Catholic Responsible Investments Bond Fund

Fund Profile

Fund profile

Tickers

CRBVX, CRBSX

Fund manager

Catholic Responsible Investments Funds

Total assets

$2.29 bn

Liabilities

$15.25 mm

Net assets

$2.27 bn

Number of holdings

1.22 k

Top 200 of 1218 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	114.63 mm	1.07 k contracts	5.05	Interest rate derivative	N/A	USA
US TREASURY N/B 3.000000% 08/15/2052	62.32 mm	82.19 mm principal	2.74	Debt	Long	USA
US TREASURY N/B 3.875000% 08/15/2034	55.25 mm	57.11 mm principal	2.43	Structured note	Long	USA
US TREASURY N/B 3.875000% 08/15/2033	48.94 mm	50.40 mm principal	2.15	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 10/31/2025	46.19 mm	46.21 mm principal	2.03	Structured note	Long	USA
US TREASURY N/B 4.250000% 06/30/2029	39.66 mm	39.53 mm principal	1.75	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 04/30/2026	34.63 mm	34.66 mm principal	1.52	Structured note	Long	USA
US 10YR ULTRA FUT DEC24 FINANCIAL COMMODITY FUTURE.	25.25 mm	222.00 contracts	1.11	Interest rate derivative	N/A	USA
US TREASURY N/B 3.750000% 08/15/2027	24.08 mm	24.33 mm principal	1.06	Structured note	Long	USA
US TREASURY N/B 4.625000% 04/30/2029	20.53 mm	20.15 mm principal	0.90	Structured note	Long	USA
US TREASURY N/B 4.250000% 06/30/2031	20.35 mm	20.33 mm principal	0.90	Structured note	Long	USA
US TREASURY N/B 4.625000% 05/15/2044	19.21 mm	19.11 mm principal	0.85	Debt	Long	USA
US TREASURY N/B 4.375000% 05/15/2034	18.46 mm	18.33 mm principal	0.81	Structured note	Long	USA
GINNIE MAE II POOL G2 MA9780	18.05 mm	17.90 mm principal	0.79	Debt	Long	USA
US TREASURY N/B 4.500000% 02/15/2044	17.82 mm	18.01 mm principal	0.78	Debt	Long	USA
US TREASURY N/B 3.750000% 08/31/2026	16.90 mm	17.03 mm principal	0.74	Structured note	Long	USA
BROWN BROTHERS HARRIMAN SWEEP INTEREST	14.50 mm	14.50 mm principal	0.64	Short-term investment vehicle	Long	USA
US TREASURY N/B 3.625000% 09/30/2031	14.29 mm	14.83 mm principal	0.63	Structured note	Long	USA
US TREASURY FRN VARIABLE RATE 07/31/2025	13.82 mm	13.83 mm principal	0.61	Structured note	Long	USA
FANNIE MAE POOL FN MA4869	13.44 mm	13.57 mm principal	0.59	Debt	Long	USA
GINNIE MAE II POOL G2 MA9906	12.89 mm	12.96 mm principal	0.57	Debt	Long	USA
US TREASURY N/B 4.000000% 07/31/2029	11.58 mm	11.66 mm principal	0.51	Structured note	Long	USA
FANNIE MAE POOL FN MA5497	11.35 mm	11.46 mm principal	0.50	Debt	Long	USA
BROWN BROTHERS HARRIMAN SWEEP INTEREST	11.33 mm	11.33 mm principal	0.50	Short-term investment vehicle	Long	USA
FREDDIE MAC POOL FR SD8469	11.31 mm	11.42 mm principal	0.50	Debt	Long	USA
FREDDIE MAC POOL FR SD8408	11.23 mm	11.33 mm principal	0.49	Debt	Long	USA
GINNIE MAE II POOL G2 MA9171	11.13 mm	11.18 mm principal	0.49	Debt	Long	USA
US TREASURY N/B 2.500000% 02/15/2045	11.02 mm	15.31 mm principal	0.49	Debt	Long	USA
US TREASURY N/B 4.250000% 02/15/2054	10.72 mm	11.14 mm principal	0.47	Debt	Long	USA
BROWN BROTHERS HARRIMAN SWEEP INTEREST	10.36 mm	10.36 mm principal	0.46	Short-term investment vehicle	Long	USA
FREDDIE MAC POOL FR SD5012	10.07 mm	10.33 mm principal	0.44	Debt	Long	USA
US TREASURY N/B 1.250000% 05/15/2050	10.04 mm	19.98 mm principal	0.44	Debt	Long	USA
BROWN BROTHERS HARRIMAN SWEEP INTEREST	9.96 mm	9.96 mm principal	0.44	Short-term investment vehicle	Long	USA
US TREASURY N/B 2.375000% 03/31/2029	9.42 mm	10.15 mm principal	0.41	Structured note	Long	USA
GINNIE MAE II POOL G2 MA8199	9.06 mm	10.01 mm principal	0.40	Debt	Long	USA
GINNIE MAE II POOL G2 MA8200	8.99 mm	9.65 mm principal	0.40	Debt	Long	USA
US TREASURY N/B 1.625000% 05/15/2031	8.69 mm	10.20 mm principal	0.38	Structured note	Long	USA
US TREASURY N/B 3.500000% 09/30/2026	8.50 mm	8.61 mm principal	0.37	Structured note	Long	USA
US TREASURY N/B 2.750000% 05/31/2029	8.50 mm	9.04 mm principal	0.37	Structured note	Long	USA
FREDDIE MAC POOL FR SD8090	8.41 mm	10.50 mm principal	0.37	Debt	Long	USA
GINNIE MAE II POOL G2 MA9361	8.35 mm	8.54 mm principal	0.37	Debt	Long	USA
FREDDIE MAC POOL FR RA7127	8.30 mm	9.22 mm principal	0.37	Debt	Long	USA
US TREASURY N/B 3.500000% 01/31/2030	8.20 mm	8.47 mm principal	0.36	Structured note	Long	USA
GINNIE MAE II POOL G2 MA9669	8.19 mm	8.12 mm principal	0.36	Debt	Long	USA
GINNIE MAE II POOL G2 MA9907	7.92 mm	7.86 mm principal	0.35	Debt	Long	USA
FREDDIE MAC POOL FR RA7655	7.88 mm	8.75 mm principal	0.35	Debt	Long	USA
US TREASURY N/B 3.625000% 03/31/2030	7.78 mm	8.00 mm principal	0.34	Structured note	Long	USA
GINNIE MAE II POOL G2 MA8570	7.68 mm	7.70 mm principal	0.34	Debt	Long	USA
US TREASURY N/B 4.375000% 07/15/2027	7.61 mm	7.57 mm principal	0.34	Structured note	Long	USA
US TREASURY N/B 1.375000% 11/15/2031	7.46 mm	9.02 mm principal	0.33	Structured note	Long	USA
US TREASURY N/B 4.750000% 11/15/2043	7.33 mm	7.17 mm principal	0.32	Debt	Long	USA
US TREASURY N/B 3.375000% 08/15/2042	7.27 mm	8.50 mm principal	0.32	Debt	Long	USA
US TREASURY N/B 4.125000% 08/15/2053	7.01 mm	7.46 mm principal	0.31	Debt	Long	USA
US TREASURY N/B 4.125000% 08/15/2053	6.84 mm	7.28 mm principal	0.30	Debt	Long	USA
US TREASURY N/B 4.125000% 07/31/2028	6.82 mm	6.83 mm principal	0.30	Structured note	Long	USA
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-S1 SDART 2024-S1 R1	6.62 mm	6.60 mm principal	0.29	ABS-mortgage backed security	Long	USA
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-S2 SDART 2024-S2 R1	6.61 mm	6.61 mm principal	0.29	ABS-mortgage backed security	Long	USA
US TREASURY N/B 4.125000% 08/15/2044	6.57 mm	6.99 mm principal	0.29	Debt	Long	USA
GINNIE MAE II POOL G2 MA8948	6.52 mm	6.55 mm principal	0.29	Debt	Long	USA
US TREASURY N/B 1.750000% 08/15/2041	6.39 mm	9.53 mm principal	0.28	Debt	Long	USA
FANNIE MAE POOL FN CB3332	6.14 mm	6.79 mm principal	0.27	Debt	Long	USA
GINNIE MAE II POOL G2 MA6994	6.03 mm	7.38 mm principal	0.27	Debt	Long	USA
NEUBERGER BERMAN LOAN ADVISERS CLO 47 LTD NEUB 2022-47A C	5.99 mm	6.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US TREASURY N/B 4.375000% 11/30/2030	5.90 mm	5.85 mm principal	0.26	Structured note	Long	USA
US TREASURY N/B 4.125000% 07/31/2031	5.79 mm	5.83 mm principal	0.25	Structured note	Long	USA
FREDDIE MAC POOL FR SD8265	5.78 mm	6.25 mm principal	0.25	Debt	Long	USA
GLS AUTO RECEIVABLES ISSUER TRUST 2021-4 GCAR 2021-4A D	5.66 mm	5.83 mm principal	0.25	ABS-mortgage backed security	Long	USA
US TREASURY N/B 4.375000% 07/31/2026	5.61 mm	5.60 mm principal	0.25	Structured note	Long	USA
US TREASURY N/B 3.500000% 09/30/2029	5.55 mm	5.72 mm principal	0.24	Structured note	Long	USA
GINNIE MAE II POOL G2 MA8201	5.54 mm	5.79 mm principal	0.24	Debt	Long	USA
US TREASURY N/B 3.500000% 09/30/2029	5.51 mm	5.68 mm principal	0.24	Structured note	Long	USA
PCG+A Pacific Gas & Electric Co.	5.50 mm	5.00 mm principal	0.24	Debt	Long	USA
NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY	5.50 mm	5.50 mm principal	0.24	Debt	Long	USA
US TREASURY N/B 4.500000% 05/15/2027	5.43 mm	5.38 mm principal	0.24	Structured note	Long	USA
GINNIE MAE II POOL G2 MA9606	5.26 mm	5.21 mm principal	0.23	Debt	Long	USA
FANNIE MAE POOL FN BF0171	5.16 mm	5.56 mm principal	0.23	Debt	Long	USA
EXPORT DEVELOPMNT CANADA 4.750000% 06/05/2034	5.13 mm	5.00 mm principal	0.23	Debt	Long	Canada
US TREASURY N/B 2.875000% 05/15/2032	5.11 mm	5.60 mm principal	0.22	Structured note	Long	USA
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-3 EART 2021-3A D	5.05 mm	5.20 mm principal	0.22	ABS-mortgage backed security	Long	USA
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.150000% 12/15/2032	4.95 mm	5.22 mm principal	0.22	Debt	Long	USA
GINNIE MAE II POOL G2 MA8879	4.94 mm	4.96 mm principal	0.22	Debt	Long	USA
TOPAZ SOLAR FARMS LLC 144A 5.750000% 09/30/2039	4.81 mm	4.83 mm principal	0.21	Debt	Long	USA
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 C	4.77 mm	5.17 mm principal	0.21	ABS-mortgage backed security	Long	USA
US TREASURY N/B 4.125000% 08/15/2044	4.76 mm	5.07 mm principal	0.21	Debt	Long	USA
FANNIE MAE POOL FN FM4714	4.74 mm	5.63 mm principal	0.21	Debt	Long	USA
US TREASURY N/B 3.000000% 08/15/2052	4.74 mm	6.25 mm principal	0.21	Debt	Long	USA
OMERS FINANCE TRUST 3.500000% 04/19/2032	4.62 mm	5.00 mm principal	0.20	Debt	Long	Canada
FREDDIE MAC POOL FR SD8044	4.59 mm	5.26 mm principal	0.20	Debt	Long	USA
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-1 D	4.59 mm	4.56 mm principal	0.20	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 MA7768	4.59 mm	5.22 mm principal	0.20	Debt	Long	USA
KEYCORP MTN 2.250000% 04/06/2027	4.57 mm	4.87 mm principal	0.20	Debt	Long	USA
EUROPEAN INVESTMENT BANK 0.625000% 10/21/2027	4.51 mm	5.00 mm principal	0.20	Debt	Long	XX
GINNIE MAE II POOL G2 MA8648	4.51 mm	4.52 mm principal	0.20	Debt	Long	USA
GINNIE MAE II POOL G2 MA9966	4.50 mm	4.46 mm principal	0.20	Debt	Long	USA
GINNIE MAE II POOL G2 MA8801	4.49 mm	4.50 mm principal	0.20	Debt	Long	USA
US TREASURY N/B 1.375000% 08/15/2050	4.49 mm	8.68 mm principal	0.20	Debt	Long	USA
FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 202 FASST 2021-S1 A2	4.43 mm	4.65 mm principal	0.19	ABS-mortgage backed security	Long	USA
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 SDART 2023-1 C	4.35 mm	4.34 mm principal	0.19	ABS-mortgage backed security	Long	USA
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1 EART 2024-1A D	4.26 mm	4.22 mm principal	0.19	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN CA6271	4.19 mm	4.99 mm principal	0.18	Debt	Long	USA
FANNIE MAE POOL FN FM4877	4.12 mm	4.89 mm principal	0.18	Debt	Long	USA
US TREASURY N/B 2.000000% 08/15/2051	4.09 mm	6.76 mm principal	0.18	Debt	Long	USA
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5 EART 2022-5A D	4.05 mm	3.95 mm principal	0.18	ABS-mortgage backed security	Long	USA
PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.100000% 03/15/2032	4.03 mm	4.50 mm principal	0.18	Debt	Long	USA
US TREASURY N/B 4.375000% 11/30/2028	4.03 mm	4.00 mm principal	0.18	Structured note	Long	USA
NAVIENT STUDENT LOAN TRUST 2018-2 NAVSL 2018-2A A3	4.02 mm	4.04 mm principal	0.18	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 MA8347	4.00 mm	4.18 mm principal	0.18	Debt	Long	USA
FANNIE MAE POOL FN FS1626	3.86 mm	4.61 mm principal	0.17	Debt	Long	USA
FREDDIE MAC POOL FR SD5563	3.81 mm	3.83 mm principal	0.17	Debt	Long	USA
FLAGSHIP CREDIT AUTO TRUST 2021-2 FCAT 2021-2 D	3.79 mm	4.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
NAVIENT STUDENT LOAN TRUST 2021-1 NAVSL 2021-1A A1B	3.66 mm	3.71 mm principal	0.16	ABS-mortgage backed security	Long	USA
OCTANE RECEIVABLES TRUST 2023-2 OCTL 2023-2A C	3.63 mm	3.58 mm principal	0.16	ABS-mortgage backed security	Long	USA
AFRICAN DEVELOPMENT BANK 5.750000% MATURITY: PERPETUAL	3.62 mm	3.75 mm principal	0.16	Debt	Long	XX
FREDDIE MAC POOL FR SD1556	3.61 mm	4.55 mm principal	0.16	Debt	Long	USA
FANNIE MAE POOL FN MA5271	3.61 mm	3.64 mm principal	0.16	Debt	Long	USA
ERP OPERATING LP 4.150000% 12/01/2028	3.61 mm	3.67 mm principal	0.16	Debt	Long	USA
USAA CAPITAL CORP 144A 2.125000% 05/01/2030	3.57 mm	4.10 mm principal	0.16	Debt	Long	USA
FREDDIE MAC POOL FR SD1470	3.55 mm	4.41 mm principal	0.16	Debt	Long	USA
MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027	3.54 mm	3.51 mm principal	0.16	Debt	Long	USA
FREDDIE MAC POOL FR SD4880	3.54 mm	3.70 mm principal	0.16	Debt	Long	USA
FANNIE MAE POOL FN FS3549	3.51 mm	4.22 mm principal	0.15	Debt	Long	USA
SOUND POINT CLO XXII LTD SNDPT 2019-1A CR	3.48 mm	3.48 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NWG NatWest Group plc	3.44 mm	3.36 mm principal	0.15	Debt	Long	UK
US TREASURY N/B 1.125000% 02/29/2028	3.42 mm	3.78 mm principal	0.15	Structured note	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H01 FV	3.40 mm	3.43 mm principal	0.15	Debt	Long	USA
FREDDIE MAC POOL FR RA3167	3.39 mm	4.20 mm principal	0.15	Debt	Long	USA
GINNIE MAE II POOL G2 MA9668	3.37 mm	3.38 mm principal	0.15	Debt	Long	USA
US TREASURY N/B 2.250000% 02/15/2052	3.36 mm	5.24 mm principal	0.15	Debt	Long	USA
TSLX Sixth Street Specialty Lending, Inc.	3.34 mm	3.53 mm principal	0.15	Debt	Long	USA
US TREASURY N/B 3.750000% 05/31/2030	3.34 mm	3.41 mm principal	0.15	Structured note	Long	USA
DRIVEN BRANDS FUNDING LLC HONK 2019-1A A2	3.32 mm	3.37 mm principal	0.15	ABS-mortgage backed security	Long	USA
US TREASURY N/B 4.000000% 06/30/2028	3.31 mm	3.33 mm principal	0.15	Structured note	Long	USA
GINNIE MAE II POOL G2 MA9726	3.30 mm	3.28 mm principal	0.15	Debt	Long	USA
US TREASURY N/B 3.875000% 05/15/2043	3.30 mm	3.62 mm principal	0.15	Debt	Long	USA
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SDART 2024-3 D	3.25 mm	3.20 mm principal	0.14	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 MA8720	3.23 mm	3.81 mm principal	0.14	Debt	Long	USA
PORT LIONS AK REVENUE CITY OF PORT LIONS AK	3.22 mm	3.03 mm principal	0.14	Debt	Long	USA
OWS CRE FUNDING I LLC 144A VARIABLE RATE 09/15/2025	3.21 mm	3.20 mm principal	0.14	Debt	Long	USA
BELROSE FUNDING TRUST 144A 2.330000% 08/15/2030	3.20 mm	3.81 mm principal	0.14	Debt	Long	USA
GINNIE MAE II POOL G2 MA7989	3.18 mm	3.52 mm principal	0.14	Debt	Long	USA
US TREASURY N/B 4.625000% 05/15/2054	3.18 mm	3.10 mm principal	0.14	Debt	Long	USA
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 EART 2022-2A D	3.17 mm	3.20 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR RA3202	3.17 mm	3.76 mm principal	0.14	Debt	Long	USA
ALIMENTATION COUCHE-TARD INC 144A 3.625000% 05/13/2051	3.12 mm	4.39 mm principal	0.14	Debt	Long	Canada
US TREASURY N/B 4.125000% 08/15/2044	3.12 mm	3.32 mm principal	0.14	Debt	Long	USA
US TREASURY N/B 4.000000% 02/29/2028	3.12 mm	3.13 mm principal	0.14	Structured note	Long	USA
US TREASURY N/B 4.375000% 08/15/2043	3.08 mm	3.16 mm principal	0.14	Debt	Long	USA
FREDDIE MAC POOL FR SD2088	3.08 mm	3.44 mm principal	0.14	Debt	Long	USA
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3 EART 2022-3A D	3.04 mm	3.00 mm principal	0.13	ABS-mortgage backed security	Long	USA
FORD FOUNDATION/THE 2.815000% 06/01/2070	3.04 mm	5.07 mm principal	0.13	Debt	Long	USA
CPS AUTO RECEIVABLES TRUST 2024-B CPS 2024-B D	3.04 mm	2.97 mm principal	0.13	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN AL8387	3.02 mm	3.21 mm principal	0.13	Debt	Long	USA
FANNIE MAE POOL FN BM7080	3.02 mm	3.13 mm principal	0.13	Debt	Long	USA
BANK OF AMERICA CORP MTN 1.530000% 12/06/2025	2.99 mm	3.00 mm principal	0.13	Debt	Long	USA
FREDDIE MAC REMICS FHR 4440 ZD	2.97 mm	3.42 mm principal	0.13	Debt	Long	USA
ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A	2.95 mm	3.39 mm principal	0.13	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	2.94 mm	3.13 mm principal	0.13	Debt	Long	USA
BOSTON PROPERTIES LP 3.250000% 01/30/2031	2.93 mm	3.33 mm principal	0.13	Debt	Long	USA
EUROPEAN INVESTMENT BANK 0.875000% 05/17/2030	2.92 mm	3.50 mm principal	0.13	Debt	Long	XX
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.959000% 07/01/2038	2.92 mm	3.18 mm principal	0.13	Debt	Long	USA
ENBL Enable Midstream Partners, LP	2.92 mm	2.95 mm principal	0.13	Debt	Long	USA
SANTANDER HOLDINGS USA INC 3.244000% 10/05/2026	2.92 mm	3.02 mm principal	0.13	Debt	Long	USA
US TREASURY N/B 2.000000% 02/15/2050	2.91 mm	4.75 mm principal	0.13	Debt	Long	USA
JPMORGAN CHASE & CO 2.956000% 05/13/2031	2.89 mm	3.23 mm principal	0.13	Debt	Long	USA
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2 EART 2024-2A D	2.88 mm	2.85 mm principal	0.13	ABS-mortgage backed security	Long	USA
BANK 2024-BNK48 BANK 2024-BNK48 C	2.87 mm	2.90 mm principal	0.13	ABS-mortgage backed security	Long	USA
PEP PepsiCo, Inc.	2.85 mm	3.00 mm principal	0.13	Debt	Long	USA
AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC	2.85 mm	2.36 mm principal	0.13	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-29 AE	2.83 mm	2.98 mm principal	0.12	Debt	Long	USA
FINANCE OF AMER 22-S4 A2A 144A SERIES S1 CLASS A2	2.81 mm	2.93 mm principal	0.12	ABS-mortgage backed security	Long	USA
Owl Rock Core Income Corp.	2.81 mm	2.67 mm principal	0.12	Debt	Long	USA
BANK OF AMERICA CORP 5.518000% 10/25/2035	2.79 mm	2.81 mm principal	0.12	Debt	Long	USA
AGL CLO 11 LTD AGL 2021-11A C	2.76 mm	2.75 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREMF 2018-K83 MORTGAGE TRUST FREMF 2018-K83 C	2.75 mm	2.89 mm principal	0.12	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 MA8199	2.73 mm	3.03 mm principal	0.12	Debt	Long	USA
US TREASURY N/B 4.500000% 04/15/2027	2.72 mm	2.70 mm principal	0.12	Structured note	Long	USA
BMO 2023-C7 MORTGAGE TRUST BMO 2023-C7 C	2.71 mm	2.55 mm principal	0.12	ABS-mortgage backed security	Long	USA
OMERS FINANCE TRUST 144A 4.000000% 04/19/2052	2.70 mm	3.35 mm principal	0.12	Debt	Long	Canada
VZ Verizon Communications Inc.	2.69 mm	3.50 mm principal	0.12	Debt	Long	USA
SHOPS AT CRYSTALS TRUST 2016-CSTL SHOPS 2016-CSTL C	2.69 mm	2.80 mm principal	0.12	ABS-mortgage backed security	Long	USA
Blackstone Private Credit Fund	2.68 mm	2.85 mm principal	0.12	Debt	Long	USA
FANNIE MAE POOL FN FS2572	2.68 mm	3.35 mm principal	0.12	Debt	Long	USA
CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY	2.67 mm	3.09 mm principal	0.12	Debt	Long	USA
TRUIST BANK 4.632000% 09/17/2029	2.66 mm	2.74 mm principal	0.12	Debt	Long	USA
FREMF 2017-K69 MORTGAGE TRUST FREMF 2017-K69 C	2.65 mm	2.79 mm principal	0.12	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR SD8140	2.64 mm	3.30 mm principal	0.12	Debt	Long	USA
GINNIE MAE II POOL G2 MA7828	2.64 mm	3.00 mm principal	0.12	Debt	Long	USA
FANNIE MAE POOL FN FS4140	2.64 mm	3.02 mm principal	0.12	Debt	Long	USA
FANNIE MAE-ACES FNA 2021-M1G A2	2.59 mm	3.10 mm principal	0.11	Debt	Long	USA
NEW YORK STATE ELECTRIC & GAS CORP 144A 5.850000% 08/15/2033	2.58 mm	2.50 mm principal	0.11	Debt	Long	USA
FANNIE MAE POOL FN MA4600	2.57 mm	2.87 mm principal	0.11	Debt	Long	USA
PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.650000% 03/15/2033	2.55 mm	2.60 mm principal	0.11	Debt	Long	USA
SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A1	2.55 mm	3.05 mm principal	0.11	ABS-mortgage backed security	Long	USA
SACRAMENTO CA PUBLIC FING AUTH SACRAMENTO COUNTY PUBLIC FINANCING AUTHORITY	2.55 mm	2.46 mm principal	0.11	Debt	Long	USA
AGR Avangrid, Inc.	2.54 mm	2.55 mm principal	0.11	Debt	Long	USA
PG&E RECOVERY FUNDING LLC 5.529000% 06/01/2049	2.54 mm	2.50 mm principal	0.11	Debt	Long	USA
NEW YORK TRANSPRTN DEV CORP RE NEW YORK TRANSPORTATION DEVELOPMENT CORP	2.53 mm	2.50 mm principal	0.11	Debt	Long	USA
GLS AUTO RECEIVABLES ISSUER TRUST 2022-2 GCAR 2022-2A D	2.52 mm	2.50 mm principal	0.11	ABS-mortgage backed security	Long	USA
GPS BLUE FINANCING DAC 144A 5.645000% 11/09/2041	2.52 mm	2.50 mm principal	0.11	Debt	Long	Ireland
FMG RESOURCES AUGUST 2006 PTY LTD 144A 6.125000% 04/15/2032	2.51 mm	2.50 mm principal	0.11	Debt	Long	Australia