Holdings (Monthly)
Guide ↗
Domini Impact Bond Fund
· Domini Investment Trust| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | European Investment Bank | EIB | Oct 2022 | 12,910,000 | $11.3M | 4.40% | DBT |
| 2 | Federal National Mortgage Association | FNMA | Oct 2022 | 8,000,000 | $7.1M | 2.76% | DBT |
| 3 | Federal Home Loan Banks | FHLB | Jan 2026 | 6,300,000 | $6.3M | 2.46% | DBT |
| 4 | Kreditanstalt Fuer Wiederaufbau | KFW | Jan 2026 | 6,000,000 | $6.1M | 2.39% | DBT |
| 5 | Federal Home Loan Banks | FHLB | Jan 2026 | 6,480,000 | $5.9M | 2.32% | DBT |
| 6 | Federal National Mortgage Association | FNMA | Jan 2026 | 9,000,000 | $5.3M | 2.07% | DBT |
| 7 | Federal Home Loan Banks | FHLB | Jan 2026 | 5,300,000 | $5.3M | 2.07% | DBT |
| 8 | Federal Farm Credit Banks | FFCB | Jan 2026 | 5,000,000 | $5.0M | 1.96% | DBT |
| 9 | Federal Home Loan Banks | FHLB | Oct 2022 | 5,000,000 | $5.0M | 1.94% | DBT |
| 10 | Federal National Mortgage Association | FNMA | Oct 2022 | 5,000,000 | $4.8M | 1.87% | DBT |
| 11 | Federal Home Loan Banks | FHLB | Jan 2026 | 4,075,000 | $4.1M | 1.58% | DBT |
| 12 | Federal National Mortgage Association | FNMA | Oct 2022 | 4,517,789 | $3.9M | 1.51% | ABS-MBS |
| 13 | Kreditanstalt Fuer Wiederaufbau | KFW | Oct 2022 | 6,000,000 | $3.7M | 1.43% | DBT |
| 14 | Federal National Mortgage Association | FNMA | Oct 2022 | 3,882,133 | $3.5M | 1.37% | ABS-MBS |
| 15 | Federal Home Loan Banks | FHLB | Jan 2026 | 3,500,000 | $3.5M | 1.37% | DBT |
| 16 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS | Jan 2026 | 3,270,526 | $3.3M | 1.29% | ABS-O |
| 17 | Federal National Mortgage Association | FNMA | Oct 2022 | 3,808,865 | $3.1M | 1.23% | ABS-MBS |
| 18 | Government National Mortgage Association | GNR | Jan 2026 | 3,400,000 | $3.1M | 1.22% | ABS-MBS |
| 19 | Federal National Mortgage Association | FNMA | Oct 2022 | 3,563,102 | $3.0M | 1.16% | ABS-MBS |
| 20 | Federal Home Loan Banks | FHLB | Oct 2022 | 3,000,000 | $2.9M | 1.14% | DBT |
| 21 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 2,712,214 | $2.8M | 1.09% | ABS-MBS |
| 22 | Federal National Mortgage Association | FNMA | Jan 2026 | 3,200,000 | $2.6M | 1.02% | ABS-MBS |
| 23 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 2,476,455 | $2.5M | 1.00% | ABS-MBS |
| 24 | Government National Mortgage Association | GNR | Jan 2026 | 2,900,000 | $2.4M | 0.94% | ABS-MBS |
| 25 | United Kingdom of Great Britain and Northern Ireland | UKIN | Jan 2026 | 3,665,000 | $2.3M | 0.89% | DBT |
| 26 | Germany (Federal Republic Of) | BKO | Jan 2026 | 2,605,000 | $2.2M | 0.85% | DBT |
| 27 | Federal Farm Credit Banks | FFCB | Oct 2022 | 3,250,000 | $2.1M | 0.83% | DBT |
| 28 | Federal National Mortgage Association | FNMA | Oct 2022 | 2,446,209 | $2.1M | 0.83% | ABS-MBS |
| 29 | Federal Home Loan Banks | FHLB | Jan 2026 | 2,080,000 | $2.1M | 0.81% | DBT |
| 30 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 2,004,822 | $2.0M | 0.80% | ABS-MBS |
| 31 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 1,980,878 | $2.0M | 0.79% | ABS-MBS |
| 32 | Federal National Mortgage Association | FNMA | Oct 2022 | 2,261,942 | $2.0M | 0.79% | ABS-MBS |
| 33 | Government National Mortgage Association | GNR | Jan 2026 | 2,200,000 | $1.9M | 0.75% | ABS-MBS |
| 34 | UNITED NATIONS DEV CORP N Y | UNNDEV | Jan 2026 | 1,750,000 | $1.9M | 0.73% | DBT |
| 35 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,803,802 | $1.7M | 0.68% | ABS-MBS |
| 36 | BNP Paribas SA | BNP | Jan 2026 | 1,640,000 | $1.7M | 0.66% | DBT |
| 37 | J P MORGAN CHASE COML MTG TR 2022 | JPMCC | Oct 2022 | 1,750,000 | $1.6M | 0.62% | ABS-O |
| 38 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS | Jan 2026 | 1,500,000 | $1.6M | 0.62% | ABS-O |
| 39 | Government National Mortgage Association | GNR | Jan 2026 | 1,600,000 | $1.6M | 0.61% | ABS-MBS |
| 40 | Brighthouse Financial Inc. | BHF | Oct 2022 | 1,500,000 | $1.5M | 0.60% | DBT |
| 41 | Sumitomo Mitsui Trust Bank Ltd. | SUMITR | Oct 2022 | 1,500,000 | $1.5M | 0.58% | DBT |
| 42 | Federal Farm Credit Banks | FFCB | Oct 2022 | 1,800,000 | $1.5M | 0.58% | DBT |
| 43 | SUMIT 2022-BVUE MORTGAGE TRUST | SUMMT | Oct 2022 | 1,615,000 | $1.5M | 0.57% | ABS-O |
| 44 | Romania (Republic Of) | ROMANI | Jan 2026 | 1,360,000 | $1.4M | 0.55% | DBT |
| 45 | Ceska Sporitelna AS | CESSPO | Jan 2026 | 1,200,000 | $1.4M | 0.54% | DBT |
| 46 | Federal National Mortgage Association | FNMA | Jan 2026 | 1,400,000 | $1.3M | 0.52% | ABS-MBS |
| 47 | Beth Israel Deaconess Medical Center Inc. | BETHIS | Oct 2022 | 1,400,000 | $1.3M | 0.52% | DBT |
| 48 | Bank of Ireland Group PLC | BKIR | Jan 2026 | 1,240,000 | $1.3M | 0.50% | DBT |
| 49 | The Henry J Kaiser Family Foundation | KFFORG | Jan 2026 | 1,280,000 | $1.3M | 0.50% | DBT |
| 50 | ANGEL OAK MORTGAGE TRUST 2022-5 | AOMT | Jan 2026 | 1,277,737 | $1.3M | 0.50% | ABS-O |
| 51 | John D & Catherine T Macarthur Foundation | MACFDN | Oct 2022 | 1,440,000 | $1.3M | 0.49% | DBT |
| 52 | Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR | Oct 2022 | 1,325,000 | $1.2M | 0.49% | DBT |
| 53 | BNP Paribas SA | BNP | Jan 2026 | 1,000,000 | $1.2M | 0.48% | DBT |
| 54 | Farm Credit Bank of Texas | FARMCB | Jan 2026 | 1,150,000 | $1.2M | 0.47% | EP |
| 55 | Broadcom Inc | AVGO | Oct 2022 | 1,200,000 | $1.2M | 0.47% | DBT |
| 56 | Ottawa (City Of) | OTTAWA | Oct 2022 | 2,390,000 | $1.2M | 0.46% | DBT |
| 57 | Apple Inc. | AAPL | Jan 2026 | 1,435,000 | $1.1M | 0.44% | DBT |
| 58 | Government National Mortgage Association | GNR | Oct 2022 | 1,885,902 | $1.1M | 0.43% | ABS-O |
| 59 | JPMorgan Chase & Co. | JPM | Jan 2026 | 1,090,000 | $1.1M | 0.43% | DBT |
| 60 | Federal Home Loan Mortgage Corp. | FHLMC | Jan 2026 | 1,109,529 | $1.1M | 0.43% | ABS-MBS |
| 61 | Fremf 2012 Kf01 Mortgage Trust | FREMF | Oct 2022 | 1,070,000 | $1.1M | 0.42% | ABS-O |
| 62 | X-Caliber Funding Llc | XCALFD | Jan 2026 | 1,050,000 | $1.1M | 0.41% | ABS-O |
| 63 | Cornell University | CORNLU | Jan 2026 | 1,035,000 | $1.0M | 0.41% | DBT |
| 64 | Aegea Finance S.a r.l. | AEGEBZ | Jan 2026 | 960,000 | $1.0M | 0.40% | DBT |
| 65 | BX COML MTG TR 2024-VLT5 | BX | Jan 2026 | 1,000,000 | $1.0M | 0.40% | ABS-O |
| 66 | Federal National Mortgage Association | FNMA | Jan 2026 | 1,100,000 | $1.0M | 0.40% | ABS-MBS |
| 67 | Credit Agricole S.A. London Branch | ACAFP | Oct 2022 | 1,000,000 | $1.0M | 0.39% | DBT |
| 68 | Leland Stanford Junior University | STNFRD | Jan 2026 | 1,200,000 | $992K | 0.39% | DBT |
| 69 | Columbia University Trustees NY | COLUNV | Jan 2026 | 995,000 | $973K | 0.38% | DBT |
| 70 | Royalty Pharma PLC | RPRX | Oct 2022 | 1,250,000 | $972K | 0.38% | DBT |
| 71 | Federal National Mortgage Association | FNMA | Jan 2026 | 1,125,000 | $955K | 0.37% | ABS-MBS |
| 72 | STWD TR 2021-LIH | STWD | Oct 2022 | 955,000 | $954K | 0.37% | ABS-O |
| 73 | Paramount Global | PARA | Oct 2022 | 985,000 | $943K | 0.37% | DBT |
| 74 | MASSACHUSETTS EDL FING AUTH | MASEDU | Oct 2022 | 1,000,000 | $941K | 0.37% | DBT |
| 75 | Tesla Sustainable Energy Trust 2024-1 | TSET | Jan 2026 | 933,529 | $938K | 0.37% | ABS-O |
| 76 | Colombia (Republic Of) | COLOM | Jan 2026 | 850,000 | $909K | 0.36% | DBT |
| 77 | Hudson Yards 2016-10HY Mortgage Trust | HY | Oct 2022 | 915,000 | $907K | 0.35% | ABS-O |
| 78 | Bway Corporation | BWY | Oct 2022 | 938,491 | $907K | 0.35% | ABS-O |
| 79 | Vantage Data Centers Jersey Borrower SPV Ltd. | VDCUK | Oct 2022 | 645,000 | $904K | 0.35% | ABS-O |
| 80 | Hungary (Republic Of) | REPHUN | Jan 2026 | 705,000 | $900K | 0.35% | DBT |
| 81 | Morgan Stanley | MS | Oct 2022 | 1,000,000 | $898K | 0.35% | DBT |
| 82 | Renew Wind Energy Ap 2 Private Ltd / Ostro Jaisalmer Private Ltd / Ostro Urja Wind Private | RPVIN | Jan 2026 | 925,000 | $895K | 0.35% | DBT |
| 83 | Axian Telecom Holding & Management PLC | AXNTLC | Jan 2026 | 855,000 | $867K | 0.34% | DBT |
| 84 | Government National Mortgage Association | GNR | Jan 2026 | 849,783 | $864K | 0.34% | ABS-MBS |
| 85 | Africell Holding Ltd. | AFRCEL | Jan 2026 | 835,000 | $839K | 0.33% | DBT |
| 86 | GRACE TRUST | GRACE | Oct 2022 | 925,000 | $831K | 0.33% | ABS-O |
| 87 | NHP Foundation | NHPFDN | Jan 2026 | 800,000 | $831K | 0.32% | DBT |
| 88 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,021,958 | $827K | 0.32% | ABS-O |
| 89 | COLORADO HEALTH FACS AUTH | COSMED | Oct 2022 | 940,000 | $826K | 0.32% | DBT |
| 90 | USAA Capital Corp. | USAACA | Oct 2022 | 885,000 | $814K | 0.32% | DBT |
| 91 | BPCE SA | BPCEGP | Jan 2026 | 770,000 | $804K | 0.31% | DBT |
| 92 | Federal Farm Credit Banks | FFCB | Oct 2022 | 974,000 | $799K | 0.31% | DBT |
| 93 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,246,009 | $794K | 0.31% | ABS-O |
| 94 | 245 Park Avenue Trust 2017 | PRKAV | Oct 2022 | 800,000 | $789K | 0.31% | ABS-O |
| 95 | LENDBUZZ SECURITIZATION TRUST | LBZZ | Jan 2026 | 784,508 | $789K | 0.31% | ABS-O |
| 96 | Federal Farm Credit Banks | FFCB | Oct 2022 | 1,000,000 | $779K | 0.30% | DBT |
| 97 | Conservation Fund / Sustainable Conservation Inc | CONSFD | Oct 2022 | 800,000 | $768K | 0.30% | DBT |
| 98 | OKLAHOMA DEV FIN AUTH | OKSMED | Oct 2022 | 770,000 | $765K | 0.30% | DBT |
| 99 | Citigroup Inc. | C | Oct 2022 | 750,000 | $750K | 0.29% | DBT |
| 100 | DURST COMMERCIAL MORTGAGE TRUST 202 | DURST | Jan 2026 | 732,000 | $749K | 0.29% | ABS-O |
| 101 | SLG Office Trust Commercial Mortgage Pass Through Certificates 2021-Ova | SLG | Oct 2022 | 835,000 | $747K | 0.29% | ABS-O |
| 102 | Morgan Stanley LCH | S9D10A8G1 | Jan 2026 | 15,365,000 | $743K | 0.29% | DIR |
| 103 | UNIVERSITY VA | UNIHGR | Oct 2022 | 1,000,000 | $734K | 0.29% | DBT |
| 104 | Block Inc | XYZ | Jan 2026 | 700,000 | $728K | 0.28% | DBT |
| 105 | Broadcom Inc | AVGO | Oct 2022 | 852,000 | $722K | 0.28% | DBT |
| 106 | Boston Medical Center Corporation | BSTMCC | Oct 2022 | 705,000 | $705K | 0.28% | DBT |
| 107 | Mbank SA | MBKPW | Jan 2026 | 600,000 | $705K | 0.28% | DBT |
| 108 | WLB Asset VII Pte. Ltd. | WLBVII | Oct 2022 | 675,250 | $681K | 0.27% | DBT |
| 109 | Howard University | HOWUNI | Oct 2022 | 865,000 | $679K | 0.27% | DBT |
| 110 | FREM MTG TR 2019-K100 | FREMF | Oct 2022 | 700,000 | $667K | 0.26% | ABS-O |
| 111 | RIVERSIDE CNTY CALIF | RIV | Oct 2022 | 670,000 | $664K | 0.26% | DBT |
| 112 | Next Properties Trust 2401 | NEXTPR | Jan 2026 | 605,000 | $662K | 0.26% | DBT |
| 113 | RIVERSIDE CNTY CALIF | RIV | Oct 2022 | 670,000 | $658K | 0.26% | DBT |
| 114 | ALIGNED DATA CENTERS ISSUER LLC | ADC | Jan 2026 | 660,000 | $651K | 0.25% | ABS-O |
| 115 | X-Caliber Funding Llc | XCALFD | Jan 2026 | 650,000 | $650K | 0.25% | ABS-O |
| 116 | Bank of America Corp. | BAC | Jan 2026 | 560,000 | $645K | 0.25% | DBT |
| 117 | Benefis Health Systems Inc. | BENEFI | Jan 2026 | 625,000 | $643K | 0.25% | DBT |
| 118 | Aydem Yenilenebilir Enerji A S | AYDEMT | Jan 2026 | 640,000 | $643K | 0.25% | DBT |
| 119 | Toronto, Municipality Of Metropolitan | TRNT | Oct 2022 | 1,060,000 | $641K | 0.25% | DBT |
| 120 | Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd. | VDCR | Jan 2026 | 640,000 | $636K | 0.25% | ABS-O |
| 121 | Scentre Group Trust 1 / Scentre Group Trust 2 | SCGAU | Oct 2022 | 615,000 | $618K | 0.24% | DBT |
| 122 | Microsoft Corp. | MSFT | Oct 2022 | 1,000,000 | $617K | 0.24% | DBT |
| 123 | HA Sustainable Infrastructure Capital Inc | HASI | Jan 2026 | 600,000 | $614K | 0.24% | DBT |
| 124 | MASSACHUSETTS EDL FING AUTH | MASEDU | Jan 2026 | 600,000 | $609K | 0.24% | DBT |
| 125 | JPMorgan Chase & Co. | JPM | Jan 2026 | 590,000 | $609K | 0.24% | DBT |
| 126 | Toll Brothers Finance Corp. | TOL | Oct 2022 | 600,000 | $603K | 0.24% | DBT |
| 127 | Morgan Stanley | MS | Oct 2022 | 640,000 | $601K | 0.23% | DBT |
| 128 | Sitios Latinoamerica S.A.B. De C.V | SILAMX | Jan 2026 | 570,000 | $590K | 0.23% | DBT |
| 129 | Stanford Health Care | STNFHC | Oct 2022 | 595,000 | $574K | 0.22% | DBT |
| 130 | Limak Yenilenebilir Enerji AS | LIMYEN | Jan 2026 | 575,000 | $572K | 0.22% | DBT |
| 131 | Telecom Argentina SA | TECOAR | Jan 2026 | 545,000 | $550K | 0.22% | DBT |
| 132 | PRPM 2025-2 LLC | PRPM | Jan 2026 | 548,392 | $549K | 0.21% | ABS-O |
| 133 | SUNNOVA HELIOS IV ISS 2020-4 | SNVA | Jan 2026 | 618,309 | $549K | 0.21% | ABS-O |
| 134 | FREM MTG TR 2019-K99 | FREMF | Oct 2022 | 565,000 | $544K | 0.21% | ABS-O |
| 135 | Fremf 2012 Kf01 Mortgage Trust | FREMF | Oct 2022 | 550,000 | $544K | 0.21% | ABS-O |
| 136 | ALIGNED DATA CENTERS ISSUER LLC | ADC | Jan 2026 | 540,000 | $541K | 0.21% | ABS-O |
| 137 | Clearway Energy Operating LLC | CWENA | Oct 2022 | 560,000 | $525K | 0.21% | DBT |
| 138 | Vantage Data Centers Issuer | VDC | Jan 2026 | 520,000 | $519K | 0.20% | ABS-O |
| 139 | CONNECTICUT AVENUE SECURITIES TRUST | CAS | Jan 2026 | 510,000 | $518K | 0.20% | ABS-O |
| 140 | Morgan Stanley LCH | S9D10H1N8 | Jan 2026 | 12,900,000 | $504K | 0.20% | DIR |
| 141 | FREMF MTG TR 2020-K104 | FREMF | Oct 2022 | 520,000 | $501K | 0.20% | ABS-O |
| 142 | BPCE SA | BPCEGP | Oct 2022 | 500,000 | $501K | 0.20% | DBT |
| 143 | Fremf 2019-K103 Mortgage Trust | FREMF | Oct 2022 | 525,000 | $497K | 0.19% | ABS-O |
| 144 | Morgan Stanley LCH | S9D104PO9 | Jan 2026 | 11,120,000 | $496K | 0.19% | DIR |
| 145 | Air Lease Corporation | AL | Oct 2022 | 500,000 | $496K | 0.19% | DBT |
| 146 | NEW YORK N Y | NYC | Jan 2026 | 465,000 | $494K | 0.19% | DBT |
| 147 | NEW YORK TRANSN DEV CORP | NYTTRN | Oct 2022 | 500,000 | $492K | 0.19% | DBT |
| 148 | Fremf 2012 Kf01 Mortgage Trust | FREMF | Oct 2022 | 500,000 | $492K | 0.19% | ABS-O |
| 149 | Brandywine Operating Partnership L.P. | BDN | Oct 2022 | 500,000 | $476K | 0.19% | DBT |
| 150 | Lifespan Mass Fall River Inc. / Lifespan Mass Taunton Inc. | BRNUHS | Jan 2026 | 465,000 | $472K | 0.18% | DBT |
| 151 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-SPL1 | MSRM | Jan 2026 | 478,471 | $471K | 0.18% | ABS-O |
| 152 | Axa SA | AXASA | Oct 2022 | 400,000 | $469K | 0.18% | DBT |
| 153 | Morgan Stanley LCH | B9D0Z06M6 | Jan 2026 | 2,285,000 | $469K | 0.18% | DIR |
| 154 | Federal National Mortgage Association | FNMA | Oct 2022 | 510,109 | $465K | 0.18% | ABS-MBS |
| 155 | Government National Mortgage Association | GNR | Oct 2022 | 663,179 | $462K | 0.18% | ABS-O |
| 156 | Morgan Stanley LCH | S9D10H2B3 | Jan 2026 | 10,070,000 | $458K | 0.18% | DIR |
| 157 | Citigroup Inc. | C | Oct 2022 | 500,000 | $454K | 0.18% | DBT |
| 158 | OKLAHOMA DEV FIN AUTH | OKSMED | Oct 2022 | 445,000 | $443K | 0.17% | DBT |
| 159 | Millicom International Cellular SA | TIGO | Oct 2022 | 475,000 | $443K | 0.17% | DBT |
| 160 | Zelis Healthcare | STRATO | Jan 2026 | 450,412 | $439K | 0.17% | LON |
| 161 | Boston Properties LP | BXP | Oct 2022 | 430,000 | $430K | 0.17% | DBT |
| 162 | COOK CNTY ILL CMNTY HIGH SCH DIST NO 228 BREMEN | COOSCD | Oct 2022 | 435,000 | $427K | 0.17% | DBT |
| 163 | CHNGE MORTGAGE TRUST 2022-2 | CHNGE | Oct 2022 | 427,288 | $423K | 0.17% | ABS-O |
| 164 | Fremf 2012 Kf01 Mortgage Trust | FREMF | Oct 2022 | 461,000 | $423K | 0.17% | ABS-O |
| 165 | Millicom International Cellular SA | TIGO | Jan 2026 | 400,000 | $416K | 0.16% | DBT |
| 166 | Cytokinetics Inc | CYTK | Jan 2026 | 325,000 | $411K | 0.16% | DBT |
| 167 | Nature Conservancy | NACONV | Oct 2022 | 430,000 | $410K | 0.16% | DBT |
| 168 | BOELS TOPHOLDING BV | N/A | Oct 2022 | 344,828 | $410K | 0.16% | LON |
| 169 | Howard University | HOWUNI | Oct 2022 | 470,000 | $407K | 0.16% | DBT |
| 170 | Sutter Health | SUTHEA | Jan 2026 | 390,000 | $407K | 0.16% | DBT |
| 171 | Altium Packaging (fka Consolidated Container Company) | CONCON | Jan 2026 | 423,550 | $405K | 0.16% | LON |
| 172 | MASSACHUSETTS EDL FING AUTH | MASEDU | Jan 2026 | 455,000 | $400K | 0.16% | DBT |
| 173 | SLG Office Trust Commercial Mortgage Pass Through Certificates 2021-Ova | SLG | Oct 2022 | 445,000 | $399K | 0.16% | ABS-O |
| 174 | ProAmpac | PROLAM | Jan 2026 | 397,455 | $398K | 0.16% | LON |
| 175 | Paramount Global | PARA | Oct 2022 | 400,000 | $394K | 0.15% | DBT |
| 176 | Bridge Housing Corporation | BRDGHS | Jan 2026 | 390,000 | $393K | 0.15% | DBT |
| 177 | Texas Commercial Mortgage Trust 2025-Twr | TEXAS | Jan 2026 | 385,000 | $386K | 0.15% | ABS-O |
| 178 | Hudson Pacific Properties LP | HPP | Jan 2026 | 400,000 | $385K | 0.15% | DBT |
| 179 | Young Mens Christian Association of Greater New York | YMCANY | Jan 2026 | 385,000 | $380K | 0.15% | DBT |
| 180 | Young Mens Christian Association of Greater New York | YMCANY | Jan 2026 | 380,000 | $376K | 0.15% | DBT |
| 181 | Morgan Stanley LCH | B9D0Z2S48 | Jan 2026 | 2,180,000 | $374K | 0.15% | DIR |
| 182 | Federal National Mortgage Association | FNMA | Oct 2022 | 406,147 | $369K | 0.14% | ABS-MBS |
| 183 | CPI Property Group S.A. | CPIPGR | Jan 2026 | 305,000 | $369K | 0.14% | DBT |
| 184 | Darling Ingredients, Inc | DAR | Jan 2026 | 360,000 | $365K | 0.14% | DBT |
| 185 | NEW YORK N Y | NYC | Jan 2026 | 365,000 | $357K | 0.14% | DBT |
| 186 | Insulet | PODD | Jan 2026 | 352,234 | $355K | 0.14% | LON |
| 187 | Federal National Mortgage Association | FNMA | Jan 2026 | 370,601 | $354K | 0.14% | ABS-MBS |
| 188 | Lendbuzz Securitization Trust 2024-3 | LBZZ | Jan 2026 | 349,272 | $349K | 0.14% | ABS-O |
| 189 | Zorlu Enerji Elektrik Ueretim AS | ZOREN | Jan 2026 | 370,000 | $346K | 0.14% | DBT |
| 190 | LENDBUZZ SECURITIZATION TRUST | LBZZ | Jan 2026 | 343,111 | $345K | 0.14% | ABS-O |
| 191 | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD | MAD | Jan 2026 | 340,000 | $342K | 0.13% | ABS-O |
| 192 | athenahealth | ATHENA | Oct 2022 | 345,072 | $341K | 0.13% | LON |
| 193 | Compass Datacenters Issuer II LLC | CMPDC | Jan 2026 | 340,000 | $341K | 0.13% | ABS-O |
| 194 | Lifespan Mass Fall River Inc. / Lifespan Mass Taunton Inc. | BRNUHS | Jan 2026 | 330,000 | $331K | 0.13% | DBT |
| 195 | Young Mens Christian Association of Greater New York | YMCANY | Oct 2022 | 375,000 | $322K | 0.13% | DBT |
| 196 | MASSACHUSETTS ST | MASOBL | Oct 2022 | 320,206 | $321K | 0.13% | DBT |
| 197 | Ihs Holding Limited | IHS | Jan 2026 | 300,000 | $314K | 0.12% | DBT |
| 198 | NEW YORK TRANSN DEV CORP | NYTTRN | Oct 2022 | 315,000 | $311K | 0.12% | DBT |
| 199 | MASSACHUSETTS ST DEV FIN AGY | MASDEV | Jan 2026 | 305,000 | $310K | 0.12% | DBT |
| 200 | Royalty Pharma PLC | RPRX | Oct 2022 | 350,000 | $309K | 0.12% | DBT |
| 201 | Advocate Health & Hospitals Corp. | ADVHEA | Oct 2022 | 325,000 | $300K | 0.12% | DBT |
| 202 | Fremf 2012 Kf01 Mortgage Trust | FREMF | Oct 2022 | 307,000 | $299K | 0.12% | ABS-O |
| 203 | ALIGNED DATA CENTERS ISSUER LLC | ADC | Jan 2026 | 280,000 | $282K | 0.11% | ABS-O |
| 204 | CCO Holdings, LLC/ CCO Holdings Capital Corp. | CHTR | Jan 2026 | 320,000 | $280K | 0.11% | DBT |
| 205 | Core & Main (fka HD Supply Waterworks) | HDSUWA | Jan 2026 | 279,327 | $280K | 0.11% | LON |
| 206 | MOSAIC SOLAR LOAN TRUST 2025-1 | MSAIC | Jan 2026 | 278,370 | $279K | 0.11% | ABS-O |
| 207 | Government National Mortgage Association | GNR | Oct 2022 | 401,267 | $278K | 0.11% | ABS-O |
| 208 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 1,904,869 | $274K | 0.11% | ABS-O |
| 209 | Fideicomiso Fibra Uno Sin Tipo De Sociedad | FUNOTR | Jan 2026 | 245,000 | $269K | 0.11% | DBT |
| 210 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 281,675 | $265K | 0.10% | ABS-MBS |
| 211 | Federal National Mortgage Association | FNMA | Oct 2022 | 277,557 | $262K | 0.10% | ABS-MBS |
| 212 | Canary Wharf Group Investment Holdings PLC | CWHARF | Jan 2026 | 200,000 | $261K | 0.10% | DBT |
| 213 | HTA Group Limited (Mauritius) | HLSTWR | Jan 2026 | 250,000 | $259K | 0.10% | DBT |
| 214 | Rossini S.a.r.l. | ROSINI | Jan 2026 | 205,000 | $254K | 0.10% | DBT |
| 215 | Pennymac Financial Services Inc | PFSI | Jan 2026 | 235,000 | $243K | 0.09% | DBT |
| 216 | WISCONSIN ST HEALTH & EDL FACS AUTH | WISMED | Oct 2022 | 335,000 | $240K | 0.09% | DBT |
| 217 | 280 Park Avenue Trust | PRK | Jan 2026 | 228,000 | $226K | 0.09% | ABS-O |
| 218 | Cotiviti Inc | VCVHHO | Jan 2026 | 238,800 | $221K | 0.09% | LON |
| 219 | McAfee Corp | MCFE | Jan 2026 | 275,000 | $219K | 0.09% | DBT |
| 220 | Federal Home Loan Banks | FHLB | Oct 2022 | 2,051,158 | $219K | 0.09% | ABS-O |
| 221 | Fremf 2017 K71 Mortgage Trust | FREMF | Oct 2022 | 220,000 | $217K | 0.08% | ABS-O |
| 222 | Sunrise UPC | SUNN | Jan 2026 | 210,000 | $210K | 0.08% | LON |
| 223 | MARYLAND ST HEALTH & HIGHER EDL FACS AUTH | MDSMED | Oct 2022 | 205,000 | $206K | 0.08% | DBT |
| 224 | American Builders & Contractors Supply Co | ABCSUP | Jan 2026 | 204,600 | $205K | 0.08% | LON |
| 225 | Genmab AS And Genmab Finance LLC | GMABDC | Jan 2026 | 200,000 | $205K | 0.08% | DBT |
| 226 | Federal Home Loan Banks | FHLB | Jan 2026 | 200,000 | $200K | 0.08% | DBT |
| 227 | VAN POOL TRANSPORTATION LLC | BEAMOB | Jan 2026 | 197,892 | $199K | 0.08% | LON |
| 228 | Fremf 2017 K69 Mortgage Trust | FREMF | Oct 2022 | 204,000 | $197K | 0.08% | ABS-O |
| 229 | Grifols S.A. | GRFSM | Jan 2026 | 165,000 | $194K | 0.08% | DBT |
| 230 | LENDBUZZ SECURITIZATION TRUST | LBZZ | Jan 2026 | 188,133 | $192K | 0.07% | ABS-O |
| 231 | WULF Compute LLC | WULF | Jan 2026 | 180,000 | $188K | 0.07% | DBT |
| 232 | Apple Inc. | AAPL | Oct 2022 | 300,000 | $187K | 0.07% | DBT |
| 233 | HAT Holdings I LLC and HAT Holdings II LLC | HASI | Jan 2026 | 200,000 | $187K | 0.07% | DBT |
| 234 | Genmab A/S | GMABDC | Jan 2026 | 185,000 | $186K | 0.07% | LON |
| 235 | ENTERPRISE FLEET FINANCING 2025-2 L | EFF | Jan 2026 | 180,000 | $183K | 0.07% | ABS-O |
| 236 | MASSACHUSETTS EDL FING AUTH | MASEDU | Jan 2026 | 175,000 | $183K | 0.07% | DBT |
| 237 | MASSACHUSETTS ST DEV FIN AGY | MASDEV | Jan 2026 | 170,000 | $182K | 0.07% | DBT |
| 238 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 8,639,921 | $181K | 0.07% | ABS-O |
| 239 | Federal National Mortgage Association | FNMA | Oct 2022 | 199,424 | $181K | 0.07% | ABS-MBS |
| 240 | DISTRICT COLUMBIA | DISREV | Oct 2022 | 180,000 | $181K | 0.07% | DBT |
| 241 | Ascension Health Alliance | ASCHEA | Jan 2026 | 175,000 | $175K | 0.07% | DBT |
| 242 | Ionis Pharmaceuticals, Inc. | IONS | Jan 2026 | 158,000 | $175K | 0.07% | DBT |
| 243 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 4,867,240 | $172K | 0.07% | ABS-O |
| 244 | Morgan Stanley LCH | B9D10BY21 | Jan 2026 | 9,545,000 | $168K | 0.07% | DIR |
| 245 | Blackhawk Network Holdings | HAWK | Jan 2026 | 167,557 | $168K | 0.07% | LON |
| 246 | Olympus Water US Holding Corp. | SOLEIN | Oct 2022 | 140,000 | $167K | 0.07% | DBT |
| 247 | IOWA STUDENT LN LIQUIDITY CORP | IASSTD | Jan 2026 | 165,000 | $165K | 0.06% | DBT |
| 248 | Tesla Sustainable Energy Trust 2024-1 | TSET | Jan 2026 | 165,000 | $165K | 0.06% | ABS-O |
| 249 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 3,954,597 | $164K | 0.06% | ABS-O |
| 250 | USI Inc | COMINV | Jan 2026 | 160,909 | $161K | 0.06% | LON |
| 251 | CHNGE MORTGAGE TRUST 2023-2 | CHNGE | Jan 2026 | 159,562 | $160K | 0.06% | ABS-O |
| 252 | Etsy Inc | ETSY | Jan 2026 | 160,000 | $159K | 0.06% | DBT |
| 253 | Federal National Mortgage Association | FNMA | Oct 2022 | 162,229 | $157K | 0.06% | ABS-O |
| 254 | Fremf 2017 K65 Mortgage Trust | FREMF | Oct 2022 | 155,000 | $155K | 0.06% | ABS-O |
| 255 | GCAT TRUST | GCAT | Oct 2022 | 157,853 | $151K | 0.06% | ABS-O |
| 256 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 3,113,150 | $150K | 0.06% | ABS-O |
| 257 | Federal National Mortgage Association | FNMA | Oct 2022 | 152,004 | $143K | 0.06% | ABS-MBS |
| 258 | Olympus Water US Holding Corp. | SOLEIN | Jan 2026 | 125,000 | $139K | 0.05% | DBT |
| 259 | SUNNOVA HELIOS V ISS 2021-A | SNVA | Jan 2026 | 176,009 | $139K | 0.05% | ABS-O |
| 260 | Lendbuzz Securitization Tr 2023-2 | LBZZ | Jan 2026 | 134,366 | $136K | 0.05% | ABS-O |
| 261 | Fremf Mtg Tr 2017-K66 | FREMF | Oct 2022 | 136,000 | $135K | 0.05% | ABS-O |
| 262 | Olympus Water US Holding Corp. | SOLEIN | Jan 2026 | 115,000 | $135K | 0.05% | DBT |
| 263 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 138,043 | $127K | 0.05% | ABS-MBS |
| 264 | Beacon Mobility Financial Corp. | BEAMOB | Jan 2026 | 120,000 | $126K | 0.05% | DBT |
| 265 | Young Mens Christian Association of Greater New York | YMCANY | Jan 2026 | 125,000 | $126K | 0.05% | DBT |
| 266 | PRESTIGE AUTO RECEIVABLES TRUST 202 | PART | Jan 2026 | 125,000 | $125K | 0.05% | ABS-O |
| 267 | Federal National Mortgage Association | FNMA | Oct 2022 | 126,394 | $125K | 0.05% | ABS-MBS |
| 268 | Picard Groupe S.A.S. | PICSUR | Jan 2026 | 100,000 | $124K | 0.05% | DBT |
| 269 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 2,494,709 | $123K | 0.05% | ABS-O |
| 270 | Morgan Stanley LCH | B9D120129 | Jan 2026 | 4,725,000 | $123K | 0.05% | DIR |
| 271 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 131,872 | $122K | 0.05% | ABS-O |
| 272 | Darling Global Finance Bv | DAR | Oct 2022 | 100,000 | $121K | 0.05% | DBT |
| 273 | BANK 2020-BNK28 | BANK | Oct 2022 | 1,852,465 | $120K | 0.05% | ABS-O |
| 274 | Bank 2017-Bnk4 | BANK | Oct 2022 | 5,401,355 | $118K | 0.05% | ABS-O |
| 275 | LENDBUZZ SECURITIZATION TRUST | LBZZ | Jan 2026 | 115,126 | $117K | 0.05% | ABS-O |
| 276 | Gen Digital Inc | GEN | Jan 2026 | 115,000 | $116K | 0.05% | DBT |
| 277 | SUNNOVA HESTIA II ISSUER LLC | SNVA | Jan 2026 | 116,849 | $114K | 0.04% | ABS-O |
| 278 | WISCONSIN ST HEALTH & EDL FACS AUTH | WISMED | Oct 2022 | 190,000 | $108K | 0.04% | DBT |
| 279 | MASSACHUSETTS ST DEV FIN AGY | MASDEV | Oct 2022 | 100,000 | $101K | 0.04% | DBT |
| 280 | FRETE 2021-ML12 TR | FRETE | Oct 2022 | 1,146,860 | $100K | 0.04% | DBT |
| 281 | Morgan Stanley LCH | B9D118QS9 | Jan 2026 | 3,840,000 | $99K | 0.04% | DIR |
| 282 | Howard University | HOWUNI | Oct 2022 | 100,000 | $99K | 0.04% | DBT |
| 283 | FREMF 2017-K67 Mortgage Trust | FREMF | Oct 2022 | 100,000 | $99K | 0.04% | ABS-O |
| 284 | Sabey Data Center Issuer Llc | SDCP | Jan 2026 | 95,000 | $96K | 0.04% | ABS-O |
| 285 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 2,314,839 | $95K | 0.04% | ABS-O |
| 286 | Corevest American Finance Trust | CAFL | Oct 2022 | 100,000 | $94K | 0.04% | ABS-O |
| 287 | UPTOWN DEV AUTH TEX | UTWDEV | Oct 2022 | 100,000 | $91K | 0.04% | DBT |
| 288 | PeaceHealth | PEAHEA | Jan 2026 | 90,000 | $90K | 0.04% | DBT |
| 289 | Fremf 2017-K68 Mortgage Trust | FREMF | Oct 2022 | 90,000 | $89K | 0.03% | ABS-O |
| 290 | MOSAIC SOLAR LOAN TRUST 2024-1 | MSAIC | Jan 2026 | 90,100 | $87K | 0.03% | ABS-O |
| 291 | FREMF 2017-K67 Mortgage Trust | FREMF | Oct 2022 | 85,000 | $84K | 0.03% | ABS-O |
| 292 | Federal National Mortgage Association | FNMA | Oct 2022 | 92,709 | $82K | 0.03% | ABS-MBS |
| 293 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 1,419,073 | $80K | 0.03% | ABS-O |
| 294 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 2,379,913 | $78K | 0.03% | ABS-O |
| 295 | Federal National Mortgage Association | FNMA | Oct 2022 | 72,742 | $77K | 0.03% | ABS-MBS |
| 296 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 1,473,096 | $75K | 0.03% | ABS-O |
| 297 | PRESTIGE AUTO REC TR 2024-1 | PART | Jan 2026 | 72,060 | $72K | 0.03% | ABS-O |
| 298 | Vodafone Group PLC | VOD | Oct 2022 | 66,000 | $72K | 0.03% | DBT |
| 299 | IOWA STUDENT LN LIQUIDITY CORP | IASSTD | Jan 2026 | 70,000 | $71K | 0.03% | DBT |
| 300 | Mosaic Solar Loan Trust 2020-2 | MSAIC | Oct 2022 | 81,155 | $69K | 0.03% | ABS-O |
| 301 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 67,919 | $68K | 0.03% | ABS-MBS |
| 302 | Federal National Mortgage Association | FNMA | Oct 2022 | 67,780 | $67K | 0.03% | ABS-MBS |
| 303 | Fremf 2017 K71 Mortgage Trust | FREMF | Oct 2022 | 65,000 | $64K | 0.03% | ABS-O |
| 304 | Benchmark 2019-B10 Mtg Tr | BMARK | Oct 2022 | 1,903,834 | $61K | 0.02% | ABS-O |
| 305 | Fremf 2012 Kf01 Mortgage Trust | FREMF | Oct 2022 | 67,000 | $59K | 0.02% | ABS-O |
| 306 | Federal Home Loan Banks | FHLB | Oct 2022 | 2,291,718 | $57K | 0.02% | ABS-O |
| 307 | Bank 2017 Bnk8 | BANK | Oct 2022 | 56,938 | $57K | 0.02% | ABS-O |
| 308 | Federal National Mortgage Association | FNMA | Oct 2022 | 62,071 | $56K | 0.02% | ABS-MBS |
| 309 | Bank 2017-Bnk4 | BANK | Oct 2022 | 2,073,897 | $53K | 0.02% | ABS-O |
| 310 | Morgan Stanley LCH | B9D0Z2RG2 | Jan 2026 | 4,600,000 | $52K | 0.02% | DIR |
| 311 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 52,608 | $52K | 0.02% | ABS-MBS |
| 312 | Benchmark 2020-B16 Mortgage Trust | BMARK | Oct 2022 | 868,348 | $51K | 0.02% | ABS-O |
| 313 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 48,398 | $49K | 0.02% | ABS-MBS |
| 314 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 47,378 | $49K | 0.02% | ABS-MBS |
| 315 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 46,004 | $48K | 0.02% | ABS-MBS |
| 316 | Morgan Stanley LCH | S9D11ACM2 | Jan 2026 | 7,210,000 | $46K | 0.02% | DIR |
| 317 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 45,029 | $44K | 0.02% | ABS-MBS |
| 318 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 1,452,857 | $42K | 0.02% | ABS-O |
| 319 | Federal National Mortgage Association | FNMA | Oct 2022 | 42,775 | $42K | 0.02% | ABS-MBS |
| 320 | Fremf 2017 K69 Mortgage Trust | FREMF | Oct 2022 | 40,000 | $39K | 0.02% | ABS-O |
| 321 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 38,843 | $38K | 0.01% | ABS-MBS |
| 322 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 37,680 | $38K | 0.01% | ABS-MBS |
| 323 | Federal National Mortgage Association | FNMA | Oct 2022 | 36,915 | $36K | 0.01% | ABS-MBS |
| 324 | Federal National Mortgage Association | FNMA | Oct 2022 | 35,210 | $35K | 0.01% | ABS-MBS |
| 325 | Federal Home Loan Banks | FHLB | Oct 2022 | 35,467 | $35K | 0.01% | ABS-MBS |
| 326 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 33,109 | $33K | 0.01% | ABS-MBS |
| 327 | Federal National Mortgage Association | FNMA | Oct 2022 | 32,740 | $33K | 0.01% | ABS-MBS |
| 328 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 2,459,506 | $32K | 0.01% | ABS-O |
| 329 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 30,238 | $32K | 0.01% | ABS-MBS |
| 330 | Clearway Energy Operating LLC | CWENA | Jan 2026 | 30,000 | $30K | 0.01% | DBT |
| 331 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 29,808 | $30K | 0.01% | ABS-MBS |
| 332 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 28,854 | $30K | 0.01% | ABS-MBS |
| 333 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 29,403 | $29K | 0.01% | ABS-MBS |
| 334 | Federal National Mortgage Association | FNMA | Oct 2022 | 29,210 | $29K | 0.01% | ABS-MBS |
| 335 | VAN POOL TRANSPORTATION LLC | BEAMOB | Jan 2026 | 27,108 | $27K | 0.01% | LON |
| 336 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 26,342 | $26K | 0.01% | ABS-MBS |
| 337 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 24,877 | $26K | 0.01% | ABS-MBS |
| 338 | Federal National Mortgage Association | FNMA | Oct 2022 | 25,518 | $25K | 0.01% | ABS-O |
| 339 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 23,955 | $25K | 0.01% | ABS-MBS |
| 340 | Federal National Mortgage Association | FNMA | Oct 2022 | 25,022 | $25K | 0.01% | ABS-MBS |
| 341 | Federal National Mortgage Association | FNMA | Oct 2022 | 23,647 | $25K | 0.01% | ABS-MBS |
| 342 | Federal Home Loan Banks | FHLB | Oct 2022 | 25,124 | $25K | 0.01% | ABS-MBS |
| 343 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 642,057 | $25K | 0.01% | ABS-O |
| 344 | Federal National Mortgage Association | FNMA | Oct 2022 | 24,771 | $24K | 0.01% | ABS-MBS |
| 345 | Federal National Mortgage Association | FNMA | Oct 2022 | 24,357 | $24K | 0.01% | ABS-MBS |
| 346 | Federal National Mortgage Association | FNMA | Oct 2022 | 22,912 | $23K | 0.01% | ABS-MBS |
| 347 | Morgan Stanley LCH | B9D0Z18S9 | Jan 2026 | 695,000 | $23K | 0.01% | DIR |
| 348 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 21,249 | $22K | 0.01% | ABS-MBS |
| 349 | DBJPM 2020-C9 | DBJPM | Oct 2022 | 506,019 | $21K | 0.01% | ABS-O |
| 350 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 20,806 | $21K | 0.01% | ABS-MBS |
| 351 | Benchmark 2020-B16 Mortgage Trust | BMARK | Oct 2022 | 407,400 | $20K | 0.01% | ABS-O |
| 352 | Federal National Mortgage Association | FNMA | Oct 2022 | 19,589 | $20K | 0.01% | ABS-MBS |
| 353 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 19,566 | $20K | 0.01% | ABS-MBS |
| 354 | Federal National Mortgage Association | FNMA | Oct 2022 | 20,780 | $19K | 0.01% | ABS-MBS |
| 355 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 19,072 | $19K | 0.01% | ABS-MBS |
| 356 | Federal National Mortgage Association | FNMA | Oct 2022 | 17,272 | $17K | 0.01% | ABS-MBS |
| 357 | Federal National Mortgage Association | FNMA | Oct 2022 | 17,426 | $17K | 0.01% | ABS-MBS |
| 358 | Morgan Stanley LCH | 99D10ZE53 | Jan 2026 | 915,000 | $16K | 0.01% | DIR |
| 359 | Federal National Mortgage Association | FNMA | Oct 2022 | 17,002 | $16K | 0.01% | ABS-MBS |
| 360 | Morgan Stanley LCH | B9D12GQK7 | Jan 2026 | 3,100,000 | $15K | 0.01% | DIR |
| 361 | Federal National Mortgage Association | FNMA | Oct 2022 | 15,492 | $15K | 0.01% | ABS-MBS |
| 362 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 16,252 | $15K | 0.01% | ABS-MBS |
| 363 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 14,931 | $15K | 0.01% | ABS-MBS |
| 364 | Federal National Mortgage Association | FNMA | Oct 2022 | 13,710 | $14K | 0.01% | ABS-MBS |
| 365 | Morgan Stanley LCH | B9D11ACM2 | Jan 2026 | 655,000 | $14K | 0.01% | DIR |
| 366 | Federal National Mortgage Association | FNMA | Oct 2022 | 13,493 | $13K | 0.01% | ABS-MBS |
| 367 | Federal National Mortgage Association | FNMA | Oct 2022 | 13,211 | $13K | 0.01% | ABS-MBS |
| 368 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 13,240 | $13K | 0.01% | ABS-MBS |
| 369 | AUST 10Y BOND FUT MAR26 XSFE 20260316 | BBG01X9T4D | Oct 2022 | 140 | $13K | 0.01% | DIR |
| 370 | Federal National Mortgage Association | FNMA | Oct 2022 | 12,857 | $13K | 0.00% | ABS-MBS |
| 371 | Federal National Mortgage Association | FNMA | Oct 2022 | 12,685 | $12K | 0.00% | ABS-MBS |
| 372 | Morgan Stanley LCH | B9D0YPDG7 | Jan 2026 | 100,000 | $12K | 0.00% | DIR |
| 373 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 355,517 | $12K | 0.00% | ABS-O |
| 374 | Federal National Mortgage Association | FNMA | Oct 2022 | 11,849 | $12K | 0.00% | ABS-MBS |
| 375 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 1,239,875 | $12K | 0.00% | ABS-O |
| 376 | Federal National Mortgage Association | FNMA | Oct 2022 | 10,545 | $10K | 0.00% | ABS-MBS |
| 377 | Morgan Stanley LCH | 99D0W6W70 | Jan 2026 | 2,280,000 | $10K | 0.00% | DIR |
| 378 | Federal National Mortgage Association | FNMA | Oct 2022 | 9,969 | $10K | 0.00% | ABS-MBS |
| 379 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 10,087 | $10K | 0.00% | ABS-MBS |
| 380 | Federal National Mortgage Association | FNMA | Oct 2022 | 9,818 | $10K | 0.00% | ABS-MBS |
| 381 | Federal National Mortgage Association | FNMA | Oct 2022 | 9,758 | $10K | 0.00% | ABS-MBS |
| 382 | Federal National Mortgage Association | FNMA | Oct 2022 | 9,433 | $9K | 0.00% | ABS-MBS |
| 383 | Federal National Mortgage Association | FNMA | Oct 2022 | 9,084 | $9K | 0.00% | ABS-MBS |
| 384 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 8,769 | $9K | 0.00% | ABS-MBS |
| 385 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 7,796 | $8K | 0.00% | ABS-MBS |
| 386 | Federal National Mortgage Association | FNMA | Oct 2022 | 7,377 | $7K | 0.00% | ABS-MBS |
| 387 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 7,114 | $7K | 0.00% | ABS-MBS |
| 388 | Federal National Mortgage Association | FNMA | Oct 2022 | 7,246 | $7K | 0.00% | ABS-MBS |
| 389 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 6,926 | $7K | 0.00% | ABS-MBS |
| 390 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 6,616 | $7K | 0.00% | ABS-MBS |
| 391 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 6,229 | $6K | 0.00% | ABS-MBS |
| 392 | Federal National Mortgage Association | FNMA | Oct 2022 | 5,760 | $6K | 0.00% | ABS-MBS |
| 393 | EUREX DEUTSCHLAND | BBG01VG0VF | Oct 2022 | 24 | $6K | 0.00% | DIR |
| 394 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 5,224 | $6K | 0.00% | ABS-MBS |
| 395 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 5,217 | $5K | 0.00% | ABS-MBS |
| 396 | Federal National Mortgage Association | FNMA | Oct 2022 | 5,057 | $5K | 0.00% | ABS-MBS |
| 397 | Federal National Mortgage Association | FNMA | Oct 2022 | 5,084 | $5K | 0.00% | ABS-MBS |
| 398 | Federal National Mortgage Association | FNMA | Oct 2022 | 4,073 | $4K | 0.00% | ABS-MBS |
| 399 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 3,617 | $4K | 0.00% | ABS-MBS |
| 400 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 3,538 | $3K | 0.00% | ABS-MBS |
| 401 | Federal Home Loan Banks | FHLB | Oct 2022 | 2,483 | $2K | 0.00% | ABS-MBS |
| 402 | DEUTSCHE BANK AG | N/A | Oct 2022 | 1 | $2K | 0.00% | DFE |
| 403 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 2,350 | $2K | 0.00% | ABS-MBS |
| 404 | Federal National Mortgage Association | FNMA | Oct 2022 | 1,375 | $1K | 0.00% | ABS-MBS |
| 405 | Federal Home Loan Mortgage Corp. | FHLMC | Oct 2022 | 782 | $781 | 0.00% | ABS-O |
| 406 | Morgan Stanley LCH | B9D0YPES0 | Jan 2026 | 2,320,000 | $-14996 | -0.01% | DIR |
| 407 | Morgan Stanley LCH | B9D0ZPSO3 | Jan 2026 | 2,860,000 | $-16524 | -0.01% | DIR |
| 408 | DEUTSCHE BANK AG | N/A | Oct 2022 | 1 | $-17575 | -0.01% | DFE |
| 409 | Morgan Stanley LCH | B9D0YPFS9 | Jan 2026 | 2,625,000 | $-32546 | -0.01% | DIR |
| 410 | DEUTSCHE BANK AG | N/A | Oct 2022 | 1 | $-85220 | -0.03% | DFE |
| 411 | UBS AG | N/A | Oct 2022 | 1 | $-88659 | -0.03% | DFE |
| 412 | Morgan Stanley LCH | S9D11Z4Z7 | Jan 2026 | 1,715,000 | $-100302 | -0.04% | DIR |
| 413 | Morgan Stanley LCH | S9D11P794 | Jan 2026 | 4,845,000 | $-121716 | -0.05% | DIR |
| 414 | Morgan Stanley LCH | S9D1016Y4 | Jan 2026 | 10,455,000 | $-478129 | -0.19% | DIR |