICAN TOWER TRUST #1 144A 5.490000% 03/15/2028 | Long | Debt | US | $352K | – | 0.17 |
| AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032 (AMERICAN TRANSMISSION SYSTEMS, INCORPORATED) | Long | Debt | US | $25K | – | 0.01 |
| AMSR 2022-SFR3 TRUST AMSR 2022-SFR3 A (AMSR TRUST) | Long | ABS-mortgage backed security | US | $224K | – | 0.11 |
| AMSR 2023-SFR1 TRUST AMSR 2023-SFR1 A (AMSR TRUST) | Long | ABS-mortgage backed security | US | $388K | – | 0.19 |
| AMWINS GROUP INC. 2/19/2028 | Long | Loan | US | $9K | – | 0.00 |
| AMWINS GROUP, INC. 2/19/2028 | Long | Loan | US | $10K | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST 2022-3 AOMT 2022-3 A3 | Long | ABS-mortgage backed security | US | $90K | – | 0.04 |
| ANGLO AMERICAN CAPITAL PLC 144A 3.625000% 09/11/2024 | Long | Debt | ZA | $199K | – | 0.10 |
| ANGLO AMERICAN CAPITAL PLC 144A 4.750000% 04/10/2027 | Long | Debt | ZA | $196K | – | 0.09 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046 (ANHEUSER-BUSCH COMPANIES, LLC) | Long | Debt | BE | $165K | – | 0.08 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.500000% 06/01/2030 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $18K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.350000% 06/01/2040 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $44K | – | 0.02 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $50K | – | 0.02 |
| AON NORTH AMERICA INC 5.450000% 03/01/2034 (AON NORTH AMERICA, INC.) | Long | Debt | US | $109K | – | 0.05 |
| APACHE CORP 4.250000% 01/15/2044 (APACHE CORPORATION) | Long | Debt | US | $109K | – | 0.05 |
| APACHE CORP 4.750000% 04/15/2043 (APACHE CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| APACHE CORP 5.350000% 07/01/2049 (APACHE CORPORATION) | Long | Debt | US | $17K | – | 0.01 |
| APACHE CORP 7.750000% 12/15/2029 (APACHE CORPORATION) | Long | Debt | US | $22K | – | 0.01 |
| APi Group 5/24 TLB 12/18/2028 | Long | Loan | US | $24K | – | 0.01 |
| APPLE INC 3.200000% 05/13/2025 (APPLE INC.) | Long | Debt | US | $118K | – | 0.06 |
| APPLE INC 3.850000% 08/04/2046 (APPLE INC.) | Long | Debt | US | $127K | – | 0.06 |
| APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC DIN 2023-1A A2 (APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC) | Long | ABS-mortgage backed security | US | $176K | – | 0.08 |
| APTIV PLC / APTIV CORP 3.250000% 03/01/2032 | Long | Debt | US | $371K | – | 0.18 |
| AQUARION CO 144A 4.000000% 08/15/2024 (AQUARION COMPANY) | Long | Debt | US | $191K | – | 0.09 |
| ASPLUNDH TREE EXPERT, LLC 9/7/2027 | Long | Loan | US | $9K | – | 0.00 |
| ASURION LLC 7/31/2027 | Long | Loan | US | $29K | – | 0.01 |
| ASURION LLC 8/19/2028 | Long | Loan | US | $47K | – | 0.02 |
| ASURION, LLC 12/23/2026 | Long | Loan | US | $43K | – | 0.02 |
| AT&T INC 2.250000% 02/01/2032 (AT&T INC.) | Long | Debt | US | $40K | – | 0.02 |
| AT&T INC 2.300000% 06/01/2027 (AT&T INC.) | Long | Debt | US | $55K | – | 0.03 |
| AT&T INC 2.550000% 12/01/2033 (AT&T INC.) | Long | Debt | US | $228K | – | 0.11 |
| AT&T INC 2.550000% 12/01/2033 (AT&T INC.) | Long | Debt | US | $39K | – | 0.02 |
| AT&T INC 3.500000% 06/01/2041 (AT&T INC.) | Long | Debt | US | $115K | – | 0.06 |
| AT&T INC 3.650000% 09/15/2059 (AT&T INC.) | Long | Debt | US | $21K | – | 0.01 |
| AT&T INC 4.350000% 06/15/2045 (AT&T INC.) | Long | Debt | US | $17K | – | 0.01 |
| AT&T INC 4.500000% 03/09/2048 (AT&T INC.) | Long | Debt | US | $32K | – | 0.02 |
| AT&T INC 5.350000% 09/01/2040 (AT&T INC.) | Long | Debt | US | $20K | – | 0.01 |
| AT&T INC VARIABLE RATE 06/12/2024 (AT&T INC.) | Long | Debt | US | $462K | – | 0.22 |
| ATHENAHEALTH GROUP INC. 2/15/2029 | Long | Loan | US | $61K | – | 0.03 |
| AVIATION CAPITAL GROUP LLC 144A 1.950000% 01/30/2026 | Long | Debt | US | $282K | – | 0.14 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2021-1A A | Long | ABS-mortgage backed security | US | $119K | – | 0.06 |
| BALL CORP 3.125000% 09/15/2031 (BALL CORPORATION) | Long | Debt | US | $25K | – | 0.01 |
| BANK 2017-BNK8 BANK 2017-BNK8 XA | Long | Debt | US | $27K | – | 0.01 |
| BANK 2018-BNK10 BANK 2018-BN10 A5 | Long | ABS-mortgage backed security | US | $150K | – | 0.07 |
| BANK 2019-BNK21 BANK 2019-BN21 XA | Long | Debt | US | $137K | – | 0.07 |
| BANK OF AMERICA CORP 2.572000% 10/20/2032 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $74K | – | 0.04 |
| BANK OF AMERICA CORP 2.592000% 04/29/2031 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $77K | – | 0.04 |
| BANK OF AMERICA CORP 3.311000% 04/22/2042 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $354K | – | 0.17 |
| BANK OF AMERICA CORP 3.419000% 12/20/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $39K | – | 0.02 |
| BANK OF AMERICA CORP 5.288000% 04/25/2034 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $252K | – | 0.12 |
| BANK OF AMERICA CORP MTN 2.972000% 02/04/2033 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $135K | – | 0.06 |
| BANK OF AMERICA CORP MTN 3.593000% 07/21/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $85K | – | 0.04 |
| BANK OF AMERICA CORP MTN 3.970000% 03/05/2029 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $143K | – | 0.07 |
| BANK OF AMERICA CORP MTN 4.000000% 01/22/2025 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $415K | – | 0.20 |
| BANK OF AMERICA CORP MTN 4.083000% 03/20/2051 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $88K | – | 0.04 |
| BANK OF AMERICA CORP MTN 4.250000% 10/22/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $49K | – | 0.02 |
| BANK OF AMERICA CORP MTN 4.330000% 03/15/2050 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $125K | – | 0.06 |
| BANK OF AMERICA CORP MTN 4.376000% 04/27/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $97K | – | 0.05 |
| BANK OF AMERICA CORP MTN 4.450000% 03/03/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $10K | – | 0.00 |
| BANK OF AMERICA CORP MTN 4.948000% 07/22/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $218K | – | 0.10 |
| BANK OF AMERICA CORP MTN 5.000000% 01/21/2044 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $19K | – | 0.01 |
| BANK OF MONTREAL MTN 1.850000% 05/01/2025 (BANQUE DE MONTREAL) | Long | Debt | CA | $106K | – | 0.05 |
| BANK OF NEW YORK MELLON CORP/THE MTN 1.600000% 04/24/2025 (The Bank of New York Mellon Corporation) | Long | Debt | US | $19K | – | 0.01 |
| BANK OF NEW YORK MELLON CORP/THE MTN 4.289000% 06/13/2033 (The Bank of New York Mellon Corporation) | Long | Debt | US | $150K | – | 0.07 |
| BANK OF NOVA SCOTIA/THE 1.300000% 06/11/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $38K | – | 0.02 |
| BANK OF NOVA SCOTIA/THE 4.588000% 05/04/2037 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $36K | – | 0.02 |
| BANK5 2023-5YR2 BANK5 2023-5YR2 A3 | Long | ABS-mortgage backed security | US | $519K | – | 0.25 |
| BANK5 TRUST 2024-5YR6 BANK5 2024-5YR6 C | Long | ABS-mortgage backed security | US | $101K | – | 0.05 |
| BANKAMERICA MANUFACTURED HOUSING CONTRACT TRUST BAMH 1996-1 B1 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BARCLAYS PLC 6.490000% 09/13/2029 | Long | Debt | GB | $602K | – | 0.29 |
| BBCCRE TRUST 2015-GTP BBCCR 2015-GTP D | Long | ABS-mortgage backed security | US | $119K | – | 0.06 |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004- BSABS 2004-AC6 A1 (BEAR STEARNS ASSET BACKED SECURITIES INC) | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004- BSABS 2004-HE7 M1 (BEAR STEARNS ASSET BACKED SECURITIES INC) | Long | ABS-mortgage backed security | US | $128K | – | 0.06 |
| BENCHMARK 2018-B1 MORTGAGE TRUST BMARK 2018-B1 A5 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $177K | – | 0.08 |
| BENCHMARK 2020-B17 MORTGAGE TRUST BMARK 2020-B17 A2 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $367K | – | 0.18 |
| BENCHMARK 2020-B22 MORTGAGE TRUST BMARK 2020-B22 ASB (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $415K | – | 0.20 |
| BERKSHIRE HATHAWAY ENERGY CO 4.450000% 01/15/2049 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $491K | – | 0.24 |
| BLACKSTONE HOLDINGS FINANCE CO LLC 144A 5.000000% 06/15/2044 (BLACKSTONE HOLDINGS FINANCE CO. L.L.C.) | Long | Debt | US | $182K | – | 0.09 |
| BLACKSTONE HOLDINGS FINANCE CO LLC 144A 6.250000% 08/15/2042 (BLACKSTONE HOLDINGS FINANCE CO. L.L.C.) | Long | Debt | US | $121K | – | 0.06 |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.250000% 07/15/2032 (BLUE RACER MIDSTREAM, LLC) | Long | Debt | US | $20K | – | 0.01 |
| BMP 2024-MF23 BMP 2024-MF23 D (BMP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $210K | – | 0.10 |
| BNP PARIBAS SA 144A 4.400000% 08/14/2028 | Long | Debt | FR | $192K | – | 0.09 |
| BNP PARIBAS SA 144A 5.125000% 01/13/2029 | Long | Debt | FR | $199K | – | 0.10 |
| BNP PARIBAS SA 144A 5.894000% 12/05/2034 | Long | Debt | FR | $412K | – | 0.20 |
| BOOST NEWCO BORROWER, LLC 1/31/2031 | Long | Loan | US | $130K | – | 0.06 |
| BP CAPITAL MARKETS AMERICA INC 3.000000% 02/24/2050 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $33K | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC 3.588000% 04/14/2027 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $10K | – | 0.00 |
| BP CAPITAL MARKETS AMERICA INC 3.633000% 04/06/2030 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $19K | – | 0.01 |
| BPR TRUST 2022-OANA BPR 2022-OANA A | Long | ABS-mortgage backed security | US | $141K | – | 0.07 |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 BRAVO 2022-NQM3 A1 | Long | ABS-mortgage backed security | US | $151K | – | 0.07 |
| BRIGHTHOUSE FINANCIAL INC 4.700000% 06/22/2047 (BRIGHTHOUSE FINANCIAL, INC.) | Long | Debt | US | $3K | – | 0.00 |
| BRK: CITIGROUP PAY - 3.51% FIXED (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | US | $38K | – | 0.02 | |
| BRK: CITIGROUP PAY: 10.2375% (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | US | $-47K | – | -0.02 | |
| BRK: CITIGROUP PAY: Secured Overnight Financing Rate - SOFR (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | US | $-51K | – | -0.02 | |
| BRK: RBC CAPITAL MARKETS (PAS) PAY : 0.042% FIXED (Royal Bank of Canada) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| BRK: UBS PAY: 2.60% (UBS Group AG) | Derivative-interest rate | US | $251K | – | 0.12 | |
| BRK: UBS PAY: 3.05% (UBS Group AG) | Derivative-interest rate | US | $127K | – | 0.06 | |
| BRK: UBS PAY: 3.15% (UBS Group AG) | Derivative-interest rate | US | $160K | – | 0.08 | |
| BRK: UBS PAY: 3.87% (UBS Group AG) | Derivative-interest rate | US | $102K | – | 0.05 | |
| BROADCOM INC 144A 1.950000% 02/15/2028 (BROADCOM INC.) | Long | Debt | US | $124K | – | 0.06 |
| BROADCOM INC 144A 3.137000% 11/15/2035 (BROADCOM INC.) | Long | Debt | US | $119K | – | 0.06 |
| BROADCOM INC 144A 4.926000% 05/15/2037 (BROADCOM INC.) | Long | Debt | US | $19K | – | 0.01 |
| BROADCOM INC 4.110000% 09/15/2028 (BROADCOM INC.) | Long | Debt | US | $227K | – | 0.11 |
| BROADCOM INC 4.750000% 04/15/2029 (BROADCOM INC.) | Long | Debt | US | $248K | – | 0.12 |
| BROWN GROUP HOLDINGS, LLC 6/7/2028 | Long | Loan | US | $39K | – | 0.02 |
| BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $19K | – | 0.01 |
| BX 2022-MVRK MORTGAGE TRUST BX 2022-MVRK A (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $160K | – | 0.08 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A | Long | ABS-mortgage backed security | US | $285K | – | 0.14 |
| BX COMMERCIAL MORTGAGE TRUST 2023-XL3 BX 2023-XL3 A | Long | ABS-mortgage backed security | US | $472K | – | 0.23 |
| BX COMMERCIAL MORTGAGE TRUST 2023-XL3 BX 2023-XL3 A | Long | ABS-mortgage backed security | US | $101K | – | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 2024-KING BX 2024-KING E | Long | ABS-mortgage backed security | US | $160K | – | 0.08 |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL5 BX 2024-XL5 A | Long | ABS-mortgage backed security | US | $498K | – | 0.24 |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL5 BX 2024-XL5 A | Long | ABS-mortgage backed security | US | $96K | – | 0.05 |
| CALIFORNIA ST STATE OF CALIFORNIA (State of California) | Long | Debt | US | $322K | – | 0.15 |
| CAMERON LNG LLC 144A 2.902000% 07/15/2031 (CAMERON LNG, LLC) | Long | Debt | US | $51K | – | 0.02 |
| CAMERON LNG LLC 144A 3.302000% 01/15/2035 (CAMERON LNG, LLC) | Long | Debt | US | $57K | – | 0.03 |
| CANADIAN NATIONAL RAILWAY CO 3.650000% 02/03/2048 (Compagnie des chemins de fer nationaux du Canada) | Long | Debt | CA | $117K | – | 0.06 |
| CANADIAN PACIFIC RAILWAY CO 3.100000% 12/02/2051 (COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE) | Long | Debt | CA | $27K | – | 0.01 |
| CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115 (COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE) | Long | Debt | CA | $169K | – | 0.08 |
| CAPITAL ONE FINANCIAL CORP 4.927000% 05/10/2028 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $41K | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 6.312000% 06/08/2029 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $317K | – | 0.15 |
| CAPITAL ONE FINANCIAL CORP 7.624000% 10/30/2031 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $262K | – | 0.13 |
| CARRIER GLOBAL CORP 2.700000% 02/15/2031 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $9K | – | 0.00 |
| CASTLELAKE AVIATION ONE 10/22/2026 | Long | Loan | US | $49K | – | 0.02 |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 06/01/2033 (CCO HOLDINGS, LLC) | Long | Debt | US | $15K | – | 0.01 |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032 (CCO HOLDINGS, LLC) | Long | Debt | US | $81K | – | 0.04 |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 4.500000% 05/01/2032 (CCO HOLDINGS, LLC) | Long | Debt | US | $79K | – | 0.04 |
| CD 2017-CD5 MORTGAGE TRUST CD 2017-CD5 A4 (CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES) | Long | ABS-mortgage backed security | US | $168K | – | 0.08 |
| CENT TRUST 2023-CITY CENT 2023-CITY A | Long | ABS-mortgage backed security | US | $131K | – | 0.06 |
| CHARLES SCHWAB CORP/THE 5.875000% 08/24/2026 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $101K | – | 0.05 |
| CHARLES SCHWAB CORP/THE 6.136000% 08/24/2034 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $21K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $7K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.400000% 04/01/2033 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $237K | – | 0.11 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $22K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.908000% 07/23/2025 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $7K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.050000% 03/30/2029 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $38K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $8K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $9K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 05/01/2047 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $8K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $23K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $76K | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.384000% 10/23/2035 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $566K | – | 0.27 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $18K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.550000% 06/01/2034 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $20K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING, LLC 12/7/2030 | Long | Loan | US | $73K | – | 0.03 |
| CHENIERE ENERGY INC 4.625000% 10/15/2028 (CHENIERE ENERGY, INC.) | Long | Debt | US | $19K | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP 3.250000% 01/31/2032 (CHENIERE ENERGY PARTNERS, L.P.) | Long | Debt | US | $34K | – | 0.02 |
| CHENIERE ENERGY PARTNERS LP 4.000000% 03/01/2031 (CHENIERE ENERGY PARTNERS, L.P.) | Long | Debt | US | $9K | – | 0.00 |
| CHEVRON CORP 2.954000% 05/16/2026 (CHEVRON CORPORATION) | Long | Debt | US | $29K | – | 0.01 |
| CHEVRON CORP 3.078000% 05/11/2050 (CHEVRON CORPORATION) | Long | Debt | US | $7K | – | 0.00 |
| CHEVRON USA INC 3.850000% 01/15/2028 (Chevron U.S.A. Inc.) | Long | Debt | US | $29K | – | 0.01 |
| CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICAT CCMFC 2004-2A A1 | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| CHICAGO IL MET WTR RECLAMATION METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER (CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO) | Long | Debt | US | $350K | – | 0.17 |
| CIFC FUNDING 2023-III LTD CIFC 2023-3A A (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $617K | – | 0.30 |
| CINTAS CORP NO 2 3.700000% 04/01/2027 | Long | Debt | US | $29K | – | 0.01 |
| CINTAS CORP NO 2 4.000000% 05/01/2032 | Long | Debt | US | $19K | – | 0.01 |
| CIT MORTGAGE LOAN TRUST 2007-1 CITM 2007-1 1M1 | Long | ABS-mortgage backed security | US | $109K | – | 0.05 |
| CITADEL SECURITIES LP 7/29/2030 | Long | Loan | US | $29K | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 CGCMT 2019-C7 XA | Long | Debt | US | $39K | – | 0.02 |
| CITIGROUP INC 2.572000% 06/03/2031 (CITIGROUP INC.) | Long | Debt | US | $9K | – | 0.00 |
| CITIGROUP INC 3.106000% 04/08/2026 (CITIGROUP INC.) | Long | Debt | US | $29K | – | 0.01 |
| CITIGROUP INC 3.400000% 05/01/2026 (CITIGROUP INC.) | Long | Debt | US | $492K | – | 0.24 |
| CITIGROUP INC 3.520000% 10/27/2028 (CITIGROUP INC.) | Long | Debt | US | $139K | – | 0.07 |
| CITIGROUP INC 3.700000% 01/12/2026 (CITIGROUP INC.) | Long | Debt | US | $97K | – | 0.05 |
| CITIGROUP INC 3.785000% 03/17/2033 (CITIGROUP INC.) | Long | Debt | US | $142K | – | 0.07 |
| CITIGROUP INC 3.980000% 03/20/2030 (CITIGROUP INC.) | Long | Debt | US | $103K | – | 0.05 |
| CITIGROUP INC 4.125000% 07/25/2028 (CITIGROUP INC.) | Long | Debt | US | $86K | – | 0.04 |
| CITIGROUP INC 4.412000% 03/31/2031 (CITIGROUP INC.) | Long | Debt | US | $174K | – | 0.08 |
| CITIGROUP INC 4.412000% 03/31/2031 (CITIGROUP INC.) | Long | Debt | US | $47K | – | 0.02 |
| CITIGROUP INC 4.450000% 09/29/2027 (CITIGROUP INC.) | Long | Debt | US | $68K | – | 0.03 |
| CITIGROUP INC 4.650000% 07/23/2048 (CITIGROUP INC.) | Long | Debt | US | $159K | – | 0.08 |
| CITIGROUP INC 4.658000% 05/24/2028 (CITIGROUP INC.) | Long | Debt | US | $20K | – | 0.01 |
| CITIGROUP INC 4.910000% 05/24/2033 (CITIGROUP INC.) | Long | Debt | US | $105K | – | 0.05 |
| CITIGROUP INC 8.125000% 07/15/2039 (CITIGROUP INC.) | Long | Debt | US | $75K | – | 0.04 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1 CITZN 2024-1 A3 | Long | ABS-mortgage backed security | US | $506K | – | 0.24 |
| CLOUDERA, INC. 10/8/2028 | Long | Loan | US | $21K | – | 0.01 |
| COCA-COLA CO/THE 2.600000% 06/01/2050 (THE COCA-COLA COMPANY) | Long | Debt | US | $12K | – | 0.01 |
| COCA-COLA CO/THE 3.375000% 03/25/2027 (THE COCA-COLA COMPANY) | Long | Debt | US | $19K | – | 0.01 |
| COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C C (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $131K | – | 0.06 |
| COLUMBIA PIPELINES OPERATING CO LLC 144A 6.036000% 11/15/2033 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $102K | – | 0.05 |
| COLUMBIA PIPELINES OPERATING CO LLC 144A 6.544000% 11/15/2053 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $21K | – | 0.01 |
| COMCAST CORP 2.350000% 01/15/2027 (COMCAST CORPORATION) | Long | Debt | US | $243K | – | 0.12 |
| COMCAST CORP 2.800000% 01/15/2051 (COMCAST CORPORATION) | Long | Debt | US | $25K | – | 0.01 |
| COMCAST CORP 2.887000% 11/01/2051 (COMCAST CORPORATION) | Long | Debt | US | $139K | – | 0.07 |
| COMCAST CORP 2.887000% 11/01/2051 (COMCAST CORPORATION) | Long | Debt | US | $19K | – | 0.01 |
| COMCAST CORP 2.937000% 11/01/2056 (COMCAST CORPORATION) | Long | Debt | US | $16K | – | 0.01 |
| COMCAST CORP 3.150000% 03/01/2026 (COMCAST CORPORATION) | Long | Debt | US | $19K | – | 0.01 |
| COMCAST CORP 3.300000% 04/01/2027 (COMCAST CORPORATION) | Long | Debt | US | $181K | – | 0.09 |
| COMCAST CORP 3.400000% 04/01/2030 (COMCAST CORPORATION) | Long | Debt | US | $18K | – | 0.01 |
| COMCAST CORP 3.400000% 07/15/2046 (COMCAST CORPORATION) | Long | Debt | US | $7K | – | 0.00 |
| 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 | – | 0.01 |
| COMCAST CORP 3.950000% 10/15/2025 (COMCAST CORPORATION) | Long | Debt | US | $128K | – | 0.06 |
| COMCAST CORP 3.969000% 11/01/2047 (COMCAST CORPORATION) | Long | Debt | US | $70K | – | 0.03 |
| COMCAST CORP 3.999000% 11/01/2049 (COMCAST CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| COMCAST CORP 4.000000% 03/01/2048 (COMCAST CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| COMCAST CORP 4.000000% 08/15/2047 (COMCAST CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| COMCAST CORP 4.049000% 11/01/2052 (COMCAST CORPORATION) | Long | Debt | US | $116K | – | 0.06 |
| COMCAST CORP 4.150000% 10/15/2028 (COMCAST CORPORATION) | Long | Debt | US | $39K | – | 0.02 |
| COMCAST CORP 4.250000% 10/15/2030 (COMCAST CORPORATION) | Long | Debt | US | $190K | – | 0.09 |
| COMM 2015-CCRE23 MORTGAGE TRUST COMM 2015-CR23 A4 (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $538K | – | 0.26 |
| COMM 2015-CCRE26 MORTGAGE TRUST COMM 2015-CR26 A4 (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $404K | – | 0.19 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 3.350000% 04/01/2030 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $18K | – | 0.01 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 04/01/2050 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $16K | – | 0.01 |
| CONSTELLATION BRANDS INC 4.350000% 05/09/2027 (CONSTELLATION BRANDS, INC.) | Long | Debt | US | $20K | – | 0.01 |
| CONSTELLATION BRANDS INC 4.750000% 11/15/2024 (CONSTELLATION BRANDS, INC.) | Long | Debt | US | $80K | – | 0.04 |
| CONSTELLATION SOFTWARE INC/CANADA 144A 5.461000% 02/16/2034 (Constellation Software Inc.) | Long | Debt | CA | $186K | – | 0.09 |
| CONTINENTAL AIRLINES 2012-2 CLASS A PASS THROUGH T 4.000000% 10/29/2024 | Long | Debt | US | $113K | – | 0.05 |
| CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $19K | – | 0.01 |
| CONTINENTAL RESOURCES INC/OK 144A 5.750000% 01/15/2031 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $39K | – | 0.02 |
| CONTINENTAL RESOURCES INC/OK 4.375000% 01/15/2028 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $29K | – | 0.01 |
| CONTINENTAL RESOURCES INC/OK 4.900000% 06/01/2044 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $50K | – | 0.02 |
| COOPERATIEVE RABOBANK UA 4.375000% 08/04/2025 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $246K | – | 0.12 |
| COREVEST AMERICAN FINANCE 2021-1 TRUST CAFL 2021-1 A | Long | ABS-mortgage backed security | US | $248K | – | 0.12 |
| COSTCO WHOLESALE CORP 1.375000% 06/20/2027 (COSTCO WHOLESALE CORPORATION) | Long | Debt | US | $63K | – | 0.03 |
| COSTCO WHOLESALE CORP 1.600000% 04/20/2030 (COSTCO WHOLESALE CORPORATION) | Long | Debt | US | $33K | – | 0.02 |
| COTERRA ENERGY INC 3.900000% 05/15/2027 (Coterra Energy Inc.) | Long | Debt | US | $106K | – | 0.05 |
| COTERRA ENERGY INC 4.375000% 03/15/2029 (Coterra Energy Inc.) | Long | Debt | US | $171K | – | 0.08 |
| Cotiviti Hldgs Inc TL 05/01/2031 | Long | Loan | US | $171K | – | 0.08 |
| COX COMMUNICATIONS INC 144A 3.350000% 09/15/2026 (COX COMMUNICATIONS, INC.) | Long | Debt | US | $220K | – | 0.11 |
| CREDIT AGRICOLE SA 144A 8.125000% MATURITY: PERPETUAL | Long | Debt | FR | $265K | – | 0.13 |
| Credit Default Swap (BNP Paribas) | Derivative-credit | US | $462K | – | 0.22 | |
| Credit Default Swap (Bank of America) | Derivative-credit | US | $-10K | – | -0.00 | |
| CREDIT SUISSE AG/NEW YORK NY 7.950000% 01/09/2025 (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | CH | $326K | – | 0.16 |
| CREDIT SUISSE GROUP AG 144A 9.750000% MATURITY: PERPETUAL | Long | Debt | CH | $0.01 | – | 0.00 |
| CROSS 2024-H2 MORTGAGE TRUST CROSS 2024-H2 A1 (CROSS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $333K | – | 0.16 |
| CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C2 AS (CSAIL COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $204K | – | 0.10 |
| CSC HOLDINGS LLC 144A 4.500000% 11/15/2031 (CSC HOLDINGS, LLC) | Long | Debt | US | $122K | – | 0.06 |
| CSMC 2022-RPL4 TRUST CSMC 2022-RPL4 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $181K | – | 0.09 |
| CSMC TRUST 2018-J1 TRUST CSMC 2018-J1 A2 | Long | ABS-mortgage backed security | US | $103K | – | 0.05 |
| CSX CORP 3.800000% 04/15/2050 (CSX Corporation) | Long | Debt | US | $252K | – | 0.12 |
| CVS HEALTH CORP 1.875000% 02/28/2031 (CVS HEALTH CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| CVS HEALTH CORP 2.125000% 09/15/2031 (CVS HEALTH CORPORATION) | Long | Debt | US | $24K | – | 0.01 |
| CVS HEALTH CORP 3.625000% 04/01/2027 (CVS HEALTH CORPORATION) | Long | Debt | US | $29K | – | 0.01 |
| CVS HEALTH CORP 3.750000% 04/01/2030 (CVS HEALTH CORPORATION) | Long | Debt | US | $27K | – | 0.01 |
| CVS HEALTH CORP 3.875000% 07/20/2025 (CVS HEALTH CORPORATION) | Long | Debt | US | $18K | – | 0.01 |
| CVS HEALTH CORP 4.125000% 04/01/2040 (CVS HEALTH CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| CVS HEALTH CORP 4.250000% 04/01/2050 (CVS HEALTH CORPORATION) | Long | Debt | US | $53K | – | 0.03 |
| CVS HEALTH CORP 4.300000% 03/25/2028 (CVS HEALTH CORPORATION) | Long | Debt | US | $29K | – | 0.01 |
| CVS HEALTH CORP 5.050000% 03/25/2048 (CVS HEALTH CORPORATION) | Long | Debt | US | $216K | – | 0.10 |
| CVS HEALTH CORP 5.125000% 07/20/2045 (CVS HEALTH CORPORATION) | Long | Debt | US | $53K | – | 0.03 |
| CVS PASS-THROUGH TRUST 144A 5.926000% 01/10/2034 (CVS HEALTH CORPORATION) | Long | Debt | US | $414K | – | 0.20 |
| CVS PASS-THROUGH TRUST 144A 7.507000% 01/10/2032 (CVS HEALTH CORPORATION) | Long | Debt | US | $302K | – | 0.14 |
| CVS PASS-THROUGH TRUST 6.036000% 12/10/2028 (CVS LEASE BACKED PASS THROUGH SERIES TRUST) | Long | Debt | US | $123K | – | 0.06 |
| DCP MIDSTREAM OPERATING LP 144A 6.450000% 11/03/2036 (DCP MIDSTREAM OPERATING, LP) | Long | Debt | US | $10K | – | 0.00 |
| DEERE & CO 3.100000% 04/15/2030 (DEERE & COMPANY) | Long | Debt | US | $9K | – | 0.00 |
| DEERE & CO 3.750000% 04/15/2050 (DEERE & COMPANY) | Long | Debt | US | $32K | – | 0.02 |
| DEERFIELD DAKOTA HOLDING LLC 4/9/2027 | Long | Loan | US | $52K | – | 0.03 |
| DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST 2.000000% 06/10/2028 (DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $122K | – | 0.06 |
| DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025 (SkyMiles IP Ltd.) | Long | Debt | US | $15K | – | 0.01 |
| DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028 (SkyMiles IP Ltd.) | Long | Debt | US | $49K | – | 0.02 |
| DELTA AIR LINES INC 2.900000% 10/28/2024 (DELTA AIR LINES, INC.) | Long | Debt | US | $40K | – | 0.02 |
| DELTA AIR LINES INC 7.375000% 01/15/2026 (DELTA AIR LINES, INC.) | Long | Debt | US | $31K | – | 0.01 |
| DENVER CITY & CNTY CO ARPT REV CITY & COUNTY OF DENVER CO AIRPORT SYSTEM REVENUE (DENVER COLO CITY & CNTY ARPT REV) | Long | Debt | US | $171K | – | 0.08 |
| DEVON ENERGY CORP 5.000000% 06/15/2045 (DEVON ENERGY CORPORATION) | Long | Debt | US | $242K | – | 0.12 |
| DEVON ENERGY CORP 5.600000% 07/15/2041 (DEVON ENERGY CORPORATION) | Long | Debt | US | $47K | – | 0.02 |
| DEVON ENERGY CORP 5.850000% 12/15/2025 (DEVON ENERGY CORPORATION) | Long | Debt | US | $30K | – | 0.01 |
| DIAMONDBACK ENERGY INC 3.250000% 12/01/2026 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $10K | – | 0.00 |
| DIAMONDBACK ENERGY INC 3.500000% 12/01/2029 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $28K | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.150000% 01/30/2030 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $530K | – | 0.25 |
| DIGICERT HOLDINGS INC. 10/16/2026 | Long | Loan | US | $105K | – | 0.05 |
| DISH DBS CORP 144A 5.250000% 12/01/2026 (DISH DBS Corporation) | Long | Debt | US | $32K | – | 0.02 |
| DISH DBS CORP 144A 5.750000% 12/01/2028 (DISH DBS Corporation) | Long | Debt | US | $21K | – | 0.01 |
| DOMINO'S PIZZA MASTER ISSUER LLC DPABS 2021-1A A2I | Long | ABS-mortgage backed security | US | $489K | – | 0.23 |
| DTE ELECTRIC SECURITIZATION FUNDING I LLC 2.640000% 12/01/2026 | Long | Debt | US | $188K | – | 0.09 |
| DTE ENERGY CO 4.875000% 06/01/2028 (DTE ENERGY COMPANY) | Long | Debt | US | $189K | – | 0.09 |
| DTP COMMERCIAL MORTGAGE TRUST 2023-STE2 DTP 2023-STE2 A | Long | ABS-mortgage backed security | US | $100K | – | 0.05 |
| DUKE ENERGY CAROLINAS LLC 3.950000% 03/15/2048 (Duke Energy Carolinas, LLC) | Long | Debt | US | $76K | – | 0.04 |
| DUKE ENERGY FLORIDA LLC 3.200000% 01/15/2027 (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $219K | – | 0.10 |
| DUKE ENERGY OHIO INC 3.650000% 02/01/2029 (DUKE ENERGY OHIO, INC.) | Long | Debt | US | $47K | – | 0.02 |
| EATON CORP 4.150000% 11/02/2042 (EATON CORPORATION) | Long | Debt | US | $60K | – | 0.03 |
| ECOPETROL SA 4.625000% 11/02/2031 (ECOPETROL S.A.) | Long | Debt | CO | $98K | – | 0.05 |
| ECOPETROL SA 5.875000% 05/28/2045 (ECOPETROL S.A.) | Long | Debt | CO | $79K | – | 0.04 |
| ELEVANCE HEALTH INC 3.350000% 12/01/2024 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $20K | – | 0.01 |
| ELEVANCE HEALTH INC 3.650000% 12/01/2027 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $29K | – | 0.01 |
| ELEVANCE HEALTH INC 4.100000% 05/15/2032 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $92K | – | 0.04 |
| ELEVANCE HEALTH INC 4.550000% 05/15/2052 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $17K | – | 0.01 |
| ENERGY TRANSFER LP 2.900000% 05/15/2025 | Long | Debt | US | $10K | – | 0.00 |
| ENERGY TRANSFER LP 3.750000% 05/15/2030 | Long | Debt | US | $128K | – | 0.06 |
| ENERGY TRANSFER LP 4.150000% 09/15/2029 | Long | Debt | US | $19K | – | 0.01 |
| ENERGY TRANSFER LP 4.950000% 06/15/2028 | Long | Debt | US | $20K | – | 0.01 |
| ENERGY TRANSFER LP 5.000000% 05/15/2050 | Long | Debt | US | $25K | – | 0.01 |
| ENERGY TRANSFER LP 5.250000% 04/15/2029 | Long | Debt | US | $30K | – | 0.01 |
| ENERGY TRANSFER LP 5.750000% 02/15/2033 | Long | Debt | US | $270K | – | 0.13 |
| ENERGY TRANSFER LP 6.250000% 04/15/2049 | Long | Debt | US | $189K | – | 0.09 |
| ENERGY TRANSFER LP 6.500000% MATURITY: PERPETUAL | Long | Debt | US | $20K | – | 0.01 |
| ENERGY TRANSFER LP 6.750000% MATURITY: PERPETUAL | Long | Debt | US | $10K | – | 0.00 |
| ENERGY TRANSFER LP 7.125000% MATURITY: PERPETUAL | Long | Debt | US | $49K | – | 0.02 |
| ENERGY TRANSFER LP MATURITY: PERPETUAL | Long | Debt | US | $70K | – | 0.03 |
| ENTERPRISE PRODUCTS OPERATING LLC 4.150000% 10/16/2028 | Long | Debt | US | $367K | – | 0.18 |
| ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 03/15/2044 | Long | Debt | US | $81K | – | 0.04 |
| ENTERPRISE PRODUCTS OPERATING LLC 5.375000% 02/15/2078 | Long | Debt | US | $9K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC 6.650000% 10/15/2034 | Long | Debt | US | $22K | – | 0.01 |
| EOG RESOURCES INC 3.900000% 04/01/2035 (EOG RESOURCES, INC.) | Long | Debt | US | $36K | – | 0.02 |
| EOG RESOURCES INC 4.150000% 01/15/2026 (EOG RESOURCES, INC.) | Long | Debt | US | $49K | – | 0.02 |
| EOG RESOURCES INC 4.950000% 04/15/2050 (EOG RESOURCES, INC.) | Long | Debt | US | $65K | – | 0.03 |
| EQT CORP 144A 3.625000% 05/15/2031 (EQT CORPORATION) | Long | Debt | US | $17K | – | 0.01 |
| EQT CORP 3.900000% 10/01/2027 (EQT CORPORATION) | Long | Debt | US | $276K | – | 0.13 |
| EVERBANK MORTGAGE LOAN TRUST 18-1 EVER 2018-1 A22 | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| EVERSOURCE ENERGY 3.150000% 01/15/2025 | Long | Debt | US | $109K | – | 0.05 |
| EXELON CORP 4.700000% 04/15/2050 (EXELON CORPORATION) | Long | Debt | US | $59K | – | 0.03 |
| EXELON CORP 5.100000% 06/15/2045 (EXELON CORPORATION) | Long | Debt | US | $299K | – | 0.14 |
| EXELON CORP 5.625000% 06/15/2035 (EXELON CORPORATION) | Long | Debt | US | $60K | – | 0.03 |
| EXXON MOBIL CORP 2.992000% 03/19/2025 (EXXON MOBIL CORPORATION) | Long | Debt | US | $20K | – | 0.01 |
| EXXON MOBIL CORP 3.043000% 03/01/2026 (EXXON MOBIL CORPORATION) | Long | Debt | US | $39K | – | 0.02 |
| EXXON MOBIL CORP 3.482000% 03/19/2030 (EXXON MOBIL CORPORATION) | Long | Debt | US | $37K | – | 0.02 |
| EXXON MOBIL CORP 4.114000% 03/01/2046 (EXXON MOBIL CORPORATION) | Long | Debt | US | $75K | – | 0.04 |
| EXXON MOBIL CORP 4.327000% 03/19/2050 (EXXON MOBIL CORPORATION) | Long | Debt | US | $25K | – | 0.01 |
| FANNIE MAE POOL FN 555647 (Federal National Mortgage Association) | Long | Debt | US | $64K | – | 0.03 |
| FANNIE MAE POOL FN 890843 (Federal National Mortgage Association) | Long | Debt | US | $32K | – | 0.02 |
| FANNIE MAE POOL FN 995243 (Federal National Mortgage Association) | Long | Debt | US | $30K | – | 0.01 |
| FANNIE MAE POOL FN AB6802 (Federal National Mortgage Association) | Long | Debt | US | $87K | – | 0.04 |
| FANNIE MAE POOL FN AB9016 (Federal National Mortgage Association) | Long | Debt | US | $206K | – | 0.10 |
| FANNIE MAE POOL FN AL3000 (Federal National Mortgage Association) | Long | Debt | US | $86K | – | 0.04 |
| FANNIE MAE POOL FN AL4597 (Federal National Mortgage Association) | Long | Debt | US | $42K | – | 0.02 |
| FANNIE MAE POOL FN AL6301 (Federal National Mortgage Association) | Long | Debt | US | $39K | – | 0.02 |
| FANNIE MAE POOL FN AL6663 (Federal National Mortgage Association) | Long | Debt | US | $77K | – | 0.04 |
| FANNIE MAE POOL FN AL8936 (Federal National Mortgage Association) | Long | Debt | US | $53K | – | 0.03 |
| FANNIE MAE POOL FN AL9572 (Federal National Mortgage Association) | Long | Debt | US | $40K | – | 0.02 |
| FANNIE MAE POOL FN AL9621 (Federal National Mortgage Association) | Long | Debt | US | $54K | – | 0.03 |
| FANNIE MAE POOL FN AL9631 (Federal National Mortgage Association) | Long | Debt | US | $30K | – | 0.01 |
| FANNIE MAE POOL FN AM8674 (Federal National Mortgage Association) | Long | Debt | US | $39K | – | 0.02 |
| FANNIE MAE POOL FN AP2422 (Federal National Mortgage Association) | Long | Debt | US | $53K | – | 0.03 |
| FANNIE MAE POOL FN AS0038 (Federal National Mortgage Association) | Long | Debt | US | $17K | – | 0.01 |
| FANNIE MAE POOL FN AS4583 (Federal National Mortgage Association) | Long | Debt | US | $88K | – | 0.04 |
| FANNIE MAE POOL FN AS5314 (Federal National Mortgage Association) | Long | Debt | US | $24K | – | 0.01 |
| FANNIE MAE POOL FN AS7313 (Federal National Mortgage Association) | Long | Debt | US | $83K | – | 0.04 |
| FANNIE MAE POOL FN AS8745 (Federal National Mortgage Association) | Long | Debt | US | $31K | – | 0.01 |
| FANNIE MAE POOL FN AS9760 (Federal National Mortgage Association) | Long | Debt | US | $15K | – | 0.01 |
| FANNIE MAE POOL FN AT5860 (Federal National Mortgage Association) | Long | Debt | US | $141K | – | 0.07 |
| FANNIE MAE POOL FN AU6735 (Federal National Mortgage Association) | Long | Debt | US | $20K | – | 0.01 |
| FANNIE MAE POOL FN BC1457 (Federal National Mortgage Association) | Long | Debt | US | $109K | – | 0.05 |
| FANNIE MAE POOL FN BD2455 (Federal National Mortgage Association) | Long | Debt | US | $29K | – | 0.01 |
| FANNIE MAE POOL FN BD3715 (Federal National Mortgage Association) | Long | Debt | US | $135K | – | 0.06 |
| FANNIE MAE POOL FN BF0104 (Federal National Mortgage Association) | Long | Debt | US | $33K | – | 0.02 |
| FANNIE MAE POOL FN BF0133 (Federal National Mortgage Association) | Long | Debt | US | $180K | – | 0.09 |
| 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 | $32K | – | 0.02 |
| FANNIE MAE POOL FN BF0301 (Federal National Mortgage Association) | Long | Debt | US | $31K | – | 0.01 |
| FANNIE MAE POOL FN BF0338 (Federal National Mortgage Association) | Long | Debt | US | $38K | – | 0.02 |
| FANNIE MAE POOL FN BF0546 (Federal National Mortgage Association) | Long | Debt | US | $194K | – | 0.09 |
| FANNIE MAE POOL FN BF0561 (Federal National Mortgage Association) | Long | Debt | US | $72K | – | 0.03 |
| FANNIE MAE POOL FN BJ2544 (Federal National Mortgage Association) | Long | Debt | US | $20K | – | 0.01 |
| FANNIE MAE POOL FN BK7700 (Federal National Mortgage Association) | Long | Debt | US | $22K | – | 0.01 |
| FANNIE MAE POOL FN BM1565 (Federal National Mortgage Association) | Long | Debt | US | $61K | – | 0.03 |
| FANNIE MAE POOL FN BM1972 (Federal National Mortgage Association) | Long | Debt | US | $53K | – | 0.03 |
| FANNIE MAE POOL FN BM4097 (Federal National Mortgage Association) | Long | Debt | US | $366K | – | 0.18 |
| FANNIE MAE POOL FN BM4897 (Federal National Mortgage Association) | Long | Debt | US | $30K | – | 0.01 |
| FANNIE MAE POOL FN BM4951 (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.01 |
| FANNIE MAE POOL FN BM6373 (Federal National Mortgage Association) | Long | Debt | US | $106K | – | 0.05 |
| FANNIE MAE POOL FN BN1623 (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.01 |
| FANNIE MAE POOL FN BO2977 (Federal National Mortgage Association) | Long | Debt | US | $75K | – | 0.04 |
| FANNIE MAE POOL FN BO5384 (Federal National Mortgage Association) | Long | Debt | US | $184K | – | 0.09 |
| FANNIE MAE POOL FN BO8911 (Federal National Mortgage Association) | Long | Debt | US | $146K | – | 0.07 |
| FANNIE MAE POOL FN BP2319 (Federal National Mortgage Association) | Long | Debt | US | $44K | – | 0.02 |
| FANNIE MAE POOL FN BQ1567 (Federal National Mortgage Association) | Long | Debt | US | $281K | – | 0.13 |
| FANNIE MAE POOL FN BQ3136 (Federal National Mortgage Association) | Long | Debt | US | $134K | – | 0.06 |
| FANNIE MAE POOL FN BQ4821 (Federal National Mortgage Association) | Long | Debt | US | $96K | – | 0.05 |
| FANNIE MAE POOL FN BQ4840 (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.04 |
| FANNIE MAE POOL FN BQ5731 (Federal National Mortgage Association) | Long | Debt | US | $178K | – | 0.09 |
| FANNIE MAE POOL FN BR5566 (Federal National Mortgage Association) | Long | Debt | US | $60K | – | 0.03 |
| FANNIE MAE POOL FN BR6523 (Federal National Mortgage Association) | Long | Debt | US | $151K | – | 0.07 |
| FANNIE MAE POOL FN BR6524 (Federal National Mortgage Association) | Long | Debt | US | $155K | – | 0.07 |
| FANNIE MAE POOL FN BU1421 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.03 |
| FANNIE MAE POOL FN BV8546 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.03 |
| FANNIE MAE POOL FN BW0045 (Federal National Mortgage Association) | Long | Debt | US | $341K | – | 0.16 |
| FANNIE MAE POOL FN BW6304 (Federal National Mortgage Association) | Long | Debt | US | $343K | – | 0.16 |
| FANNIE MAE POOL FN BW9915 (Federal National Mortgage Association) | Long | Debt | US | $411K | – | 0.20 |
| FANNIE MAE POOL FN BX9419 (Federal National Mortgage Association) | Long | Debt | US | $173K | – | 0.08 |
| FANNIE MAE POOL FN CA2047 (Federal National Mortgage Association) | Long | Debt | US | $20K | – | 0.01 |
| FANNIE MAE POOL FN CA2199 (Federal National Mortgage Association) | Long | Debt | US | $40K | – | 0.02 |
| FANNIE MAE POOL FN CA2472 (Federal National Mortgage Association) | Long | Debt | US | $25K | – | 0.01 |
| FANNIE MAE POOL FN CA2482 (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.01 |
| FANNIE MAE POOL FN CA4950 (Federal National Mortgage Association) | Long | Debt | US | $85K | – | 0.04 |
| FANNIE MAE POOL FN CA5624 (Federal National Mortgage Association) | Long | Debt | US | $366K | – | 0.18 |
| FANNIE MAE POOL FN CA5969 (Federal National Mortgage Association) | Long | Debt | US | $260K | – | 0.12 |
| FANNIE MAE POOL FN CA6635 (Federal National Mortgage Association) | Long | Debt | US | $378K | – | 0.18 |
| FANNIE MAE POOL FN CA6799 (Federal National Mortgage Association) | Long | Debt | US | $94K | – | 0.04 |
| FANNIE MAE POOL FN CA6871 (Federal National Mortgage Association) | Long | Debt | US | $116K | – | 0.06 |
| FANNIE MAE POOL FN CA6872 (Federal National Mortgage Association) | Long | Debt | US | $272K | – | 0.13 |
| FANNIE MAE POOL FN CA7257 (Federal National Mortgage Association) | Long | Debt | US | $58K | – | 0.03 |
| FANNIE MAE POOL FN CA7422 (Federal National Mortgage Association) | Long | Debt | US | $227K | – | 0.11 |
| FANNIE MAE POOL FN CA7502 (Federal National Mortgage Association) | Long | Debt | US | $121K | – | 0.06 |
| FANNIE MAE POOL FN CB0470 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.03 |
| FANNIE MAE POOL FN CB0671 (Federal National Mortgage Association) | Long | Debt | US | $360K | – | 0.17 |
| FANNIE MAE POOL FN CB1273 (Federal National Mortgage Association) | Long | Debt | US | $65K | – | 0.03 |
| FANNIE MAE POOL FN CB1301 (Federal National Mortgage Association) | Long | Debt | US | $130K | – | 0.06 |
| FANNIE MAE POOL FN CB1878 (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.03 |
| FANNIE MAE POOL FN CB2113 (Federal National Mortgage Association) | Long | Debt | US | $71K | – | 0.03 |
| FANNIE MAE POOL FN CB2563 (Federal National Mortgage Association) | Long | Debt | US | $209K | – | 0.10 |
| FANNIE MAE POOL FN CB2664 (Federal National Mortgage Association) | Long | Debt | US | $141K | – | 0.07 |
| FANNIE MAE POOL FN CB2857 (Federal National Mortgage Association) | Long | Debt | US | $224K | – | 0.11 |
| FANNIE MAE POOL FN CB3126 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.03 |
| FANNIE MAE POOL FN CB3234 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.03 |
| FANNIE MAE POOL FN CB3282 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN CB3614 (Federal National Mortgage Association) | Long | Debt | US | $79K | – | 0.04 |
| FANNIE MAE POOL FN CB4103 (Federal National Mortgage Association) | Long | Debt | US | $84K | – | 0.04 |
| FANNIE MAE POOL FN CB5108 (Federal National Mortgage Association) | Long | Debt | US | $180K | – | 0.09 |
| FANNIE MAE POOL FN CB5316 (Federal National Mortgage Association) | Long | Debt | US | $87K | – | 0.04 |
| FANNIE MAE POOL FN CB5497 (Federal National Mortgage Association) | Long | Debt | US | $88K | – | 0.04 |
| FANNIE MAE POOL FN CB6110 (Federal National Mortgage Association) | Long | Debt | US | $85K | – | 0.04 |
| FANNIE MAE POOL FN CB6540 (Federal National Mortgage Association) | Long | Debt | US | $285K | – | 0.14 |
| FANNIE MAE POOL FN CB6899 (Federal National Mortgage Association) | Long | Debt | US | $488K | – | 0.23 |
| FANNIE MAE POOL FN CB7109 (Federal National Mortgage Association) | Long | Debt | US | $93K | – | 0.04 |
| FANNIE MAE POOL FN CB7336 (Federal National Mortgage Association) | Long | Debt | US | $528K | – | 0.25 |
| FANNIE MAE POOL FN FM1000 (Federal National Mortgage Association) | Long | Debt | US | $156K | – | 0.07 |
| FANNIE MAE POOL FN FM1496 (Federal National Mortgage Association) | Long | Debt | US | $91K | – | 0.04 |
| FANNIE MAE POOL FN FM2336 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.03 |
| FANNIE MAE POOL FN FM3041 (Federal National Mortgage Association) | Long | Debt | US | $207K | – | 0.10 |
| FANNIE MAE POOL FN FM3049 (Federal National Mortgage Association) | Long | Debt | US | $72K | – | 0.03 |
| FANNIE MAE POOL FN FM3444 (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.04 |
| FANNIE MAE POOL FN FM3645 (Federal National Mortgage Association) | Long | Debt | US | $104K | – | 0.05 |
| FANNIE MAE POOL FN FM3773 (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.01 |
| FANNIE MAE POOL FN FM4116 (Federal National Mortgage Association) | Long | Debt | US | $71K | – | 0.03 |
| FANNIE MAE POOL FN FM4330 (Federal National Mortgage Association) | Long | Debt | US | $135K | – | 0.06 |
| FANNIE MAE POOL FN FM4622 (Federal National Mortgage Association) | Long | Debt | US | $193K | – | 0.09 |
| FANNIE MAE POOL FN FM4650 (Federal National Mortgage Association) | Long | Debt | US | $107K | – | 0.05 |
| FANNIE MAE POOL FN FM4726 (Federal National Mortgage Association) | Long | Debt | US | $100K | – | 0.05 |
| FANNIE MAE POOL FN FM5423 (Federal National Mortgage Association) | Long | Debt | US | $59K | – | 0.03 |
| FANNIE MAE POOL FN FM5475 (Federal National Mortgage Association) | Long | Debt | US | $18K | – | 0.01 |
| FANNIE MAE POOL FN FM5842 (Federal National Mortgage Association) | Long | Debt | US | $303K | – | 0.15 |
| FANNIE MAE POOL FN FM5940 (Federal National Mortgage Association) | Long | Debt | US | $62K | – | 0.03 |
| FANNIE MAE POOL FN FM6134 (Federal National Mortgage Association) | Long | Debt | US | $41K | – | 0.02 |
| FANNIE MAE POOL FN FM6184 (Federal National Mortgage Association) | Long | Debt | US | $55K | – | 0.03 |
| FANNIE MAE POOL FN FM6497 (Federal National Mortgage Association) | Long | Debt | US | $160K | – | 0.08 |
| FANNIE MAE POOL FN FM6555 (Federal National Mortgage Association) | Long | Debt | US | $60K | – | 0.03 |
| FANNIE MAE POOL FN FM6597 (Federal National Mortgage Association) | Long | Debt | US | $64K | – | 0.03 |
| FANNIE MAE POOL FN FM6780 (Federal National Mortgage Association) | Long | Debt | US | $57K | – | 0.03 |
| FANNIE MAE POOL FN FM7100 (Federal National Mortgage Association) | Long | Debt | US | $96K | – | 0.05 |
| FANNIE MAE POOL FN FM7673 (Federal National Mortgage Association) | Long | Debt | US | $125K | – | 0.06 |
| FANNIE MAE POOL FN FM7785 (Federal National Mortgage Association) | Long | Debt | US | $119K | – | 0.06 |
| FANNIE MAE POOL FN FM7794 (Federal National Mortgage Association) | Long | Debt | US | $324K | – | 0.16 |
| FANNIE MAE POOL FN FM7900 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.03 |
| FANNIE MAE POOL FN FM8216 (Federal National Mortgage Association) | Long | Debt | US | $307K | – | 0.15 |
| FANNIE MAE POOL FN FM8480 (Federal National Mortgage Association) | Long | Debt | US | $50K | – | 0.02 |
| FANNIE MAE POOL FN FM8576 (Federal National Mortgage Association) | Long | Debt | US | $121K | – | 0.06 |
| FANNIE MAE POOL FN FM8577 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.03 |
| FANNIE MAE POOL FN FM8672 (Federal National Mortgage Association) | Long | Debt | US | $199K | – | 0.10 |
| FANNIE MAE POOL FN FM8685 (Federal National Mortgage Association) | Long | Debt | US | $62K | – | 0.03 |
| FANNIE MAE POOL FN FM8786 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.03 |
| FANNIE MAE POOL FN FM8839 (Federal National Mortgage Association) | Long | Debt | US | $415K | – | 0.20 |
| FANNIE MAE POOL FN FM8864 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.03 |
| FANNIE MAE POOL FN FM9356 (Federal National Mortgage Association) | Long | Debt | US | $167K | – | 0.08 |
| FANNIE MAE POOL FN FM9461 (Federal National Mortgage Association) | Long | Debt | US | $347K | – | 0.17 |
| FANNIE MAE POOL FN FM9464 (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.03 |
| FANNIE MAE POOL FN FM9910 (Federal National Mortgage Association) | Long | Debt | US | $70K | – | 0.03 |
| FANNIE MAE POOL FN FS0240 (Federal National Mortgage Association) | Long | Debt | US | $69K | – | 0.03 |
| FANNIE MAE POOL FN FS0273 (Federal National Mortgage Association) | Long | Debt | US | $204K | – | 0.10 |
| FANNIE MAE POOL FN FS0331 (Federal National Mortgage Association) | Long | Debt | US | $70K | – | 0.03 |
| FANNIE MAE POOL FN FS0349 (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.03 |
| FANNIE MAE POOL FN FS0424 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.03 |
| FANNIE MAE POOL FN FS0523 (Federal National Mortgage Association) | Long | Debt | US | $70K | – | 0.03 |
| FANNIE MAE POOL FN FS0549 (Federal National Mortgage Association) | Long | Debt | US | $71K | – | 0.03 |
| FANNIE MAE POOL FN FS0584 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.03 |
| FANNIE MAE POOL FN FS0697 (Federal National Mortgage Association) | Long | Debt | US | $69K | – | 0.03 |
| FANNIE MAE POOL FN FS0995 (Federal National Mortgage Association) | Long | Debt | US | $71K | – | 0.03 |
| FANNIE MAE POOL FN FS1015 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.03 |
| FANNIE MAE POOL FN FS1074 (Federal National Mortgage Association) | Long | Debt | US | $142K | – | 0.07 |
| FANNIE MAE POOL FN FS1092 (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.04 |
| FANNIE MAE POOL FN FS1112 (Federal National Mortgage Association) | Long | Debt | US | $134K | – | 0.06 |
| FANNIE MAE POOL FN FS1171 (Federal National Mortgage Association) | Long | Debt | US | $103K | – | 0.05 |
| FANNIE MAE POOL FN FS1237 (Federal National Mortgage Association) | Long | Debt | US | $212K | – | 0.10 |
| FANNIE MAE POOL FN FS1248 (Federal National Mortgage Association) | Long | Debt | US | $69K | – | 0.03 |
| FANNIE MAE POOL FN FS1289 (Federal National Mortgage Association) | Long | Debt | US | $71K | – | 0.03 |
| FANNIE MAE POOL FN FS1556 (Federal National Mortgage Association) | Long | Debt | US | $77K | – | 0.04 |
| FANNIE MAE POOL FN FS1590 (Federal National Mortgage Association) | Long | Debt | US | $342K | – | 0.16 |
| FANNIE MAE POOL FN FS1603 (Federal National Mortgage Association) | Long | Debt | US | $76K | – | 0.04 |
| FANNIE MAE POOL FN FS1850 (Federal National Mortgage Association) | Long | Debt | US | $342K | – | 0.16 |
| FANNIE MAE POOL FN FS1866 (Federal National Mortgage Association) | Long | Debt | US | $80K | – | 0.04 |
| FANNIE MAE POOL FN FS1938 (Federal National Mortgage Association) | Long | Debt | US | $379K | – | 0.18 |
| FANNIE MAE POOL FN FS2023 (Federal National Mortgage Association) | Long | Debt | US | $82K | – | 0.04 |
| FANNIE MAE POOL FN FS2061 (Federal National Mortgage Association) | Long | Debt | US | $65K | – | 0.03 |
| FANNIE MAE POOL FN FS2066 (Federal National Mortgage Association) | Long | Debt | US | $237K | – | 0.11 |
| FANNIE MAE POOL FN FS2296 (Federal National Mortgage Association) | Long | Debt | US | $219K | – | 0.10 |
| FANNIE MAE POOL FN FS2463 (Federal National Mortgage Association) | Long | Debt | US | $297K | – | 0.14 |
| FANNIE MAE POOL FN FS2496 (Federal National Mortgage Association) | Long | Debt | US | $17K | – | 0.01 |
| FANNIE MAE POOL FN FS2595 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.04 |
| FANNIE MAE POOL FN FS3162 (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.04 |
| FANNIE MAE POOL FN FS3368 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.04 |
| FANNIE MAE POOL FN FS3669 (Federal National Mortgage Association) | Long | Debt | US | $321K | – | 0.15 |
| FANNIE MAE POOL FN FS3941 (Federal National Mortgage Association) | Long | Debt | US | $90K | – | 0.04 |
| FANNIE MAE POOL FN FS4223 (Federal National Mortgage Association) | Long | Debt | US | $399K | – | 0.19 |
| FANNIE MAE POOL FN FS4270 (Federal National Mortgage Association) | Long | Debt | US | $145K | – | 0.07 |
| FANNIE MAE POOL FN FS4367 (Federal National Mortgage Association) | Long | Debt | US | $428K | – | 0.21 |
| FANNIE MAE POOL FN FS4573 (Federal National Mortgage Association) | Long | Debt | US | $91K | – | 0.04 |
| FANNIE MAE POOL FN FS5059 (Federal National Mortgage Association) | Long | Debt | US | $82K | – | 0.04 |
| FANNIE MAE POOL FN FS5191 (Federal National Mortgage Association) | Long | Debt | US | $233K | – | 0.11 |
| FANNIE MAE POOL FN FS5215 (Federal National Mortgage Association) | Long | Debt | US | $381K | – | 0.18 |
| FANNIE MAE POOL FN FS5625 (Federal National Mortgage Association) | Long | Debt | US | $479K | – | 0.23 |
| FANNIE MAE POOL FN FS5630 (Federal National Mortgage Association) | Long | Debt | US | $476K | – | 0.23 |
| FANNIE MAE POOL FN FS5647 (Federal National Mortgage Association) | Long | Debt | US | $94K | – | 0.04 |
| FANNIE MAE POOL FN FS5708 (Federal National Mortgage Association) | Long | Debt | US | $90K | – | 0.04 |
| FANNIE MAE POOL FN FS5876 (Federal National Mortgage Association) | Long | Debt | US | $78K | – | 0.04 |
| FANNIE MAE POOL FN FS6158 (Federal National Mortgage Association) | Long | Debt | US | $86K | – | 0.04 |
| FANNIE MAE POOL FN FS6214 (Federal National Mortgage Association) | Long | Debt | US | $537K | – | 0.26 |
| FANNIE MAE POOL FN FS6451 (Federal National Mortgage Association) | Long | Debt | US | $95K | – | 0.05 |
| FANNIE MAE POOL FN FS6691 (Federal National Mortgage Association) | Long | Debt | US | $78K | – | 0.04 |
| FANNIE MAE POOL FN FS6779 (Federal National Mortgage Association) | Long | Debt | US | $95K | – | 0.05 |
| FANNIE MAE POOL FN FS6928 (Federal National Mortgage Association) | Long | Debt | US | $878K | – | 0.42 |
| FANNIE MAE POOL FN FS7170 (Federal National Mortgage Association) | Long | Debt | US | $82K | – | 0.04 |
| FANNIE MAE POOL FN FS7624 (Federal National Mortgage Association) | Long | Debt | US | $101K | – | 0.05 |
| FANNIE MAE POOL FN MA2110 (Federal National Mortgage Association) | Long | Debt | US | $11K | – | 0.01 |
| FANNIE MAE POOL FN MA2138 (Federal National Mortgage Association) | Long | Debt | US | $12K | – | 0.01 |
| FANNIE MAE POOL FN MA2672 (Federal National Mortgage Association) | Long | Debt | US | $49K | – | 0.02 |
| FANNIE MAE POOL FN MA2773 (Federal National Mortgage Association) | Long | Debt | US | $93K | – | 0.04 |
| FANNIE MAE POOL FN MA2832 (Federal National Mortgage Association) | Long | Debt | US | $39K | – | 0.02 |
| FANNIE MAE POOL FN MA2868 (Federal National Mortgage Association) | Long | Debt | US | $215K | – | 0.10 |
| 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 | $48K | – | 0.02 |
| FANNIE MAE POOL FN MA4280 (Federal National Mortgage Association) | Long | Debt | US | $54K | – | 0.03 |
| FANNIE MAE POOL FN MA4325 (Federal National Mortgage Association) | Long | Debt | US | $125K | – | 0.06 |
| FANNIE MAE POOL FN MA4437 (Federal National Mortgage Association) | Long | Debt | US | $132K | – | 0.06 |
| FANNIE MAE POOL FN MA4473 (Federal National Mortgage Association) | Long | Debt | US | $133K | – | 0.06 |
| FANNIE MAE POOL FN MA4501 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.03 |
| FANNIE MAE POOL FN MA4540 (Federal National Mortgage Association) | Long | Debt | US | $276K | – | 0.13 |
| FANNIE MAE POOL FN MA4587 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.03 |
| FANNIE MAE POOL FN MA4632 (Federal National Mortgage Association) | Long | Debt | US | $77K | – | 0.04 |
| FANNIE MAE POOL FN MA4643 (Federal National Mortgage Association) | Long | Debt | US | $151K | – | 0.07 |
| FANNIE MAE POOL FN MA4701 (Federal National Mortgage Association) | Long | Debt | US | $583K | – | 0.28 |
| FANNIE MAE POOL FN MA4869 (Federal National Mortgage Association) | Long | Debt | US | $88K | – | 0.04 |
| FANNIE MAE REMICS FNR 2012-118 VZ (Federal National Mortgage Association) | Long | Debt | US | $110K | – | 0.05 |
| FANNIE MAE REMICS FNR 2014-6 Z (Federal National Mortgage Association) | Long | Debt | US | $108K | – | 0.05 |
| FANNIE MAE REMICS FNR 2015-55 IO (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE REMICS FNR 2015-56 AS (Federal National Mortgage Association) | Long | Debt | US | $11K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-56 AQ (Federal National Mortgage Association) | Long | Debt | US | $150K | – | 0.07 |
| FANNIE MAE REMICS FNR 2020-57 TA (Federal National Mortgage Association) | Long | Debt | US | $40K | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-96 IN (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-97 AI (Federal National Mortgage Association) | Long | Debt | US | $70K | – | 0.03 |
| FED HOME LN DISCOUNT NT ZERO COUPON 07/15/2024 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $179K | – | 0.09 |
| FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050 (Republica Federativa do Brasil) | Long | Debt | BR | $144K | – | 0.07 |
| FEDERAL REALTY OP LP 1.250000% 02/15/2026 | Long | Debt | US | $217K | – | 0.10 |
| FERGUSON FINANCE PLC 144A 3.250000% 06/02/2030 | Long | Debt | US | $205K | – | 0.10 |
| FERGUSON FINANCE PLC 144A 4.500000% 10/24/2028 | Long | Debt | US | $382K | – | 0.18 |
| FIRST EAGLE HOLDINGS, INC. 2/1/2027 | Long | Loan | US | $18K | – | 0.01 |
| FIRSTENERGY CORP 1.600000% 01/15/2026 (FIRSTENERGY CORP.) | Long | Debt | US | $19K | – | 0.01 |
| FIRSTENERGY CORP 4.150000% 07/15/2027 (FIRSTENERGY CORP.) | Long | Debt | US | $86K | – | 0.04 |
| FIRSTENERGY CORP 5.100000% 07/15/2047 (FIRSTENERGY CORP.) | Long | Debt | US | $103K | – | 0.05 |
| FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 A (FIRSTKEY HOMES TRUST) | Long | ABS-mortgage backed security | US | $224K | – | 0.11 |
| FIRSTKEY HOMES 2021-SFR3 TRUST FKH 2021-SFR3 A (FIRSTKEY HOMES TRUST) | Long | ABS-mortgage backed security | US | $244K | – | 0.12 |
| FOCUS FINANCIAL PARTNERS, LLC 6/30/2028 | Long | Loan | US | $77K | – | 0.04 |
| FORD CREDIT AUTO OWNER TRUST 2020-REV1 FORDR 2020-1 A | Long | ABS-mortgage backed security | US | $390K | – | 0.19 |
| FORD CREDIT AUTO OWNER TRUST 2021-REV1 FORDR 2021-1 A | Long | ABS-mortgage backed security | US | $236K | – | 0.11 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2018-4 A | Long | ABS-mortgage backed security | US | $143K | – | 0.07 |
| FORD MOTOR CO 3.250000% 02/12/2032 (FORD MOTOR COMPANY) | Long | Debt | US | $25K | – | 0.01 |
| FORD MOTOR CO 4.750000% 01/15/2043 (FORD MOTOR COMPANY) | Long | Debt | US | $16K | – | 0.01 |
| FORD MOTOR CO 6.100000% 08/19/2032 (FORD MOTOR COMPANY) | Long | Debt | US | $80K | – | 0.04 |
| FORD MOTOR CREDIT CO LLC 2.900000% 02/10/2029 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $193K | – | 0.09 |
| FORD MOTOR CREDIT CO LLC 2.900000% 02/16/2028 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $204K | – | 0.10 |
| FORD MOTOR CREDIT CO LLC 4.000000% 11/13/2030 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $177K | – | 0.08 |
| FORD MOTOR CREDIT CO LLC 4.950000% 05/28/2027 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $224K | – | 0.11 |
| FORD MOTOR CREDIT CO LLC 6.798000% 11/07/2028 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $390K | – | 0.19 |
| FOX CORP 5.476000% 01/25/2039 (FOX CORPORATION) | Long | Debt | US | $66K | – | 0.03 |
| FOX CORP 6.500000% 10/13/2033 (FOX CORPORATION) | Long | Debt | US | $52K | – | 0.03 |
| FREDDIE MAC GOLD POOL FG C91981 | Long | Debt | US | $15K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG C91987 | Long | Debt | US | $16K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G06496 | Long | Debt | US | $40K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G07668 | Long | Debt | US | $83K | – | 0.04 |
| FREDDIE MAC GOLD POOL FG G07697 | Long | Debt | US | $61K | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G08859 | Long | Debt | US | $10K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G30892 | Long | Debt | US | $45K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G30943 | Long | Debt | US | $107K | – | 0.05 |
| FREDDIE MAC GOLD POOL FG G60587 | Long | Debt | US | $86K | – | 0.04 |
| FREDDIE MAC GOLD POOL FG G60722 | Long | Debt | US | $326K | – | 0.16 |
| FREDDIE MAC GOLD POOL FG G60804 | Long | Debt | US | $152K | – | 0.07 |
| FREDDIE MAC GOLD POOL FG G67701 | Long | Debt | US | $114K | – | 0.05 |
| FREDDIE MAC GOLD POOL FG G67701 | Long | Debt | US | $55K | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G67713 | Long | Debt | US | $65K | – | 0.03 |
| FREDDIE MAC GOLD POOL FG Q31008 | Long | Debt | US | $28K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q36815 | Long | Debt | US | $65K | – | 0.03 |
| FREDDIE MAC GOLD POOL FG Q42618 | Long | Debt | US | $138K | – | 0.07 |
| FREDDIE MAC GOLD POOL FG Q45560 | Long | Debt | US | $31K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q45737 | Long | Debt | US | $31K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q45819 | Long | Debt | US | $35K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG Q49596 | Long | Debt | US | $10K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q53595 | Long | Debt | US | $366K | – | 0.18 |
| FREDDIE MAC GOLD POOL FG U99045 | Long | Debt | US | $16K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG U99054 | Long | Debt | US | $123K | – | 0.06 |
| FREDDIE MAC GOLD POOL FG U99124 | Long | Debt | US | $115K | – | 0.06 |
| FREDDIE MAC GOLD POOL FG U99126 | Long | Debt | US | $81K | – | 0.04 |
| FREDDIE MAC GOLD POOL FG Z40125 | Long | Debt | US | $150K | – | 0.07 |
| 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 K-1519 X1 | Long | Debt | US | $94K | – | 0.05 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K124 X1 | Long | Debt | US | $111K | – | 0.05 |
| FREDDIE MAC NON GOLD POOL FH 841076 | Long | Debt | US | $43K | – | 0.02 |
| FREDDIE MAC NON GOLD POOL FH 841077 | Long | Debt | US | $49K | – | 0.02 |
| FREDDIE MAC NON GOLD POOL FH 841081 | Long | Debt | US | $60K | – | 0.03 |
| FREDDIE MAC NON GOLD POOL FH 841089 | Long | Debt | US | $87K | – | 0.04 |
| FREDDIE MAC NON GOLD POOL FH 841090 | Long | Debt | US | $190K | – | 0.09 |
| FREDDIE MAC NON GOLD POOL FH 841703 | Long | Debt | US | $88K | – | 0.04 |
| FREDDIE MAC POOL FR QA8518 | Long | Debt | US | $114K | – | 0.05 |
| FREDDIE MAC POOL FR QB2668 | Long | Debt | US | $174K | – | 0.08 |
| FREDDIE MAC POOL FR QB3535 | Long | Debt | US | $111K | – | 0.05 |
| FREDDIE MAC POOL FR QB4847 | Long | Debt | US | $115K | – | 0.05 |
| FREDDIE MAC POOL FR QB5443 | Long | Debt | US | $230K | – | 0.11 |
| FREDDIE MAC POOL FR QB9290 | Long | Debt | US | $62K | – | 0.03 |
| FREDDIE MAC POOL FR QC5830 | Long | Debt | US | $66K | – | 0.03 |
| FREDDIE MAC POOL FR RA2797 | Long | Debt | US | $45K | – | 0.02 |
| FREDDIE MAC POOL FR RA3205 | Long | Debt | US | $256K | – | 0.12 |
| FREDDIE MAC POOL FR RA3206 | Long | Debt | US | $314K | – | 0.15 |
| FREDDIE MAC POOL FR RA3607 | Long | Debt | US | $153K | – | 0.07 |
| FREDDIE MAC POOL FR RA3913 | Long | Debt | US | $169K | – | 0.08 |
| FREDDIE MAC POOL FR RA4175 | Long | Debt | US | $52K | – | 0.02 |
| FREDDIE MAC POOL FR RA4703 | Long | Debt | US | $196K | – | 0.09 |
| FREDDIE MAC POOL FR RA4703 | Long | Debt | US | $60K | – | 0.03 |
| FREDDIE MAC POOL FR RA5117 | Long | Debt | US | $116K | – | 0.06 |
| FREDDIE MAC POOL FR RA5731 | Long | Debt | US | $64K | – | 0.03 |
| FREDDIE MAC POOL FR RA6332 | Long | Debt | US | $66K | – | 0.03 |
| FREDDIE MAC POOL FR RA6397 | Long | Debt | US | $68K | – | 0.03 |
| FREDDIE MAC POOL FR RA6562 | Long | Debt | US | $67K | – | 0.03 |
| FREDDIE MAC POOL FR RA7186 | Long | Debt | US | $155K | – | 0.07 |
| FREDDIE MAC POOL FR RB0714 | Long | Debt | US | $68K | – | 0.03 |
| FREDDIE MAC POOL FR RB5071 | Long | Debt | US | $49K | – | 0.02 |
| FREDDIE MAC POOL FR RB5084 | Long | Debt | US | $57K | – | 0.03 |
| FREDDIE MAC POOL FR RB5105 | Long | Debt | US | $61K | – | 0.03 |
| FREDDIE MAC POOL FR RB5110 | Long | Debt | US | $64K | – | 0.03 |
| FREDDIE MAC POOL FR RB5117 | Long | Debt | US | $65K | – | 0.03 |
| FREDDIE MAC POOL FR RB5125 | Long | Debt | US | $132K | – | 0.06 |
| FREDDIE MAC POOL FR RB5130 | Long | Debt | US | $105K | – | 0.05 |
| FREDDIE MAC POOL FR RB5134 | Long | Debt | US | $13K | – | 0.01 |
| FREDDIE MAC POOL FR RB5138 | Long | Debt | US | $68K | – | 0.03 |
| FREDDIE MAC POOL FR RJ0954 | Long | Debt | US | $102K | – | 0.05 |
| FREDDIE MAC POOL FR SB0378 | Long | Debt | US | $189K | – | 0.09 |
| FREDDIE MAC POOL FR SB0385 | Long | Debt | US | $252K | – | 0.12 |
| FREDDIE MAC POOL FR SB0833 | Long | Debt | US | $394K | – | 0.19 |
| FREDDIE MAC POOL FR SC0093 | Long | Debt | US | $56K | – | 0.03 |
| FREDDIE MAC POOL FR SC0160 | Long | Debt | US | $63K | – | 0.03 |
| FREDDIE MAC POOL FR SC0206 | Long | Debt | US | $65K | – | 0.03 |
| FREDDIE MAC POOL FR SC0313 | Long | Debt | US | $220K | – | 0.11 |
| FREDDIE MAC POOL FR SC0384 | Long | Debt | US | $77K | – | 0.04 |
| FREDDIE MAC POOL FR SD0499 | Long | Debt | US | $511K | – | 0.24 |
| FREDDIE MAC POOL FR SD0857 | Long | Debt | US | $142K | – | 0.07 |
| FREDDIE MAC POOL FR SD0958 | Long | Debt | US | $103K | – | 0.05 |
| FREDDIE MAC POOL FR SD1100 | Long | Debt | US | $530K | – | 0.25 |
| FREDDIE MAC POOL FR SD1143 | Long | Debt | US | $51K | – | 0.02 |
| FREDDIE MAC POOL FR SD1305 | Long | Debt | US | $118K | – | 0.06 |
| FREDDIE MAC POOL FR SD1749 | Long | Debt | US | $74K | – | 0.04 |
| FREDDIE MAC POOL FR SD1775 | Long | Debt | US | $85K | – | 0.04 |
| FREDDIE MAC POOL FR SD1844 | Long | Debt | US | $382K | – | 0.18 |
| FREDDIE MAC POOL FR SD2284 | Long | Debt | US | $88K | – | 0.04 |
| FREDDIE MAC POOL FR SD2384 | Long | Debt | US | $84K | – | 0.04 |
| FREDDIE MAC POOL FR SD2395 | Long | Debt | US | $85K | – | 0.04 |
| FREDDIE MAC POOL FR SD2578 | Long | Debt | US | $90K | – | 0.04 |
| FREDDIE MAC POOL FR SD2688 | Long | Debt | US | $91K | – | 0.04 |
| FREDDIE MAC POOL FR SD2756 | Long | Debt | US | $90K | – | 0.04 |
| FREDDIE MAC POOL FR SD2919 | Long | Debt | US | $182K | – | 0.09 |
| FREDDIE MAC POOL FR SD2922 | Long | Debt | US | $533K | – | 0.26 |
| FREDDIE MAC POOL FR SD2981 | Long | Debt | US | $175K | – | 0.08 |
| FREDDIE MAC POOL FR SD2991 | Long | Debt | US | $76K | – | 0.04 |
| FREDDIE MAC POOL FR SD3171 | Long | Debt | US | $92K | – | 0.04 |
| FREDDIE MAC POOL FR SD3283 | Long | Debt | US | $428K | – | 0.20 |
| FREDDIE MAC POOL FR SD3400 | Long | Debt | US | $89K | – | 0.04 |
| FREDDIE MAC POOL FR SD3642 | Long | Debt | US | $95K | – | 0.05 |
| FREDDIE MAC POOL FR SD3722 | Long | Debt | US | $88K | – | 0.04 |
| FREDDIE MAC POOL FR SD3897 | Long | Debt | US | $483K | – | 0.23 |
| FREDDIE MAC POOL FR SD4017 | Long | Debt | US | $94K | – | 0.05 |
| FREDDIE MAC POOL FR SD4709 | Long | Debt | US | $193K | – | 0.09 |
| FREDDIE MAC POOL FR SD5036 | Long | Debt | US | $593K | – | 0.28 |
| FREDDIE MAC POOL FR SD7509 | Long | Debt | US | $38K | – | 0.02 |
| FREDDIE MAC POOL FR SD7521 | Long | Debt | US | $52K | – | 0.02 |
| FREDDIE MAC POOL FR SD7525 | Long | Debt | US | $54K | – | 0.03 |
| FREDDIE MAC POOL FR SD7534 | Long | Debt | US | $58K | – | 0.03 |
| FREDDIE MAC POOL FR SD7543 | Long | Debt | US | $361K | – | 0.17 |
| FREDDIE MAC POOL FR SD7548 | Long | Debt | US | $375K | – | 0.18 |
| FREDDIE MAC POOL FR SD7548 | Long | Debt | US | $337K | – | 0.16 |
| FREDDIE MAC POOL FR SD7551 | Long | Debt | US | $69K | – | 0.03 |
| FREDDIE MAC POOL FR SD7552 | Long | Debt | US | $69K | – | 0.03 |
| FREDDIE MAC POOL FR SD7554 | Long | Debt | US | $352K | – | 0.17 |
| FREDDIE MAC POOL FR SD7560 | Long | Debt | US | $83K | – | 0.04 |
| FREDDIE MAC POOL FR SD8037 | Long | Debt | US | $78K | – | 0.04 |
| FREDDIE MAC POOL FR SD8045 | Long | Debt | US | $275K | – | 0.13 |
| FREDDIE MAC POOL FR SD8178 | Long | Debt | US | $135K | – | 0.06 |
| FREDDIE MAC POOL FR SD8209 | Long | Debt | US | $67K | – | 0.03 |
| FREDDIE MAC POOL FR ZS9316 | Long | Debt | US | $27K | – | 0.01 |
| FREDDIE MAC POOL FR ZT0657 | Long | Debt | US | $97K | – | 0.05 |
| FREDDIE MAC POOL FR ZT0794 | Long | Debt | US | $140K | – | 0.07 |
| FREDDIE MAC POOL FR ZT1257 | Long | Debt | US | $37K | – | 0.02 |
| FREDDIE MAC POOL FR ZT1748 | Long | Debt | US | $129K | – | 0.06 |
| FREDDIE MAC POOL FR ZT1970 | Long | Debt | US | $28K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4415 IO | Long | Debt | US | $5K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4494 AI | Long | Debt | US | $6K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4813 CJ | Long | Debt | US | $39K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5010 JI | Long | Debt | US | $12K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5018 MI | Long | Debt | US | $11K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5038 PJ | Long | Debt | US | $206K | – | 0.10 |
| FREDDIE MAC REMICS FHR 5071 IH | Long | Debt | US | $10K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5118 NI | Long | Debt | US | $99K | – | 0.05 |
| FREDDIE MAC REMICS FHR 5224 HL | Long | Debt | US | $175K | – | 0.08 |
| FREDDIE MAC REMICS FHR 5230 PE | Long | Debt | US | $77K | – | 0.04 |
| FREDDIE MAC REMICS FHR 5377 IO | Long | Debt | US | $114K | – | 0.05 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2018-1 MA | Long | Debt | US | $144K | – | 0.07 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2018-3 MA | Long | Debt | US | $131K | – | 0.06 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2018-4 MA | Long | Debt | US | $183K | – | 0.09 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-2 MA | Long | Debt | US | $221K | – | 0.11 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2022-1 MAU | Long | Debt | US | $258K | – | 0.12 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2022-2 MA | Long | Debt | US | $198K | – | 0.09 |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA1 STACR 2020-DNA1 B1 | Long | Debt | US | $184K | – | 0.09 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2 | Long | Debt | US | $261K | – | 0.13 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1B | Long | Debt | US | $205K | – | 0.10 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M2 | Long | Debt | US | $116K | – | 0.06 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 B1 | Long | Debt | US | $131K | – | 0.06 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA6 STACR 2022-DNA6 M1A | Long | Debt | US | $72K | – | 0.03 |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1A | Long | Debt | US | $177K | – | 0.08 |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA1 STACR 2024-DNA1 M2 | Long | Debt | US | $253K | – | 0.12 |
| FREDDIE MAC STRIPS FHS 328 S4 | Long | Debt | US | $1K | – | 0.00 |
| FREEPORT-MCMORAN INC 4.550000% 11/14/2024 (FREEPORT-MCMORAN INC.) | Long | Debt | US | $10K | – | 0.00 |
| FREEPORT-MCMORAN INC 4.625000% 08/01/2030 (FREEPORT-MCMORAN INC.) | Long | Debt | US | $10K | – | 0.00 |
| FREEPORT-MCMORAN INC 5.400000% 11/14/2034 (FREEPORT-MCMORAN INC.) | Long | Debt | US | $20K | – | 0.01 |
| FREEPORT-MCMORAN INC 5.450000% 03/15/2043 (FREEPORT-MCMORAN INC.) | Long | Debt | US | $179K | – | 0.09 |
| FRESENIUS MEDICAL CARE US FINANCE II INC 144A 4.750000% 10/15/2024 (FRESENIUS MEDICAL CARE US FINANCE II, INC.) | Long | Debt | DE | $50K | – | 0.02 |
| FS COMMERCIAL MORTGAGE TRUST 2023-4SZN FS 2023-4SZN B | Long | ABS-mortgage backed security | US | $165K | – | 0.08 |
| FX Forward Contract: AUD/USD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | AU | $10K | – | 0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | BR | $-22.35 | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | BR | $-513.84 | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | BR | $-662.37 | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-06-04 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | BR | $-1K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | BR | $-5K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | BR | $-31K | – | -0.01 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | CA | $4K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | CA | $488.13 | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | JP | $-49K | – | -0.02 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | NO | $15K | – | 0.01 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-04 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-04 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-06-18 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-106.73 | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-137.56 | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-217.81 | – | -0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $829.43 | – | 0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-18K | – | -0.01 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| GA GLOBAL FUNDING TRUST 144A 5.500000% 01/08/2029 | Long | Debt | US | $519K | – | 0.25 |
| GARDA WORLD SECURITY CORPORATION 2/1/2029 | Long | Loan | US | $14K | – | 0.01 |
| GCAT 2024-INV1 TRUST GCAT 2024-INV1 1A2 (GCAT TRUST) | Long | ABS-mortgage backed security | US | $180K | – | 0.09 |
| GENERAL MOTORS CO 5.150000% 04/01/2038 (GENERAL MOTORS COMPANY) | Long | Debt | US | $18K | – | 0.01 |
| GENERAL MOTORS CO 5.600000% 10/15/2032 (GENERAL MOTORS COMPANY) | Long | Debt | US | $10K | – | 0.00 |
| GENERAL MOTORS CO 6.125000% 10/01/2025 (GENERAL MOTORS COMPANY) | Long | Debt | US | $50K | – | 0.02 |
| GENERAL MOTORS CO 6.250000% 10/02/2043 (GENERAL MOTORS COMPANY) | Long | Debt | US | $50K | – | 0.02 |
| GENERAL MOTORS FINANCIAL CO INC 2.400000% 10/15/2028 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $486K | – | 0.23 |
| GENPACT LUXEMBOURG SARL/GENPACT USA INC 1.750000% 04/10/2026 (Genpact Luxembourg S.a.r.l.) | Long | Debt | US | $272K | – | 0.13 |
| GFL ENVIRONMENTAL 5/31/2027 | Long | Loan | US | $33K | – | 0.02 |
| GFL ENVIRONMENTAL INC 144A 4.250000% 06/01/2025 (GFL ENVIRONMENTAL INC.) | Long | Debt | US | $40K | – | 0.02 |
| GFL ENVIRONMENTAL INC 144A 6.750000% 01/15/2031 (GFL ENVIRONMENTAL INC.) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 784369 (Government National Mortgage Association) | Long | Debt | US | $86K | – | 0.04 |
| GINNIE MAE I POOL GN 784605 (Government National Mortgage Association) | Long | Debt | US | $102K | – | 0.05 |
| GINNIE MAE I POOL GN AB2892 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE II POOL G2 784894 (Government National Mortgage Association 2) | Long | Debt | US | $85K | – | 0.04 |
| GINNIE MAE II POOL G2 784985 (Government National Mortgage Association 2) | Long | Debt | US | $101K | – | 0.05 |
| GINNIE MAE II POOL G2 785558 (Government National Mortgage Association 2) | Long | Debt | US | $64K | – | 0.03 |
| GINNIE MAE II POOL G2 785657 (Government National Mortgage Association 2) | Long | Debt | US | $67K | – | 0.03 |
| GINNIE MAE II POOL G2 785791 (Government National Mortgage Association 2) | Long | Debt | US | $67K | – | 0.03 |
| GINNIE MAE II POOL G2 786134 (Government National Mortgage Association 2) | Long | Debt | US | $65K | – | 0.03 |
| GINNIE MAE II POOL G2 786150 (Government National Mortgage Association 2) | Long | Debt | US | $75K | – | 0.04 |
| GINNIE MAE II POOL G2 786335 (Government National Mortgage Association 2) | Long | Debt | US | $84K | – | 0.04 |
| GINNIE MAE II POOL G2 786366 (Government National Mortgage Association 2) | Long | Debt | US | $85K | – | 0.04 |
| GINNIE MAE II POOL G2 786579 (Government National Mortgage Association 2) | Long | Debt | US | $94K | – | 0.04 |
| GINNIE MAE II POOL G2 786690 (Government National Mortgage Association 2) | Long | Debt | US | $95K | – | 0.05 |
| GINNIE MAE II POOL G2 786726 (Government National Mortgage Association 2) | Long | Debt | US | $73K | – | 0.03 |
| GINNIE MAE II POOL G2 786795 (Government National Mortgage Association 2) | Long | Debt | US | $97K | – | 0.05 |
| GINNIE MAE II POOL G2 786835 (Government National Mortgage Association 2) | Long | Debt | US | $97K | – | 0.05 |
| GINNIE MAE II POOL G2 786843 (Government National Mortgage Association 2) | Long | Debt | US | $80K | – | 0.04 |
| GINNIE MAE II POOL G2 786916 (Government National Mortgage Association 2) | Long | Debt | US | $195K | – | 0.09 |
| GINNIE MAE II POOL G2 787058 (Government National Mortgage Association 2) | Long | Debt | US | $92K | – | 0.04 |
| GINNIE MAE II POOL G2 787214 (Government National Mortgage Association 2) | Long | Debt | US | $704K | – | 0.34 |
| GINNIE MAE II POOL G2 787228 (Government National Mortgage Association 2) | Long | Debt | US | $199K | – | 0.10 |
| GINNIE MAE II POOL G2 787236 (Government National Mortgage Association 2) | Long | Debt | US | $102K | – | 0.05 |
| GINNIE MAE II POOL G2 787355 (Government National Mortgage Association 2) | Long | Debt | US | $508K | – | 0.24 |
| GINNIE MAE II POOL G2 AP1087 (Government National Mortgage Association 2) | Long | Debt | US | $59K | – | 0.03 |
| GINNIE MAE II POOL G2 AX3815 (Government National Mortgage Association 2) | Long | Debt | US | $93K | – | 0.04 |
| GINNIE MAE II POOL G2 BC4732 (Government National Mortgage Association 2) | Long | Debt | US | $21K | – | 0.01 |
| GINNIE MAE II POOL G2 BS8420 (Government National Mortgage Association 2) | Long | Debt | US | $27K | – | 0.01 |
| GINNIE MAE II POOL G2 CG3425 (Government National Mortgage Association 2) | Long | Debt | US | $99K | – | 0.05 |
| GINNIE MAE II POOL G2 MA2894 (Government National Mortgage Association 2) | Long | Debt | US | $213K | – | 0.10 |
| GINNIE MAE II POOL G2 MA3456 (Government National Mortgage Association 2) | Long | Debt | US | $130K | – | 0.06 |
| GINNIE MAE II POOL G2 MA3597 (Government National Mortgage Association 2) | Long | Debt | US | $12K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3736 (Government National Mortgage Association 2) | Long | Debt | US | $12K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3873 (Government National Mortgage Association 2) | Long | Debt | US | $27K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3936 (Government National Mortgage Association 2) | Long | Debt | US | $83K | – | 0.04 |
| GINNIE MAE II POOL G2 MA4451 (Government National Mortgage Association 2) | Long | Debt | US | $13K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4718 (Government National Mortgage Association 2) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4720 (Government National Mortgage Association 2) | Long | Debt | US | $36K | – | 0.02 |
| GINNIE MAE II POOL G2 MA4838 (Government National Mortgage Association 2) | Long | Debt | US | $12K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4901 (Government National Mortgage Association 2) | Long | Debt | US | $12K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5019 (Government National Mortgage Association 2) | Long | Debt | US | $11K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5078 (Government National Mortgage Association 2) | Long | Debt | US | $82K | – | 0.04 |
| GINNIE MAE II POOL G2 MA5135 (Government National Mortgage Association 2) | Long | Debt | US | $143K | – | 0.07 |
| GINNIE MAE II POOL G2 MA5265 (Government National Mortgage Association 2) | Long | Debt | US | $26K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5399 (Government National Mortgage Association 2) | Long | Debt | US | $27K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5467 (Government National Mortgage Association 2) | Long | Debt | US | $35K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5529 (Government National Mortgage Association 2) | Long | Debt | US | $17K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5594 (Government National Mortgage Association 2) | Long | Debt | US | $69K | – | 0.03 |
| GINNIE MAE II POOL G2 MA5597 (Government National Mortgage Association 2) | Long | Debt | US | $14K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5652 (Government National Mortgage Association 2) | Long | Debt | US | $23K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5711 (Government National Mortgage Association 2) | Long | Debt | US | $52K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5712 (Government National Mortgage Association 2) | Long | Debt | US | $14K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5763 (Government National Mortgage Association 2) | Long | Debt | US | $35K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5817 (Government National Mortgage Association 2) | Long | Debt | US | $28K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5818 (Government National Mortgage Association 2) | Long | Debt | US | $68K | – | 0.03 |
| GINNIE MAE II POOL G2 MA5877 (Government National Mortgage Association 2) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6287 (Government National Mortgage Association 2) | Long | Debt | US | $15K | – | 0.01 |
| GINNIE MAE II POOL G2 MA6413 (Government National Mortgage Association 2) | Long | Debt | US | $17K | – | 0.01 |
| GINNIE MAE II POOL G2 MA6477 (Government National Mortgage Association 2) | Long | Debt | US | $15K | – | 0.01 |
| GINNIE MAE II POOL G2 MA6711 (Government National Mortgage Association 2) | Long | Debt | US | $78K | – | 0.04 |
| GINNIE MAE II POOL G2 MA6930 (Government National Mortgage Association 2) | Long | Debt | US | $358K | – | 0.17 |
| GINNIE MAE II POOL G2 MA6997 (Government National Mortgage Association 2) | Long | Debt | US | $72K | – | 0.03 |
| GINNIE MAE II POOL G2 MA7051 (Government National Mortgage Association 2) | Long | Debt | US | $160K | – | 0.08 |
| GINNIE MAE II POOL G2 MA7135 (Government National Mortgage Association 2) | Long | Debt | US | $163K | – | 0.08 |
| GINNIE MAE II POOL G2 MA7184 (Government National Mortgage Association 2) | Long | Debt | US | $116K | – | 0.06 |
| GINNIE MAE II POOL G2 MA7192 (Government National Mortgage Association 2) | Long | Debt | US | $662K | – | 0.32 |
| GINNIE MAE II POOL G2 MA7303 (Government National Mortgage Association 2) | Long | Debt | US | $119K | – | 0.06 |
| GINNIE MAE II POOL G2 MA7367 (Government National Mortgage Association 2) | Long | Debt | US | $232K | – | 0.11 |
| GINNIE MAE II POOL G2 MA7368 (Government National Mortgage Association 2) | Long | Debt | US | $54K | – | 0.03 |
| GINNIE MAE II POOL G2 MA7534 (Government National Mortgage Association 2) | Long | Debt | US | $0.01 | – | 0.00 |
| GINNIE MAE II POOL G2 MA7590 (Government National Mortgage Association 2) | Long | Debt | US | $317K | – | 0.15 |
| GINNIE MAE II POOL G2 MA7650 (Government National Mortgage Association 2) | Long | Debt | US | $132K | – | 0.06 |
| GINNIE MAE II POOL G2 MA7768 (Government National Mortgage Association 2) | Long | Debt | US | $139K | – | 0.07 |
| GINNIE MAE II POOL G2 MA7883 (Government National Mortgage Association 2) | Long | Debt | US | $76K | – | 0.04 |
| GINNIE MAE II POOL G2 MA7937 (Government National Mortgage Association 2) | Long | Debt | US | $146K | – | 0.07 |
| GINNIE MAE II POOL G2 MA7989 (Government National Mortgage Association 2) | Long | Debt | US | $156K | – | 0.07 |
| GINNIE MAE II POOL G2 MA8045 (Government National Mortgage Association 2) | Long | Debt | US | $81K | – | 0.04 |
| GINNIE MAE II POOL G2 MA8046 (Government National Mortgage Association 2) | Long | Debt | US | $83K | – | 0.04 |
| GINNIE MAE II POOL G2 MA8200 (Government National Mortgage Association 2) | Long | Debt | US | $83K | – | 0.04 |
| GINNIE MAE II POOL G2 MA8202 (Government National Mortgage Association 2) | Long | Debt | US | $345K | – | 0.17 |
| GINNIE MAE II POOL G2 MA8264 (Government National Mortgage Association 2) | Long | Debt | US | $71K | – | 0.03 |
| GINNIE MAE II POOL G2 MA8268 (Government National Mortgage Association 2) | Long | Debt | US | $86K | – | 0.04 |
| GINNIE MAE II POOL G2 MA8346 (Government National Mortgage Association 2) | Long | Debt | US | $170K | – | 0.08 |
| GINNIE MAE II POOL G2 MA8429 (Government National Mortgage Association 2) | Long | Debt | US | $88K | – | 0.04 |
| GINNIE MAE II POOL G2 MA8485 (Government National Mortgage Association 2) | Long | Debt | US | $74K | – | 0.04 |
| GINNIE MAE II POOL G2 MA8490 (Government National Mortgage Association 2) | Long | Debt | US | $267K | – | 0.13 |
| GINNIE MAE II POOL G2 MA8726 (Government National Mortgage Association 2) | Long | Debt | US | $91K | – | 0.04 |
| GINNIE MAE II POOL G2 MA8801 (Government National Mortgage Association 2) | Long | Debt | US | $184K | – | 0.09 |
| GINNIE MAE II POOL G2 MA8879 (Government National Mortgage Association 2) | Long | Debt | US | $187K | – | 0.09 |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2023-2 A | Long | ABS-mortgage backed security | US | $469K | – | 0.22 |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2024-2A A | Long | ABS-mortgage backed security | US | $534K | – | 0.26 |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-1 GOOD 2022-1GS A | Long | ABS-mortgage backed security | US | $64K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-51 SG | Long | Debt | US | $143.81 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 SA | Long | Debt | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-43 SN | Long | Debt | US | $6K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-H27 AI | Long | Debt | US | $471.53 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-118 HS | Long | Debt | US | $11K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-103 AD | Long | Debt | US | $85K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-123 NI | Long | Debt | US | $10K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 YI | Long | Debt | US | $10K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-175 GI | Long | Debt | US | $8K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-178 IO | Long | Debt | US | $104K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H09 FL | Long | Debt | US | $59K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-176 IN | Long | Debt | US | $34K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-188 PA | Long | Debt | US | $212K | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-223 P | Long | Debt | US | $69K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-57 BI | Long | Debt | US | $53K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-96 VI | Long | Debt | US | $33K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-113 Z | Long | Debt | US | $325K | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-139 AL | Long | Debt | US | $87K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT | Long | Debt | US | $74K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 IO | Long | Debt | US | $14K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-63 LM | Long | Debt | US | $81K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-80 IA | Long | Debt | US | $265K | – | 0.13 |
| GS MORTGAGE SECURITIES TRUST 2006-GG8 GSMS 2006-GG8 AJ | Long | ABS-mortgage backed security | US | $0 | – | – |
| GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 AAB | Long | ABS-mortgage backed security | US | $234K | – | 0.11 |
| GUARDIAN LIFE GLOBAL FUNDING 144A 1.100000% 06/23/2025 | Long | Debt | US | $10K | – | 0.00 |
| HALLIBURTON CO 3.800000% 11/15/2025 (HALLIBURTON COMPANY) | Long | Debt | US | $2K | – | 0.00 |
| HALLIBURTON CO 5.000000% 11/15/2045 (HALLIBURTON COMPANY) | Long | Debt | US | $37K | – | 0.02 |
| HARBOR FREIGHT TOOLS USA, INC. 10/19/2027 | Long | Loan | US | $48K | – | 0.02 |
| HERSHEY CO/THE 0.900000% 06/01/2025 (THE HERSHEY COMPANY) | Long | Debt | US | $10K | – | 0.00 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021-1A A (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-mortgage backed security | US | $98K | – | 0.05 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022-5A B (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-mortgage backed security | US | $236K | – | 0.11 |
| HILTON DOMESTIC OPERATING CO INC 144A 6.125000% 04/01/2032 (HILTON DOMESTIC OPERATING COMPANY INC.) | Long | Debt | US | $30K | – | 0.01 |
| HOME DEPOT INC/THE 2.500000% 04/15/2027 (THE HOME DEPOT, INC.) | Long | Debt | US | $28K | – | 0.01 |
| HOME DEPOT INC/THE 2.700000% 04/15/2030 (THE HOME DEPOT, INC.) | Long | Debt | US | $18K | – | 0.01 |
| HOME DEPOT INC/THE 3.250000% 04/15/2032 (THE HOME DEPOT, INC.) | Long | Debt | US | $88K | – | 0.04 |
| HOME DEPOT INC/THE 3.300000% 04/15/2040 (THE HOME DEPOT, INC.) | Long | Debt | US | $8K | – | 0.00 |
| HOME DEPOT INC/THE 3.350000% 04/15/2050 (THE HOME DEPOT, INC.) | Long | Debt | US | $63K | – | 0.03 |
| HOME PARTNERS OF AMERICA 2021-2 TRUST HPA 2021-2 A (HOME PARTNERS OF AMERICA TRUST) | Long | ABS-mortgage backed security | US | $257K | – | 0.12 |
| HSBC HOLDINGS PLC 7.390000% 11/03/2028 | Long | Debt | GB | $243K | – | 0.12 |
| HUMANA INC 2.150000% 02/03/2032 (HUMANA INC.) | Long | Debt | US | $8K | – | 0.00 |
| HUMANA INC 4.500000% 04/01/2025 (HUMANA INC.) | Long | Debt | US | $10K | – | 0.00 |
| Icon Public Limited Company 7/3/2028 | Long | Loan | US | $21K | – | 0.01 |
| II-VI/COHERENT 3/24 TLB 7/2/29 | Long | Loan | US | $52K | – | 0.03 |
| ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2 ILPT 2022-LPF2 A | Long | ABS-mortgage backed security | US | $160K | – | 0.08 |
| IMPAC CMB TRUST SERIES 2005-4 IMM 2005-4 1M1 | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| ING GROEP NV 6.114000% 09/11/2034 (ING Groep N.V.) | Long | Debt | NL | $309K | – | 0.15 |
| INTERCONTINENTAL EXCHANGE INC 4.600000% 03/15/2033 (INTERCONTINENTAL EXCHANGE, INC.) | Long | Debt | US | $57K | – | 0.03 |
| INTERCONTINENTAL EXCHANGE INC 4.950000% 06/15/2052 (INTERCONTINENTAL EXCHANGE, INC.) | Long | Debt | US | $9K | – | 0.00 |
| INTERSTATE POWER AND LIGHT CO 2.300000% 06/01/2030 (INTERSTATE POWER AND LIGHT COMPANY) | Long | Debt | US | $249K | – | 0.12 |
| INTESA SANPAOLO SPA MTN 5.017000% 06/26/2024 | Long | Debt | IT | $200K | – | 0.10 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2018-PHH F (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| JANE STREET GROUP / JSG FINANCE INC 144A 7.125000% 04/30/2031 (JANE STREET GROUP, LLC) | Long | Debt | US | $31K | – | 0.01 |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY 5/5/2028 | Long | Loan | US | $79K | – | 0.04 |
| JP MORGAN MORTGAGE TRUST 2005-S2 JPMMT 2005-S2 2A15 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $58K | – | 0.03 |
| JP MORGAN MORTGAGE TRUST 2018-5 JPMMT 2018-5 A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST 2020-3 JPMMT 2020-3 A3A (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $53K | – | 0.03 |
| JP MORGAN MORTGAGE TRUST SERIES 2024-4 JPMMT 2024-4 A4A (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $313K | – | 0.15 |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7 JPMDB 2017-C7 XA | Long | Debt | US | $27K | – | 0.01 |
| JPMORGAN CHASE & CO 2.083000% 04/22/2026 (JPMORGAN CHASE & CO.) | Long | Debt | US | $58K | – | 0.03 |
| JPMORGAN CHASE & CO 2.522000% 04/22/2031 (JPMORGAN CHASE & CO.) | Long | Debt | US | $112K | – | 0.05 |
| JPMORGAN CHASE & CO 3.109000% 04/22/2051 (JPMORGAN CHASE & CO.) | Long | Debt | US | $7K | – | 0.00 |
| JPMORGAN CHASE & CO 3.509000% 01/23/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $367K | – | 0.18 |
| JPMORGAN CHASE & CO 3.845000% 06/14/2025 (JPMORGAN CHASE & CO.) | Long | Debt | US | $100K | – | 0.05 |
| JPMORGAN CHASE & CO 4.203000% 07/23/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $565K | – | 0.27 |
| JPMORGAN CHASE & CO 4.493000% 03/24/2031 (JPMORGAN CHASE & CO.) | Long | Debt | US | $286K | – | 0.14 |
| JPMORGAN CHASE & CO 4.565000% 06/14/2030 (JPMORGAN CHASE & CO.) | Long | Debt | US | $174K | – | 0.08 |
| JPMORGAN CHASE & CO 4.950000% 06/01/2045 (JPMORGAN CHASE & CO.) | Long | Debt | US | $93K | – | 0.04 |
| JPMORGAN CHASE & CO 5.766000% 04/22/2035 (JPMORGAN CHASE & CO.) | Long | Debt | US | $218K | – | 0.10 |
| KINDER MORGAN ENERGY PARTNERS LP 4.250000% 09/01/2024 (KINDER MORGAN ENERGY PARTNERS, L.P.) | Long | Debt | US | $40K | – | 0.02 |
| KINDER MORGAN INC 4.300000% 03/01/2028 (KINDER MORGAN, INC.) | Long | Debt | US | $78K | – | 0.04 |
| KINDER MORGAN INC 4.300000% 06/01/2025 (KINDER MORGAN, INC.) | Long | Debt | US | $30K | – | 0.01 |
| KINDER MORGAN INC 5.200000% 03/01/2048 (KINDER MORGAN, INC.) | Long | Debt | US | $9K | – | 0.00 |
| KKR APPLE BIDCO, LLC 9/22/2028 | Long | Loan | US | $30K | – | 0.01 |
| KKR GROUP FINANCE CO III LLC 144A 5.125000% 06/01/2044 (KKR GROUP FINANCE CO. III LLC) | Long | Debt | US | $195K | – | 0.09 |
| KKR GROUP FINANCE CO VIII LLC 144A 3.500000% 08/25/2050 (KKR GROUP FINANCE CO. VIII LLC) | Long | Debt | US | $94K | – | 0.04 |
| KRAFT HEINZ FOODS CO 4.250000% 03/01/2031 (Kraft Heinz Foods Company) | Long | Debt | US | $9K | – | 0.00 |
| KRAFT HEINZ FOODS CO 4.375000% 06/01/2046 (Kraft Heinz Foods Company) | Long | Debt | US | $8K | – | 0.00 |
| KRAFT HEINZ FOODS CO 5.200000% 07/15/2045 (Kraft Heinz Foods Company) | Long | Debt | US | $18K | – | 0.01 |
| LAM RESEARCH CORP 2.875000% 06/15/2050 (LAM RESEARCH CORPORATION) | Long | Debt | US | $60K | – | 0.03 |
| LENNAR CORP 4.750000% 11/29/2027 (LENNAR CORPORATION) | Long | Debt | US | $20K | – | 0.01 |
| LENNAR CORP 5.000000% 06/15/2027 (LENNAR CORPORATION) | Long | Debt | US | $10K | – | 0.00 |
| LIBERTY MUTUAL GROUP INC 144A 4.569000% 02/01/2029 (LIBERTY MUTUAL GROUP INC.) | Long | Debt | US | $337K | – | 0.16 |
| LLOYDS BANKING GROUP PLC 5.721000% 06/05/2030 | Long | Debt | GB | $537K | – | 0.26 |
| LOWE'S COS INC 3.700000% 04/15/2046 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $71K | – | 0.03 |
| LOWE'S COS INC 4.500000% 04/15/2030 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $19K | – | 0.01 |
| LOWE'S COS INC 5.000000% 04/15/2040 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $49K | – | 0.02 |
| LOWE'S COS INC 5.625000% 04/15/2053 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $237K | – | 0.11 |
| MACQUARIE GROUP LTD 144A 1.340000% 01/12/2027 (MACQUARIE GROUP LIMITED.) | Long | Debt | AU | $282K | – | 0.13 |
| MACQUARIE GROUP LTD MTN 5.033000% 01/15/2030 (MACQUARIE GROUP LIMITED.) | Long | Debt | AU | $275K | – | 0.13 |
| MANULIFE FINANCIAL CORP 3.703000% 03/16/2032 (MANULIFE FINANCIAL CORPORATION) | Long | Debt | CA | $309K | – | 0.15 |
| MARS INC 144A 2.700000% 04/01/2025 (MARS, INCORPORATED) | Long | Debt | US | $29K | – | 0.01 |
| MARS INC 144A 3.200000% 04/01/2030 (MARS, INCORPORATED) | Long | Debt | US | $9K | – | 0.00 |
| MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 3.375000% 04/15/2050 (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $97K | – | 0.05 |
| MASSACHUSETTS MUTUAL LIFE INSURANCE CO 144A 5.672000% 12/01/2052 (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $296K | – | 0.14 |
| MASSACHUSETTS ST EDUCTNL FING MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY (MASSACHUSETTS EDL FING AUTH ED LN REV) | Long | Debt | US | $277K | – | 0.13 |
| MASTERCARD INC 3.850000% 03/26/2050 (MASTERCARD INCORPORATED.) | Long | Debt | US | $8K | – | 0.00 |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 144A 6.250000% 04/01/2029 (MEDLINE BORROWER, LP) | Long | Debt | US | $40K | – | 0.02 |
| MEG ENERGY CORP 144A 5.875000% 02/01/2029 (MEG Energy Corp.) | Long | Debt | CA | $10K | – | 0.00 |
| MEGLOBAL BV MTN 4.250000% 11/03/2026 (MEGlobal B.V.) | Long | Debt | KW | $192K | – | 0.09 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES 2004 MLMI 2004-WMC5 M1 (MERRILL LYNCH MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $193K | – | 0.09 |
| METROPOLITAN LIFE GLOBAL FUNDING I MTN 3.300000% 03/21/2029 | Long | Debt | US | $333K | – | 0.16 |
| METROPOLITAN LIFE INSURANCE CO 144A 7.800000% 11/01/2025 (METROPOLITAN LIFE INSURANCE COMPANY) | Long | Debt | US | $273K | – | 0.13 |
| MICHIGAN ST UNIV REVENUES MICHIGAN STATE UNIVERSITY (MICHIGAN ST UNIV REVS) | Long | Debt | US | $62K | – | 0.03 |
| MICRON TECHNOLOGY INC 5.875000% 02/09/2033 (MICRON TECHNOLOGY, INC.) | Long | Debt | US | $20K | – | 0.01 |
| MILANO ACQUISITION 10/1/2027 | Long | Loan | US | $56K | – | 0.03 |
| MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027 (MILEAGE PLUS HOLDINGS, LLC) | Long | Debt | US | $26K | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 3.837000% 04/17/2026 (Mitsubishi UFJ Financial Group, Inc.) | Long | Debt | JP | $197K | – | 0.09 |
| MONDELEZ INTERNATIONAL INC 1.500000% 05/04/2025 (Mondelez International, Inc.) | Long | Debt | US | $67K | – | 0.03 |
| MOODY'S CORP 3.250000% 05/20/2050 (MOODY'S CORPORATION) | Long | Debt | US | $160K | – | 0.08 |
| MORGAN STANLEY 2.484000% 09/16/2036 | Long | Debt | US | $16K | – | 0.01 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2016-C32 ASB | Long | ABS-mortgage backed security | US | $151K | – | 0.07 |
| MORGAN STANLEY MTN 2.188000% 04/28/2026 | Long | Debt | US | $97K | – | 0.05 |
| MORGAN STANLEY MTN 2.511000% 10/20/2032 | Long | Debt | US | $148K | – | 0.07 |
| MORGAN STANLEY MTN 3.125000% 07/27/2026 | Long | Debt | US | $430K | – | 0.21 |
| MORGAN STANLEY MTN 3.622000% 04/01/2031 | Long | Debt | US | $223K | – | 0.11 |
| MORGAN STANLEY MTN 3.622000% 04/01/2031 | Long | Debt | US | $128K | – | 0.06 |
| MORGAN STANLEY MTN 3.772000% 01/24/2029 | Long | Debt | US | $85K | – | 0.04 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-INV2 A1 | Long | ABS-mortgage backed security | US | $207K | – | 0.10 |
| MPLX LP 4.500000% 04/15/2038 | Long | Debt | US | $9K | – | 0.00 |
| MPLX LP 4.700000% 04/15/2048 | Long | Debt | US | $50K | – | 0.02 |
| MPLX LP 4.800000% 02/15/2029 | Long | Debt | US | $78K | – | 0.04 |
| MPLX LP 4.875000% 06/01/2025 | Long | Debt | US | $139K | – | 0.07 |
| MPLX LP 5.500000% 02/15/2049 | Long | Debt | US | $19K | – | 0.01 |
| MSCG TRUST 2015-ALDR MSCCG 2015-ALDR A2 (MSCCG TRUST) | Long | ABS-mortgage backed security | US | $102K | – | 0.05 |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2 MSWF 2023-2 A5 | Long | ABS-mortgage backed security | US | $115K | – | 0.05 |
| NATIONAL COLLEGIATE STUDENT LOAN TRUST 2006-3 NCSLT 2006-3 B (THE NATIONAL COLLEGIATE TRUST) | Long | ABS-mortgage backed security | US | $210K | – | 0.10 |
| NATIONAL SECURITIES CLEARING CORP 144A 1.500000% 04/23/2025 (NATIONAL SECURITIES CLEARING CORPORATION) | Long | Debt | US | $242K | – | 0.12 |
| NATIONAL SECURITIES CLEARING CORP 144A 5.000000% 05/30/2028 (NATIONAL SECURITIES CLEARING CORPORATION) | Long | Debt | US | $350K | – | 0.17 |
| NATWEST GROUP PLC 3.073000% 05/22/2028 | Long | Debt | GB | $187K | – | 0.09 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $102K | – | 0.05 |
| NAVIENT STUDENT LOAN TRUST 2016-3 NAVSL 2016-3A A3 | Long | ABS-mortgage backed security | US | $98K | – | 0.05 |
| NCL CORP LTD 144A 8.125000% 01/15/2029 (NCL CORPORATION LTD.) | Long | Debt | US | $42K | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1 | Long | ABS-mortgage backed security | US | $89K | – | 0.04 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A B1 | Long | ABS-mortgage backed security | US | $0.05 | – | 0.00 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A B2 | Long | ABS-mortgage backed security | US | $171K | – | 0.08 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | Long | ABS-mortgage backed security | US | $152K | – | 0.07 |
| NEW YORK LIFE GLOBAL FUNDING 144A 0.950000% 06/24/2025 | Long | Debt | US | $29K | – | 0.01 |
| NEW YORK ST URBAN DEV CORP REV NEW YORK STATE URBAN DEVELOPMENT CORP | Long | Debt | US | $248K | – | 0.12 |
| NEXSTAR BROADCASTING, INC. 9/18/2026 | Long | Loan | US | $21K | – | 0.01 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 3.550000% 05/01/2027 (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $278K | – | 0.13 |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2022-1A A2 | Long | ABS-mortgage backed security | US | $478K | – | 0.23 |
| NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 11/28/2027 (Federal Republic of Nigeria) | Long | Debt | NG | $186K | – | 0.09 |
| NIKE INC 2.400000% 03/27/2025 (NIKE, INC.) | Long | Debt | US | $29K | – | 0.01 |
| NIKE INC 2.750000% 03/27/2027 (NIKE, INC.) | Long | Debt | US | $19K | – | 0.01 |
| NIKE INC 3.250000% 03/27/2040 (NIKE, INC.) | Long | Debt | US | $8K | – | 0.00 |
| NIKE INC 3.375000% 03/27/2050 (NIKE, INC.) | Long | Debt | US | $36K | – | 0.02 |
| NISSAN MOTOR CO LTD 144A 3.522000% 09/17/2025 (NISSAN MOTOR CO., LTD.) | Long | Debt | JP | $194K | – | 0.09 |
| NJ TRUST 2023-GSP NJ 2023-GSP A | Long | ABS-mortgage backed security | US | $103K | – | 0.05 |
| NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUS NAA 2007-1 1A4 (NOMURA ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $82K | – | 0.04 |
| NORFOLK SOUTHERN CORP 4.837000% 10/01/2041 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $183K | – | 0.09 |
| NRTH 2024-PARK MORTGAGE TRUST NRTH 2024-PARK A (NRTH MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $120K | – | 0.06 |
| NSTAR ELECTRIC CO 3.950000% 04/01/2030 (NSTAR ELECTRIC COMPANY) | Long | Debt | US | $215K | – | 0.10 |
| NVIDIA CORP 2.850000% 04/01/2030 (NVIDIA CORPORATION) | Long | Debt | US | $18K | – | 0.01 |
| NVIDIA CORP 3.500000% 04/01/2050 (NVIDIA CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| NVIDIA CORP 3.700000% 04/01/2060 (NVIDIA CORPORATION) | Long | Debt | US | $38K | – | 0.02 |
| NXP BV / NXP FUNDING LLC / NXP USA INC 2.700000% 05/01/2025 (NXP B.V.) | Long | Debt | CN | $29K | – | 0.01 |
| OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES OAKIG 2020-1A A1 (OAK STREET INVESTMENT GRADE NET LEASE FUND LLC.) | Long | ABS-mortgage backed security | US | $190K | – | 0.09 |
| OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES OAKIG 2020-1A A3 (OAK STREET INVESTMENT GRADE NET LEASE FUND LLC.) | Long | ABS-mortgage backed security | US | $210K | – | 0.10 |
| OBX 2022-NQM1 TRUST OBX 2022-NQM1 A2 (OBX TRUST) | Long | ABS-mortgage backed security | US | $87K | – | 0.04 |
| OBX 2022-NQM6 TRUST OBX 2022-NQM6 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $147K | – | 0.07 |
| OBX 2022-NQM7 TRUST OBX 2022-NQM7 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $148K | – | 0.07 |
| OBX 2023-NQM6 TRUST OBX 2023-NQM6 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $245K | – | 0.12 |
| OBX 2023-NQM7 TRUST OBX 2023-NQM7 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $207K | – | 0.10 |
| OBX 2024-NQM3 TRUST OBX 2024-NQM3 A3 (OBX TRUST) | Long | ABS-mortgage backed security | US | $95K | – | 0.05 |
| OCCIDENTAL PETROLEUM CORP 3.000000% 02/15/2027 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $19K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 3.200000% 08/15/2026 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $28K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 3.400000% 04/15/2026 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $19K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 3.500000% 08/15/2029 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $18K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 4.100000% 02/15/2047 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $51K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 4.400000% 04/15/2046 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $47K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 4.400000% 08/15/2049 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $52K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 4.625000% 06/15/2045 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $16K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 5.550000% 03/15/2026 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $30K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 6.200000% 03/15/2040 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $106K | – | 0.05 |
| OCCIDENTAL PETROLEUM CORP 6.950000% 07/01/2024 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $4K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 7.500000% 05/01/2031 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $66K | – | 0.03 |
| OCCIDENTAL PETROLEUM CORP 7.875000% 09/15/2031 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $11K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP ZERO COUPON 10/10/2036 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $354K | – | 0.17 |
| OGLETHORPE POWER CORP 144A 6.200000% 12/01/2053 | Long | Debt | US | $411K | – | 0.20 |
| ONEOK INC 5.550000% 11/01/2026 (ONEOK, INC.) | Long | Debt | US | $10K | – | 0.00 |
| ONEOK INC 5.800000% 11/01/2030 (ONEOK, INC.) | Long | Debt | US | $31K | – | 0.01 |
| ONEOK INC 6.050000% 09/01/2033 (ONEOK, INC.) | Long | Debt | US | $82K | – | 0.04 |
| ONEOK INC 6.625000% 09/01/2053 (ONEOK, INC.) | Long | Debt | US | $96K | – | 0.05 |
| ORACLE CORP 3.950000% 03/25/2051 (ORACLE CORPORATION) | Long | Debt | US | $196K | – | 0.09 |
| PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $18K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $16K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO 3.300000% 08/01/2040 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $7K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 4.950000% 06/08/2025 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $40K | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO 5.450000% 06/15/2027 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $120K | – | 0.06 |
| PALMER SQUARE CLO 2018-3 LTD PLMRS 2013-2A A1A3 | Long | ABS-collateralized bond/debt obligation | KY | $248K | – | 0.12 |
| PALMER SQUARE CLO 2022-2 LTD PLMRS 2022-2A A1 | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 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 | $264K | – | 0.13 |
| PAYPAL HOLDINGS INC 1.650000% 06/01/2025 (PAYPAL HOLDINGS, INC.) | Long | Debt | US | $29K | – | 0.01 |
| PCI GAMING AUTHORITY 5/29/2026 | Long | Loan | US | $22K | – | 0.01 |
| PEACEHEALTH OBLIGATED GROUP 1.375000% 11/15/2025 | Long | Debt | US | $403K | – | 0.19 |
| PEACHTREE CORNERS FUNDING TRUST 144A 3.976000% 02/15/2025 | Long | Debt | US | $221K | – | 0.11 |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 5.550000% 05/01/2028 (PENSKE TRUCK LEASING CO., L.P.) | Long | Debt | US | $544K | – | 0.26 |
| PEPSICO INC 1.625000% 05/01/2030 (Pepsico, Inc.) | Long | Debt | US | $17K | – | 0.01 |
| PEPSICO INC 2.875000% 10/15/2049 (Pepsico, Inc.) | Long | Debt | US | $13K | – | 0.01 |
| PERATON CORP 2/1/2028 | Long | Loan | US | $105K | – | 0.05 |
| PERTAMINA PERSERO PT 144A 6.000000% 05/03/2042 (PT Pertamina (Persero)) | Long | Debt | ID | $198K | – | 0.09 |
| PETROBRAS GLOBAL FINANCE BV 5.750000% 02/01/2029 (PETROBRAS GLOBAL FINANCE B.V.) | Long | Debt | BR | $49K | – | 0.02 |
| PETROBRAS GLOBAL FINANCE BV 6.850000% 06/05/2115 (PETROBRAS GLOBAL FINANCE B.V.) | Long | Debt | BR | $44K | – | 0.02 |
| PETROBRAS GLOBAL FINANCE BV 7.375000% 01/17/2027 (PETROBRAS GLOBAL FINANCE B.V.) | Long | Debt | BR | $103K | – | 0.05 |
| PFS FINANCING CORP PFSFC 2022-A A (PFS FINANCING CORP.) | Long | ABS-mortgage backed security | US | $452K | – | 0.22 |
| PG&E WILDFIRE RECOVERY FUNDING LLC 3.594000% 06/01/2030 | Long | Debt | US | $298K | – | 0.14 |
| PG&E WILDFIRE RECOVERY FUNDING LLC 4.722000% 06/01/2037 | Long | Debt | US | $434K | – | 0.21 |
| PHILLIPS 66 CO 3.550000% 10/01/2026 (PHILLIPS 66 COMPANY) | Long | Debt | US | $223K | – | 0.11 |
| PHILLIPS 66 CO 3.605000% 02/15/2025 (PHILLIPS 66 COMPANY) | Long | Debt | US | $94K | – | 0.04 |
| PHOENIX GUARANTOR 2/21/2031 | Long | Loan | US | $102K | – | 0.05 |
| PIONEER NATURAL RESOURCES CO 1.125000% 01/15/2026 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $9K | – | 0.00 |
| PIONEER NATURAL RESOURCES CO 1.900000% 08/15/2030 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $17K | – | 0.01 |
| PIONEER NATURAL RESOURCES CO 2.150000% 01/15/2031 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $42K | – | 0.02 |
| PLANET FITNESS MASTER ISSUER LLC PLNT 2018-1A A2II | Long | ABS-mortgage backed security | US | $288K | – | 0.14 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.354000% 12/02/2028 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $469K | – | 0.22 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.582000% 06/12/2029 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $81K | – | 0.04 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.676000% 01/22/2035 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $247K | – | 0.12 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.812000% 06/12/2026 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $20K | – | 0.01 |
| PRA Health Sciences, Inc. 7/3/2028 | Long | Loan | US | $9K | – | 0.00 |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 1.250000% 06/23/2025 | Long | Debt | US | $10K | – | 0.00 |
| PRKCM 2022-AFC1 TRUST PRKCM 2022-AFC1 A1A (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| PROGRESS RESIDENTIAL 2023-SFR2 TRUST PROG 2023-SFR2 A (PROGRESS RESIDENTIAL MASTER TRUST) | Long | ABS-mortgage backed security | US | $507K | – | 0.24 |
| PROSUS NV MTN 3.061000% 07/13/2031 (Prosus N.V.) | Long | Debt | CN | $162K | – | 0.08 |
| PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.375000% 09/01/2037 | Long | Debt | AR | $128K | – | 0.06 |
| PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.375000% 09/01/2037 | Long | Debt | AR | $17K | – | 0.01 |
| PRUDENTIAL FUNDING ASIA PLC 3.125000% 04/14/2030 (PRUDENTIAL FUNDING (ASIA) PLC) | Long | Debt | HK | $281K | – | 0.13 |
| RANGE RESOURCES CORP 4.875000% 05/15/2025 (RANGE RESOURCES CORPORATION) | Long | Debt | US | $30K | – | 0.01 |
| REPUBLIC OF ARGENTINA 0.750000% 07/09/2030 (Republica Argentina) | Long | Debt | AR | $97K | – | 0.05 |
| REPUBLIC OF ARGENTINA 1.000000% 07/09/2029 (Republica Argentina) | Long | Debt | AR | $8K | – | 0.00 |
| REPUBLIC OF ARGENTINA 3.500000% 07/09/2041 (Republica Argentina) | Long | Debt | AR | $8K | – | 0.00 |
| REPUBLIC OF COLOMBIA 5.625000% 02/26/2044 (Republica de Colombia) | Long | Debt | CO | $153K | – | 0.07 |
| REPUBLIC OF PERU 5.625000% 11/18/2050 (Republica del Peru) | Long | Debt | PE | $67K | – | 0.03 |
| REPUBLIC SERVICES INC 2.500000% 08/15/2024 (REPUBLIC SERVICES, INC.) | Long | Debt | US | $20K | – | 0.01 |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| ROGERS COMMUNICATIONS INC 5.300000% 02/15/2034 | Long | Debt | CA | $59K | – | 0.03 |
| ROYAL BANK OF CANADA MTN 1.150000% 06/10/2025 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $67K | – | 0.03 |
| ROYAL CARIBBEAN CRUISES LTD 144A 6.250000% 03/15/2032 (ROYAL CARIBBEAN CRUISES LTD.) | Long | Debt | US | $50K | – | 0.02 |
| RYDER SYSTEM INC MTN 5.250000% 06/01/2028 (RYDER SYSTEM, INC.) | Long | Debt | US | $356K | – | 0.17 |
| SABEY DATA CENTER ISSUER LLC SDCP 2020-1 A2 (SABEY DATA CENTER ISSUER, LLC) | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| SABEY DATA CENTER ISSUER LLC SDCP 2021-1 A2 (SABEY DATA CENTER ISSUER, LLC) | Long | ABS-mortgage backed security | US | $425K | – | 0.20 |
| SALESFORCE INC 2.700000% 07/15/2041 (SALESFORCE, INC.) | Long | Debt | US | $28K | – | 0.01 |
| SANTANDER HOLDINGS USA INC 4.500000% 07/17/2025 (Santander Holdings USA, Inc.) | Long | Debt | US | $10K | – | 0.00 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2023-10A 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $300K | – | 0.14 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2024-10A 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $512K | – | 0.25 |
| SCHLUMBERGER HOLDINGS CORP 144A 3.900000% 05/17/2028 (SCHLUMBERGER HOLDINGS CORPORATION) | Long | Debt | US | $421K | – | 0.20 |
| SCHLUMBERGER HOLDINGS CORP 144A 3.900000% 05/17/2028 (SCHLUMBERGER HOLDINGS CORPORATION) | Long | Debt | US | $29K | – | 0.01 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $4M | 4M | 1.97 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $781K | 781K | 0.37 |
| SEQUOIA MORTGAGE TRUST 2024-4 SEMT 2024-4 A4 | Long | ABS-mortgage backed security | US | $316K | – | 0.15 |
| SERVICE PROPERTIES TRUST 8.375000% 06/15/2029 | Long | Debt | US | $39K | – | 0.02 |
| SETANTA AIRCRAFT LEASING DAC 11/5/2028 | Long | Loan | US | $80K | – | 0.04 |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5 SGCMS 2016-C5 A3 | Long | ABS-mortgage backed security | US | $210K | – | 0.10 |
| SHELL INTERNATIONAL FINANCE BV 2.750000% 04/06/2030 (Shell International Finance B.V.) | Long | Debt | US | $18K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV 2.875000% 05/10/2026 (Shell International Finance B.V.) | Long | Debt | US | $77K | – | 0.04 |
| SHELL INTERNATIONAL FINANCE BV 3.250000% 04/06/2050 (Shell International Finance B.V.) | Long | Debt | US | $35K | – | 0.02 |
| SHELL INTERNATIONAL FINANCE BV 4.000000% 05/10/2046 (Shell International Finance B.V.) | Long | Debt | US | $40K | – | 0.02 |
| SHELL INTERNATIONAL FINANCE BV 4.375000% 05/11/2045 (Shell International Finance B.V.) | Long | Debt | US | $43K | – | 0.02 |
| SIMON PROPERTY GROUP LP 1.750000% 02/01/2028 (SIMON PROPERTY GROUP, L.P.) | Long | Debt | US | $444K | – | 0.21 |
| SLM STUDENT LOAN TRUST 2003-10 SLMA 2003-10A A4 | Long | ABS-mortgage backed security | US | $86K | – | 0.04 |
| SMRT 2022-MINI SMRT 2022-MINI D (SMRT COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $207K | – | 0.10 |
| SOFR 1yr MidCurve Jun24C 95.88 LONG | Derivative-interest rate | US | $2K | – | 0.00 | |
| SOTERA HEALTH HOLDINGS, LLC 5/23/2031 | Long | Loan | US | $80K | – | 0.04 |
| SOUTHERN CO/THE 3.250000% 07/01/2026 (THE SOUTHERN COMPANY) | Long | Debt | US | $398K | – | 0.19 |
| SOUTHERN COPPER CORP 5.250000% 11/08/2042 (SOUTHERN COPPER CORPORATION) | Long | Debt | MX | $111K | – | 0.05 |
| SOUTHWESTERN ENERGY CO 5.375000% 03/15/2030 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $212K | – | 0.10 |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 1 8.000000% 09/20/2025 (SPIRIT IP CAYMAN LTD.) | Long | Debt | US | $18K | – | 0.01 |
| SPRINT CAPITAL CORP 8.750000% 03/15/2032 (SPRINT CAPITAL CORPORATION) | Long | Debt | US | $12K | – | 0.01 |
| SREIT TRUST 2021-MFP2 SREIT 2021-MFP2 A (SREIT COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $109K | – | 0.05 |
| STATE STREET CORP 2.901000% 03/30/2026 (STATE STREET CORPORATION) | Long | Debt | US | $93K | – | 0.04 |
| STATE STREET CORP 3.152000% 03/30/2031 (STATE STREET CORPORATION) | Long | Debt | US | $72K | – | 0.03 |
| STATE STREET CORP 3.152000% 03/30/2031 (STATE STREET CORPORATION) | Long | Debt | US | $27K | – | 0.01 |
| STRIP PRINC 0.000000% 05/15/2049 (United States of America) | Long | Debt | US | $128K | – | 0.06 |
| STRUCTURED ASSET INVESTMENT LOAN TRUST SAIL 2003-BC12 2A | Long | ABS-mortgage backed security | US | $106K | – | 0.05 |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2007-WF1 A1 (STRUCTURED ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $96K | – | 0.05 |
| SUZANO AUSTRIA GMBH 3.125000% 01/15/2032 | Long | Debt | BR | $16K | – | 0.01 |
| SUZANO AUSTRIA GMBH 3.750000% 01/15/2031 | Long | Debt | BR | $78K | – | 0.04 |
| T-MOBILE USA INC 2.250000% 02/15/2026 (T-MOBILE USA, INC.) | Long | Debt | US | $9K | – | 0.00 |
| T-MOBILE USA INC 2.250000% 11/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $8K | – | 0.00 |
| T-MOBILE USA INC 2.550000% 02/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $17K | – | 0.01 |
| T-MOBILE USA INC 2.625000% 02/15/2029 (T-MOBILE USA, INC.) | Long | Debt | US | $27K | – | 0.01 |
| T-MOBILE USA INC 2.875000% 02/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $17K | – | 0.01 |
| T-MOBILE USA INC 3.000000% 02/15/2041 (T-MOBILE USA, INC.) | Long | Debt | US | $7K | – | 0.00 |
| T-MOBILE USA INC 3.375000% 04/15/2029 (T-MOBILE USA, INC.) | Long | Debt | US | $18K | – | 0.01 |
| T-MOBILE USA INC 3.400000% 10/15/2052 (T-MOBILE USA, INC.) | Long | Debt | US | $20K | – | 0.01 |
| T-MOBILE USA INC 3.500000% 04/15/2025 (T-MOBILE USA, INC.) | Long | Debt | US | $265K | – | 0.13 |
| T-MOBILE USA INC 3.500000% 04/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $71K | – | 0.03 |
| T-MOBILE USA INC 3.750000% 04/15/2027 (T-MOBILE USA, INC.) | Long | Debt | US | $10K | – | 0.00 |
| T-MOBILE USA INC 3.875000% 04/15/2030 (T-MOBILE USA, INC.) | Long | Debt | US | $121K | – | 0.06 |
| T-MOBILE USA INC 4.500000% 04/15/2050 (T-MOBILE USA, INC.) | Long | Debt | US | $42K | – | 0.02 |
| T-MOBILE USA INC 5.150000% 04/15/2034 (T-MOBILE USA, INC.) | Long | Debt | US | $39K | – | 0.02 |
| TACO BELL FUNDING LLC BELL 2021-1A A2II (TACO BELL FUNDING, LLC) | Long | ABS-mortgage backed security | US | $365K | – | 0.17 |
| TARGA RESOURCES CORP 4.200000% 02/01/2033 (TARGA RESOURCES CORP.) | Long | Debt | US | $36K | – | 0.02 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 4.875000% 02/01/2031 | Long | Debt | US | $47K | – | 0.02 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.000000% 01/15/2028 | Long | Debt | US | $10K | – | 0.00 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.500000% 03/01/2030 | Long | Debt | US | $20K | – | 0.01 |
| TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044 (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $115K | – | 0.06 |
| TECK RESOURCES LTD 3.900000% 07/15/2030 (Ressources Teck Limitee) | Long | Debt | CA | $28K | – | 0.01 |
| TELEFONICA EMISIONES SA 5.213000% 03/08/2047 (Telefonica Emisiones, S.A.U.) | Long | Debt | ES | $134K | – | 0.06 |
| 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 | $17K | – | 0.01 |
| TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033 | Long | Debt | US | $55K | – | 0.03 |
| TIME WARNER CABLE LLC 6.550000% 05/01/2037 (TIME WARNER CABLE, LLC) | Long | Debt | US | $9K | – | 0.00 |
| TIME WARNER CABLE LLC 7.300000% 07/01/2038 (TIME WARNER CABLE, LLC) | Long | Debt | US | $91K | – | 0.04 |
| TORONTO-DOMINION BANK/THE MTN 1.150000% 06/12/2025 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $29K | – | 0.01 |
| TORONTO-DOMINION BANK/THE MTN 4.456000% 06/08/2032 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $47K | – | 0.02 |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2021-1 TALNT 2021-1A A | Long | ABS-mortgage backed security | US | $423K | – | 0.20 |
| TOYOTA LEASE OWNER TRUST 2024-A TLOT 2024-A A3 | Long | ABS-mortgage backed security | US | $409K | – | 0.20 |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC 7.850000% 02/01/2026 (TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC) | Long | Debt | US | $52K | – | 0.02 |
| TRANSDIGM INC 144A 6.375000% 03/01/2029 (TRANSDIGM INC.) | Long | Debt | US | $20K | – | 0.01 |
| TRANSDIGM INC 144A 6.625000% 03/01/2032 (TRANSDIGM INC.) | Long | Debt | US | $40K | – | 0.02 |
| TRANSDIGM INC 144A 7.125000% 12/01/2031 (TRANSDIGM INC.) | Long | Debt | US | $21K | – | 0.01 |
| TRICON AMERICAN HOMES 2019-SFR1 TRUST TAH 2019-SFR1 A (TRICON AMERICAN HOMES TRUST) | Long | ABS-mortgage backed security | US | $270K | – | 0.13 |
| TRICON AMERICAN HOMES 2020-SFR2 TRUST TAH 2020-SFR2 A (TRICON AMERICAN HOMES TRUST) | Long | ABS-mortgage backed security | US | $187K | – | 0.09 |
| TRITON WATER HOLDINGS, INC. 3/31/2028 | Long | Loan | US | $58K | – | 0.03 |
| TRUIST FINANCIAL CORP MTN 6.047000% 06/08/2027 (Truist Financial Corporation) | Long | Debt | US | $40K | – | 0.02 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030 (United States of America) | Long | Debt | US | $521K | – | 0.25 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 (United States of America) | Long | Debt | US | $251K | – | 0.12 |
| UBS AG/LONDON 4.500000% 06/26/2048 (UBS AG LONDON BRANCH) | Long | Debt | CH | $352K | – | 0.17 |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12 UBSCM 2018-C12 A2 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C13 UBSCM 2018-C13 ASB | Long | ABS-mortgage backed security | US | $464K | – | 0.22 |
| UBS GROUP AG 144A 1.364000% 01/30/2027 | Long | Debt | CH | $186K | – | 0.09 |
| UBS GROUP AG 144A 4.125000% 04/15/2026 | Long | Debt | CH | $437K | – | 0.21 |
| UBS GROUP AG 144A 4.194000% 04/01/2031 | Long | Debt | CH | $232K | – | 0.11 |
| UBS GROUP AG 4.550000% 04/17/2026 | Long | Debt | CH | $246K | – | 0.12 |
| UFC HOLDINGS, LLC 4/29/2026 | Long | Loan | US | $25K | – | 0.01 |
| UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST 4.000000% 04/11/2026 (United Airlines Pass Through Trust) | Long | Debt | US | $411K | – | 0.20 |
| UNITED AIRLINES INC 144A 4.375000% 04/15/2026 (UNITED AIRLINES, INC.) | Long | Debt | US | $19K | – | 0.01 |
| UNITED AIRLINES INC 144A 4.625000% 04/15/2029 (UNITED AIRLINES, INC.) | Long | Debt | US | $120K | – | 0.06 |
| UNITED MEXICAN STATES 4.600000% 02/10/2048 (Estados Unidos Mexicanos) | Long | Debt | MX | $332K | – | 0.16 |
| UNITED RENTALS NORTH AMERICA INC 144A 6.125000% 03/15/2034 (UNITED RENTALS (NORTH AMERICA), INC.) | Long | Debt | US | $88K | – | 0.04 |
| UNITED RENTALS NORTH AMERICA INC 3.750000% 01/15/2032 (UNITED RENTALS (NORTH AMERICA), INC.) | Long | Debt | US | $17K | – | 0.01 |
| UNITED RENTALS NORTH AMERICA INC 3.875000% 02/15/2031 (UNITED RENTALS (NORTH AMERICA), INC.) | Long | Debt | US | $88K | – | 0.04 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2010-20B 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20G 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2011-20H 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2013-20G 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $217K | – | 0.10 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2014-20C 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $185K | – | 0.09 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2015-20F 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $62K | – | 0.03 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2017-20H 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $137K | – | 0.07 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20A 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $134K | – | 0.06 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20B 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $206K | – | 0.10 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20E 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $127K | – | 0.06 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-20D 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-25G 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25D 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $278K | – | 0.13 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $290K | – | 0.14 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $395K | – | 0.19 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2023-25C 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $242K | – | 0.12 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2023-25G 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $280K | – | 0.13 |
| US 10Y NOTE W5 OP May24C 109.5 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W5 OP May24C108.75 SHORT (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $-421.88 | – | -0.00 | |
| US 10Y NOTE W5 OP May24C109.25 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W5 OP May24P 108 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W5 OP May24P 109 SHORT | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 10Y NOTE W5 OP May24P 108.5 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W5 OP May24P108.25 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W5 OP May24P108.75 SHORT (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $19M | – | 9.27 | |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-1M | – | -0.48 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-1M | – | -0.59 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $4M | – | 1.77 | |
| US 5YR NOTE W5 OP May24C 106 LONG | Derivative-interest rate | US | $187.5 | – | 0.00 | |
| US 5YR NOTE W5 OP May24C105.75 LONG (CITIGROUP GLOBAL MARKETS) | Derivative-interest rate | US | $234.38 | – | 0.00 | |
| US 5YR NOTE W5 OP May24P 105.5 LONG | Derivative-interest rate | US | $187.5 | – | 0.00 | |
| US 5YR NOTE W5 OP May24P105.75 SHORT (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $-62.5 | – | -0.00 | |
| US BANCORP 1.450000% 05/12/2025 (U.S. BANCORP) | Long | Debt | US | $19K | – | 0.01 |
| US BANCORP 5.678000% 01/23/2035 (U.S. BANCORP) | Long | Debt | US | $192K | – | 0.09 |
| US BANCORP 5.727000% 10/21/2026 (U.S. BANCORP) | Long | Debt | US | $169K | – | 0.08 |
| US BANCORP 5.775000% 06/12/2029 (U.S. BANCORP) | Long | Debt | US | $40K | – | 0.02 |
| US BANCORP 5.836000% 06/12/2034 (U.S. BANCORP) | Long | Debt | US | $20K | – | 0.01 |
| US BANCORP MTN 2.215000% 01/27/2028 (U.S. BANCORP) | Long | Debt | US | $9K | – | 0.00 |
| US BANK NA USCLN 2023-1 B (U S BANK NATIONAL ASSOCIATION) | Long | ABS-mortgage backed security | US | $202K | – | 0.10 |
| US LONG BND W5 OP May24C 119 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W5 OP May24C 117.5 SHORT (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W5 OP May24C 118.5 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W5 OP May24P 116 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W5 OP May24P 116.5 LONG | Derivative-interest rate | US | $1K | – | 0.00 | |
| US LONG BND W5 OP May24P 117.5 SHORT | Derivative-interest rate | US | $-4K | – | -0.00 | |
| US LONG BOND(CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $4M | – | 1.72 | |
| US TREASURY N/B 0.250000% 05/31/2025 (United States of America) | Long | Structured note | US | $86K | – | 0.04 |
| US TREASURY N/B 1.125000% 01/15/2025 (United States of America) | Long | Structured note | US | $1M | – | 0.52 |
| US TREASURY N/B 1.250000% 05/15/2050 (United States of America) | Long | Debt | US | $151K | – | 0.07 |
| US TREASURY N/B 1.250000% 11/30/2026 (United States of America) | Long | Structured note | US | $3M | – | 1.32 |
| US TREASURY N/B 1.375000% 08/15/2050 (United States of America) | Long | Debt | US | $397K | – | 0.19 |
| US TREASURY N/B 1.500000% 01/31/2027 (United States of America) | Long | Structured note | US | $2M | – | 0.81 |
| US TREASURY N/B 1.625000% 11/15/2050 (United States of America) | Long | Debt | US | $1M | – | 0.60 |
| US TREASURY N/B 1.875000% 02/15/2051 (United States of America) | Long | Debt | US | $2M | – | 0.84 |
| US TREASURY N/B 1.875000% 11/15/2051 (United States of America) | Long | Debt | US | $326K | – | 0.16 |
| US TREASURY N/B 2.000000% 02/15/2050 (United States of America) | Long | Debt | US | $66K | – | 0.03 |
| US TREASURY N/B 2.000000% 08/15/2051 (United States of America) | Long | Debt | US | $266K | – | 0.13 |
| US TREASURY N/B 2.000000% 08/15/2051 (United States of America) | Long | Debt | US | $177K | – | 0.08 |
| US TREASURY N/B 2.000000% 11/15/2026 (United States of America) | Long | Structured note | US | $2M | – | 1.00 |
| US TREASURY N/B 2.000000% 11/15/2041 (United States of America) | Long | Debt | US | $81K | – | 0.04 |
| US TREASURY N/B 2.250000% 02/15/2052 (United States of America) | Long | Debt | US | $565K | – | 0.27 |
| US TREASURY N/B 2.250000% 02/15/2052 (United States of America) | Long | Debt | US | $92K | – | 0.04 |
| US TREASURY N/B 2.375000% 02/15/2042 (United States of America) | Long | Debt | US | $378K | – | 0.18 |
| US TREASURY N/B 2.375000% 05/15/2051 (United States of America) | Long | Debt | US | $194K | – | 0.09 |
| US TREASURY N/B 2.750000% 04/30/2027 (United States of America) | Long | Structured note | US | $171K | – | 0.08 |
| US TREASURY N/B 2.750000% 08/15/2047 (United States of America) | Long | Debt | US | $331K | – | 0.16 |
| US TREASURY N/B 2.875000% 05/15/2049 (United States of America) | Long | Debt | US | $51K | – | 0.02 |
| US TREASURY N/B 2.875000% 05/15/2052 (United States of America) | Long | Debt | US | $209K | – | 0.10 |
| US TREASURY N/B 2.875000% 08/15/2045 (United States of America) | Long | Debt | US | $360K | – | 0.17 |
| US TREASURY N/B 3.000000% 02/15/2049 (United States of America) | Long | Debt | US | $157K | – | 0.08 |
| US TREASURY N/B 3.000000% 08/15/2052 (United States of America) | Long | Debt | US | $1M | – | 0.62 |
| US TREASURY N/B 3.000000% 08/15/2052 (United States of America) | Long | Debt | US | $89K | – | 0.04 |
| US TREASURY N/B 3.250000% 05/15/2042 (United States of America) | Long | Debt | US | $90K | – | 0.04 |
| US TREASURY N/B 3.375000% 05/15/2033 (United States of America) | Long | Structured note | US | $3M | – | 1.36 |
| US TREASURY N/B 3.375000% 05/15/2033 (United States of America) | Long | Structured note | US | $124K | – | 0.06 |
| US TREASURY N/B 3.375000% 08/15/2042 (United States of America) | Long | Debt | US | $534K | – | 0.26 |
| US TREASURY N/B 3.375000% 11/15/2048 (United States of America) | Long | Debt | US | $40K | – | 0.02 |
| US TREASURY N/B 3.625000% 02/15/2053 (United States of America) | Long | Debt | US | $176K | – | 0.08 |
| US TREASURY N/B 3.625000% 05/15/2053 (United States of America) | Long | Debt | US | $3M | – | 1.29 |
| US TREASURY N/B 3.625000% 05/15/2053 (United States of America) | Long | Debt | US | $1M | – | 0.51 |
| US TREASURY N/B 3.750000% 11/15/2043 (United States of America) | Long | Debt | US | $79K | – | 0.04 |
| US TREASURY N/B 3.875000% 02/15/2043 (United States of America) | Long | Debt | US | $304K | – | 0.15 |
| US TREASURY N/B 3.875000% 05/15/2043 (United States of America) | Long | Debt | US | $2M | – | 1.12 |
| US TREASURY N/B 3.875000% 05/15/2043 (United States of America) | Long | Debt | US | $491K | – | 0.23 |
| US TREASURY N/B 3.875000% 08/15/2033 (United States of America) | Long | Structured note | US | $3M | – | 1.41 |
| US TREASURY N/B 3.875000% 11/30/2029 (United States of America) | Long | Structured note | US | $126K | – | 0.06 |
| US TREASURY N/B 4.000000% 01/31/2029 (United States of America) | Long | Structured note | US | $5M | – | 2.54 |
| US TREASURY N/B 4.000000% 01/31/2031 (United States of America) | Long | Structured note | US | $689K | – | 0.33 |
| US TREASURY N/B 4.000000% 02/15/2034 (United States of America) | Long | Structured note | US | $1M | – | 0.58 |
| US TREASURY N/B 4.000000% 02/15/2034 (United States of America) | Long | Structured note | US | $58K | – | 0.03 |
| US TREASURY N/B 4.000000% 07/31/2030 (United States of America) | Long | Structured note | US | $856K | – | 0.41 |
| US TREASURY N/B 4.125000% 07/31/2028 (United States of America) | Long | Structured note | US | $39K | – | 0.02 |
| US TREASURY N/B 4.125000% 08/15/2053 (United States of America) | Long | Debt | US | $485K | – | 0.23 |
| US TREASURY N/B 4.125000% 08/15/2053 (United States of America) | Long | Debt | US | $9K | – | 0.00 |
| US TREASURY N/B 4.125000% 08/31/2030 (United States of America) | Long | Structured note | US | $264K | – | 0.13 |
| US TREASURY N/B 4.250000% 02/15/2054 (United States of America) | Long | Debt | US | $909K | – | 0.44 |
| US TREASURY N/B 4.250000% 02/28/2029 (United States of America) | Long | Structured note | US | $59K | – | 0.03 |
| US TREASURY N/B 4.250000% 02/28/2031 (United States of America) | Long | Structured note | US | $680K | – | 0.33 |
| US TREASURY N/B 4.375000% 08/15/2043 (United States of America) | Long | Debt | US | $4M | – | 2.02 |
| US TREASURY N/B 4.375000% 08/15/2043 (United States of America) | Long | Debt | US | $67K | – | 0.03 |
| US TREASURY N/B 4.375000% 08/31/2028 (United States of America) | Long | Structured note | US | $1M | – | 0.48 |
| US TREASURY N/B 4.375000% 11/30/2030 (United States of America) | Long | Structured note | US | $625K | – | 0.30 |
| US TREASURY N/B 4.500000% 02/15/2044 (United States of America) | Long | Debt | US | $972K | – | 0.47 |
| US TREASURY N/B 4.625000% 04/30/2029 (United States of America) | Long | Structured note | US | $240K | – | 0.11 |
| US TREASURY N/B 4.625000% 09/15/2026 (United States of America) | Long | Structured note | US | $40K | – | 0.02 |
| US TREASURY N/B 4.625000% 09/30/2030 (United States of America) | Long | Structured note | US | $513K | – | 0.25 |
| US TREASURY N/B 4.750000% 07/31/2025 (United States of America) | Long | Structured note | US | $518K | – | 0.25 |
| US TREASURY N/B 4.750000% 11/15/2043 (United States of America) | Long | Debt | US | $501K | – | 0.24 |
| US TREASURY N/B 4.750000% 11/15/2053 (United States of America) | Long | Debt | US | $2M | – | 0.97 |
| US TREASURY N/B 5.000000% 08/31/2025 (United States of America) | Long | Structured note | US | $170K | – | 0.08 |
| US TREASURY N/B 5.000000% 09/30/2025 (United States of America) | Long | Structured note | US | $50K | – | 0.02 |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $122K | – | 0.06 | |
| USD PUT/BRL CALL 5.1875 EXPIRATION: 6/15/2024 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| VANTAGE DATA CENTERS ISSUER LLC VDC 2020-1A A2 | Long | ABS-mortgage backed security | US | $153K | – | 0.07 |
| VENTURE GLOBAL CALCASIEU PASS LLC 144A 3.875000% 11/01/2033 (VENTURE GLOBAL CALCASIEU PASS, LLC) | Long | Debt | US | $50K | – | 0.02 |
| VERISK ANALYTICS INC 3.625000% 05/15/2050 (VERISK ANALYTICS, INC.) | Long | Debt | US | $100K | – | 0.05 |
| VERIZON COMMUNICATIONS INC 1.750000% 01/20/2031 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $104K | – | 0.05 |
| VERIZON COMMUNICATIONS INC 2.100000% 03/22/2028 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $27K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 2.550000% 03/21/2031 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $51K | – | 0.02 |
| VERIZON COMMUNICATIONS INC 2.625000% 08/15/2026 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $9K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $21K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 3.000000% 03/22/2027 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $9K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3.150000% 03/22/2030 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $27K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 3.400000% 03/22/2041 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $8K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 4.000000% 03/22/2050 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $23K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.125000% 08/15/2046 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $24K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.329000% 09/21/2028 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $262K | – | 0.13 |
| VERIZON COMMUNICATIONS INC 4.329000% 09/21/2028 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $29K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.500000% 08/10/2033 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $188K | – | 0.09 |
| VERIZON COMMUNICATIONS INC 5.250000% 03/16/2037 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $20K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 5.500000% 03/16/2047 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $6K | – | 0.00 |
| VFH PARENT LLC 1/13/2029 | Long | Loan | US | $29K | – | 0.01 |
| VIRGIN MEDIA BRISTOL LLC 1/31/2028 | Long | Loan | US | $73K | – | 0.04 |
| VIRGINIA POWER FUEL SECURITIZATION LLC 4.877000% 05/01/2031 (VIRGINIA POWER FUEL SECURITIZATION, LLC) | Long | Debt | US | $386K | – | 0.18 |
| VISA INC 2.050000% 04/15/2030 (VISA INC.) | Long | Debt | US | $17K | – | 0.01 |
| VISA INC 3.150000% 12/14/2025 (VISA INC.) | Long | Debt | US | $58K | – | 0.03 |
| VISA INC 4.300000% 12/14/2045 (VISA INC.) | Long | Debt | US | $61K | – | 0.03 |
| VOC ESCROW LTD 144A 5.000000% 02/15/2028 | Long | Debt | US | $29K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 3.755000% 03/15/2027 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $19K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 4.054000% 03/15/2029 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $18K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 4.279000% 03/15/2032 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $88K | – | 0.04 |
| WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $8K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $130K | – | 0.06 |
| WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $8K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 6.412000% 03/15/2026 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $30K | – | 0.01 |
| WASTE CONNECTIONS INC 5.000000% 03/01/2034 (WASTE CONNECTIONS, INC.) | Long | Debt | US | $49K | – | 0.02 |
| WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PL 3.750000% 09/17/2024 | Long | Debt | FR | $198K | – | 0.09 |
| WELLS FARGO & CO MTN 3.350000% 03/02/2033 (WELLS FARGO & COMPANY) | Long | Debt | US | $17K | – | 0.01 |
| WELLS FARGO & CO MTN 5.557000% 07/25/2034 (WELLS FARGO & COMPANY) | Long | Debt | US | $358K | – | 0.17 |
| WELLS FARGO & CO MTN 5.574000% 07/25/2029 (WELLS FARGO & COMPANY) | Long | Debt | US | $40K | – | 0.02 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C28 WFCM 2015-C28 AS | Long | ABS-mortgage backed security | US | $263K | – | 0.13 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C37 WFCM 2016-C37 A4 | Long | ABS-mortgage backed security | US | $150K | – | 0.07 |
| WENDY'S FUNDING LLC WEN 2019-1A A2I (WENDYS FUNDING LLC) | Long | ABS-mortgage backed security | US | $131K | – | 0.06 |
| WESTERN MIDSTREAM OPERATING LP 3.100000% 02/01/2025 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $176K | – | 0.08 |
| WESTERN MIDSTREAM OPERATING LP 4.050000% 02/01/2030 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $93K | – | 0.04 |
| WESTERN MIDSTREAM OPERATING LP 4.500000% 03/01/2028 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $10K | – | 0.00 |
| WESTERN MIDSTREAM OPERATING LP 5.250000% 02/01/2050 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $17K | – | 0.01 |
| WILLIAMS COS INC/THE 5.750000% 06/24/2044 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $69K | – | 0.03 |
| WILLIAMS COS INC/THE 7.500000% 01/15/2031 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $11K | – | 0.01 |
| WILLIAMS COS INC/THE 7.750000% 06/15/2031 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $154K | – | 0.07 |
| WIND RIVER 2021-3 CLO LTD WINDR 2021-3A A (WIND RIVER CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.12 |
| XCEL ENERGY INC 3.400000% 06/01/2030 (Xcel Energy Inc.) | Long | Debt | US | $168K | – | 0.08 |
| ZF NORTH AMERICA CAPITAL INC 144A 6.875000% 04/23/2032 (ZF NORTH AMERICA CAPITAL, INC.) | Long | Debt | DE | $174K | – | 0.08 |
Address
SEI CATHOLIC VALUES TRUST
ONE FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Nina Lesavoy
Christine Reynolds
James B. Taylor
James M. Williams
Susan C. Cote
William M. Doran
Robert A. Nesher
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
S&P
IHS Markit
Pricing Direct
Thomson Reuters Corporation
Intercontinental Exchange, Inc.
Bloomberg
Custodians
U.S. Bank, N.A.
Shareholder Servicing Agents
PERSHING LLC
LINCOLN RETIREMENT SERVICES CO.
SEI Investments Distribution Co.
Wells Fargo Advisors
CHARLES SCHWAB & CO., INC
SEI Private Trust Company
ARCHDIOCESE OF PHILADELPHIA
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
WELLS FARGO BROKERAGE SERVICES, LLC
JP MORGAN
ADVANTAGE CAPITAL CORPORATION
JEFFERIES LLC
CITIGROUP GLOBAL MARKETS
UBS SECURITIES
MORGAN STANLEY & CO, INC
GOLDMAN, SACHS & CO.
MERRILL LYNCH, PIERCE, FENNER & SMITH
RJ O'BRIEN