New Covenant Income Fund

Fund Profile

Fund profile

Tickers

NCICX

Fund manager

New Covenant Growth Fd

Total assets

$353.74 mm

Liabilities

$1.34 mm

Net assets

$352.40 mm

Number of holdings

1.35 k

Top 200 of 1350 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
3 MONTH SOFR FUT DEC25 FINANCIAL COMMODITY FUTURE.	36.62 mm	151.00 contracts	10.39	DO	N/A	USA
US 10YR NOTE (CBT)DEC24 FINANCIAL COMMODITY FUTURE.	22.74 mm	199.00 contracts	6.45	Interest rate derivative	N/A	USA
US TREASURY N/B 4.000000% 01/31/2029	10.52 mm	10.35 mm principal	2.99	Structured note	Long	USA
US 10YR ULTRA FUT DEC24 FINANCIAL COMMODITY FUTURE.	10.06 mm	85.00 contracts	2.85	Interest rate derivative	N/A	USA
US TREASURY N/B 0.750000% 05/31/2026	7.15 mm	7.51 mm principal	2.03	Structured note	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	4.90 mm	4.90 mm shares	1.39	Short-term investment vehicle	Long	USA
US TREASURY N/B 4.000000% 02/15/2034	4.88 mm	4.79 mm principal	1.38	Structured note	Long	USA
US TREASURY N/B 4.375000% 08/31/2028	4.85 mm	4.71 mm principal	1.38	Structured note	Long	USA
US TREASURY N/B 4.375000% 07/31/2026	4.07 mm	4.02 mm principal	1.15	Structured note	Long	USA
US TREASURY N/B 4.000000% 07/31/2029	3.85 mm	3.78 mm principal	1.09	Structured note	Long	USA
US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.	3.85 mm	35.00 contracts	1.09	Interest rate derivative	N/A	USA
US TREASURY N/B 4.375000% 11/30/2028	3.28 mm	3.18 mm principal	0.93	Structured note	Long	USA
US TREASURY N/B 4.000000% 01/31/2031	2.52 mm	2.47 mm principal	0.71	Structured note	Long	USA
US TREASURY N/B 4.625000% 04/30/2031	2.31 mm	2.19 mm principal	0.66	Structured note	Long	USA
US TREASURY N/B 4.625000% 04/30/2029	1.91 mm	1.83 mm principal	0.54	Structured note	Long	USA
US TREASURY N/B 4.125000% 08/31/2030	1.68 mm	1.64 mm principal	0.48	Structured note	Long	USA
US TREASURY N/B 3.625000% 09/30/2031	1.67 mm	1.67 mm principal	0.47	Structured note	Long	USA
FREDDIE MAC POOL FR SD7552	1.57 mm	1.79 mm principal	0.45	Debt	Long	USA
FANNIE MAE POOL FN FM9728	1.47 mm	1.68 mm principal	0.42	Debt	Long	USA
TSY INFL IX N/B 1.875000% 07/15/2034	1.44 mm	1.40 mm principal	0.41	Debt	Long	USA
US TREASURY N/B 2.375000% 05/15/2051	1.35 mm	1.92 mm principal	0.38	Debt	Long	USA
GINNIE MAE II POOL G2 787214	1.33 mm	1.29 mm principal	0.38	Debt	Long	USA
MORGAN STANLEY 5.320000% 07/19/2035	1.31 mm	1.26 mm principal	0.37	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-113 Z	1.27 mm	2.30 mm principal	0.36	Debt	Long	USA
US TREASURY N/B 3.625000% 05/31/2028	1.25 mm	1.25 mm principal	0.36	Structured note	Long	USA
FANNIE MAE POOL FN CA6871	1.24 mm	1.32 mm principal	0.35	Debt	Long	USA
FANNIE MAE POOL FN FS6928	1.24 mm	1.42 mm principal	0.35	Debt	Long	USA
US TREASURY N/B 4.375000% 08/15/2043	1.23 mm	1.20 mm principal	0.35	Debt	Long	USA
FANNIE MAE POOL FN FM9412	1.23 mm	1.40 mm principal	0.35	Debt	Long	USA
US TREASURY N/B 1.375000% 08/15/2050	1.17 mm	2.13 mm principal	0.33	Debt	Long	USA
GINNIE MAE II POOL G2 MA6930	1.15 mm	1.36 mm principal	0.33	Debt	Long	USA
US TREASURY N/B 4.250000% 02/28/2031	1.13 mm	1.09 mm principal	0.32	Structured note	Long	USA
AMERICAN WATER CAPITAL CORP 2.800000% 05/01/2030	1.12 mm	1.20 mm principal	0.32	Debt	Long	USA
KKR GROUP FINANCE CO VI LLC 144A 3.750000% 07/01/2029	1.12 mm	1.15 mm principal	0.32	Debt	Long	USA
FREDDIE MAC POOL FR SD0499	1.09 mm	1.19 mm principal	0.31	Debt	Long	USA
FANNIE MAE POOL FN BX0426	1.09 mm	1.07 mm principal	0.31	Debt	Long	USA
NORTHERN STATES POWER CO/MN 7.125000% 07/01/2025	1.07 mm	1.05 mm principal	0.30	Debt	Long	USA
CIFC FUNDING 2023-III LTD CIFC 2023-3A A	1.05 mm	1.04 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PROVINCE OF QUEBEC CANADA MTN 6.350000% 01/30/2026	1.04 mm	1.01 mm principal	0.29	Debt	Long	Canada
FANNIE MAE POOL FN CB4337	1.01 mm	1.01 mm principal	0.29	Debt	Long	USA
JPMORGAN CHASE & CO 4.565000% 06/14/2030	1.01 mm	998.00 k principal	0.29	Debt	Long	USA
US TREASURY N/B 4.750000% 11/15/2053	1.01 mm	910.00 k principal	0.29	Debt	Long	USA
GINNIE MAE II POOL G2 787355	997.16 k	969.33 k principal	0.28	Debt	Long	USA
US TREASURY N/B 3.875000% 08/15/2034	994.95 k	988.00 k principal	0.28	Structured note	Long	USA
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028	988.09 k	1.05 mm principal	0.28	Debt	Long	Ireland
FREDDIE MAC POOL FR SD7548	971.72 k	1.11 mm principal	0.28	Debt	Long	USA
SABEY DATA CENTER ISSUER LLC SDCP 2021-1 A2	969.34 k	1.03 mm principal	0.28	ABS-mortgage backed security	Long	USA
SALES TAX SECURITIZATION CORP SALES TAX SECURITIZATION CORP	962.13 k	930.00 k principal	0.27	Debt	Long	USA
PNC The PNC Financial Services Group, Inc.	954.91 k	834.00 k principal	0.27	Debt	Long	USA
DUKE ENERGY CAROLINAS LLC 2.850000% 03/15/2032	953.98 k	1.06 mm principal	0.27	Debt	Long	USA
CVS CVS Health Corporation	950.59 k	891.59 k principal	0.27	Debt	Long	USA
FANNIE MAE POOL FN CA6799	946.89 k	1.13 mm principal	0.27	Debt	Long	USA
BCS Barclays PLC	946.46 k	887.00 k principal	0.27	Debt	Long	UK
US TREASURY N/B 3.875000% 05/15/2043	943.56 k	980.00 k principal	0.27	Debt	Long	USA
AMSR 2023-SFR1 TRUST AMSR 2023-SFR1 A	939.93 k	960.00 k principal	0.27	ABS-mortgage backed security	Long	USA
DB MASTER FINANCE LLC DNKN 2021-1A A2II	936.31 k	1.02 mm principal	0.27	ABS-mortgage backed security	Long	USA
PROGRESS RESIDENTIAL 2022-SFR2 TRUST PROG 2022-SFR2 A	935.12 k	970.86 k principal	0.27	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP 1.734000% 07/22/2027	927.00 k	971.00 k principal	0.26	Debt	Long	USA
NXP BV / NXP FUNDING LLC / NXP USA INC 5.000000% 01/15/2033	926.94 k	916.00 k principal	0.26	Debt	Long	China
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25F 1	924.49 k	893.00 k principal	0.26	ABS-mortgage backed security	Long	USA
ELV Elevance Health Inc.	915.72 k	1.02 mm principal	0.26	Debt	Long	USA
JOHN DEERE CAPITAL CORP MTN 3.350000% 04/18/2029	910.35 k	934.00 k principal	0.26	Debt	Long	USA
UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA	907.32 k	875.00 k principal	0.26	Debt	Long	USA
LLOYDS BANKING GROUP PLC 5.721000% 06/05/2030	906.42 k	865.00 k principal	0.26	Debt	Long	UK
GLOBAL ATLANTIC FIN CO 144A 3.125000% 06/15/2031	901.44 k	1.03 mm principal	0.26	Debt	Long	USA
FANNIE MAE POOL FN FS8867	901.44 k	900.76 k principal	0.26	Debt	Long	USA
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25F 1	900.63 k	925.91 k principal	0.26	ABS-mortgage backed security	Long	USA
SUBWAY FUNDING LLC SUBWAY 2024-1A A2II	900.53 k	872.00 k principal	0.26	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN FS4922	898.93 k	983.58 k principal	0.26	Debt	Long	USA
FREDDIE MAC POOL FR SD7543	898.35 k	1.02 mm principal	0.25	Debt	Long	USA
US TREASURY N/B 4.125000% 08/15/2053	896.24 k	900.00 k principal	0.25	Debt	Long	USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030	894.20 k	784.00 k principal	0.25	Debt	Long	USA
FREDDIE MAC POOL FR SD5036	889.42 k	861.97 k principal	0.25	Debt	Long	USA
UNITED MEXICAN STATES 3.500000% 02/12/2034	884.81 k	1.04 mm principal	0.25	Debt	Long	Mexico
CMI Cummins Inc.	883.94 k	840.00 k principal	0.25	Debt	Long	USA
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1	881.13 k	909.54 k principal	0.25	ABS-mortgage backed security	Long	USA
SBA SMALL BUSINESS INVESTMENT COS SBIC 2023-10A 1	876.64 k	856.71 k principal	0.25	ABS-mortgage backed security	Long	USA
US TREASURY N/B 4.750000% 11/15/2043	873.76 k	810.00 k principal	0.25	Debt	Long	USA
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2023-25F 1	870.08 k	845.08 k principal	0.25	ABS-mortgage backed security	Long	USA
SBA SMALL BUSINESS INVESTMENT COS SBIC 2024-10A 1	865.99 k	847.50 k principal	0.25	ABS-mortgage backed security	Long	USA
MCO Moody's Corporation	862.32 k	1.00 mm principal	0.24	Debt	Long	USA
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1	858.12 k	888.68 k principal	0.24	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR SD0619	856.44 k	880.46 k principal	0.24	Debt	Long	USA
NSARP NSTAR Electric Company PFD 4.25%	852.36 k	1.00 mm principal	0.24	Debt	Long	USA
FREDDIE MAC POOL FR SD1217	851.86 k	1.01 mm principal	0.24	Debt	Long	USA
SBA TOWER TRUST 144A 2.593000% 10/15/2031	851.03 k	996.00 k principal	0.24	Debt	Long	USA
PFS FINANCING CORP PFSFC 2023-C A	846.75 k	826.00 k principal	0.24	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN FS4764	841.98 k	960.75 k principal	0.24	Debt	Long	USA
FANNIE MAE POOL FN MA4446	839.23 k	963.82 k principal	0.24	Debt	Long	USA
FANNIE MAE POOL FN FM7785	838.32 k	861.83 k principal	0.24	Debt	Long	USA
FANNIE MAE POOL FN AK5556	836.36 k	847.97 k principal	0.24	Debt	Long	USA
FANNIE MAE POOL FN CB7336	835.09 k	824.46 k principal	0.24	Debt	Long	USA
FANNIE MAE POOL FN FS5625	832.60 k	820.94 k principal	0.24	Debt	Long	USA
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25C 1	824.55 k	802.18 k principal	0.23	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN CB4352	823.06 k	810.80 k principal	0.23	Debt	Long	USA
FANNIE MAE POOL FN FS1938	820.32 k	940.15 k principal	0.23	Debt	Long	USA
FANNIE MAE POOL FN CA5969	816.21 k	932.66 k principal	0.23	Debt	Long	USA
TRICON RESIDENTIAL 2021-SFR1 TRUST TCN 2021-SFR1 A	809.61 k	848.84 k principal	0.23	ABS-mortgage backed security	Long	USA
BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024-5C25 A3	798.89 k	759.00 k principal	0.23	ABS-mortgage backed security	Long	USA
GINNIE MAE II POOL G2 785283	794.44 k	901.40 k principal	0.23	Debt	Long	USA
FERGUSON FINANCE PLC 144A 3.250000% 06/02/2030	792.86 k	851.00 k principal	0.22	Debt	Long	USA
US TREASURY N/B 4.000000% 07/31/2030	785.07 k	770.00 k principal	0.22	Structured note	Long	USA
FANNIE MAE POOL FN CA5986	778.61 k	892.67 k principal	0.22	Debt	Long	USA
CITIGROUP INC 4.542000% 09/19/2030	776.90 k	776.00 k principal	0.22	Debt	Long	USA
GINNIE MAE I POOL GN 784085	772.61 k	764.21 k principal	0.22	Debt	Long	USA
US TREASURY N/B 4.625000% 09/30/2030	768.81 k	730.00 k principal	0.22	Structured note	Long	USA
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2022-1 MAU	763.68 k	804.81 k principal	0.22	Debt	Long	USA
BANK OF NEW YORK MELLON CORP/THE MTN 3.300000% 08/23/2029	755.66 k	790.00 k principal	0.21	Debt	Long	USA
FANNIE MAE POOL FN BP0661	754.97 k	798.18 k principal	0.21	Debt	Long	USA
ROYAL BANK OF CANADA MTN 6.000000% 11/01/2027	748.26 k	709.00 k principal	0.21	Debt	Long	Canada
US TREASURY N/B 1.875000% 02/15/2051	745.61 k	1.19 mm principal	0.21	Debt	Long	USA
OXY Occidental Petroleum Corporation	738.18 k	1.35 mm principal	0.21	Debt	Long	USA
ASHTEAD CAPITAL INC 144A 5.800000% 04/15/2034	731.53 k	700.00 k principal	0.21	Debt	Long	UK
GINNIE MAE II POOL G2 MA7589	730.88 k	829.43 k principal	0.21	Debt	Long	USA
FREDDIE MAC POOL FR SD7552	730.13 k	833.10 k principal	0.21	Debt	Long	USA
FANNIE MAE POOL FN FS4367	726.41 k	734.98 k principal	0.21	Debt	Long	USA
FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021-SFR1 A	716.10 k	753.64 k principal	0.20	ABS-mortgage backed security	Long	USA
FREDDIE MAC POOL FR SD5270	713.07 k	703.83 k principal	0.20	Debt	Long	USA
US TREASURY N/B 4.000000% 11/15/2052	710.32 k	730.00 k principal	0.20	Debt	Long	USA
LKQ LKQ Corporation	707.71 k	682.00 k principal	0.20	Debt	Long	USA
FANNIE MAE POOL FN BO9169	706.12 k	772.78 k principal	0.20	Debt	Long	USA
DOC Healthpeak Properties, Inc.	703.68 k	769.00 k principal	0.20	Debt	Long	USA
FANNIE MAE POOL FN FM8216	681.53 k	699.98 k principal	0.19	Debt	Long	USA
US TREASURY N/B 3.000000% 02/15/2049	680.04 k	840.00 k principal	0.19	Debt	Long	USA
FANNIE MAE POOL FN FS3196	675.02 k	800.63 k principal	0.19	Debt	Long	USA
JPMORGAN CHASE & CO 4.203000% 07/23/2029	670.50 k	673.00 k principal	0.19	Debt	Long	USA
ARE Alexandria Real Estate Equities, Inc.	658.80 k	664.00 k principal	0.19	Debt	Long	USA
PG&E WILDFIRE RECOVERY FUNDING LLC 4.022000% 06/01/2031	658.55 k	662.12 k principal	0.19	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	646.21 k	650.00 k principal	0.18	Debt	Long	USA
FANNIE MAE POOL FN FM3194	643.62 k	633.00 k principal	0.18	Debt	Long	USA
KR The Kroger Co.	640.89 k	565.00 k principal	0.18	Debt	Long	USA
US TREASURY N/B 1.625000% 11/15/2050	635.26 k	1.08 mm principal	0.18	Debt	Long	USA
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2018-20E 1	631.91 k	658.82 k principal	0.18	ABS-mortgage backed security	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A	631.03 k	635.00 k principal	0.18	ABS-mortgage backed security	Long	USA
UBS GROUP AG 144A 4.125000% 04/15/2026	631.01 k	634.00 k principal	0.18	Debt	Long	Switzerland
RYDER SYSTEM INC MTN 5.250000% 06/01/2028	628.52 k	609.00 k principal	0.18	Debt	Long	USA
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K118 X1	624.59 k	13.58 mm principal	0.18	Debt	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP A	623.70 k	630.00 k principal	0.18	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP 6.204000% 11/10/2028	616.45 k	584.00 k principal	0.17	Debt	Long	USA
UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25D 1	615.68 k	654.53 k principal	0.17	ABS-mortgage backed security	Long	USA
PG&E WILDFIRE RECOVERY FUNDING LLC 3.594000% 06/01/2030	614.70 k	624.28 k principal	0.17	Debt	Long	USA
WIND RIVER 2021-3 CLO LTD WINDR 2021-3A A	614.40 k	614.00 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HONDA MOTOR CO LTD 2.534000% 03/10/2027	610.41 k	632.00 k principal	0.17	Debt	Long	Japan
FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-4 MA	607.35 k	641.55 k principal	0.17	Debt	Long	USA
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C29 WFCM 2015-C29 A4	599.96 k	606.00 k principal	0.17	ABS-mortgage backed security	Long	USA
US TREASURY N/B 1.375000% 11/15/2040	597.16 k	880.00 k principal	0.17	Debt	Long	USA
BX COMMERCIAL MORTGAGE TRUST 2024-XL4 BX 2024-XL4 A	596.81 k	596.81 k principal	0.17	ABS-mortgage backed security	Long	USA
AMSR 2024-SFR1 TRUST AMSR 2024-SFR1 A	594.89 k	600.00 k principal	0.17	ABS-mortgage backed security	Long	USA
VZ Verizon Communications Inc.	592.90 k	664.00 k principal	0.17	Debt	Long	USA
FANNIE MAE POOL FN FS2764	591.60 k	607.57 k principal	0.17	Debt	Long	USA
WELPM Wisconsin Electric Power Company PFD 6%	589.42 k	588.00 k principal	0.17	Debt	Long	USA
ING GROEP NV 6.114000% 09/11/2034	587.86 k	539.00 k principal	0.17	Debt	Long	Netherlands
FANNIE MAE POOL FN BN4303	587.07 k	570.00 k principal	0.17	Debt	Long	USA
ILLINOIS ST HSG DEV AUTH REVEN ILLINOIS HOUSING DEVELOPMENT AUTHORITY	585.81 k	580.00 k principal	0.17	Debt	Long	USA
US TREASURY N/B 2.000000% 08/15/2051	579.73 k	900.00 k principal	0.16	Debt	Long	USA
FANNIE MAE POOL FN BN6257	578.61 k	606.40 k principal	0.16	Debt	Long	USA
FANNIE MAE POOL FN FS6214	575.44 k	559.80 k principal	0.16	Debt	Long	USA
APTIV PLC / APTIV CORP 3.250000% 03/01/2032	571.93 k	639.00 k principal	0.16	Debt	Long	USA
COOPERATIEVE RABOBANK UA 144A 3.649000% 04/06/2028	569.41 k	580.00 k principal	0.16	Debt	Long	Netherlands
FANNIE MAE POOL FN BM4097	568.63 k	562.36 k principal	0.16	Debt	Long	USA
AMERICAN TOWER TRUST #1 144A 5.490000% 03/15/2028	564.75 k	554.00 k principal	0.16	Debt	Long	USA
CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY	563.42 k	575.00 k principal	0.16	Debt	Long	USA
BENCHMARK 2021-B26 MORTGAGE TRUST BMARK 2021-B26 A3	551.24 k	604.00 k principal	0.16	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN FM5819	551.24 k	567.71 k principal	0.16	Debt	Long	USA
FANNIE MAE POOL FN FM6465	548.33 k	575.47 k principal	0.16	Debt	Long	USA
FANNIE MAE POOL FN FM9461	548.33 k	585.20 k principal	0.16	Debt	Long	USA
AVIATION CAPITAL GROUP LLC 144A 1.950000% 01/30/2026	546.25 k	567.00 k principal	0.16	Debt	Long	USA
FANNIE MAE POOL FN FM7148	543.54 k	552.70 k principal	0.15	Debt	Long	USA
UBS AG/STAMFORD CT 5.000000% 07/09/2027	541.62 k	530.00 k principal	0.15	Debt	Long	Switzerland
PEACHTREE CORNERS FUNDING TRUST 144A 3.976000% 02/15/2025	541.22 k	544.00 k principal	0.15	Debt	Long	USA
STT State Street Corporation	540.90 k	520.00 k principal	0.15	Debt	Long	USA
FANNIE MAE POOL FN BO6275	540.37 k	572.64 k principal	0.15	Debt	Long	USA
FREDDIE MAC POOL FR QF4938	539.31 k	522.58 k principal	0.15	Debt	Long	USA
BX TRUST 2022-CLS BX 2022-CLS A	539.14 k	534.00 k principal	0.15	ABS-mortgage backed security	Long	USA
WENDY'S FUNDING LLC WEN 2021-1A A2I	538.01 k	597.69 k principal	0.15	ABS-mortgage backed security	Long	USA
FANNIE MAE POOL FN BM3259	535.42 k	577.31 k principal	0.15	Debt	Long	USA
FANNIE MAE POOL FN CA6097	534.54 k	567.93 k principal	0.15	Debt	Long	USA
CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.210000% 09/01/2030	533.09 k	512.00 k principal	0.15	Debt	Long	USA
TACO BELL FUNDING LLC BELL 2021-1A A2II	523.35 k	582.62 k principal	0.15	ABS-mortgage backed security	Long	USA
PALMER SQUARE CLO 2022-2 LTD PLMRS 2022-2A AR	522.84 k	523.00 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FANNIE MAE POOL FN CA4950	521.60 k	552.76 k principal	0.15	Debt	Long	USA
WESTERN MIDSTREAM OPERATING LP 6.350000% 01/15/2029	520.96 k	490.00 k principal	0.15	Debt	Long	USA
WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-1A A1	518.71 k	511.00 k principal	0.15	ABS-mortgage backed security	Long	USA
SAN JOSE CA FING AUTH LEASE RE SAN JOSE FINANCING AUTHORITY	516.14 k	540.00 k principal	0.15	Debt	Long	USA
COF Capital One Financial Corporation	506.89 k	446.00 k principal	0.14	Debt	Long	USA
FANNIE MAE POOL FN BR5632	506.52 k	600.77 k principal	0.14	Debt	Long	USA
FANNIE MAE POOL FN BQ5101	505.85 k	554.85 k principal	0.14	Debt	Long	USA
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2015-C25 A5	502.65 k	510.00 k principal	0.14	ABS-mortgage backed security	Long	USA
FRESB 2019-SB58 MORTGAGE TRUST FRESB 2019-SB58 A10F	499.61 k	509.41 k principal	0.14	ABS-mortgage backed security	Long	USA
UBS GROUP AG 144A 2.746000% 02/11/2033	498.34 k	575.00 k principal	0.14	Debt	Long	Switzerland
HOME PARTNERS OF AMERICA 2022-1 TRUST HPA 2022-1 A	498.29 k	505.54 k principal	0.14	ABS-mortgage backed security	Long	USA
SEQUOIA MORTGAGE TRUST 2024-6 SEMT 2024-6 A5	497.99 k	491.43 k principal	0.14	ABS-mortgage backed security	Long	USA
FOUNDRY JV HOLDCO LLC 144A 5.900000% 01/25/2030	496.81 k	480.00 k principal	0.14	Debt	Long	USA
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	492.09 k	492.09 k shares	0.14	Short-term investment vehicle	Long	USA
GENPACT LUXEMBOURG SARL/GENPACT USA INC 6.000000% 06/04/2029	491.15 k	469.00 k principal	0.14	Debt	Long	USA
BLACKSTONE HOLDINGS FINANCE CO LLC 144A 1.600000% 03/30/2031	489.84 k	590.00 k principal	0.14	Debt	Long	USA
FREDDIE MAC POOL FR SD3294	489.60 k	476.13 k principal	0.14	Debt	Long	USA
US TREASURY N/B 2.250000% 02/15/2052	488.25 k	716.00 k principal	0.14	Debt	Long	USA
GINNIE MAE II POOL G2 787228	487.51 k	472.75 k principal	0.14	Debt	Long	USA
US TREASURY N/B 1.875000% 11/15/2051	485.92 k	780.00 k principal	0.14	Debt	Long	USA