BNY Mellon Family of Funds > BNY Mellon Investment Funds IV, Inc.
BNY Mellon Bond Market Index Fund
$633.49M
Avg Monthly Net Assets
$607.13M
Total Assets
$35.36M
Total Liabilities
$571.78M
Net Assets
BNY Mellon Bond Market Index Fund is an Index Fund in BNY Mellon Investment Funds IV, Inc.
from BNY Mellon Family of Funds,
based in New York,
United States of America.
The fund has two share classes
and monthly net assets of $633.49M.
On September 19th, 2024 it reported 2,682 holdings, the largest
being DREYFUS INSTITUTIONAL PREFERRE (5.1%), FANNIE MAE OR FREDDIE MAC (0.9%) and DRF03 (0.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| BNY Mellon Bond Market Index Fund - Class I | C000000766 | DBIRX | |
| BNY Mellon Bond Market Index Fund - Investor Shares | C000000765 | DBMIX |
Holdings
From latest NPORT-P, filed September 19th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3M CO | Long | Debt | US | $350K | – | 0.06 |
| 3M CO | Long | Debt | US | $285K | – | 0.05 |
| ABBOTT LABORATORIES | Long | Debt | US | $194K | – | 0.03 |
| ABBOTT LABORATORIES | Long | Debt | US | $85K | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $302K | – | 0.05 |
| ABBVIE INC | Long | Debt | US | $248K | – | 0.04 |
| ABBVIE INC | Long | Debt | US | $187K | – | 0.03 |
| ABBVIE INC | Long | Debt | US | $109K | – | 0.02 |
| AEP TEXAS INC | Long | Debt | US | $137K | – | 0.02 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST (AERCAP IRELAND CAP LTD/A) | Long | Debt | IE | $263K | – | 0.05 |
| AETNA INC | Long | Debt | US | $165K | – | 0.03 |
| AETNA INC | Long | Debt | US | $87K | – | 0.02 |
| AFRICAN DEVELOPMENT BANK | Long | Debt | XX | $200K | – | 0.03 |
| ALABAMA POWER CO | Long | Debt | US | $102K | – | 0.02 |
| ALABAMA POWER CO | Long | Debt | US | $77K | – | 0.01 |
| ALEXANDRIA REAL ESTATE EQUITIES INC | Long | Debt | US | $125K | – | 0.02 |
| ALEXANDRIA REAL ESTATE EQUITIES INC | Long | Debt | US | $95K | – | 0.02 |
| ALEXANDRIA REAL ESTATE EQUITIES INC | Long | Debt | US | $80K | – | 0.01 |
| ALLSTATE CORP/THE | Long | Debt | US | $189K | – | 0.03 |
| ALLY FINANCIAL INC | Long | Debt | US | $105K | – | 0.02 |
| ALPHABET INC | Long | Debt | US | $286K | – | 0.05 |
| ALPHABET INC | Long | Debt | US | $84K | – | 0.01 |
| ALTRIA GROUP INC | Long | Debt | US | $150K | – | 0.03 |
| ALTRIA GROUP INC | Long | Debt | US | $140K | – | 0.02 |
| ALTRIA GROUP INC | Long | Debt | US | $60K | – | 0.01 |
| AMAZON.COM INC | Long | Debt | US | $171K | – | 0.03 |
| AMAZON.COM INC | Long | Debt | US | $151K | – | 0.03 |
| AMAZON.COM INC | Long | Debt | US | $136K | – | 0.02 |
| AMAZON.COM INC | Long | Debt | US | $126K | – | 0.02 |
| AMAZON.COM INC | Long | Debt | US | $97K | – | 0.02 |
| AMAZON.COM INC | Long | Debt | US | $94K | – | 0.02 |
| AMAZON.COM INC | Long | Debt | US | $82K | – | 0.01 |
| AMDOCS LTD | Long | Debt | GG | $176K | – | 0.03 |
| AMEREN ILLINOIS CO | Long | Debt | US | $88K | – | 0.02 |
| AMEREN ILLINOIS CO | Long | Debt | US | $83K | – | 0.01 |
| AMERICA MOVIL SAB DE CV | Long | Debt | MX | $110K | – | 0.02 |
| AMERICA MOVIL SAB DE CV | Long | Debt | MX | $85K | – | 0.01 |
| AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $324K | – | 0.06 |
| AMERICAN EXPRESS CO | Long | Debt | US | $289K | – | 0.05 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-2 | Long | ABS-mortgage backed security | US | $253K | – | 0.04 |
| AMERICAN HONDA FINANCE CORP | Long | Debt | US | $104K | – | 0.02 |
| AMERICAN HONDA FINANCE CORP | Long | Debt | US | $102K | – | 0.02 |
| AMERICAN HONDA FINANCE CORP | Long | Debt | US | $100K | – | 0.02 |
| AMERICAN INTERNATIONAL GROUP INC (AMERICAN INTL GROUP) | Long | Debt | US | $182K | – | 0.03 |
| AMERICAN INTERNATIONAL GROUP INC (AMERICAN INTL GROUP) | Long | Debt | US | $151K | – | 0.03 |
| AMERICAN INTERNATIONAL GROUP INC (AMERICAN INTL GROUP) | Long | Debt | US | $92K | – | 0.02 |
| AMERICAN MUNICIPAL POWER INC (AMERICAN MUNI PWR-OHIO INC OH) | Long | Debt | US | $135K | – | 0.02 |
| AMERICAN TOWER CORP | Long | Debt | US | $283K | – | 0.05 |
| AMERICAN TOWER CORP | Long | Debt | US | $130K | – | 0.02 |
| AMERICAN TOWER CORP | Long | Debt | US | $86K | – | 0.01 |
| AMERICAN WATER CAPITAL CORP | Long | Debt | US | $86K | – | 0.02 |
| AMGEN INC | Long | Debt | US | $163K | – | 0.03 |
| AMGEN INC | Long | Debt | US | $145K | – | 0.03 |
| AMGEN INC | Long | Debt | US | $135K | – | 0.02 |
| AMGEN INC | Long | Debt | US | $96K | – | 0.02 |
| AMGEN INC | Long | Debt | US | $88K | – | 0.02 |
| AMGEN INC | Long | Debt | US | $62K | – | 0.01 |
| AMGEN INC | Long | Debt | US | $43K | – | 0.01 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $283K | – | 0.05 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $228K | – | 0.04 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $161K | – | 0.03 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $125K | – | 0.02 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $101K | – | 0.02 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $95K | – | 0.02 |
| AON CORP / AON GLOBAL HOLDINGS PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $200K | – | 0.04 |
| AON GLOBAL LTD | Long | Debt | GB | $176K | – | 0.03 |
| APOLLO GLOBAL MANAGEMENT INC | Long | Debt | US | $202K | – | 0.04 |
| APPLE INC | Long | Debt | US | $244K | – | 0.04 |
| APPLE INC | Long | Debt | US | $217K | – | 0.04 |
| APPLE INC | Long | Debt | US | $200K | – | 0.03 |
| APPLE INC | Long | Debt | US | $194K | – | 0.03 |
| APPLE INC | Long | Debt | US | $148K | – | 0.03 |
| APPLE INC | Long | Debt | US | $137K | – | 0.02 |
| APPLE INC | Long | Debt | US | $136K | – | 0.02 |
| APPLE INC | Long | Debt | US | $109K | – | 0.02 |
| APPLE INC | Long | Debt | US | $100K | – | 0.02 |
| APPLE INC | Long | Debt | US | $79K | – | 0.01 |
| APPLE INC | Long | Debt | US | $63K | – | 0.01 |
| APPLE INC | Long | Debt | US | $53K | – | 0.01 |
| APPLE INC | Long | Debt | US | $42K | – | 0.01 |
| ARCHER-DANIELS-MIDLAND CO | Long | Debt | US | $335K | – | 0.06 |
| ARIZONA PUBLIC SERVICE CO | Long | Debt | US | $122K | – | 0.02 |
| ARTHUR J GALLAGHER & CO | Long | Debt | US | $28K | – | 0.00 |
| ASIAN DEVELOPMENT BANK | Long | Debt | XX | $300K | – | 0.05 |
| ASIAN DEVELOPMENT BANK | Long | Debt | XX | $299K | – | 0.05 |
| ASIAN DEVELOPMENT BANK | Long | Debt | XX | $189K | – | 0.03 |
| ASIAN DEVELOPMENT BANK | Long | Debt | XX | $171K | – | 0.03 |
| ASIAN DEVELOPMENT BANK | Long | Debt | XX | $98K | – | 0.02 |
| ASIAN DEVELOPMENT BANK | Long | Debt | XX | $90K | – | 0.02 |
| ASIAN DEVELOPMENT BANK | Long | Debt | XX | $86K | – | 0.02 |
| ASIAN DEVELOPMENT BANK | Long | Debt | XX | $54K | – | 0.01 |
| ASIAN INFRASTRUCTURE INVESTMENT BANK/THE | Long | Debt | XX | $236K | – | 0.04 |
| ASIAN INFRASTRUCTURE INVESTMENT BANK/THE | Long | Debt | XX | $99K | – | 0.02 |
| ASTRAZENECA FINANCE LLC | Long | Debt | US | $204K | – | 0.04 |
| ASTRAZENECA FINANCE LLC | Long | Debt | US | $101K | – | 0.02 |
| ASTRAZENECA PLC | Long | Debt | GB | $226K | – | 0.04 |
| AT&T INC | Long | Debt | US | $355K | – | 0.06 |
| AT&T INC | Long | Debt | US | $290K | – | 0.05 |
| AT&T INC | Long | Debt | US | $255K | – | 0.04 |
| AT&T INC | Long | Debt | US | $216K | – | 0.04 |
| AT&T INC | Long | Debt | US | $141K | – | 0.02 |
| AT&T INC | Long | Debt | US | $104K | – | 0.02 |
| ATHENE HOLDING LTD | Long | Debt | US | $110K | – | 0.02 |
| ATMOS ENERGY CORP | Long | Debt | US | $214K | – | 0.04 |
| ATMOS ENERGY CORP | Long | Debt | US | $123K | – | 0.02 |
| ATMOS ENERGY CORP | Long | Debt | US | $111K | – | 0.02 |
| AUTOZONE INC | Long | Debt | US | $243K | – | 0.04 |
| AUTOZONE INC | Long | Debt | US | $101K | – | 0.02 |
| AUTOZONE INC | Long | Debt | US | $101K | – | 0.02 |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC (BAKER HUGHES LLC/CO-OBL) | Long | Debt | US | $198K | – | 0.03 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA | Long | Debt | ES | $201K | – | 0.04 |
| BANCO SANTANDER SA | Long | Debt | ES | $384K | – | 0.07 |
| BANK 2019-BNK21 | Long | ABS-mortgage backed security | US | $358K | – | 0.06 |
| BANK 2020-BNK27 | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $312K | – | 0.05 |
| BANK OF AMERICA CORP | Long | Debt | US | $245K | – | 0.04 |
| BANK OF AMERICA CORP | Long | Debt | US | $244K | – | 0.04 |
| BANK OF AMERICA CORP | Long | Debt | US | $238K | – | 0.04 |
| BANK OF AMERICA CORP | Long | Debt | US | $221K | – | 0.04 |
| BANK OF AMERICA CORP | Long | Debt | US | $218K | – | 0.04 |
| BANK OF AMERICA CORP | Long | Debt | US | $210K | – | 0.04 |
| BANK OF AMERICA CORP | Long | Debt | US | $200K | – | 0.04 |
| BANK OF AMERICA CORP | Long | Debt | US | $180K | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $176K | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $169K | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $164K | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $157K | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $146K | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $120K | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $106K | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $104K | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $104K | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $102K | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $57K | – | 0.01 |
| BANK OF AMERICA CORP | Long | Debt | US | $37K | – | 0.01 |
| BANK OF MONTREAL | Long | Debt | CA | $283K | – | 0.05 |
| BANK OF MONTREAL | Long | Debt | CA | $101K | – | 0.02 |
| BANK OF NOVA SCOTIA/THE | Long | Debt | CA | $279K | – | 0.05 |
| BANK OF NOVA SCOTIA/THE | Long | Debt | CA | $248K | – | 0.04 |
| BANKUNITED INC | Long | Debt | US | $84K | – | 0.01 |
| BANNER HEALTH | Long | Debt | US | $267K | – | 0.05 |
| BARCLAYS PLC | Long | Debt | GB | $291K | – | 0.05 |
| BARCLAYS PLC | Long | Debt | GB | $211K | – | 0.04 |
| BARCLAYS PLC | Long | Debt | GB | $202K | – | 0.04 |
| BARCLAYS PLC | Long | Debt | GB | $198K | – | 0.03 |
| BARCLAYS PLC | Long | Debt | GB | $196K | – | 0.03 |
| BARRICK PD AUSTRALIA FINANCE PTY LTD (BARRICK PD AU FIN PTY LT) | Long | Debt | AU | $104K | – | 0.02 |
| BAT CAPITAL CORP | Long | Debt | US | $187K | – | 0.03 |
| BAT CAPITAL CORP | Long | Debt | US | $158K | – | 0.03 |
| BAT CAPITAL CORP | Long | Debt | US | $41K | – | 0.01 |
| BAT INTERNATIONAL FINANCE PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $190K | – | 0.03 |
| BAXALTA INC | Long | Debt | US | $193K | – | 0.03 |
| BAY AREA TOLL AUTHORITY (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $334K | – | 0.06 |
| BBCMS MORTGAGE TRUST 2020-C7 (BARCLAYS COMMERCIAL MORTGAGE S) | Long | ABS-mortgage backed security | US | $169K | – | 0.03 |
| BBCMS MORTGAGE TRUST 2022-C15 (BARCLAYS COMMERCIAL MORTGAGE S) | Long | ABS-mortgage backed security | US | $274K | – | 0.05 |
| BECTON DICKINSON & CO | Long | Debt | US | $100K | – | 0.02 |
| BENCHMARK 2019-B10 MORTGAGE TRUST (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $284K | – | 0.05 |
| BENCHMARK 2020-IG1 MORTGAGE TRUST (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $383K | – | 0.07 |
| BENCHMARK 2022-B35 MORTGAGE TRUST (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $142K | – | 0.02 |
| BERKSHIRE HATHAWAY ENERGY CO | Long | Debt | US | $243K | – | 0.04 |
| BERKSHIRE HATHAWAY ENERGY CO | Long | Debt | US | $153K | – | 0.03 |
| BERKSHIRE HATHAWAY FINANCE CORP | Long | Debt | US | $167K | – | 0.03 |
| BERKSHIRE HATHAWAY FINANCE CORP | Long | Debt | US | $118K | – | 0.02 |
| BERKSHIRE HATHAWAY INC | Long | Debt | US | $98K | – | 0.02 |
| BERRY GLOBAL INC | Long | Debt | US | $143K | – | 0.02 |
| BHP BILLITON FINANCE USA LTD (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $46K | – | 0.01 |
| BIOGEN INC | Long | Debt | US | $247K | – | 0.04 |
| BLACKROCK FUNDING INC | Long | Debt | US | $102K | – | 0.02 |
| BLACKSTONE SECURED LENDING FUND | Long | Debt | US | $145K | – | 0.03 |
| BLUE OWL CAPITAL CORP | Long | Debt | US | $191K | – | 0.03 |
| BOEING CO/THE | Long | Debt | US | $246K | – | 0.04 |
| BOEING CO/THE | Long | Debt | US | $184K | – | 0.03 |
| BOEING CO/THE | Long | Debt | US | $148K | – | 0.03 |
| BOEING CO/THE | Long | Debt | US | $110K | – | 0.02 |
| BOEING CO/THE | Long | Debt | US | $86K | – | 0.01 |
| BOEING CO/THE | Long | Debt | US | $66K | – | 0.01 |
| BOOZ ALLEN HAMILTON INC | Long | Debt | US | $104K | – | 0.02 |
| BOSTON PROPERTIES LP | Long | Debt | US | $96K | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC (BP CAP MARKETS AMERICA) | Long | Debt | US | $292K | – | 0.05 |
| BP CAPITAL MARKETS AMERICA INC (BP CAP MARKETS AMERICA) | Long | Debt | US | $148K | – | 0.03 |
| BP CAPITAL MARKETS AMERICA INC (BP CAP MARKETS AMERICA) | Long | Debt | US | $99K | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC (BP CAP MARKETS AMERICA) | Long | Debt | US | $99K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $190K | – | 0.03 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $137K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $102K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $101K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $101K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $88K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $77K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $74K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $62K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $49K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $32K | – | 0.01 |
| BRITISH TELECOMMUNICATIONS PLC | Long | Debt | GB | $218K | – | 0.04 |
| BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $106K | – | 0.02 |
| BROADCOM INC | Long | Debt | US | $211K | – | 0.04 |
| BROADCOM INC | Long | Debt | US | $203K | – | 0.04 |
| BROADCOM INC | Long | Debt | US | $166K | – | 0.03 |
| BROADCOM INC | Long | Debt | US | $158K | – | 0.03 |
| BURLINGTON NORTHERN SANTA FE LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $333K | – | 0.06 |
| BURLINGTON NORTHERN SANTA FE LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $103K | – | 0.02 |
| CALIFORNIA INSTITUTE OF TECHNOLOGY | Long | Debt | US | $101K | – | 0.02 |
| CAMPBELL SOUP CO | Long | Debt | US | $102K | – | 0.02 |
| CAMPBELL SOUP CO | Long | Debt | US | $102K | – | 0.02 |
| CAMPBELL SOUP CO | Long | Debt | US | $79K | – | 0.01 |
| CANADIAN NATURAL RESOURCES LTD | Long | Debt | CA | $212K | – | 0.04 |
| CANADIAN PACIFIC RAILWAY CO | Long | Debt | CA | $140K | – | 0.02 |
| CANADIAN PACIFIC RAILWAY CO | Long | Debt | CA | $105K | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $439K | – | 0.08 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $184K | – | 0.03 |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST | Long | ABS-mortgage backed security | US | $267K | – | 0.05 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2021-1 | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| CARDINAL HEALTH INC | Long | Debt | US | $262K | – | 0.05 |
| CARMAX AUTO OWNER TRUST 2023-4 | Long | ABS-mortgage backed security | US | $204K | – | 0.04 |
| CARRIER GLOBAL CORP | Long | Debt | US | $111K | – | 0.02 |
| CARRIER GLOBAL CORP | Long | Debt | US | $32K | – | 0.01 |
| CATERPILLAR FINANCIAL SERVICES CORP (CATERPILLAR FINL SERVICE) | Long | Debt | US | $191K | – | 0.03 |
| CATERPILLAR FINANCIAL SERVICES CORP (CATERPILLAR FINL SERVICE) | Long | Debt | US | $101K | – | 0.02 |
| CATERPILLAR INC | Long | Debt | US | $265K | – | 0.05 |
| CATERPILLAR INC | Long | Debt | US | $111K | – | 0.02 |
| CELANESE US HOLDINGS LLC | Long | Debt | US | $205K | – | 0.04 |
| CELANESE US HOLDINGS LLC | Long | Debt | US | $108K | – | 0.02 |
| CENCORA INC | Long | Debt | US | $90K | – | 0.02 |
| CENOVUS ENERGY INC | Long | Debt | CA | $38K | – | 0.01 |
| CENTENE CORP | Long | Debt | US | $207K | – | 0.04 |
| CENTENE CORP | Long | Debt | US | $159K | – | 0.03 |
| CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 | Long | ABS-mortgage backed security | US | $239K | – | 0.04 |
| CHARLES SCHWAB CORP/THE | Long | Debt | US | $174K | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $237K | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $162K | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $103K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $80K | – | 0.01 |
| CHEVRON CORP | Long | Debt | US | $106K | – | 0.02 |
| CHUBB CORP/THE | Long | Debt | US | $218K | – | 0.04 |
| CHURCH & DWIGHT CO INC | Long | Debt | US | $122K | – | 0.02 |
| CIGNA GROUP/THE | Long | Debt | US | $227K | – | 0.04 |
| CIGNA GROUP/THE | Long | Debt | US | $129K | – | 0.02 |
| CIGNA GROUP/THE | Long | Debt | US | $99K | – | 0.02 |
| CIGNA GROUP/THE | Long | Debt | US | $69K | – | 0.01 |
| CIGNA GROUP/THE | Long | Debt | US | $58K | – | 0.01 |
| CISCO SYSTEMS INC | Long | Debt | US | $307K | – | 0.05 |
| CISCO SYSTEMS INC | Long | Debt | US | $260K | – | 0.05 |
| CISCO SYSTEMS INC | Long | Debt | US | $205K | – | 0.04 |
| CISCO SYSTEMS INC | Long | Debt | US | $101K | – | 0.02 |
| CITIBANK CREDIT CARD ISSUANCE TRUST | Long | ABS-mortgage backed security | US | $148K | – | 0.03 |
| CITIGROUP INC | Long | Debt | US | $483K | – | 0.08 |
| CITIGROUP INC | Long | Debt | US | $321K | – | 0.06 |
| CITIGROUP INC | Long | Debt | US | $301K | – | 0.05 |
| CITIGROUP INC | Long | Debt | US | $282K | – | 0.05 |
| CITIGROUP INC | Long | Debt | US | $170K | – | 0.03 |
| CITIGROUP INC | Long | Debt | US | $135K | – | 0.02 |
| CITIGROUP INC | Long | Debt | US | $106K | – | 0.02 |
| CITIGROUP INC | Long | Debt | US | $101K | – | 0.02 |
| CITIGROUP INC | Long | Debt | US | $97K | – | 0.02 |
| CITIGROUP INC | Long | Debt | US | $69K | – | 0.01 |
| CITIGROUP INC | Long | Debt | US | $52K | – | 0.01 |
| CITIZENS FINANCIAL GROUP INC | Long | Debt | US | $102K | – | 0.02 |
| CITY OF NEW YORK NY (NEW YORK NY) | Long | Debt | US | $22K | – | 0.00 |
| CNH INDUSTRIAL CAPITAL LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $99K | – | 0.02 |
| COCA-COLA CO/THE | Long | Debt | US | $139K | – | 0.02 |
| COCA-COLA CO/THE | Long | Debt | US | $114K | – | 0.02 |
| COLGATE-PALMOLIVE CO | Long | Debt | US | $82K | – | 0.01 |
| COMCAST CORP | Long | Debt | US | $718K | – | 0.13 |
| COMCAST CORP | Long | Debt | US | $334K | – | 0.06 |
| COMCAST CORP | Long | Debt | US | $188K | – | 0.03 |
| COMCAST CORP | Long | Debt | US | $145K | – | 0.03 |
| COMCAST CORP | Long | Debt | US | $123K | – | 0.02 |
| COMCAST CORP | Long | Debt | US | $99K | – | 0.02 |
| COMCAST CORP | Long | Debt | US | $69K | – | 0.01 |
| COMCAST CORP | Long | Debt | US | $65K | – | 0.01 |
| COMCAST CORP | Long | Debt | US | $48K | – | 0.01 |
| COMCAST CORP | Long | Debt | US | $48K | – | 0.01 |
| COMM 2016-CR28 MORTGAGE TRUST (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $522K | – | 0.09 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $152K | – | 0.03 |
| COMMONWEALTH EDISON CO | Long | Debt | US | $80K | – | 0.01 |
| COMMONWEALTH OF MASSACHUSETTS (MASSACHUSETTS ST) | Long | Debt | US | $197K | – | 0.03 |
| CONAGRA BRANDS INC | Long | Debt | US | $101K | – | 0.02 |
| CONAGRA BRANDS INC | Long | Debt | US | $100K | – | 0.02 |
| CONAGRA BRANDS INC | Long | Debt | US | $57K | – | 0.01 |
| CONCENTRIX CORP | Long | Debt | US | $102K | – | 0.02 |
| CONOCOPHILLIPS CO (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $138K | – | 0.02 |
| CONOCOPHILLIPS CO (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $107K | – | 0.02 |
| CONOCOPHILLIPS CO (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $102K | – | 0.02 |
| CONOCOPHILLIPS CO (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $101K | – | 0.02 |
| CONSOLIDATED EDISON CO OF NEW YORK INC | Long | Debt | US | $219K | – | 0.04 |
| CONSOLIDATED EDISON CO OF NEW YORK INC | Long | Debt | US | $104K | – | 0.02 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $181K | – | 0.03 |
| CONSTELLATION ENERGY GENERATION LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $215K | – | 0.04 |
| CONSTELLATION ENERGY GENERATION LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $100K | – | 0.02 |
| CONSUMERS ENERGY CO | Long | Debt | US | $101K | – | 0.02 |
| CONSUMERS ENERGY CO | Long | Debt | US | $37K | – | 0.01 |
| COPT DEFENSE PROPERTIES LP (COPT DEFENSE PROP LP) | Long | Debt | US | $174K | – | 0.03 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $97K | – | 0.02 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $92K | – | 0.02 |
| COREBRIDGE FINANCIAL INC | Long | Debt | US | $81K | – | 0.01 |
| CORNING INC | Long | Debt | US | $117K | – | 0.02 |
| CORP ANDINA DE FOMENTO | Long | Debt | XX | $203K | – | 0.04 |
| COSTCO WHOLESALE CORP | Long | Debt | US | $172K | – | 0.03 |
| COSTCO WHOLESALE CORP | Long | Debt | US | $97K | – | 0.02 |
| CROWN CASTLE INC | Long | Debt | US | $224K | – | 0.04 |
| CROWN CASTLE INC | Long | Debt | US | $169K | – | 0.03 |
| CROWN CASTLE INC | Long | Debt | US | $104K | – | 0.02 |
| CSX CORP | Long | Debt | US | $195K | – | 0.03 |
| CSX CORP | Long | Debt | US | $92K | – | 0.02 |
| CSX CORP | Long | Debt | US | $43K | – | 0.01 |
| CUMMINS INC | Long | Debt | US | $102K | – | 0.02 |
| CUMMINS INC | Long | Debt | US | $84K | – | 0.01 |
| CUMMINS INC | Long | Debt | US | $62K | – | 0.01 |
| CVS HEALTH CORP | Long | Debt | US | $294K | – | 0.05 |
| CVS HEALTH CORP | Long | Debt | US | $230K | – | 0.04 |
| CVS HEALTH CORP | Long | Debt | US | $205K | – | 0.04 |
| CVS HEALTH CORP | Long | Debt | US | $176K | – | 0.03 |
| CVS HEALTH CORP | Long | Debt | US | $93K | – | 0.02 |
| CVS HEALTH CORP | Long | Debt | US | $71K | – | 0.01 |
| DANAHER CORP | Long | Debt | US | $225K | – | 0.04 |
| DELL INTERNATIONAL LLC / EMC CORP (DELL INT LLC / EMC CORP) | Long | Debt | US | $209K | – | 0.04 |
| DELL INTERNATIONAL LLC / EMC CORP (DELL INT LLC / EMC CORP) | Long | Debt | US | $146K | – | 0.03 |
| DELL INTERNATIONAL LLC / EMC CORP (DELL INT LLC / EMC CORP) | Long | Debt | US | $101K | – | 0.02 |
| DELL INTERNATIONAL LLC / EMC CORP (DELL INT LLC / EMC CORP) | Long | Debt | US | $36K | – | 0.01 |
| DELL INTERNATIONAL LLC / EMC CORP (DELL INT LLC / EMC CORP) | Long | Debt | US | $12K | – | 0.00 |
| DEUTSCHE BANK AG/NEW YORK NY (DEUTSCHE BANK NY) | Long | Debt | DE | $208K | – | 0.04 |
| DEUTSCHE BANK AG/NEW YORK NY (DEUTSCHE BANK NY) | Long | Debt | DE | $192K | – | 0.03 |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV (DEUTSCHE TELEKOM INT FIN) | Long | Debt | NL | $357K | – | 0.06 |
| DEVON ENERGY CORP (DEVON ENERGY CORPORATION) | Long | Debt | US | $72K | – | 0.01 |
| DIAGEO CAPITAL PLC | Long | Debt | GB | $212K | – | 0.04 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $203K | – | 0.04 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $199K | – | 0.03 |
| DIGNITY HEALTH | Long | Debt | US | $146K | – | 0.03 |
| DISCOVER BANK | Long | Debt | US | $394K | – | 0.07 |
| DISCOVERY COMMUNICATIONS LLC | Long | Debt | US | $329K | – | 0.06 |
| DISTRICT OF COLUMBIA INCOME TAX REVENUE (DIST OF COLUMBIA INCOME TAX SE) | Long | Debt | US | $205K | – | 0.04 |
| DOLLAR TREE INC | Long | Debt | US | $93K | – | 0.02 |
| DOMINION ENERGY INC | Long | Debt | US | $189K | – | 0.03 |
| DOMINION ENERGY INC | Long | Debt | US | $184K | – | 0.03 |
| DOMINION ENERGY INC | Long | Debt | US | $107K | – | 0.02 |
| DOW CHEMICAL CO/THE | Long | Debt | US | $216K | – | 0.04 |
| DOW CHEMICAL CO/THE | Long | Debt | US | $144K | – | 0.03 |
| Dreyfus Institutional Preferred Government Plus Money Market Fund | Long | Short-term investment vehicle | US | $29M | – | 5.10 |
| DREYFUS INSTITUTIONAL PREFERRED PL (DRF03) | Long | Other | US | $5M | – | 0.86 |
| DTE ELECTRIC CO | Long | Debt | US | $132K | – | 0.02 |
| DTE ELECTRIC CO | Long | Debt | US | $67K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC | Long | Debt | US | $179K | – | 0.03 |
| DUKE ENERGY CAROLINAS LLC | Long | Debt | US | $139K | – | 0.02 |
| DUKE ENERGY CORP | Long | Debt | US | $203K | – | 0.04 |
| DUKE ENERGY CORP | Long | Debt | US | $192K | – | 0.03 |
| DUKE ENERGY FLORIDA LLC | Long | Debt | US | $166K | – | 0.03 |
| DUKE ENERGY OHIO INC | Long | Debt | US | $201K | – | 0.04 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $102K | – | 0.02 |
| DUKE ENERGY PROGRESS NC STORM FUNDING LLC | Long | Debt | US | $124K | – | 0.02 |
| DUKE UNIVERSITY (DUKE UNIV NC) | Long | Debt | US | $69K | – | 0.01 |
| DUPONT DE NEMOURS INC | Long | Debt | US | $132K | – | 0.02 |
| DUPONT DE NEMOURS INC | Long | Debt | US | $101K | – | 0.02 |
| DXC TECHNOLOGY CO | Long | Debt | US | $133K | – | 0.02 |
| EATON CORP | Long | Debt | US | $175K | – | 0.03 |
| EBAY INC | Long | Debt | US | $282K | – | 0.05 |
| EBAY INC | Long | Debt | US | $10K | – | 0.00 |
| ECOLAB INC | Long | Debt | US | $122K | – | 0.02 |
| ECOLAB INC | Long | Debt | US | $101K | – | 0.02 |
| ELECTRONIC ARTS INC | Long | Debt | US | $168K | – | 0.03 |
| ELEVANCE HEALTH INC | Long | Debt | US | $291K | – | 0.05 |
| ELEVANCE HEALTH INC | Long | Debt | US | $175K | – | 0.03 |
| ELEVANCE HEALTH INC | Long | Debt | US | $44K | – | 0.01 |
| ELI LILLY & CO | Long | Debt | US | $242K | – | 0.04 |
| ELI LILLY & CO | Long | Debt | US | $100K | – | 0.02 |
| ELI LILLY & CO | Long | Debt | US | $98K | – | 0.02 |
| EMERA US FINANCE LP | Long | Debt | US | $84K | – | 0.01 |
| ENBRIDGE INC | Long | Debt | CA | $247K | – | 0.04 |
| ENBRIDGE INC | Long | Debt | CA | $168K | – | 0.03 |
| ENERGY TRANSFER LP | Long | Debt | US | $188K | – | 0.03 |
| ENERGY TRANSFER LP | Long | Debt | US | $176K | – | 0.03 |
| ENERGY TRANSFER LP | Long | Debt | US | $108K | – | 0.02 |
| ENERGY TRANSFER LP | Long | Debt | US | $104K | – | 0.02 |
| ENERGY TRANSFER LP | Long | Debt | US | $97K | – | 0.02 |
| ENERGY TRANSFER LP | Long | Debt | US | $89K | – | 0.02 |
| ENTERGY ARKANSAS LLC | Long | Debt | US | $103K | – | 0.02 |
| ENTERGY LOUISIANA LLC | Long | Debt | US | $83K | – | 0.01 |
| ENTERGY TEXAS INC | Long | Debt | US | $103K | – | 0.02 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $207K | – | 0.04 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $197K | – | 0.03 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $185K | – | 0.03 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $73K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $63K | – | 0.01 |
| EOG RESOURCES INC | Long | Debt | US | $184K | – | 0.03 |
| EQUIFAX INC | Long | Debt | US | $202K | – | 0.04 |
| EQUINIX INC | Long | Debt | US | $188K | – | 0.03 |
| EQUINIX INC | Long | Debt | US | $140K | – | 0.02 |
| EQUINOR ASA | Long | Debt | NO | $166K | – | 0.03 |
| ESSEX PORTFOLIO LP | Long | Debt | US | $128K | – | 0.02 |
| ESTEE LAUDER COS INC/THE (ESTEE LAUDER CO INC) | Long | Debt | US | $135K | – | 0.02 |
| EUROPEAN INVESTMENT BANK | Long | Debt | XX | $477K | – | 0.08 |
| EUROPEAN INVESTMENT BANK | Long | Debt | XX | $305K | – | 0.05 |
| EUROPEAN INVESTMENT BANK | Long | Debt | XX | $302K | – | 0.05 |
| EUROPEAN INVESTMENT BANK | Long | Debt | XX | $267K | – | 0.05 |
| EUROPEAN INVESTMENT BANK | Long | Debt | XX | $234K | – | 0.04 |
| EUROPEAN INVESTMENT BANK | Long | Debt | XX | $200K | – | 0.03 |
| EUROPEAN INVESTMENT BANK | Long | Debt | XX | $200K | – | 0.03 |
| EUROPEAN INVESTMENT BANK | Long | Debt | XX | $189K | – | 0.03 |
| EUROPEAN INVESTMENT BANK | Long | Debt | XX | $129K | – | 0.02 |
| EUROPEAN INVESTMENT BANK | Long | Debt | XX | $97K | – | 0.02 |
| EVERGY KANSAS CENTRAL INC | Long | Debt | US | $106K | – | 0.02 |
| EVERGY METRO INC | Long | Debt | US | $100K | – | 0.02 |
| EXPORT DEVELOPMENT CANADA (EXPORT DEVELOPMNT CANADA) | Long | Debt | CA | $99K | – | 0.02 |
| EXPORT-IMPORT BANK OF KOREA (EXPORT-IMPORT BANK KOREA) | Long | Debt | KR | $305K | – | 0.05 |
| EXPORT-IMPORT BANK OF KOREA (EXPORT-IMPORT BANK KOREA) | Long | Debt | KR | $200K | – | 0.04 |
| EXXON MOBIL CORP (EXXON MOBIL CORPORATION) | Long | Debt | US | $161K | – | 0.03 |
| FAIRFAX FINANCIAL HOLDINGS LTD (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $103K | – | 0.02 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $5M | – | 0.88 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $4M | – | 0.71 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $4M | – | 0.67 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $4M | – | 0.63 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $3M | – | 0.50 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $879K | – | 0.15 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $695K | – | 0.12 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $611K | – | 0.11 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $152K | – | 0.03 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $150K | – | 0.03 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $147K | – | 0.03 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FANNIE MAE OR FREDDIE MAC | Short | ABS-mortgage backed security | US | $-118K | – | -0.02 |
| FANNIE MAE OR FREDDIE MAC | Short | ABS-mortgage backed security | US | $-249K | – | -0.04 |
| FANNIE MAE OR FREDDIE MAC | Short | ABS-mortgage backed security | US | $-552K | – | -0.10 |
| FANNIE MAE OR FREDDIE MAC | Short | ABS-mortgage backed security | US | $-944K | – | -0.17 |
| FANNIE MAE OR FREDDIE MAC | Short | ABS-mortgage backed security | US | $-1M | – | -0.19 |
| FANNIE MAE OR FREDDIE MAC | Short | ABS-mortgage backed security | US | $-3M | – | -0.48 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $908K | – | 0.16 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $608K | – | 0.11 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $554K | – | 0.10 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $489K | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $479K | – | 0.08 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $377K | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $366K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $364K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $362K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $343K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $341K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $335K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $330K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $325K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $320K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $319K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $319K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $318K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $317K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $316K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $315K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $314K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $313K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $312K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $310K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $308K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $303K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $301K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $301K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $300K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $300K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $299K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $299K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $296K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $296K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $296K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $296K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $295K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $295K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $295K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $294K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $294K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $294K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $294K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $293K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $293K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $292K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $292K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $292K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $291K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $291K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $290K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $290K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $290K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $290K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $290K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $289K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $289K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $289K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $286K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $286K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $285K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $283K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $282K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $282K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $279K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $275K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $274K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $274K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $273K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $272K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $271K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $269K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $269K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $267K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $267K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $264K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $262K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $261K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $258K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $256K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $255K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $255K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $253K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $253K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $253K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $252K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $251K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $250K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $248K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $247K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $246K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $245K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $244K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $243K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $242K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $242K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $238K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $236K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $236K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $232K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $227K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $227K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $227K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $220K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $218K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $214K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $213K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $210K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $206K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $203K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $202K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $200K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $199K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $197K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $196K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $195K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $187K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $186K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $181K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $178K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $178K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $177K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $173K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $167K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $165K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $162K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $161K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $158K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $157K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $157K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $155K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $155K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $152K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $150K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $145K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $142K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $142K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $130K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $130K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $129K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $125K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $125K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $123K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $117K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $113K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $112K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $997.01 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $973.95 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $955.84 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $939.5 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $848.63 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $820.42 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $781.97 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $724.62 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $678.28 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $578.52 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $565.42 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $554.54 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $495.04 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $396.93 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $339.85 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $314.45 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $276.22 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $225.8 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $223.13 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $189.21 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $185.28 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $169.98 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $159.33 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $110.96 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $100.45 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $93.72 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $79.79 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $72.69 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $70.41 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $56 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $44.16 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $37.22 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $31.46 | – | 0.00 |
| FANNIE MAE-ACES (FANNIEMAE-ACES) | Long | ABS-mortgage backed security | US | $598K | – | 0.10 |
| FANNIE MAE-ACES (FANNIEMAE-ACES) | Long | ABS-mortgage backed security | US | $364K | – | 0.06 |
| FANNIE MAE-ACES (FANNIEMAE-ACES) | Long | ABS-mortgage backed security | US | $254K | – | 0.04 |
| FANNIE MAE-ACES (FANNIEMAE-ACES) | Long | ABS-mortgage backed security | US | $253K | – | 0.04 |
| FANNIE MAE-ACES (FANNIEMAE-ACES) | Long | ABS-mortgage backed security | US | $230K | – | 0.04 |
| FANNIE MAE-ACES (FANNIEMAE-ACES) | Long | ABS-mortgage backed security | US | $192K | – | 0.03 |
| FANNIE MAE-ACES (FANNIEMAE-ACES) | Long | ABS-mortgage backed security | US | $166K | – | 0.03 |
| FEDERAL FARM CREDIT BANKS FUNDING CORP | Long | Debt | US | $997K | – | 0.17 |
| FEDERAL FARM CREDIT BANKS FUNDING CORP | Long | Debt | US | $149K | – | 0.03 |
| FEDERAL HOME LOAN BANKS | Long | Debt | US | $536K | – | 0.09 |
| FEDERAL HOME LOAN BANKS | Long | Debt | US | $485K | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORP (FREDDIE MAC) | Long | Debt | US | $476K | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORP (FREDDIE MAC) | Long | Debt | US | $116K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) | Long | Debt | US | $951K | – | 0.17 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) | Long | Debt | US | $594K | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) | Long | Debt | US | $478K | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) | Long | Debt | US | $300K | – | 0.05 |
| FEDERAL REALTY OP LP | Long | Debt | US | $102K | – | 0.02 |
| FEDEX CORP | Long | Debt | US | $91K | – | 0.02 |
| FEDEX CORP | Long | Debt | US | $81K | – | 0.01 |
| FIFTH THIRD BANCORP | Long | Debt | US | $188K | – | 0.03 |
| FINLAND GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF FINLAND) | Long | Debt | FI | $26K | – | 0.00 |
| FISERV INC | Long | Debt | US | $104K | – | 0.02 |
| FISERV INC | Long | Debt | US | $84K | – | 0.01 |
| FLORIDA POWER & LIGHT CO | Long | Debt | US | $169K | – | 0.03 |
| FLORIDA POWER & LIGHT CO | Long | Debt | US | $82K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $396K | – | 0.07 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $214K | – | 0.04 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $210K | – | 0.04 |
| FOX CORP | Long | Debt | US | $215K | – | 0.04 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $413K | – | 0.07 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $409K | – | 0.07 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $404K | – | 0.07 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $234K | – | 0.04 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $201K | – | 0.04 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $171K | – | 0.03 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $163K | – | 0.03 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $157K | – | 0.03 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $140K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $110K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $984.99 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $868.43 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $780.92 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $749.14 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $678.09 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $663.05 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $654.11 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $653.67 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $649.42 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $587.78 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $583.52 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $541.11 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $512.99 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $512.9 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $512.25 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $480.87 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $469.87 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $468.83 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $446.99 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $428.87 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $426.97 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $358.25 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $344.79 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $323.05 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $228.69 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $225.98 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $225.43 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $209.27 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $194.7 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $142.55 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $129.69 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $128.35 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $122.88 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $120.04 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $107.22 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $71.02 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $67.67 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $60.21 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $57.73 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7.46 | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-mortgage backed security | US | $369K | – | 0.06 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-mortgage backed security | US | $361K | – | 0.06 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-mortgage backed security | US | $349K | – | 0.06 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-mortgage backed security | US | $345K | – | 0.06 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-mortgage backed security | US | $304K | – | 0.05 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-mortgage backed security | US | $241K | – | 0.04 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-mortgage backed security | US | $233K | – | 0.04 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-mortgage backed security | US | $169K | – | 0.03 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES (FHLMC MULTIFAMILY STRUCTURED P) | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $201.96 | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $630K | – | 0.11 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $358K | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $357K | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $347K | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $339K | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $337K | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $331K | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $323K | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $319K | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $313K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $305K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $303K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $303K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $302K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $301K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $300K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $299K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $296K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $293K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $292K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $292K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $291K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $289K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $289K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $288K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $288K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $287K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $287K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $286K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $286K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $285K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $285K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $284K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $281K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $281K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $279K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $279K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $278K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $278K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $278K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $277K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $275K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $274K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $273K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $273K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $272K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $271K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $270K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $270K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $267K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $267K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $264K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $264K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $263K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $261K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $261K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $260K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $256K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $256K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $254K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $252K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $250K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $250K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $249K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $246K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $241K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $231K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $223K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $219K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $218K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $218K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $212K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $210K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $204K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $203K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $202K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $199K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $197K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $196K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $196K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $184K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $184K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $172K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $169K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $168K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $167K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $163K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $156K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $156K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $153K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $144K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $142K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $128K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $121K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $113K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $113K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $112K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $108K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREEPORT-MCMORAN INC | Long | Debt | US | $62K | – | 0.01 |
| FS KKR CAPITAL CORP | Long | Debt | US | $192K | – | 0.03 |
| GATX CORP | Long | Debt | US | $112K | – | 0.02 |
| GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO (GE CAPITAL INTL FUNDING) | Long | Debt | IE | $95K | – | 0.02 |
| GENERAL DYNAMICS CORP | Long | Debt | US | $130K | – | 0.02 |
| GENERAL MILLS INC | Long | Debt | US | $136K | – | 0.02 |
| GENERAL MILLS INC | Long | Debt | US | $99K | – | 0.02 |
| GENERAL MOTORS CO | Long | Debt | US | $176K | – | 0.03 |
| GENERAL MOTORS CO | Long | Debt | US | $171K | – | 0.03 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINL CO) | Long | Debt | US | $274K | – | 0.05 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINL CO) | Long | Debt | US | $189K | – | 0.03 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINL CO) | Long | Debt | US | $103K | – | 0.02 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINL CO) | Long | Debt | US | $103K | – | 0.02 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINL CO) | Long | Debt | US | $101K | – | 0.02 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINL CO) | Long | Debt | US | $84K | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINL CO) | Long | Debt | US | $25K | – | 0.00 |
| GEORGETOWN UNIVERSITY/THE (GEORGETOWN DC UNIV) | Long | Debt | US | $101K | – | 0.02 |
| GEORGIA POWER CO | Long | Debt | US | $242K | – | 0.04 |
| GILEAD SCIENCES INC | Long | Debt | US | $184K | – | 0.03 |
| GILEAD SCIENCES INC | Long | Debt | US | $72K | – | 0.01 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $993K | – | 0.17 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $484K | – | 0.08 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $425K | – | 0.07 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $357K | – | 0.06 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $108K | – | 0.02 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Short | ABS-mortgage backed security | US | $-552K | – | -0.10 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Short | ABS-mortgage backed security | US | $-937K | – | -0.16 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $233K | – | 0.04 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $202K | – | 0.04 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $189K | – | 0.03 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $151K | – | 0.03 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $919.51 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $791.78 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $615.7 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $394.36 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $383.11 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $362.11 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $335.83 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $231.93 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $204.68 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $169.69 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $164.28 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $64.65 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $46.44 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $560K | – | 0.10 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $443K | – | 0.08 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $400K | – | 0.07 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $344K | – | 0.06 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $330K | – | 0.06 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $320K | – | 0.06 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $319K | – | 0.06 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $314K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $298K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $293K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $292K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $290K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $290K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $289K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $288K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $287K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $286K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $286K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $283K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $282K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $279K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $278K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $277K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $274K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $266K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $258K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $257K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $256K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $251K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $232K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $229K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $221K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $221K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $206K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $206K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $204K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $203K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $184K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $182K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $174K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $173K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $173K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $171K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $170K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $170K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $169K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $168K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $163K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $163K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $159K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $156K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $150K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $147K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $146K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $140K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $140K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $129K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $125K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $110K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $108K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $108K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $92.86 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8.26 | – | 0.00 |
| GLAXOSMITHKLINE CAPITAL INC (GLAXOSMITHKLINE CAP INC) | Long | Debt | US | $340K | – | 0.06 |
| GLOBAL PAYMENTS INC | Long | Debt | US | $299K | – | 0.05 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1 (GM FINANCIAL SECURITIZED TERM) | Long | ABS-mortgage backed security | US | $199K | – | 0.03 |
| GOLDMAN SACHS BANK USA/NEW YORK NY | Long | Debt | US | $201K | – | 0.04 |
| GOLDMAN SACHS CAPITAL I | Long | Debt | US | $106K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $258K | – | 0.05 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $228K | – | 0.04 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $202K | – | 0.04 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $195K | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $144K | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $143K | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $141K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $130K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $129K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $122K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $114K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $111K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $102K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $101K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $94K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $51K | – | 0.01 |
| GOLUB CAPITAL BDC INC | Long | Debt | US | $104K | – | 0.02 |
| GS MORTGAGE SECURITIES TRUST 2019-GC42 | Long | ABS-mortgage backed security | US | $226K | – | 0.04 |
| GS MORTGAGE SECURITIES TRUST 2020-GC45 | Long | ABS-mortgage backed security | US | $177K | – | 0.03 |
| HALEON US CAPITAL LLC | Long | Debt | US | $230K | – | 0.04 |
| HALLIBURTON CO | Long | Debt | US | $243K | – | 0.04 |
| HALLIBURTON CO | Long | Debt | US | $165K | – | 0.03 |
| HCA INC | Long | Debt | US | $106K | – | 0.02 |
| HCA INC | Long | Debt | US | $101K | – | 0.02 |
| HCA INC | Long | Debt | US | $100K | – | 0.02 |
| HCA INC | Long | Debt | US | $91K | – | 0.02 |
| HCA INC | Long | Debt | US | $48K | – | 0.01 |
| HEICO CORP | Long | Debt | US | $101K | – | 0.02 |
| HESS CORP | Long | Debt | US | $153K | – | 0.03 |
| HEWLETT PACKARD ENTERPRISE CO (HP ENTERPRISE CO) | Long | Debt | US | $190K | – | 0.03 |
| HOME DEPOT INC/THE | Long | Debt | US | $326K | – | 0.06 |
| HOME DEPOT INC/THE | Long | Debt | US | $183K | – | 0.03 |
| HONEYWELL INTERNATIONAL INC | Long | Debt | US | $184K | – | 0.03 |
| HORMEL FOODS CORP | Long | Debt | US | $172K | – | 0.03 |
| HOST HOTELS & RESORTS LP | Long | Debt | US | $101K | – | 0.02 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $403K | – | 0.07 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $303K | – | 0.05 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $278K | – | 0.05 |
| HUMANA INC | Long | Debt | US | $155K | – | 0.03 |
| HUMANA INC | Long | Debt | US | $134K | – | 0.02 |
| HUMANA INC | Long | Debt | US | $105K | – | 0.02 |
| HUMANA INC | Long | Debt | US | $99K | – | 0.02 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND | Long | Debt | HU | $346K | – | 0.06 |
| HYDRO-QUEBEC | Long | Debt | CA | $25K | – | 0.00 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-C | Long | ABS-mortgage backed security | US | $330K | – | 0.06 |
| IDAHO POWER CO | Long | Debt | US | $176K | – | 0.03 |
| ILLINOIS TOOL WORKS INC | Long | Debt | US | $145K | – | 0.03 |
| INDIANA MICHIGAN POWER CO | Long | Debt | US | $321K | – | 0.06 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $287K | – | 0.05 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $284K | – | 0.05 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $262K | – | 0.05 |
| INGERSOLL RAND INC | Long | Debt | US | $105K | – | 0.02 |
| INGERSOLL RAND INC | Long | Debt | US | $103K | – | 0.02 |
| INGERSOLL RAND INC | Long | Debt | US | $102K | – | 0.02 |
| INTEL CORP | Long | Debt | US | $203K | – | 0.04 |
| INTEL CORP | Long | Debt | US | $144K | – | 0.03 |
| INTEL CORP | Long | Debt | US | $103K | – | 0.02 |
| INTEL CORP | Long | Debt | US | $102K | – | 0.02 |
| INTEL CORP | Long | Debt | US | $102K | – | 0.02 |
| INTEL CORP | Long | Debt | US | $102K | – | 0.02 |
| INTEL CORP | Long | Debt | US | $101K | – | 0.02 |
| INTEL CORP | Long | Debt | US | $101K | – | 0.02 |
| INTEL CORP | Long | Debt | US | $65K | – | 0.01 |
| INTEL CORP | Long | Debt | US | $59K | – | 0.01 |
| INTER-AMERICAN DEVELOPMENT BANK (INTER-AMERICAN DEVEL BK) | Long | Debt | XX | $145K | – | 0.03 |
| INTER-AMERICAN DEVELOPMENT BANK (INTER-AMERICAN DEVEL BK) | Long | Debt | XX | $100K | – | 0.02 |
| INTER-AMERICAN DEVELOPMENT BANK (INTER-AMERICAN DEVEL BK) | Long | Debt | XX | $98K | – | 0.02 |
| INTER-AMERICAN DEVELOPMENT BANK (INTER-AMERICAN DEVEL BK) | Long | Debt | XX | $95K | – | 0.02 |
| INTER-AMERICAN DEVELOPMENT BANK (INTER-AMERICAN DEVEL BK) | Long | Debt | XX | $76K | – | 0.01 |
| INTER-AMERICAN INVESTMENT CORP (INTER-AMERICAN INVEST CO) | Long | Debt | XX | $100K | – | 0.02 |
| INTERCONTINENTAL EXCHANGE INC | Long | Debt | US | $174K | – | 0.03 |
| INTERCONTINENTAL EXCHANGE INC | Long | Debt | US | $134K | – | 0.02 |
| INTERCONTINENTAL EXCHANGE INC | Long | Debt | US | $63K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE INC | Long | Debt | US | $54K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE INC | Long | Debt | US | $49K | – | 0.01 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT (INTL BK RECON & DEVELOP) | Long | Debt | XX | $309K | – | 0.05 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT (INTL BK RECON & DEVELOP) | Long | Debt | XX | $300K | – | 0.05 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT (INTL BK RECON & DEVELOP) | Long | Debt | XX | $272K | – | 0.05 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT (INTL BK RECON & DEVELOP) | Long | Debt | XX | $201K | – | 0.04 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT (INTL BK RECON & DEVELOP) | Long | Debt | XX | $168K | – | 0.03 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT (INTL BK RECON & DEVELOP) | Long | Debt | XX | $147K | – | 0.03 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT (INTL BK RECON & DEVELOP) | Long | Debt | XX | $100K | – | 0.02 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT (INTL BK RECON & DEVELOP) | Long | Debt | XX | $98K | – | 0.02 |
| INTERNATIONAL BUSINESS MACHINES CORP (IBM CORP) | Long | Debt | US | $244K | – | 0.04 |
| INTERNATIONAL BUSINESS MACHINES CORP (IBM CORP) | Long | Debt | US | $209K | – | 0.04 |
| INTERNATIONAL BUSINESS MACHINES CORP (IBM CORP) | Long | Debt | US | $133K | – | 0.02 |
| INTERNATIONAL BUSINESS MACHINES CORP (IBM CORP) | Long | Debt | US | $93K | – | 0.02 |
| INTERNATIONAL BUSINESS MACHINES CORP (IBM CORP) | Long | Debt | US | $93K | – | 0.02 |
| INTERNATIONAL FINANCE CORP (INTL FINANCE CORP) | Long | Debt | XX | $99K | – | 0.02 |
| INTERSTATE POWER AND LIGHT CO (INTERSTATE POWER & LIGHT) | Long | Debt | US | $146K | – | 0.03 |
| INTERSTATE POWER AND LIGHT CO (INTERSTATE POWER & LIGHT) | Long | Debt | US | $113K | – | 0.02 |
| INTUIT INC | Long | Debt | US | $205K | – | 0.04 |
| INVITATION HOMES OPERATING PARTNERSHIP LP | Long | Debt | US | $102K | – | 0.02 |
| INVITATION HOMES OPERATING PARTNERSHIP LP | Long | Debt | US | $101K | – | 0.02 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND (STATE OF ISRAEL) | Long | Debt | IL | $178K | – | 0.03 |
| JABIL INC | Long | Debt | US | $174K | – | 0.03 |
| JABIL INC | Long | Debt | US | $102K | – | 0.02 |
| JACOBS ENGINEERING GROUP INC | Long | Debt | US | $105K | – | 0.02 |
| JAPAN BANK FOR INTERNATIONAL COOPERATION (JPN BANK FOR INT'L COOP) | Long | Debt | JP | $476K | – | 0.08 |
| JAPAN BANK FOR INTERNATIONAL COOPERATION (JPN BANK FOR INT'L COOP) | Long | Debt | JP | $269K | – | 0.05 |
| JAPAN BANK FOR INTERNATIONAL COOPERATION (JPN BANK FOR INT'L COOP) | Long | Debt | JP | $243K | – | 0.04 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $188K | – | 0.03 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $147K | – | 0.03 |
| JEFFERIES FINANCIAL GROUP INC (JEFFERIES FIN GROUP INC) | Long | Debt | US | $36K | – | 0.01 |
| JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST | Long | Debt | US | $209K | – | 0.04 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $198K | – | 0.03 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $189K | – | 0.03 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $102K | – | 0.02 |
| JOHNSON & JOHNSON | Long | Debt | US | $207K | – | 0.04 |
| JOHNSON & JOHNSON | Long | Debt | US | $175K | – | 0.03 |
| JOHNSON & JOHNSON | Long | Debt | US | $138K | – | 0.02 |
| JOHNSON & JOHNSON | Long | Debt | US | $40K | – | 0.01 |
| JOHNSON CONTROLS INTERNATIONAL PLC / TYCO FIRE & SECURITY FINANCE SCA (JOHNSON CONTROLS/TYCO FI) | Long | Debt | IE | $200K | – | 0.04 |
| JPMORGAN CHASE & CO | Long | Debt | US | $489K | – | 0.09 |
| JPMORGAN CHASE & CO | Long | Debt | US | $345K | – | 0.06 |
| JPMORGAN CHASE & CO | Long | Debt | US | $295K | – | 0.05 |
| JPMORGAN CHASE & CO | Long | Debt | US | $283K | – | 0.05 |
| JPMORGAN CHASE & CO | Long | Debt | US | $259K | – | 0.05 |
| JPMORGAN CHASE & CO | Long | Debt | US | $203K | – | 0.04 |
| JPMORGAN CHASE & CO | Long | Debt | US | $200K | – | 0.04 |
| JPMORGAN CHASE & CO | Long | Debt | US | $199K | – | 0.03 |
| JPMORGAN CHASE & CO | Long | Debt | US | $195K | – | 0.03 |
| JPMORGAN CHASE & CO | Long | Debt | US | $174K | – | 0.03 |
| JPMORGAN CHASE & CO | Long | Debt | US | $142K | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $102K | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $101K | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $100K | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $96K | – | 0.02 |
| JPMORGAN CHASE & CO | Long | Debt | US | $85K | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $68K | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $63K | – | 0.01 |
| JPMORGAN CHASE & CO | Long | Debt | US | $56K | – | 0.01 |
| JPMORGAN CHASE BANK NA (JP MORGAN CHASE BANK NA) | Long | Debt | US | $252K | – | 0.04 |
| KAISER FOUNDATION HOSPITALS | Long | Debt | US | $291K | – | 0.05 |
| KAISER FOUNDATION HOSPITALS | Long | Debt | US | $49K | – | 0.01 |
| KENVUE INC | Long | Debt | US | $97K | – | 0.02 |
| KEURIG DR PEPPER INC | Long | Debt | US | $85K | – | 0.01 |
| KEYBANK NA/CLEVELAND OH (KEY BANK NA) | Long | Debt | US | $104K | – | 0.02 |
| KIMCO REALTY OP LLC (KIMCO REALTY CORP) | Long | Debt | US | $178K | – | 0.03 |
| KINDER MORGAN INC | Long | Debt | US | $403K | – | 0.07 |
| KINDER MORGAN INC | Long | Debt | US | $140K | – | 0.02 |
| KINROSS GOLD CORP | Long | Debt | CA | $106K | – | 0.02 |
| KOREA DEVELOPMENT BANK/THE | Long | Debt | KR | $302K | – | 0.05 |
| KOREA DEVELOPMENT BANK/THE | Long | Debt | KR | $279K | – | 0.05 |
| KOREA DEVELOPMENT BANK/THE | Long | Debt | KR | $200K | – | 0.04 |
| KRAFT HEINZ FOODS CO | Long | Debt | US | $109K | – | 0.02 |
| KRAFT HEINZ FOODS CO | Long | Debt | US | $84K | – | 0.01 |
| KREDITANSTALT FUER WIEDERAUFBAU (KFW) | Long | Debt | DE | $236K | – | 0.04 |
| KREDITANSTALT FUER WIEDERAUFBAU (KFW) | Long | Debt | DE | $202K | – | 0.04 |
| KREDITANSTALT FUER WIEDERAUFBAU (KFW) | Long | Debt | DE | $201K | – | 0.04 |
| KREDITANSTALT FUER WIEDERAUFBAU (KFW) | Long | Debt | DE | $200K | – | 0.03 |
| KREDITANSTALT FUER WIEDERAUFBAU (KFW) | Long | Debt | DE | $104K | – | 0.02 |
| KREDITANSTALT FUER WIEDERAUFBAU (KFW) | Long | Debt | DE | $99K | – | 0.02 |
| KROGER CO/THE | Long | Debt | US | $146K | – | 0.03 |
| L3HARRIS TECHNOLOGIES INC (L3HARRIS TECH INC) | Long | Debt | US | $190K | – | 0.03 |
| LAS VEGAS SANDS CORP | Long | Debt | US | $96K | – | 0.02 |
| LAZARD GROUP LLC | Long | Debt | US | $104K | – | 0.02 |
| LEGG MASON INC | Long | Debt | US | $100K | – | 0.02 |
| LEIDOS INC | Long | Debt | US | $169K | – | 0.03 |
| LELAND STANFORD JUNIOR UNIVERSITY/THE (STANFORD UNIVERSITY) | Long | Debt | US | $88K | – | 0.02 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $297K | – | 0.05 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $294K | – | 0.05 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $218K | – | 0.04 |
| LOCKHEED MARTIN CORP | Long | Debt | US | $217K | – | 0.04 |
| LOCKHEED MARTIN CORP | Long | Debt | US | $115K | – | 0.02 |
| LOWE'S COS INC | Long | Debt | US | $178K | – | 0.03 |
| LOWE'S COS INC | Long | Debt | US | $150K | – | 0.03 |
| LOWE'S COS INC | Long | Debt | US | $129K | – | 0.02 |
| LOWE'S COS INC | Long | Debt | US | $100K | – | 0.02 |
| LOWE'S COS INC | Long | Debt | US | $77K | – | 0.01 |
| LOWE'S COS INC | Long | Debt | US | $71K | – | 0.01 |
| M&T BANK CORP (M&T BANK CORPORATION) | Long | Debt | US | $196K | – | 0.03 |
| MAGNA INTERNATIONAL INC | Long | Debt | CA | $177K | – | 0.03 |
| MARATHON OIL CORP | Long | Debt | US | $167K | – | 0.03 |
| MARATHON PETROLEUM CORP | Long | Debt | US | $131K | – | 0.02 |
| MARKEL GROUP INC | Long | Debt | US | $102K | – | 0.02 |
| MARRIOTT INTERNATIONAL INC/MD | Long | Debt | US | $202K | – | 0.04 |
| MARSH & MCLENNAN COS INC | Long | Debt | US | $205K | – | 0.04 |
| MARSH & MCLENNAN COS INC | Long | Debt | US | $70K | – | 0.01 |
| MARSH & MCLENNAN COS INC | Long | Debt | US | $60K | – | 0.01 |
| MASSACHUSETTS SCHOOL BUILDING AUTHORITY (MASSACHUSETTS ST SCH BLDG AUTH) | Long | Debt | US | $104K | – | 0.02 |
| MASTERCARD INC | Long | Debt | US | $81K | – | 0.01 |
| MCCORMICK & CO INC/MD | Long | Debt | US | $188K | – | 0.03 |
| MCCORMICK & CO INC/MD | Long | Debt | US | $133K | – | 0.02 |
| MCDONALD'S CORP | Long | Debt | US | $245K | – | 0.04 |
| MCDONALD'S CORP | Long | Debt | US | $37K | – | 0.01 |
| MEMORIAL SLOAN-KETTERING CANCER CENTER | Long | Debt | US | $173K | – | 0.03 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC (MERCEDES-BENZ FIN NA) | Long | Debt | US | $242K | – | 0.04 |
| MERCK & CO INC | Long | Debt | US | $199K | – | 0.03 |
| MERCK & CO INC | Long | Debt | US | $198K | – | 0.03 |
| MERCK & CO INC | Long | Debt | US | $169K | – | 0.03 |
| MERCK & CO INC | Long | Debt | US | $58K | – | 0.01 |
| MERCK & CO INC | Long | Debt | US | $49K | – | 0.01 |
| MERCK & CO INC | Long | Debt | US | $37K | – | 0.01 |
| MERCK & CO INC | Long | Debt | US | $35K | – | 0.01 |
| META PLATFORMS INC | Long | Debt | US | $105K | – | 0.02 |
| META PLATFORMS INC | Long | Debt | US | $97K | – | 0.02 |
| META PLATFORMS INC | Long | Debt | US | $95K | – | 0.02 |
| META PLATFORMS INC | Long | Debt | US | $51K | – | 0.01 |
| METLIFE INC | Long | Debt | US | $166K | – | 0.03 |
| METROPOLITAN TRANSPORTATION AUTHORITY (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $363K | – | 0.06 |
| MEXICO GOVERNMENT INTERNATIONAL BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $322K | – | 0.06 |
| MEXICO GOVERNMENT INTERNATIONAL BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $253K | – | 0.04 |
| MEXICO GOVERNMENT INTERNATIONAL BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $239K | – | 0.04 |
| MEXICO GOVERNMENT INTERNATIONAL BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $205K | – | 0.04 |
| MEXICO GOVERNMENT INTERNATIONAL BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $194K | – | 0.03 |
| MICROCHIP TECHNOLOGY INC | Long | Debt | US | $101K | – | 0.02 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $104K | – | 0.02 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $104K | – | 0.02 |
| MICROSOFT CORP | Long | Debt | US | $235K | – | 0.04 |
| MICROSOFT CORP | Long | Debt | US | $98K | – | 0.02 |
| MID-AMERICA APARTMENTS LP | Long | Debt | US | $370K | – | 0.06 |
| MID-AMERICA APARTMENTS LP | Long | Debt | US | $102K | – | 0.02 |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $305K | – | 0.05 |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $203K | – | 0.04 |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $188K | – | 0.03 |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $171K | – | 0.03 |
| MIZUHO FINANCIAL GROUP INC | Long | Debt | JP | $308K | – | 0.05 |
| MIZUHO FINANCIAL GROUP INC | Long | Debt | JP | $171K | – | 0.03 |
| MOLSON COORS BEVERAGE CO | Long | Debt | US | $124K | – | 0.02 |
| MONDELEZ INTERNATIONAL INC | Long | Debt | US | $125K | – | 0.02 |
| MOODY'S CORP (MOODY'S CORPORATION) | Long | Debt | US | $167K | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $346K | – | 0.06 |
| MORGAN STANLEY | Long | Debt | US | $307K | – | 0.05 |
| MORGAN STANLEY | Long | Debt | US | $283K | – | 0.05 |
| MORGAN STANLEY | Long | Debt | US | $244K | – | 0.04 |
| MORGAN STANLEY | Long | Debt | US | $221K | – | 0.04 |
| MORGAN STANLEY | Long | Debt | US | $202K | – | 0.04 |
| MORGAN STANLEY | Long | Debt | US | $174K | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $157K | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $131K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $129K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $108K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $102K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $102K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $102K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $80K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $74K | – | 0.01 |
| MOSAIC CO/THE | Long | Debt | US | $102K | – | 0.02 |
| MOTOROLA SOLUTIONS INC | Long | Debt | US | $101K | – | 0.02 |
| MOUNT SINAI HOSPITAL/THE (MT SINAI HOSPITAL) | Long | Debt | US | $223K | – | 0.04 |
| MPLX LP | Long | Debt | US | $98K | – | 0.02 |
| MPLX LP | Long | Debt | US | $97K | – | 0.02 |
| MYLAN INC | Long | Debt | US | $134K | – | 0.02 |
| NATIONAL AUSTRALIA BANK LTD/NEW YORK (NATIONAL AUSTRALIA BK/NY) | Long | Debt | AU | $240K | – | 0.04 |
| NATIONAL BANK OF CANADA | Long | Debt | CA | $258K | – | 0.05 |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $190K | – | 0.03 |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $102K | – | 0.02 |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $99K | – | 0.02 |
| NATWEST GROUP PLC | Long | Debt | GB | $308K | – | 0.05 |
| NATWEST GROUP PLC | Long | Debt | GB | $299K | – | 0.05 |
| NETAPP INC | Long | Debt | US | $178K | – | 0.03 |
| NEW JERSEY TURNPIKE AUTHORITY (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $239K | – | 0.04 |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NEW YORK CITY NY MUNI WTR FIN) | Long | Debt | US | $367K | – | 0.06 |
| NEWMARKET CORP | Long | Debt | US | $171K | – | 0.03 |
| NEWMONT CORP | Long | Debt | US | $138K | – | 0.02 |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD (NEWMONT / NEWCREST FIN) | Long | Debt | US | $205K | – | 0.04 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $145K | – | 0.03 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $101K | – | 0.02 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $101K | – | 0.02 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $101K | – | 0.02 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $100K | – | 0.02 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $29K | – | 0.00 |
| NIKE INC | Long | Debt | US | $74K | – | 0.01 |
| NISOURCE INC | Long | Debt | US | $192K | – | 0.03 |
| NISOURCE INC | Long | Debt | US | $123K | – | 0.02 |
| NMI HOLDINGS INC | Long | Debt | US | $101K | – | 0.02 |
| NNN REIT INC | Long | Debt | US | $102K | – | 0.02 |
| NOMURA HOLDINGS INC | Long | Debt | JP | $270K | – | 0.05 |
| NORDIC INVESTMENT BANK | Long | Debt | XX | $195K | – | 0.03 |
| NORFOLK SOUTHERN CORP | Long | Debt | US | $105K | – | 0.02 |
| NORFOLK SOUTHERN CORP | Long | Debt | US | $102K | – | 0.02 |
| NORFOLK SOUTHERN CORP | Long | Debt | US | $98K | – | 0.02 |
| NORTHERN STATES POWER CO/WI (NORTHERN STATES PWR-WISC) | Long | Debt | US | $103K | – | 0.02 |
| NORTHERN TRUST CORP | Long | Debt | US | $342K | – | 0.06 |
| NORTHROP GRUMMAN CORP | Long | Debt | US | $131K | – | 0.02 |
| NORTHROP GRUMMAN CORP | Long | Debt | US | $99K | – | 0.02 |
| NORTHWELL HEALTHCARE INC | Long | Debt | US | $201K | – | 0.04 |
| NOVARTIS CAPITAL CORP | Long | Debt | US | $213K | – | 0.04 |
| NOVARTIS CAPITAL CORP | Long | Debt | US | $40K | – | 0.01 |
| NUCOR CORP | Long | Debt | US | $126K | – | 0.02 |
| NUTRIEN LTD | Long | Debt | CA | $181K | – | 0.03 |
| NVIDIA CORP | Long | Debt | US | $272K | – | 0.05 |
| O'REILLY AUTOMOTIVE INC | Long | Debt | US | $248K | – | 0.04 |
| OAKTREE SPECIALTY LENDING CORP | Long | Debt | US | $103K | – | 0.02 |
| OHIO POWER CO (OHIO POWER COMPANY) | Long | Debt | US | $103K | – | 0.02 |
| OKLAHOMA DEVELOPMENT FINANCE AUTHORITY | Long | ABS-mortgage backed security | US | $192K | – | 0.03 |
| ONCOR ELECTRIC DELIVERY CO LLC | Long | Debt | US | $178K | – | 0.03 |
| ONCOR ELECTRIC DELIVERY CO LLC | Long | Debt | US | $93K | – | 0.02 |
| ONEOK INC | Long | Debt | US | $109K | – | 0.02 |
| ONEOK INC | Long | Debt | US | $105K | – | 0.02 |
| ONEOK INC | Long | Debt | US | $105K | – | 0.02 |
| ONEOK INC | Long | Debt | US | $101K | – | 0.02 |
| ONEOK PARTNERS LP | Long | Debt | US | $67K | – | 0.01 |
| ORACLE CORP | Long | Debt | US | $239K | – | 0.04 |
| ORACLE CORP | Long | Debt | US | $217K | – | 0.04 |
| ORACLE CORP | Long | Debt | US | $181K | – | 0.03 |
| ORACLE CORP | Long | Debt | US | $162K | – | 0.03 |
| ORACLE CORP | Long | Debt | US | $156K | – | 0.03 |
| ORACLE CORP | Long | Debt | US | $136K | – | 0.02 |
| ORACLE CORP | Long | Debt | US | $100K | – | 0.02 |
| ORACLE CORP | Long | Debt | US | $100K | – | 0.02 |
| ORACLE CORP | Long | Debt | US | $97K | – | 0.02 |
| ORACLE CORP | Long | Debt | US | $75K | – | 0.01 |
| ORANGE SA | Long | Debt | FR | $182K | – | 0.03 |
| OWENS CORNING | Long | Debt | US | $79K | – | 0.01 |
| PACCAR FINANCIAL CORP | Long | Debt | US | $202K | – | 0.04 |
| PACIFIC GAS AND ELECTRIC CO (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $301K | – | 0.05 |
| PACIFIC GAS AND ELECTRIC CO (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $209K | – | 0.04 |
| PACIFIC GAS AND ELECTRIC CO (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $183K | – | 0.03 |
| PACIFICORP | Long | Debt | US | $118K | – | 0.02 |
| PACIFICORP | Long | Debt | US | $102K | – | 0.02 |
| PACIFICORP | Long | Debt | US | $99K | – | 0.02 |
| PANAMA GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF PANAMA) | Long | Debt | PA | $293K | – | 0.05 |
| PANAMA GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF PANAMA) | Long | Debt | PA | $235K | – | 0.04 |
| PANAMA GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF PANAMA) | Long | Debt | PA | $139K | – | 0.02 |
| PARAMOUNT GLOBAL | Long | Debt | US | $159K | – | 0.03 |
| PARAMOUNT GLOBAL | Long | Debt | US | $73K | – | 0.01 |
| PARKER-HANNIFIN CORP | Long | Debt | US | $282K | – | 0.05 |
| PARKER-HANNIFIN CORP | Long | Debt | US | $32K | – | 0.01 |
| PAYPAL HOLDINGS INC | Long | Debt | US | $87K | – | 0.02 |
| PECO ENERGY CO | Long | Debt | US | $128K | – | 0.02 |
| PENNSYLVANIA TURNPIKE COMMISSION (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $202K | – | 0.04 |
| PEPSICO INC | Long | Debt | US | $185K | – | 0.03 |
| PEPSICO INC | Long | Debt | US | $26K | – | 0.00 |
| PERUVIAN GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF PERU) | Long | Debt | PE | $404K | – | 0.07 |
| PFIZER INC | Long | Debt | US | $215K | – | 0.04 |
| PFIZER INC | Long | Debt | US | $96K | – | 0.02 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD | Long | Debt | SG | $445K | – | 0.08 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD | Long | Debt | SG | $200K | – | 0.03 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD | Long | Debt | SG | $199K | – | 0.03 |
| PG&E WILDFIRE RECOVERY FUNDING LLC | Long | Debt | US | $99K | – | 0.02 |
| PG&E WILDFIRE RECOVERY FUNDING LLC | Long | Debt | US | $98K | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $265K | – | 0.05 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $152K | – | 0.03 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $100K | – | 0.02 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $328K | – | 0.06 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $209K | – | 0.04 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $202K | – | 0.04 |
| PHILLIPS 66 | Long | Debt | US | $189K | – | 0.03 |
| PILGRIM'S PRIDE CORP | Long | Debt | US | $104K | – | 0.02 |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $218K | – | 0.04 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $305K | – | 0.05 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $190K | – | 0.03 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $103K | – | 0.02 |
| PORT AUTHORITY OF NEW YORK & NEW JERSEY (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $144K | – | 0.03 |
| PPL ELECTRIC UTILITIES CORP | Long | Debt | US | $68K | – | 0.01 |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $191K | – | 0.03 |
| PRINCIPAL FINANCIAL GROUP INC | Long | Debt | US | $129K | – | 0.02 |
| PROCTER & GAMBLE CO/THE | Long | Debt | US | $174K | – | 0.03 |
| PROCTER & GAMBLE CO/THE | Long | Debt | US | $94K | – | 0.02 |
| PROGRESS ENERGY INC | Long | Debt | US | $322K | – | 0.06 |
| PROGRESSIVE CORP/THE | Long | Debt | US | $59K | – | 0.01 |
| PROLOGIS LP | Long | Debt | US | $150K | – | 0.03 |
| PROLOGIS LP | Long | Debt | US | $23K | – | 0.00 |
| PROSPECT CAPITAL CORP | Long | Debt | US | $280K | – | 0.05 |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $196K | – | 0.03 |
| PROVINCE OF ALBERTA CANADA | Long | Debt | CA | $78K | – | 0.01 |
| PROVINCE OF BRITISH COLUMBIA CANADA (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $231K | – | 0.04 |
| PROVINCE OF QUEBEC CANADA | Long | Debt | CA | $115K | – | 0.02 |
| PROVINCE OF QUEBEC CANADA | Long | Debt | CA | $98K | – | 0.02 |
| PRUDENTIAL FINANCIAL INC | Long | Debt | US | $181K | – | 0.03 |
| PRUDENTIAL FINANCIAL INC | Long | Debt | US | $56K | – | 0.01 |
| PUBLIC SERVICE ELECTRIC AND GAS CO | Long | Debt | US | $101K | – | 0.02 |
| PUBLIC SERVICE ENTERPRISE GROUP INC | Long | Debt | US | $166K | – | 0.03 |
| PUBLIC SERVICE ENTERPRISE GROUP INC | Long | Debt | US | $143K | – | 0.03 |
| PUGET SOUND ENERGY INC | Long | Debt | US | $102K | – | 0.02 |
| QUALCOMM INC | Long | Debt | US | $212K | – | 0.04 |
| QUALCOMM INC | Long | Debt | US | $140K | – | 0.02 |
| QUALCOMM INC | Long | Debt | US | $105K | – | 0.02 |
| QUALCOMM INC | Long | Debt | US | $22K | – | 0.00 |
| RALPH LAUREN CORP | Long | Debt | US | $182K | – | 0.03 |
| REALTY INCOME CORP | Long | Debt | US | $244K | – | 0.04 |
| REALTY INCOME CORP | Long | Debt | US | $100K | – | 0.02 |
| REALTY INCOME CORP | Long | Debt | US | $99K | – | 0.02 |
| REGAL REXNORD CORP | Long | Debt | US | $154K | – | 0.03 |
| REINSURANCE GROUP OF AMERICA INC (REINSURANCE GRP OF AMER) | Long | Debt | US | $274K | – | 0.05 |
| REINSURANCE GROUP OF AMERICA INC (REINSURANCE GRP OF AMER) | Long | Debt | US | $102K | – | 0.02 |
| REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND | Long | Debt | PL | $309K | – | 0.05 |
| REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND | Long | Debt | PL | $74K | – | 0.01 |
| REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND | Long | Debt | PL | $60K | – | 0.01 |
| REXFORD INDUSTRIAL REALTY LP | Long | Debt | US | $163K | – | 0.03 |
| REYNOLDS AMERICAN INC | Long | Debt | US | $101K | – | 0.02 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $149K | – | 0.03 |
| ROPER TECHNOLOGIES INC | Long | Debt | US | $244K | – | 0.04 |
| ROPER TECHNOLOGIES INC | Long | Debt | US | $136K | – | 0.02 |
| ROYAL BANK OF CANADA | Long | Debt | CA | $250K | – | 0.04 |
| ROYAL BANK OF CANADA | Long | Debt | CA | $102K | – | 0.02 |
| RTX CORP | Long | Debt | US | $206K | – | 0.04 |
| RTX CORP | Long | Debt | US | $161K | – | 0.03 |
| RTX CORP | Long | Debt | US | $106K | – | 0.02 |
| RTX CORP | Long | Debt | US | $93K | – | 0.02 |
| RTX CORP | Long | Debt | US | $84K | – | 0.01 |
| RTX CORP | Long | Debt | US | $81K | – | 0.01 |
| S&P GLOBAL INC | Long | Debt | US | $54K | – | 0.01 |
| S&P GLOBAL INC | Long | Debt | US | $46K | – | 0.01 |
| SABINE PASS LIQUEFACTION LLC | Long | Debt | US | $301K | – | 0.05 |
| SALESFORCE INC | Long | Debt | US | $66K | – | 0.01 |
| SAN DIEGO GAS & ELECTRIC CO (SAN DIEGO G & E) | Long | Debt | US | $101K | – | 0.02 |
| SAN DIEGO GAS & ELECTRIC CO (SAN DIEGO G & E) | Long | Debt | US | $85K | – | 0.01 |
| SAN DIEGO GAS & ELECTRIC CO (SAN DIEGO G & E) | Long | Debt | US | $71K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4 | Long | ABS-mortgage backed security | US | $201K | – | 0.04 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1 | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| SEMPRA | Long | Debt | US | $39K | – | 0.01 |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5 | Long | ABS-mortgage backed security | US | $285K | – | 0.05 |
| SHELL INTERNATIONAL FINANCE BV | Long | Debt | NL | $245K | – | 0.04 |
| SHELL INTERNATIONAL FINANCE BV | Long | Debt | NL | $180K | – | 0.03 |
| SHELL INTERNATIONAL FINANCE BV | Long | Debt | NL | $179K | – | 0.03 |
| SHELL INTERNATIONAL FINANCE BV | Long | Debt | NL | $91K | – | 0.02 |
| SHERWIN-WILLIAMS CO/THE | Long | Debt | US | $297K | – | 0.05 |
| SHERWIN-WILLIAMS CO/THE | Long | Debt | US | $87K | – | 0.02 |
| SIMON PROPERTY GROUP LP | Long | Debt | US | $179K | – | 0.03 |
| SIMON PROPERTY GROUP LP | Long | Debt | US | $152K | – | 0.03 |
| SIMON PROPERTY GROUP LP | Long | Debt | US | $54K | – | 0.01 |
| SIMON PROPERTY GROUP LP | Long | Debt | US | $45K | – | 0.01 |
| SIXTH STREET SPECIALTY LENDING INC | Long | Debt | US | $104K | – | 0.02 |
| SOUTHERN CALIFORNIA EDISON CO (SOUTHERN CAL EDISON) | Long | Debt | US | $222K | – | 0.04 |
| SOUTHERN CALIFORNIA EDISON CO (SOUTHERN CAL EDISON) | Long | Debt | US | $214K | – | 0.04 |
| SOUTHERN CALIFORNIA EDISON CO (SOUTHERN CAL EDISON) | Long | Debt | US | $212K | – | 0.04 |
| SOUTHERN CO GAS CAPITAL CORP | Long | Debt | US | $129K | – | 0.02 |
| SOUTHERN COPPER CORP | Long | Debt | US | $142K | – | 0.02 |
| SOUTHWEST AIRLINES CO | Long | Debt | US | $126K | – | 0.02 |
| SOUTHWESTERN ELECTRIC POWER CO (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $146K | – | 0.03 |
| SOUTHWESTERN PUBLIC SERVICE CO | Long | Debt | US | $139K | – | 0.02 |
| STANLEY BLACK & DECKER INC | Long | Debt | US | $131K | – | 0.02 |
| STARBUCKS CORP | Long | Debt | US | $210K | – | 0.04 |
| STARBUCKS CORP | Long | Debt | US | $101K | – | 0.02 |
| STARBUCKS CORP | Long | Debt | US | $100K | – | 0.02 |
| STARBUCKS CORP | Long | Debt | US | $100K | – | 0.02 |
| STARBUCKS CORP | Long | Debt | US | $88K | – | 0.02 |
| STATE OF CALIFORNIA (CALIFORNIA ST) | Long | Debt | US | $369K | – | 0.06 |
| STATE OF CALIFORNIA (CALIFORNIA ST) | Long | Debt | US | $97K | – | 0.02 |
| STATE OF CONNECTICUT (CONNECTICUT ST) | Long | Debt | US | $215K | – | 0.04 |
| STATE OF ILLINOIS (ILLINOIS ST) | Long | Debt | US | $216K | – | 0.04 |
| STATE OF ISRAEL | Long | Debt | IL | $196K | – | 0.03 |
| STATE OF TEXAS (TEXAS ST) | Long | Debt | US | $105K | – | 0.02 |
| STATE STREET CORP | Long | Debt | US | $278K | – | 0.05 |
| STATE STREET CORP | Long | Debt | US | $203K | – | 0.04 |
| STATE STREET CORP | Long | Debt | US | $101K | – | 0.02 |
| STEEL DYNAMICS INC | Long | Debt | US | $41K | – | 0.01 |
| STRYKER CORP | Long | Debt | US | $101K | – | 0.02 |
| STRYKER CORP | Long | Debt | US | $98K | – | 0.02 |
| STRYKER CORP | Long | Debt | US | $88K | – | 0.02 |
| SUMITOMO MITSUI FINANCIAL GROUP INC (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $312K | – | 0.05 |
| SUMITOMO MITSUI FINANCIAL GROUP INC (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $211K | – | 0.04 |
| SUMITOMO MITSUI FINANCIAL GROUP INC (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $207K | – | 0.04 |
| SUMITOMO MITSUI FINANCIAL GROUP INC (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $206K | – | 0.04 |
| SUMITOMO MITSUI FINANCIAL GROUP INC (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $205K | – | 0.04 |
| SUMITOMO MITSUI FINANCIAL GROUP INC (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $155K | – | 0.03 |
| SUMITOMO MITSUI FINANCIAL GROUP INC (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $111K | – | 0.02 |
| SUNCOR ENERGY INC | Long | Debt | CA | $166K | – | 0.03 |
| SUNCOR ENERGY INC | Long | Debt | CA | $39K | – | 0.01 |
| SYNCHRONY FINANCIAL | Long | Debt | US | $82K | – | 0.01 |
| SYNOVUS BANK/COLUMBUS GA (SYNOVUS BANK GA) | Long | Debt | US | $247K | – | 0.04 |
| SYSCO CORP (SYSCO CORPORATION) | Long | Debt | US | $205K | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $202K | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $174K | – | 0.03 |
| T-MOBILE USA INC | Long | Debt | US | $137K | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $102K | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $101K | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $100K | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $86K | – | 0.01 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | Long | Debt | US | $204K | – | 0.04 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | Long | Debt | US | $101K | – | 0.02 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | Long | Debt | US | $100K | – | 0.02 |
| TAKEDA PHARMACEUTICAL CO LTD | Long | Debt | JP | $202K | – | 0.04 |
| TAMPA ELECTRIC CO | Long | Debt | US | $86K | – | 0.01 |
| TANGER PROPERTIES LP | Long | Debt | US | $84K | – | 0.01 |
| TAPESTRY INC | Long | Debt | US | $204K | – | 0.04 |
| TARGA RESOURCES CORP | Long | Debt | US | $210K | – | 0.04 |
| TARGET CORP | Long | Debt | US | $194K | – | 0.03 |
| TARGET CORP | Long | Debt | US | $74K | – | 0.01 |
| TELEFONICA EMISIONES SA (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $137K | – | 0.02 |
| TELEFONICA EMISIONES SA (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $112K | – | 0.02 |
| TENNESSEE GAS PIPELINE CO LLC | Long | Debt | US | $82K | – | 0.01 |
| TENNESSEE VALLEY AUTHORITY (TENN VALLEY AUTHORITY) | Long | Debt | US | $191K | – | 0.03 |
| TENNESSEE VALLEY AUTHORITY (TENN VALLEY AUTHORITY) | Long | Debt | US | $159K | – | 0.03 |
| TEXAS INSTRUMENTS INC | Long | Debt | US | $202K | – | 0.04 |
| TEXAS INSTRUMENTS INC | Long | Debt | US | $201K | – | 0.04 |
| TEXAS INSTRUMENTS INC | Long | Debt | US | $187K | – | 0.03 |
| TEXAS INSTRUMENTS INC | Long | Debt | US | $69K | – | 0.01 |
| TEXAS NATURAL GAS SECURITIZATION FINANCE CORP | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| TEXTRON INC | Long | Debt | US | $493K | – | 0.09 |
| THERMO FISHER SCIENTIFIC INC | Long | Debt | US | $147K | – | 0.03 |
| TIME WARNER CABLE LLC | Long | Debt | US | $245K | – | 0.04 |
| TORONTO-DOMINION BANK/THE | Long | Debt | CA | $283K | – | 0.05 |
| TOTALENERGIES CAPITAL INTERNATIONAL SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $156K | – | 0.03 |
| TOTALENERGIES CAPITAL INTERNATIONAL SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $37K | – | 0.01 |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST (TOYOTA AUTO RECEIVABLES OWNER) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| TOYOTA MOTOR CORP | Long | Debt | JP | $195K | – | 0.03 |
| TOYOTA MOTOR CORP | Long | Debt | JP | $107K | – | 0.02 |
| TOYOTA MOTOR CREDIT CORP | Long | Debt | US | $201K | – | 0.04 |
| TOYOTA MOTOR CREDIT CORP | Long | Debt | US | $125K | – | 0.02 |
| TPG OPERATING GROUP II LP | Long | Debt | US | $103K | – | 0.02 |
| TRANSCANADA PIPELINES LTD | Long | Debt | CA | $240K | – | 0.04 |
| TRANSCANADA PIPELINES LTD | Long | Debt | CA | $79K | – | 0.01 |
| TRANSCANADA PIPELINES LTD | Long | Debt | CA | $54K | – | 0.01 |
| TRAVELERS COS INC/THE | Long | Debt | US | $126K | – | 0.02 |
| TRINITY HEALTH CORP | Long | Debt | US | $173K | – | 0.03 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $192K | – | 0.03 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $170K | – | 0.03 |
| TUCSON ELECTRIC POWER CO | Long | Debt | US | $117K | – | 0.02 |
| TYSON FOODS INC | Long | Debt | US | $227K | – | 0.04 |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12 | Long | ABS-mortgage backed security | US | $481K | – | 0.08 |
| UDR INC | Long | Debt | US | $161K | – | 0.03 |
| UNILEVER CAPITAL CORP | Long | Debt | US | $125K | – | 0.02 |
| UNION PACIFIC CORP | Long | Debt | US | $185K | – | 0.03 |
| UNION PACIFIC CORP | Long | Debt | US | $103K | – | 0.02 |
| UNION PACIFIC CORP | Long | Debt | US | $40K | – | 0.01 |
| UNION PACIFIC CORP | Long | Debt | US | $37K | – | 0.01 |
| UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST (UNITED AIR 2013-1 A PTT) | Long | Debt | US | $522K | – | 0.09 |
| UNITED PARCEL SERVICE INC | Long | Debt | US | $111K | – | 0.02 |
| UNITED PARCEL SERVICE INC | Long | Debt | US | $101K | – | 0.02 |
| UNITED PARCEL SERVICE INC | Long | Debt | US | $63K | – | 0.01 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.55 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.55 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.54 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.48 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.47 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.47 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.46 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.44 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.44 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.44 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.41 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.39 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.39 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.39 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.39 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.39 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.38 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.38 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.37 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.37 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.35 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.35 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.35 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.34 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.34 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.34 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.34 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.33 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.33 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.33 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.33 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.32 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.32 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.32 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.31 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.31 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.31 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.31 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.30 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.30 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.30 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.30 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.29 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.29 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.28 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.28 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.28 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.28 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.28 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.27 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.27 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.27 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.26 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.26 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.26 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.26 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.26 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.26 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.26 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.26 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.26 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.25 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.25 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.25 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.25 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.25 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.25 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.25 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.24 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.24 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.24 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.24 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.24 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.24 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.24 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.24 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.23 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.23 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.23 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.23 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.21 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.20 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.20 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.20 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.20 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.20 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.20 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.20 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.19 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.19 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.19 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.19 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.19 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.19 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.19 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.19 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.18 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.18 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.18 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.18 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.18 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.18 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.18 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $1000K | – | 0.17 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $990K | – | 0.17 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $988K | – | 0.17 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $987K | – | 0.17 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $982K | – | 0.17 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $971K | – | 0.17 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $968K | – | 0.17 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $964K | – | 0.17 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $954K | – | 0.17 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $932K | – | 0.16 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $902K | – | 0.16 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $901K | – | 0.16 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $899K | – | 0.16 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $886K | – | 0.15 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $872K | – | 0.15 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $862K | – | 0.15 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $858K | – | 0.15 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $852K | – | 0.15 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $849K | – | 0.15 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $849K | – | 0.15 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $839K | – | 0.15 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $839K | – | 0.15 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $830K | – | 0.15 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $807K | – | 0.14 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $804K | – | 0.14 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $802K | – | 0.14 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $789K | – | 0.14 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $786K | – | 0.14 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $777K | – | 0.14 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $765K | – | 0.13 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $719K | – | 0.13 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $711K | – | 0.12 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $708K | – | 0.12 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $691K | – | 0.12 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $687K | – | 0.12 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $686K | – | 0.12 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $650K | – | 0.11 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $604K | – | 0.11 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $594K | – | 0.10 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $590K | – | 0.10 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $584K | – | 0.10 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $580K | – | 0.10 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $572K | – | 0.10 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $551K | – | 0.10 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $527K | – | 0.09 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $524K | – | 0.09 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $520K | – | 0.09 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $489K | – | 0.09 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $486K | – | 0.08 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $471K | – | 0.08 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $467K | – | 0.08 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $465K | – | 0.08 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $464K | – | 0.08 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $439K | – | 0.08 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $414K | – | 0.07 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $405K | – | 0.07 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $404K | – | 0.07 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $396K | – | 0.07 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $395K | – | 0.07 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $394K | – | 0.07 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $388K | – | 0.07 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $388K | – | 0.07 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $382K | – | 0.07 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $376K | – | 0.07 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $351K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $344K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $338K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $330K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $329K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $327K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $316K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $313K | – | 0.05 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $299K | – | 0.05 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $276K | – | 0.05 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $265K | – | 0.05 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $264K | – | 0.05 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $259K | – | 0.05 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $257K | – | 0.04 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $226K | – | 0.04 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $214K | – | 0.04 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $199K | – | 0.03 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $148K | – | 0.03 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $139K | – | 0.02 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $138K | – | 0.02 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $132K | – | 0.02 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $111K | – | 0.02 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $103K | – | 0.02 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $91K | – | 0.02 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $79K | – | 0.01 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $41K | – | 0.01 |
| UNITED STATES TREASURY NOTE/BOND (US TREASURY N/B) | Long | Debt | US | $30K | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $246K | – | 0.04 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $155K | – | 0.03 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $154K | – | 0.03 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $108K | – | 0.02 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $103K | – | 0.02 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $99K | – | 0.02 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $68K | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $68K | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $65K | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $57K | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $52K | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $43K | – | 0.01 |
| UNIVERSITY OF SOUTHERN CALIFORNIA (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $41K | – | 0.01 |
| UPMC | Long | Debt | US | $100K | – | 0.02 |
| URUGUAY GOVERNMENT INTERNATIONAL BOND (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $361K | – | 0.06 |
| URUGUAY GOVERNMENT INTERNATIONAL BOND (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $98K | – | 0.02 |
| US BANCORP | Long | Debt | US | $194K | – | 0.03 |
| US BANCORP | Long | Debt | US | $166K | – | 0.03 |
| US BANCORP | Long | Debt | US | $103K | – | 0.02 |
| VALE OVERSEAS LTD (VALE OVERSEAS LIMITED) | Long | Debt | KY | $185K | – | 0.03 |
| VALERO ENERGY CORP | Long | Debt | US | $195K | – | 0.03 |
| VALERO ENERGY CORP | Long | Debt | US | $181K | – | 0.03 |
| VENTAS REALTY LP | Long | Debt | US | $146K | – | 0.03 |
| VENTAS REALTY LP | Long | Debt | US | $88K | – | 0.02 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $606K | – | 0.11 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $264K | – | 0.05 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $248K | – | 0.04 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $165K | – | 0.03 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $129K | – | 0.02 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $105K | – | 0.02 |
| VERIZON MASTER TRUST | Long | ABS-mortgage backed security | US | $197K | – | 0.03 |
| VIATRIS INC | Long | Debt | US | $131K | – | 0.02 |
| VIRGINIA ELECTRIC AND POWER CO (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $293K | – | 0.05 |
| VIRGINIA ELECTRIC AND POWER CO (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $102K | – | 0.02 |
| VIRGINIA ELECTRIC AND POWER CO (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $87K | – | 0.02 |
| VISA INC | Long | Debt | US | $81K | – | 0.01 |
| VISA INC | Long | Debt | US | $44K | – | 0.01 |
| VODAFONE GROUP PLC | Long | Debt | GB | $170K | – | 0.03 |
| VODAFONE GROUP PLC | Long | Debt | GB | $144K | – | 0.03 |
| VODAFONE GROUP PLC | Long | Debt | GB | $98K | – | 0.02 |
| VODAFONE GROUP PLC | Long | Debt | GB | $29K | – | 0.01 |
| WALMART INC | Long | Debt | US | $155K | – | 0.03 |
| WALMART INC | Long | Debt | US | $138K | – | 0.02 |
| WALMART INC | Long | Debt | US | $99K | – | 0.02 |
| WALMART INC | Long | Debt | US | $99K | – | 0.02 |
| WALMART INC | Long | Debt | US | $99K | – | 0.02 |
| WALMART INC | Long | Debt | US | $84K | – | 0.01 |
| WALT DISNEY CO/THE (WALT DISNEY COMPANY/THE) | Long | Debt | US | $266K | – | 0.05 |
| WALT DISNEY CO/THE (WALT DISNEY COMPANY/THE) | Long | Debt | US | $199K | – | 0.03 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $149K | – | 0.03 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $149K | – | 0.03 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $87K | – | 0.02 |
| WASHINGTON GAS LIGHT CO | Long | Debt | US | $117K | – | 0.02 |
| WASHINGTON UNIVERSITY/THE | Long | Debt | US | $78K | – | 0.01 |
| WASTE CONNECTIONS INC | Long | Debt | CA | $301K | – | 0.05 |
| WASTE MANAGEMENT INC | Long | Debt | US | $101K | – | 0.02 |
| WASTE MANAGEMENT INC | Long | Debt | US | $99K | – | 0.02 |
| WASTE MANAGEMENT INC | Long | Debt | US | $86K | – | 0.02 |
| WEC ENERGY GROUP INC | Long | Debt | US | $203K | – | 0.04 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $494K | – | 0.09 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $492K | – | 0.09 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $483K | – | 0.08 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $218K | – | 0.04 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $149K | – | 0.03 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $132K | – | 0.02 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $102K | – | 0.02 |
| WELLS FARGO & CO (WELLS FARGO & COMPANY) | Long | Debt | US | $102K | – | 0.02 |
| WELLS FARGO BANK NA | Long | Debt | US | $253K | – | 0.04 |
| WELLS FARGO BANK NA | Long | Debt | US | $253K | – | 0.04 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C44 | Long | ABS-mortgage backed security | US | $579K | – | 0.10 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 | Long | ABS-mortgage backed security | US | $186K | – | 0.03 |
| WELLTOWER OP LLC (WELLTOWER INC) | Long | Debt | US | $195K | – | 0.03 |
| WESTLAKE CORP | Long | Debt | US | $125K | – | 0.02 |
| WESTPAC BANKING CORP | Long | Debt | AU | $276K | – | 0.05 |
| WESTPAC BANKING CORP | Long | Debt | AU | $205K | – | 0.04 |
| WESTPAC BANKING CORP | Long | Debt | AU | $204K | – | 0.04 |
| WESTPAC BANKING CORP | Long | Debt | AU | $194K | – | 0.03 |
| WESTPAC BANKING CORP | Long | Debt | AU | $145K | – | 0.03 |
| WILLIAM MARSH RICE UNIVERSITY (RICE UNIVERSITY) | Long | Debt | US | $84K | – | 0.01 |
| WILLIAMS COS INC/THE (WILLIAMS COMPANIES INC) | Long | Debt | US | $212K | – | 0.04 |
| WILLIAMS COS INC/THE (WILLIAMS COMPANIES INC) | Long | Debt | US | $102K | – | 0.02 |
| WILLIAMS COS INC/THE (WILLIAMS COMPANIES INC) | Long | Debt | US | $99K | – | 0.02 |
| WISCONSIN ELECTRIC POWER CO (WISC ELEC POWER) | Long | Debt | US | $201K | – | 0.04 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-B | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| XCEL ENERGY INC | Long | Debt | US | $216K | – | 0.04 |
| XCEL ENERGY INC | Long | Debt | US | $101K | – | 0.02 |
| XYLEM INC/NY | Long | Debt | US | $129K | – | 0.02 |
| ZOETIS INC | Long | Debt | US | $105K | – | 0.02 |
| ZOETIS INC | Long | Debt | US | $101K | – | 0.02 |
| ZOETIS INC | Long | Debt | US | $101K | – | 0.02 |
Address
BNY Mellon Investment Funds IV, Inc.
240 Greenwich Street
New York
New York
10286-1048
United States of America
Websites
Directors
Francine J. Bovich
Roslyn M. Watson
Andrew J. Donohue
Benaree Pratt Wiley
Joseph S. DiMartino
Kenneth A. Himmel
Bradley J. Skapyak
Transfer Agents
BNY Mellon Transfer, Inc.
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
ICE Data Pricing & Reference Data, LLC
Custodians
The Bank of New York Mellon
CIBC Mellon Trust Company (CIBC Mellon)
Credit Suisse (Switzerland) Ltd.
Clearstream Banking S.A.
The Bank of New York Mellon
The Bank of New York Mellon
The Hongkong and Shanghai Banking CorporationLimited
Shareholder Servicing Agents
BNY Mellon Transfer, Inc.
Admins
BNY Mellon Investment Adviser, Inc.
The Bank of New York Mellon
Brokers
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
GOLDMAN SACHS & CO. LLC
STIFEL, NICOLAUS & COMPANY, INCORPORATED
JEFFERIES LLC
BARCLAYS CAPITAL INC.