FRANKLIN TEMPLETON > Western Asset Funds Inc
Western Asset Core Bond Fund
$14.56B
Avg Monthly Net Assets
$13.43B
Total Assets
$694.62M
Total Liabilities
$12.73B
Net Assets
Western Asset Core Bond Fund is a Mutual Fund in Western Asset Funds Inc
from FRANKLIN TEMPLETON,
based in Maryland,
United States of America.
The fund has seven share classes
and monthly net assets of $14.56B.
On August 20th, 2024 it reported 2,468 holdings, the largest
being US TREASURY N/B (1.8%), US TREASURY N/B (1.7%) and US TREASURY N/B (1.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000113701 | WABAX | |
| Class C | C000113702 | WABCX | |
| Class C1 | C000117034 | LWACX | |
| Class FI | C000002080 | WAPIX | |
| Class I | C000002079 | WATFX | |
| Class IS | C000066988 | WACSX | |
| Class R | C000113703 | WABRX |
Holdings
From latest NPORT-P, filed August 20th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $2M | – | 0.02 | |
| 522 Funding CLO 2020-6 Ltd (522 Funding CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.17 |
| Abbott Laboratories | Long | Debt | US | $894K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $33M | – | 0.26 |
| AbbVie Inc | Long | Debt | US | $26M | – | 0.20 |
| AbbVie Inc | Long | Debt | US | $12M | – | 0.10 |
| AbbVie Inc | Long | Debt | US | $9M | – | 0.07 |
| AbbVie Inc | Long | Debt | US | $5M | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $4M | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $221K | – | 0.00 |
| ABN AMRO Bank NV | Long | Debt | NL | $1M | – | 0.01 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $18M | – | 0.14 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $13M | – | 0.10 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $8M | – | 0.07 |
| Aetna Inc | Long | Debt | US | $1M | – | 0.01 |
| AIMCO CLO 22 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $8M | – | 0.06 |
| AIMCO CLO Series 2017-A | Long | ABS-collateralized bond/debt obligation | KY | $401K | – | 0.00 |
| Air Lease Corp | Long | Debt | US | $5M | – | 0.04 |
| Air Lease Corp | Long | Debt | US | $4M | – | 0.03 |
| Altria Group Inc | Long | Debt | US | $16M | – | 0.13 |
| Altria Group Inc | Long | Debt | US | $8M | – | 0.06 |
| Altria Group Inc | Long | Debt | US | $7M | – | 0.06 |
| Altria Group Inc | Long | Debt | US | $5M | – | 0.04 |
| Altria Group Inc | Long | Debt | US | $2M | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $2M | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $2M | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $706K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $12M | – | 0.09 |
| Amazon.com Inc | Long | Debt | US | $6M | – | 0.05 |
| Amazon.com Inc | Long | Debt | US | $5M | – | 0.04 |
| Amazon.com Inc | Long | Debt | US | $4M | – | 0.03 |
| American Express Co | Long | Debt | US | $7M | – | 0.06 |
| American Municipal Power Inc (AMERICAN MUNI PWR-OHIO INC OH) | Long | Debt | US | $162K | – | 0.00 |
| American Transmission Systems Inc | Long | Debt | US | $6M | – | 0.05 |
| AMMC CLO XI Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $823K | – | 0.01 |
| Amortizing Residential Collateral Trust 2002-BC5 | Long | ABS-other | US | $16K | – | 0.00 |
| Angel Oak Mortgage Trust 2022-3 | Long | ABS-mortgage backed security | US | $26M | – | 0.21 |
| Anglo American Capital PLC | Long | Debt | GB | $9M | – | 0.07 |
| Anglo American Capital PLC | Long | Debt | GB | $5M | – | 0.04 |
| Anglo American Capital PLC | Long | Debt | GB | $2M | – | 0.02 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $14M | – | 0.11 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $16M | – | 0.13 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $9M | – | 0.07 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $5M | – | 0.04 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $3M | – | 0.02 |
| Aon North America Inc | Long | Debt | US | $15M | – | 0.12 |
| Apache Corp | Long | Debt | US | $9M | – | 0.07 |
| Apache Corp | Long | Debt | US | $4M | – | 0.03 |
| Apache Corp | Long | Debt | US | $4M | – | 0.03 |
| Apache Corp | Long | Debt | US | $2M | – | 0.02 |
| Apache Corp | Long | Debt | US | $88K | – | 0.00 |
| Apidos CLO XXXV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $6M | – | 0.04 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.07 |
| Arbys Funding LLC | Long | ABS-other | US | $805K | – | 0.01 |
| AREIT 2022-CRE6 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.13 |
| AREIT 2022-CRE7 LLC (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.07 |
| Ares Loan Funding IV Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $16M | – | 0.13 |
| Ares LXIII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.07 |
| Argent Securities Trust 2006-W4 (Argent Securities Inc.) | Long | ABS-other | US | $22K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $10M | – | 0.08 |
| AT&T Inc | Long | Debt | US | $9M | – | 0.07 |
| AT&T Inc | Long | Debt | US | $5M | – | 0.04 |
| AT&T Inc | Long | Debt | US | $4M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $4M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $4M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.02 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.02 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.02 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.01 |
| AT&T Inc | Long | Debt | US | $552K | – | 0.00 |
| Atrium IX (Atrium CDO Corp) | Long | ABS-collateralized bond/debt obligation | KY | $943K | – | 0.01 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $11M | – | 0.09 |
| Balboa Bay Loan Funding 2021-2 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.08 |
| Banco Santander SA | Long | Debt | ES | $27M | – | 0.21 |
| Banco Santander SA | Long | Debt | ES | $964K | – | 0.01 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| BANK 2020-BNK29 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK 2021-BNK36 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BANK 2022-BNK44 | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $37M | – | 0.29 |
| Bank of America Corp | Long | Debt | US | $29M | – | 0.23 |
| Bank of America Corp | Long | Debt | US | $19M | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $17M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $16M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $16M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $14M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $12M | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $12M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $10M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $9M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $7M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.01 |
| Bank of Montreal | Long | Debt | CA | $6M | – | 0.05 |
| Bank of Montreal | Long | Debt | CA | $1M | – | 0.01 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $4M | – | 0.03 |
| Bank of Nova Scotia/The | Long | Debt | CA | $19M | – | 0.15 |
| Bank of Nova Scotia/The | Long | Debt | CA | $7M | – | 0.05 |
| Bank of Nova Scotia/The | Long | Debt | CA | $4M | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $6M | – | 0.05 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.01 |
| Barings Private Credit Corp CLO 2023-1 Ltd (Barings Private Credit CLO) | Long | ABS-collateralized bond/debt obligation | BM | $3M | – | 0.03 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $744K | – | 0.01 |
| Barrick PD Australia Finance Pty Ltd (BARRICK PD AU FIN PTY LT) | Long | Debt | AU | $9M | – | 0.07 |
| BAT Capital Corp | Long | Debt | US | $7M | – | 0.06 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.02 |
| Battery Park CLO II Ltd (Battery Park CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.13 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Long | ABS-other | US | $10M | – | 0.08 |
| BCRED MML CLO 2021-1 LLC | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.11 |
| BCRED MML CLO 2022-1 LLC (BCRED MML CLO 2021-1 LLC) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.06 |
| Becton Dickinson & Co | Long | Debt | US | $1M | – | 0.01 |
| Becton Dickinson & Co | Long | Debt | US | $333K | – | 0.00 |
| Benchmark 2020-B21 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Benchmark 2020-IG1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Benchmark 2021-B25 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $279K | – | 0.00 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $5M | – | 0.04 |
| BHMS 2018-ATLS (BHMS Mortgage Trust) | Long | ABS-mortgage backed security | US | $22M | – | 0.17 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $2M | – | 0.02 |
| Birch Grove CLO 4 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.09 |
| Birch Grove CLO 6 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $15M | – | 0.12 |
| Birch Grove CLO 7 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $13M | – | 0.11 |
| Birch Grove CLO 8 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.06 |
| Blackbird Capital II Aircraft Lease Ltd (Blackbird Capital Aircraft) | Long | ABS-other | US | $9M | – | 0.07 |
| BlueMountain CLO XXVIII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.08 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $832K | – | 0.01 |
| BMP 2024-MF23 (BMP Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $25M | – | 0.19 |
| BNP Paribas SA | Long | Debt | FR | $18M | – | 0.15 |
| BNP Paribas SA | Long | Debt | FR | $9M | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $9M | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $5M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $4M | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $4M | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $18M | – | 0.14 |
| Boeing Co/The | Long | Debt | US | $5M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $775K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $8M | – | 0.06 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $7M | – | 0.06 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $4M | – | 0.03 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $763K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $483K | – | 0.00 |
| BPCE SA | Long | Debt | FR | $5M | – | 0.04 |
| BRAVO Residential Funding Trust 2022-NQM3 | Long | ABS-mortgage backed security | US | $18M | – | 0.14 |
| Brighthouse Financial Inc | Long | Debt | US | $102K | – | 0.00 |
| Brightwood Capital MM CLO 2023-1 Ltd (Brightwood Capital MM CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $13M | – | 0.10 |
| Bristol-Myers Squibb Co | Long | Debt | US | $10M | – | 0.08 |
| Bristol-Myers Squibb Co | Long | Debt | US | $5M | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $3M | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $12M | – | 0.10 |
| Broadcom Inc | Long | Debt | US | $3M | – | 0.02 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $203K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $734K | – | 0.01 |
| BX Commercial Mortgage Trust 2019-IMC (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $21M | – | 0.17 |
| BX Commercial Mortgage Trust 2022-LP2 (BX Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $20M | – | 0.16 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $21M | – | 0.17 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Cameron LNG LLC | Long | Debt | US | $12M | – | 0.10 |
| Cameron LNG LLC | Long | Debt | US | $9M | – | 0.07 |
| Canyon CLO 2020-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.04 |
| Carlyle Global Market Strategies CLO 2014-3-R Ltd | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.05 |
| Carrier Global Corp | Long | Debt | US | $473K | – | 0.00 |
| Carrier Global Corp | Long | Debt | US | $353K | – | 0.00 |
| Catskill Park CLO Ltd (Catskill Park CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.04 |
| Cayuga Park CLO Ltd (Cayuga Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.19 |
| CBAM 2017-1 Ltd (CBAM CLO Management LLC) | Long | ABS-collateralized bond/debt obligation | KY | $471K | – | 0.00 |
| CD 2016-CD2 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| CDS CDX.NA.IG.42 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $16M | – | 0.13 | |
| CDS PRIMEX.FRM.1 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $21K | – | 0.00 | |
| Cedar Funding V CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.05 |
| CGMS Commercial Mortgage Trust 2017-B1 (Citigroup Commercial Mortgage) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Charles Schwab Corp/The | Long | Debt | US | $18M | – | 0.14 |
| Charles Schwab Corp/The | Long | Debt | US | $3M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $22M | – | 0.17 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $8M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $7M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $7M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6M | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $5M | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $5M | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $874K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $166K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $27K | – | 0.00 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $3M | – | 0.03 |
| Chubb INA Holdings LLC | Long | Debt | US | $1M | – | 0.01 |
| CIFC Funding 2015-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $23M | – | 0.18 |
| Cigna Group/The | Long | Debt | US | $10M | – | 0.08 |
| Cigna Group/The | Long | Debt | US | $4M | – | 0.03 |
| Cintas Corp No 2 (CINTAS CORPORATION NO. 2) | Long | Debt | US | $3M | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2014-GC25 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-C2 | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2016-P6 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| Citigroup Commercial Mortgage Trust 2017-P7 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $28M | – | 0.22 |
| Citigroup Inc | Long | Debt | US | $19M | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $18M | – | 0.14 |
| Citigroup Inc | Long | Debt | US | $17M | – | 0.13 |
| Citigroup Inc | Long | Debt | US | $14M | – | 0.11 |
| Citigroup Inc | Long | Debt | US | $10M | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $9M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $6M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $5M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $620K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $616K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $615K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $522K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $440K | – | 0.00 |
| City of Chicago IL (CHICAGO IL) | Long | Debt | US | $3K | – | 0.00 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $1M | – | 0.01 |
| Coca-Cola Co/The | Long | Debt | US | $1M | – | 0.01 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $49M | – | 0.39 |
| College Ave Student Loans 2019-A LLC | Long | ABS-other | US | $6M | – | 0.04 |
| College Ave Student Loans 2021-C LLC | Long | ABS-other | US | $3M | – | 0.02 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $21M | – | 0.17 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $20M | – | 0.16 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $10M | – | 0.08 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $5M | – | 0.04 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $362K | – | 0.00 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $341K | – | 0.00 |
| COLT 2022-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| Columbia Cent CLO 33 Ltd (Cent CLO LP) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.04 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $11M | – | 0.09 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $2M | – | 0.02 |
| Comcast Corp | Long | Debt | US | $17M | – | 0.13 |
| Comcast Corp | Long | Debt | US | $16M | – | 0.12 |
| Comcast Corp | Long | Debt | US | $5M | – | 0.04 |
| Comcast Corp | Long | Debt | US | $5M | – | 0.04 |
| Comcast Corp | Long | Debt | US | $4M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $4M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $4M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $3M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $3M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $3M | – | 0.02 |
| Comcast Corp | Long | Debt | US | $3M | – | 0.02 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.02 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.02 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.01 |
| Comcast Corp | Long | Debt | US | $1M | – | 0.01 |
| Comcast Corp | Long | Debt | US | $1M | – | 0.01 |
| Comcast Corp | Long | Debt | US | $1M | – | 0.01 |
| Comcast Corp | Long | Debt | US | $500K | – | 0.00 |
| Comision Federal de Electricidad | Long | Debt | MX | $16M | – | 0.13 |
| Comision Federal de Electricidad | Long | Debt | MX | $8M | – | 0.06 |
| COMM 2013-300P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| COMM 2014-277P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| COMM 2015-CCRE24 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| COMM 2017-PANW Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| COMM 2020-CX Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Commonbond Student Loan Trust 2020-1 | Long | ABS-other | US | $4M | – | 0.03 |
| CommonSpirit Health | Long | Debt | US | $303K | – | 0.00 |
| Connecticut Avenue Securities Trust 2022-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $2M | – | 0.02 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $1M | – | 0.01 |
| Constellation Brands Inc | Long | Debt | US | $3M | – | 0.03 |
| Continental Resources Inc/OK | Long | Debt | US | $11M | – | 0.09 |
| Continental Resources Inc/OK | Long | Debt | US | $6M | – | 0.05 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $7M | – | 0.06 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $7M | – | 0.05 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $6M | – | 0.05 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $3M | – | 0.03 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $802K | – | 0.01 |
| Coterra Energy Inc | Long | Debt | US | $24M | – | 0.19 |
| Coterra Energy Inc | Long | Debt | US | $10M | – | 0.08 |
| Credit Agricole SA | Long | Debt | FR | $3M | – | 0.03 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $6M | – | 0.04 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $477.94 | – | 0.00 |
| CRSO 2023-BRND A | Long | Debt | US | $6M | – | 0.05 |
| CSAIL 2019-C15 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| CSMC 2017-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| CSMC 2017-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| CSMC 2020-FACT (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| CSMC 2020-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC 2021-NQM7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $22M | – | 0.17 |
| CSMC 2021-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| CSMC 2021-RPL2Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $20M | – | 0.16 |
| CSMC 2021-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $12M | – | 0.10 |
| CSMC 2021-RPL6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| CSMC 2022-CNTR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $27M | – | 0.21 |
| CSMC Series 2019-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CSMC Series 2022-7R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| CSMC Trust 2018-J1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| CVS Health Corp | Long | Debt | US | $16M | – | 0.12 |
| CVS Health Corp | Long | Debt | US | $15M | – | 0.12 |
| CVS Health Corp | Long | Debt | US | $10M | – | 0.08 |
| CVS Health Corp | Long | Debt | US | $9M | – | 0.07 |
| CVS Health Corp | Long | Debt | US | $5M | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $5M | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $3M | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.01 |
| CVS Pass-Through Trust | Long | Debt | US | $3M | – | 0.02 |
| CVS Pass-Through Trust | Long | Debt | US | $260K | – | 0.00 |
| Danske Bank A/S | Long | Debt | DK | $10M | – | 0.08 |
| Danske Bank A/S | Long | Debt | DK | $5M | – | 0.04 |
| Danske Bank A/S | Long | Debt | DK | $1M | – | 0.01 |
| DBCG 2017-BBG Mortgage Trust (DBCG Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| DC Commercial Mortgage Trust 2023-DC | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| Deephaven Residential Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $18M | – | 0.14 |
| Delta Air Lines Inc | Long | Debt | US | $1M | – | 0.01 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $7M | – | 0.06 | |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $6M | – | 0.05 | |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust 2004-4 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $15M | – | 0.11 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $13M | – | 0.10 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $8M | – | 0.06 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $3M | – | 0.02 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $7M | – | 0.06 |
| Diamondback Energy Inc | Long | Debt | US | $5M | – | 0.04 |
| Diamondback Energy Inc | Long | Debt | US | $4M | – | 0.03 |
| Dividend Solar Loans 2019-1 LLC (Dividend Solar Loans LLC) | Long | ABS-other | US | $4M | – | 0.04 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $22M | – | 0.17 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $11M | – | 0.09 |
| Dryden 87 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.14 |
| Duke Energy Corp | Long | Debt | US | $4M | – | 0.03 |
| Eaton Corp | Long | Debt | US | $2M | – | 0.02 |
| ECMC Group Student Loan Trust 2020-2 | Long | ABS-other | US | $3M | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $48M | – | 0.38 |
| El Paso Natural Gas Co LLC | Long | Debt | US | $3M | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $6M | – | 0.05 |
| Elevance Health Inc | Long | Debt | US | $5M | – | 0.04 |
| Elevance Health Inc | Long | Debt | US | $2M | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $2M | – | 0.01 |
| ELFI Graduate Loan Program 2023-A LLC (ELFI Graduate Loan Program LLC) | Long | ABS-other | US | $13M | – | 0.10 |
| Eli Lilly & Co | Long | Debt | US | $12M | – | 0.09 |
| Eli Lilly & Co | Long | Debt | US | $9M | – | 0.07 |
| Eli Lilly & Co | Long | Debt | US | $1M | – | 0.01 |
| Ellington Financial Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $18M | – | 0.14 |
| Elmwood CLO I Ltd (Elmwood CLO I Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.14 |
| Emerson Electric Co | Long | Debt | US | $7M | – | 0.06 |
| Empower CLO 2023-2 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.08 |
| Empower CLO 2024-1 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $17M | – | 0.13 |
| Energy Transfer LP | Long | Debt | US | $8M | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $6M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $6M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $487K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $14M | – | 0.11 |
| Enterprise Products Operating LLC | Long | Debt | US | $10M | – | 0.08 |
| Enterprise Products Operating LLC | Long | Debt | US | $10M | – | 0.08 |
| Enterprise Products Operating LLC | Long | Debt | US | $8M | – | 0.06 |
| Enterprise Products Operating LLC | Long | Debt | US | $5M | – | 0.04 |
| Enterprise Products Operating LLC | Long | Debt | US | $4M | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $4M | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $4M | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $662K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $511K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $510K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $369K | – | 0.00 |
| EOG Resources Inc | Long | Debt | US | $14M | – | 0.11 |
| EOG Resources Inc | Long | Debt | US | $6M | – | 0.05 |
| EQT Corp | Long | Debt | US | $5M | – | 0.04 |
| EverBank Mortgage Loan Trust 18-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Exelon Corp | Long | Debt | US | $2M | – | 0.02 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $7M | – | 0.06 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $3M | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $3M | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| Fannie Mae Grantor Trust 2017-T1 (FannieMae Grantor Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $772K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $78M | – | 0.61 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $69M | – | 0.54 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $67M | – | 0.52 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $46M | – | 0.36 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $40M | – | 0.31 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $28M | – | 0.22 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-6M | – | -0.05 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-24M | – | -0.18 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-50M | – | -0.40 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53M | – | 0.41 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40M | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $994K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $988K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $987K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $979K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $977K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $948K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $938K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $916K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $901K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $886K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $882K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $874K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $864K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $848K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $843K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $839K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $838K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $822K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $820K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $818K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $810K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $789K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $778K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $775K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $768K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $761K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $702K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $698K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $672K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $666K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $663K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $661K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $641K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $634K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $634K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $619K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $618K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $612K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $606K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $599K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $589K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $581K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $572K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $568K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $510K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $507K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $500K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $367K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $341K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 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 | $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 | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 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 | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 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 | $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 | $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 | $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 | $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 | $812.99 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $649.53 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $635.97 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $613.48 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $607.14 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $542.59 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $472.88 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $456.08 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $423.9 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $272.21 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $257.17 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $254.86 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $216.66 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $196.22 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $147.05 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91.55 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71.75 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14.05 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $991K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $839K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $709K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $683K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $682K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $664K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $661K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $638K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $617K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $682.61 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $193.45 | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $20M | – | 0.16 |
| FirstEnergy Corp | Long | Debt | US | $15M | – | 0.11 |
| FirstEnergy Corp | Long | Debt | US | $3M | – | 0.02 |
| FirstEnergy Corp | Long | Debt | US | $2M | – | 0.01 |
| Ford Credit Auto Owner Trust 2023-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $10M | – | 0.08 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-other | US | $21M | – | 0.16 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $9M | – | 0.07 |
| Fortress Credit Bsl VII Ltd (Fortress Credit BSL Limited) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.05 |
| Fox Corp | Long | Debt | US | $16M | – | 0.13 |
| Fox Corp | Long | Debt | US | $6M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $768K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $721K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $625K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $508K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $507K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $29K | – | 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 | $28K | – | 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 | $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 | $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 | $17K | – | 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 | $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 | $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 | $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 | $5K | – | 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 | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $980.16 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $537.41 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $155.66 | – | 0.00 |
| Freddie Mac Multiclass Certificates Series 2015-P001 | Long | ABS-mortgage backed security | US | $565K | – | 0.00 |
| Freddie Mac Multiclass Certificates Series 2020-RR07 | Long | ABS-mortgage backed security | US | $753K | – | 0.01 |
| Freddie Mac Multifamily ML Certificates (FRETE 2020-ML07 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Multifamily PC REMIC Trust 2019-RR01 (Freddie Mac Multiclass Certifi) | Long | ABS-mortgage backed security | US | $734K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $988K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $857K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $772K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $757K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $719K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $715K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $703K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $673K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $655K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $639K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $593K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $545K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.19 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $63M | – | 0.49 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $48M | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $42M | – | 0.33 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.27 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $955K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $885K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $839K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $820K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $818K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $770K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $756K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $755K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $660K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $633K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $503K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Freddie Mac Reference REMIC | Long | ABS-mortgage backed security | US | $776K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $855K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $812K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $758K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $751K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $592K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $577K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $968.96 | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $17M | – | 0.13 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $39M | – | 0.30 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $34M | – | 0.27 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $948K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates FRESR 2017-SR01 (Freddie Mac Multifamily Struct) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| Freeport-McMoRan Inc | Long | Debt | US | $3M | – | 0.02 |
| Freeport-McMoRan Inc | Long | Debt | US | $3M | – | 0.02 |
| FREMF 2019-K103 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Galton Funding Mortgage Trust 2017-1 (GMRF Mortgage Acquisition Co.,) | Long | ABS-mortgage backed security | US | $538K | – | 0.00 |
| General Dynamics Corp | Long | Debt | US | $597K | – | 0.00 |
| General Motors Co | Long | Debt | US | $3M | – | 0.02 |
| General Motors Co | Long | Debt | US | $3M | – | 0.02 |
| General Motors Co | Long | Debt | US | $734K | – | 0.01 |
| General Motors Co | Long | Debt | US | $695K | – | 0.01 |
| General Motors Co | Long | Debt | US | $419K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $925K | – | 0.01 |
| Gilead Sciences Inc | Long | Debt | US | $4M | – | 0.03 |
| Gilead Sciences Inc | Long | Debt | US | $619K | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $38M | – | 0.30 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28M | – | 0.22 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26M | – | 0.21 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23M | – | 0.18 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-567K | – | -0.00 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-6M | – | -0.05 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-17M | – | -0.13 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-24M | – | -0.19 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $572K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| 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 | $24K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24K | – | 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 | $19K | – | 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 | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 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 | $14K | – | 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 | $14K | – | 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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $978.28 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $896.11 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $827.1 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $748.05 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $725.37 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $671.68 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $647.79 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $571.97 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $546.87 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $457.07 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $453.3 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $423.93 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $350.89 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $349.06 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $323.91 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $321.06 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $315.18 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $265.74 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $253.56 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $201.3 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $168.64 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $144.51 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $122.56 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $112.59 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $85.91 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $43.05 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16.36 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $49M | – | 0.39 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47M | – | 0.37 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $40M | – | 0.31 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26M | – | 0.20 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25M | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17M | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17M | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $947K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $882K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $841K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $808K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $784K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $781K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $686K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $660K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $612K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $596K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $457K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 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 | $10K | – | 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 | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $6M | – | 0.05 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.02 |
| Goldentree Loan Management US Clo 10 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.05 |
| Goldentree Loan Management US Clo 4 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.12 |
| Goldman Sachs Capital II | Long | Debt | US | $19K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $21M | – | 0.17 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $16M | – | 0.13 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $16M | – | 0.12 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $11M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $9M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $8M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $829K | – | 0.01 |
| Golub Capital Partners Clo 25M Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Golub Capital Partners CLO 41B-R Ltd (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.05 |
| Golub Capital Partners Clo 45M Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.08 |
| Golub Capital Partners Clo 47M Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Golub Capital Partners Clo 57M Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.09 |
| Golub Capital Partners CLO 66B Ltd (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | JE | $4M | – | 0.04 |
| Goodgreen 2017-2 Trust (Goodgreen Trust) | Long | ABS-other | KY | $548K | – | 0.00 |
| Goodgreen 2019-2 (Goodgreen Trust) | Long | ABS-other | KY | $3M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $34M | – | 0.27 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21M | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17M | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $995K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $973K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $960K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $926K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $901K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $873K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $804K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $795K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $795K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $792K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $789K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $785K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $771K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $764K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $734K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $708K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $664K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $644K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $619K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $584K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $581K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $516K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $512K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $509K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $495K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $482K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $438K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $438K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $417K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $70.75 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $38.16 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3.48 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $0.34 | – | 0.00 |
| Great Lakes Kcap F3c Senior LLC (KCAP Senior Funding I LLC) | Long | ABS-collateralized bond/debt obligation | US | $496K | – | 0.00 |
| Greywolf CLO V Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.06 |
| Grippen Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-RIVR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| GS Mortgage Securities Corp Trust 2018-SRP5 (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| GS Mortgage Securities Corp Trust 2018-SRP5 (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GS Mortgage Securities Trust 2017-GS8 | Long | ABS-mortgage backed security | US | $10M | – | 0.08 |
| Guardian Life Global Funding (GUARDIAN LIFE GLOB FUND) | Long | Debt | US | $3M | – | 0.02 |
| Haleon US Capital LLC | Long | Debt | US | $6M | – | 0.05 |
| Haleon US Capital LLC | Long | Debt | US | $6M | – | 0.05 |
| Haleon US Capital LLC | Long | Debt | US | $5M | – | 0.04 |
| Halliburton Co | Long | Debt | US | $974K | – | 0.01 |
| HalseyPoint CLO 3 Ltd (HalseyPoint CLO 3, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.04 |
| HarborView Mortgage Loan Trust 2005-9 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $5M | – | 0.04 |
| HGI CRE CLO 2021-FL1 Ltd (HGI CRE CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $842K | – | 0.01 |
| Hildene Community Funding CDO Ltd (Hildene Community Funding CLO) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.14 |
| Home Depot Inc/The | Long | Debt | US | $7M | – | 0.05 |
| Home Depot Inc/The | Long | Debt | US | $4M | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $4M | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $725K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $647K | – | 0.01 |
| Honeywell International Inc | Long | Debt | US | $11M | – | 0.09 |
| HSBC Holdings PLC | Long | Debt | GB | $10M | – | 0.08 |
| HSBC Holdings PLC | Long | Debt | GB | $9M | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.02 |
| Humana Inc | Long | Debt | US | $10M | – | 0.08 |
| Humana Inc | Long | Debt | US | $10M | – | 0.07 |
| Humana Inc | Long | Debt | US | $4M | – | 0.03 |
| Humana Inc | Long | Debt | US | $2M | – | 0.01 |
| Humana Inc | Long | Debt | US | $655K | – | 0.01 |
| Humana Inc | Long | Debt | US | $205K | – | 0.00 |
| ILFC E-Capital Trust II | Long | Debt | US | $3M | – | 0.02 |
| IndyMac INDX Mortgage Loan Trust 2005-AR15 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Intel Corp | Long | Debt | US | $5M | – | 0.04 |
| Intel Corp | Long | Debt | US | $4M | – | 0.03 |
| Intel Corp | Long | Debt | US | $508K | – | 0.00 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $12M | – | 0.09 |
| INTOWN 2022-STAY Mortgage Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $25M | – | 0.20 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $16M | – | 0.13 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $4M | – | 0.03 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-9M | – | -0.07 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-9M | – | -0.07 | |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $22M | – | 0.17 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $8M | – | 0.06 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Jack in the Box Funding LLC (Jack in the Box Funding, LLC) | Long | ABS-other | US | $13M | – | 0.10 |
| JGWPT XXXIV LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $847K | – | 0.01 |
| Johnson & Johnson | Long | Debt | US | $8M | – | 0.06 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-FL7 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JP Morgan Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| JP MORGAN MORTGAGE TRUST 2018-5 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $16M | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $13M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $11M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $10M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $8M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $802K | – | 0.01 |
| Kazakhstan Government International Bond (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $23M | – | 0.18 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $12M | – | 0.10 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $12M | – | 0.09 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $3M | – | 0.02 |
| Kenvue Inc | Long | Debt | US | $9M | – | 0.07 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $2M | – | 0.01 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $743K | – | 0.01 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $641K | – | 0.01 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $499K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $128K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $122K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $11M | – | 0.09 |
| Kinder Morgan Inc | Long | Debt | US | $2M | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $858K | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $80K | – | 0.00 |
| Kings Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.05 |
| KKR CLO 20 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| KKR Group Finance Co II LLC (KKR GROUP FIN CO II) | Long | Debt | US | $316K | – | 0.00 |
| KLA Corp | Long | Debt | US | $5M | – | 0.04 |
| KREF 2022-FL3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.10 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $2M | – | 0.01 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $250K | – | 0.00 |
| Las Vegas Sands Corp | Long | Debt | US | $4M | – | 0.03 |
| Las Vegas Sands Corp | Long | Debt | US | $3M | – | 0.02 |
| Legacy Mortgage Asset Trust 2021-GS1 | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $4M | – | 0.03 |
| Lloyds Banking Group PLC | Long | Debt | GB | $3M | – | 0.02 |
| Loanpal Solar Loan 2021-1 Ltd (Loanpal Solar Loan Ltd.) | Long | ABS-other | US | $4M | – | 0.03 |
| Loanpal Solar Loan Ltd (Loanpal Solar Loan 2020-3 Ltd) | Long | ABS-other | US | $6M | – | 0.05 |
| Lockheed Martin Corp | Long | Debt | US | $14M | – | 0.11 |
| Lockheed Martin Corp | Long | Debt | US | $4M | – | 0.03 |
| Lockheed Martin Corp | Long | Debt | US | $3M | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $517K | – | 0.00 |
| Long Beach Mortgage Loan Trust 2000-1 | Long | ABS-other | US | $2K | – | 0.00 |
| Lowe's Cos Inc | Long | Debt | US | $8M | – | 0.06 |
| Lowe's Cos Inc | Long | Debt | US | $3M | – | 0.02 |
| MAPS 2021-1 Trust (Maps LTD) | Long | ABS-other | US | $4M | – | 0.03 |
| Mars Inc | Long | Debt | US | $6M | – | 0.05 |
| Mars Inc | Long | Debt | US | $2M | – | 0.02 |
| Mastercard Inc | Long | Debt | US | $12M | – | 0.10 |
| MASTR Reperforming Loan Trust 2005-2 | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $8M | – | 0.06 |
| McDonald's Corp | Long | Debt | US | $7M | – | 0.06 |
| McDonald's Corp | Long | Debt | US | $5M | – | 0.04 |
| McDonald's Corp | Long | Debt | US | $4M | – | 0.03 |
| McDonald's Corp | Long | Debt | US | $3M | – | 0.03 |
| McDonald's Corp | Long | Debt | US | $2M | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $580K | – | 0.00 |
| Medtronic Inc | Long | Debt | US | $371K | – | 0.00 |
| MEGlobal BV | Long | Debt | NL | $25M | – | 0.20 |
| MEGlobal BV | Long | Debt | NL | $9M | – | 0.07 |
| Merck & Co Inc | Long | Debt | US | $7M | – | 0.05 |
| Merrill Lynch Mortgage Investors Trust Series 2005-A9 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2006-1 (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| MetLife Inc | Long | Debt | US | $6M | – | 0.05 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $37M | – | 0.29 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $26M | – | 0.20 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $13M | – | 0.11 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $5M | – | 0.04 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $97K | – | 0.00 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $9M | – | 0.07 |
| MHC Trust 2021-MHC2 (MHC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Micron Technology Inc | Long | Debt | US | $6M | – | 0.04 |
| Micron Technology Inc | Long | Debt | US | $3M | – | 0.02 |
| Microsoft Corp | Long | Debt | US | $2M | – | 0.02 |
| Mid-Atlantic Interstate Transmission LLC | Long | Debt | US | $2M | – | 0.01 |
| MidAmerican Energy Co | Long | Debt | US | $7M | – | 0.06 |
| Midocean Credit Clo VII | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $5M | – | 0.04 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $4M | – | 0.03 |
| MMAF Equipment Finance LLC 2024-A | Long | ABS-other | US | $7M | – | 0.06 |
| Mondelez International Inc | Long | Debt | US | $8M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $18M | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $17M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $17M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $9M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $7M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $852K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Capital I Trust 2017-ASHF | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Morgan Stanley Capital I Trust 2019-L2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2005-3AR | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV2 | Long | ABS-mortgage backed security | US | $27M | – | 0.21 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3 | Long | ABS-mortgage backed security | US | $22M | – | 0.17 |
| Mosaic Solar Loans LLC | Long | ABS-other | US | $3M | – | 0.02 |
| MPLX LP | Long | Debt | US | $9M | – | 0.07 |
| MPLX LP | Long | Debt | US | $5M | – | 0.04 |
| MPLX LP | Long | Debt | US | $4M | – | 0.03 |
| MPLX LP | Long | Debt | US | $4M | – | 0.03 |
| MPLX LP | Long | Debt | US | $3M | – | 0.02 |
| MPLX LP | Long | Debt | US | $2M | – | 0.01 |
| MPLX LP | Long | Debt | US | $2M | – | 0.01 |
| MPLX LP | Long | Debt | US | $1M | – | 0.01 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $18M | – | 0.14 |
| Myers Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.05 |
| NAAC Reperforming Loan REMIC Trust Certificates Series 2004-R3 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Natixis Commercial Mortgage Securities Trust 2019-FAME | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Navient Private Education Loan Trust 2020-A (Navient Student Loan Trust) | Long | ABS-other | US | $306K | – | 0.00 |
| Navient Private Education Refi Loan Trust 2020-B (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.01 |
| Navient Student Loan Trust | Long | ABS-other | US | $3M | – | 0.02 |
| Navient Student Loan Trust 2017-3 | Long | ABS-other | US | $8M | – | 0.06 |
| Nelnet Student Loan Trust 2007-1 | Long | ABS-other | US | $11M | – | 0.09 |
| Nelnet Student Loan Trust 2015-2 | Long | ABS-other | US | $2M | – | 0.02 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $12M | – | 0.10 |
| New Residential Mortgage Loan Trust 2018-1 | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| New Residential Mortgage Loan Trust 2019-3 | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| New Residential Mortgage Loan Trust 2019-RPL3 | Long | ABS-mortgage backed security | US | $18M | – | 0.14 |
| New Residential Mortgage Loan Trust 2021-NQM3 | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| New Residential Mortgage Loan Trust 2022-NQM3 | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| Newell Brands Inc | Long | Debt | US | $177K | – | 0.00 |
| NIKE Inc | Long | Debt | US | $2M | – | 0.02 |
| NIKE Inc | Long | Debt | US | $368K | – | 0.00 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $13M | – | 0.11 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AP2 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Northrop Grumman Corp | Long | Debt | US | $36M | – | 0.28 |
| Northrop Grumman Corp | Long | Debt | US | $5M | – | 0.04 |
| Northrop Grumman Corp | Long | Debt | US | $3M | – | 0.02 |
| NVIDIA Corp | Long | Debt | US | $5M | – | 0.04 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $4M | – | 0.03 | |
| NYMT Loan Trust 2022-CP1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.09 |
| Oaktree CLO 2022-3 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| Oaktree CLO 2024-25 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.07 |
| OBX 2021-NQM3 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.04 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| OBX 2023-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $19M | – | 0.15 |
| Occidental Petroleum Corp | Long | Debt | US | $14M | – | 0.11 |
| Occidental Petroleum Corp | Long | Debt | US | $11M | – | 0.09 |
| Occidental Petroleum Corp | Long | Debt | US | $7M | – | 0.06 |
| Occidental Petroleum Corp | Long | Debt | US | $4M | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $4M | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $3M | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $3M | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $3M | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $626K | – | 0.00 |
| Occidental Petroleum Corp | Long | Debt | US | $286K | – | 0.00 |
| Ocean Trails Clo X | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.09 |
| Ocean Trails CLO XIV Ltd | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.05 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $5M | – | 0.04 |
| Octagon 66 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $37M | – | 0.29 |
| OCTAGON INVESTMENT PARTNERS 35 LTD | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.08 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.08 |
| OHA Credit Funding 7 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.13 |
| OHA Credit Partners XVI (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| OHA Loan Funding 2013-2 Ltd (OHA Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $12M | – | 0.10 |
| ONEOK Inc | Long | Debt | US | $7M | – | 0.05 |
| ONEOK Inc | Long | Debt | US | $5M | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $3M | – | 0.03 |
| OPG Trust 2021-PORT | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| Oracle Corp | Long | Debt | US | $15M | – | 0.12 |
| Oracle Corp | Long | Debt | US | $11M | – | 0.08 |
| Oracle Corp | Long | Debt | US | $7M | – | 0.06 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.01 |
| Oracle Corp | Long | Debt | US | $574K | – | 0.00 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $12M | – | 0.10 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $11M | – | 0.09 |
| Owl Rock CLO III Ltd (Owl Rock CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $592K | – | 0.00 |
| Palmer Square CLO 2019-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.13 |
| Palmer Square CLO 2022-5 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.05 |
| PayPal Holdings Inc | Long | Debt | US | $3M | – | 0.02 |
| PayPal Holdings Inc | Long | Debt | US | $3M | – | 0.02 |
| PEAR 2021-1 LLC (Pear LLC) | Long | ABS-other | US | $455K | – | 0.00 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $7M | – | 0.05 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $17M | – | 0.13 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $15M | – | 0.12 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $5M | – | 0.04 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $3M | – | 0.03 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $7M | – | 0.06 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $4M | – | 0.03 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $2M | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $290K | – | 0.00 |
| Petroleos del Peru SA | Long | Debt | PE | $23M | – | 0.18 |
| Petroleos del Peru SA | Long | Debt | PE | $5M | – | 0.04 |
| Pfizer Inc | Long | Debt | US | $6M | – | 0.05 |
| Pfizer Inc | Long | Debt | US | $4M | – | 0.03 |
| Pfizer Inc | Long | Debt | US | $4M | – | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $195K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $4M | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $4M | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $3M | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $1M | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $901K | – | 0.01 |
| Pioneer Natural Resources Co | Long | Debt | US | $13M | – | 0.10 |
| Pioneer Natural Resources Co | Long | Debt | US | $6M | – | 0.05 |
| Pioneer Natural Resources Co | Long | Debt | US | $2M | – | 0.01 |
| PNC Bank NA | Long | Debt | US | $2M | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $11M | – | 0.08 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $781K | – | 0.01 |
| Point Au Roche Park CLO Ltd (Point Au Roche Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.21 |
| Prime Mortgage Trust 2006-DR1 | Long | ABS-mortgage backed security | US | $8M | – | 0.06 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $2M | – | 0.02 |
| PRKCM 2021-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| PRKCM 2021-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.07 |
| PRKCM 2024-HOME1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| Prosus NV | Long | Debt | NL | $10M | – | 0.08 |
| Prosus NV | Long | Debt | NL | $9M | – | 0.07 |
| Prosus NV | Long | Debt | NL | $7M | – | 0.06 |
| Rad CLO 22 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.21 |
| RCKT Mortgage Trust 2024-INV1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $26M | – | 0.20 |
| REESE PARK CLO LTD (Reese Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.21 |
| Reliance Industries Ltd | Long | Debt | IN | $16M | – | 0.12 |
| Reliance Industries Ltd | Long | Debt | IN | $11M | – | 0.08 |
| Renew 2023-1 (Renew Financial) | Long | ABS-other | US | $2M | – | 0.01 |
| Republic Services Inc | Long | Debt | US | $4M | – | 0.03 |
| Reynolds American Inc | Long | Debt | US | $1M | – | 0.01 |
| Reynolds American Inc | Long | Debt | US | $1M | – | 0.01 |
| Roche Holdings Inc | Long | Debt | US | $7M | – | 0.05 |
| Royal Bank of Canada | Long | Debt | CA | $10M | – | 0.08 |
| Royal Bank of Canada | Long | Debt | CA | $6M | – | 0.05 |
| Royal Bank of Canada | Long | Debt | CA | $5M | – | 0.04 |
| RTX Corp | Long | Debt | US | $9M | – | 0.07 |
| RTX Corp | Long | Debt | US | $7M | – | 0.06 |
| RTX Corp | Long | Debt | US | $6M | – | 0.05 |
| RTX Corp | Long | Debt | US | $6M | – | 0.05 |
| RTX Corp | Long | Debt | US | $4M | – | 0.03 |
| RTX Corp | Long | Debt | US | $2M | – | 0.01 |
| RTX Corp | Long | Debt | US | $722K | – | 0.01 |
| Sands China Ltd | Long | Debt | KY | $30M | – | 0.24 |
| Sands China Ltd | Long | Debt | KY | $18M | – | 0.14 |
| Sands China Ltd | Long | Debt | KY | $14M | – | 0.11 |
| Sands China Ltd | Long | Debt | KY | $7M | – | 0.06 |
| Sands China Ltd | Long | Debt | KY | $4M | – | 0.03 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $393K | – | 0.00 |
| SBALR Commercial Mortgage 2020-RR1 Trust | Long | ABS-mortgage backed security | US | $17M | – | 0.13 |
| SCE Recovery Funding LLC | Long | Debt | US | $5M | – | 0.04 |
| SG Residential Mortgage Trust 2022-1 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| SG Residential Mortgage Trust 2022-2 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $27M | – | 0.21 |
| Shackleton 2013-III CLO Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $351K | – | 0.00 |
| Shell International Finance BV | Long | Debt | NL | $10M | – | 0.08 |
| Shell International Finance BV | Long | Debt | NL | $3M | – | 0.03 |
| Shell International Finance BV | Long | Debt | NL | $3M | – | 0.02 |
| Shell International Finance BV | Long | Debt | NL | $1M | – | 0.01 |
| SHOW Trust 2022-BIZ (DCP RIGHTS, LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.08 |
| Silver Rock CLO I Ltd (SILVER ROCK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.10 |
| SLM Private Education Loan Trust 2010-C (SLM Student Loan Trust) | Long | ABS-other | US | $6M | – | 0.05 |
| SMB Private Education Loan Trust 2020-PT-A | Long | ABS-other | US | $8M | – | 0.06 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $13M | – | 0.10 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $7M | – | 0.06 |
| SMB Private Education Loan Trust 2021-B | Long | ABS-other | US | $609K | – | 0.00 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $10M | – | 0.08 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $3M | – | 0.02 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $20M | – | 0.16 |
| Soho Trust 2021-SOHO | Long | ABS-mortgage backed security | US | $24M | – | 0.19 |
| Solventum Corp | Long | Debt | US | $12M | – | 0.09 |
| Solventum Corp | Long | Debt | US | $9M | – | 0.07 |
| Solventum Corp | Long | Debt | US | $9M | – | 0.07 |
| Solventum Corp | Long | Debt | US | $9M | – | 0.07 |
| Sound Point Clo XX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $586K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.01 |
| Southern Copper Corp | Long | Debt | US | $26M | – | 0.20 |
| Southern Copper Corp | Long | Debt | US | $5M | – | 0.04 |
| Southern Natural Gas Co LLC | Long | Debt | US | $5M | – | 0.04 |
| SpringCastle America Funding LLC (Springcastle SPV) | Long | ABS-other | US | $698K | – | 0.01 |
| State of Israel | Long | Debt | IL | $3M | – | 0.03 |
| State of Israel | Long | Debt | IL | $2M | – | 0.02 |
| State Street Corp | Long | Debt | US | $1M | – | 0.01 |
| Structured Asset Investment Loan Trust 2004-1 | Long | ABS-other | US | $2M | – | 0.01 |
| STWD 2022-FL3 Ltd (Starwood Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Sunrun Atlas Issuer 2019-2 LLC (Sunrun Issuer) | Long | ABS-other | US | $3M | – | 0.02 |
| Suzano Austria GmbH | Long | Debt | AT | $16M | – | 0.12 |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $1M | – | 0.01 | |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| Symphony CLO 40 Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $25M | – | 0.20 |
| T-Mobile USA Inc | Long | Debt | US | $22M | – | 0.17 |
| T-Mobile USA Inc | Long | Debt | US | $13M | – | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $7M | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $5M | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $4M | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $4M | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $2M | – | 0.02 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $3M | – | 0.02 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $104K | – | 0.00 |
| Telefonica Emisiones SA (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $2M | – | 0.02 |
| Telefonica Emisiones SA (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $213K | – | 0.00 |
| Tennessee Gas Pipeline Co LLC | Long | Debt | US | $2M | – | 0.01 |
| Texas Instruments Inc | Long | Debt | US | $5M | – | 0.04 |
| Texas Instruments Inc | Long | Debt | US | $3M | – | 0.03 |
| THE VANGUARD GROUP INC | Long | Debt | US | $6M | – | 0.05 |
| THL Credit Lake Shore MM CLO I LTD | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.05 |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2M | – | 0.01 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $1M | – | 0.01 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-147K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-459K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| Thrust Engine Leasing 2021 DAC | Long | ABS-other | US | $8M | – | 0.07 |
| Time Warner Cable LLC | Long | Debt | US | $4M | – | 0.03 |
| Time Warner Cable LLC | Long | Debt | US | $3M | – | 0.03 |
| Time Warner Cable LLC | Long | Debt | US | $954K | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $408K | – | 0.00 |
| Time Warner Cable LLC | Long | Debt | US | $15K | – | 0.00 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $7M | – | 0.05 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $3M | – | 0.03 |
| Towd Point Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $13M | – | 0.10 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $18M | – | 0.14 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $3M | – | 0.03 |
| Trinitas CLO XXV Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $8M | – | 0.07 |
| Truist Financial Corp | Long | Debt | US | $7M | – | 0.05 |
| TSMC Arizona Corp | Long | Debt | US | $35M | – | 0.28 |
| TSMC Arizona Corp | Long | Debt | US | $7M | – | 0.05 |
| UBS AG/London (UBS AG LONDON) | Long | Debt | CH | $3M | – | 0.02 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $22M | – | 0.18 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $19M | – | 0.15 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $6M | – | 0.05 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $3M | – | 0.02 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.02 |
| UBS Commercial Mortgage Trust 2018-C11 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| UBS Commercial Mortgage Trust 2018-C15 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $29M | – | 0.23 |
| UBS Group AG | Long | Debt | CH | $17M | – | 0.13 |
| UBS Group AG | Long | Debt | CH | $15M | – | 0.12 |
| UBS Group AG | Long | Debt | CH | $12M | – | 0.10 |
| UBS Group AG | Long | Debt | CH | $11M | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $6M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $5M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $4M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $449K | – | 0.00 |
| Union Pacific Corp | Long | Debt | US | $6M | – | 0.04 |
| Union Pacific Corp | Long | Debt | US | $5M | – | 0.04 |
| Union Pacific Corp | Long | Debt | US | $4M | – | 0.03 |
| Union Pacific Corp | Long | Debt | US | $2M | – | 0.02 |
| Union Pacific Corp | Long | Debt | US | $137K | – | 0.00 |
| United States Small Business Administration (Small Business Administration) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $33M | – | 0.26 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $2M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $233M | – | 1.83 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $219M | – | 1.72 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $157M | – | 1.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $127M | – | 1.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $123M | – | 0.96 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $106M | – | 0.83 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $100M | – | 0.78 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $97M | – | 0.76 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $83M | – | 0.65 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $65M | – | 0.51 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $60M | – | 0.47 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $55M | – | 0.43 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $29M | – | 0.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $25M | – | 0.20 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $23M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $19M | – | 0.15 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $17M | – | 0.14 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $5M | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $5M | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $4M | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $4M | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $3M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $3M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $1M | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $1M | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $988K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $609K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $486K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $294K | – | 0.00 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $4M | – | 0.03 |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $14M | – | 0.11 | |
| US Bancorp | Long | Debt | US | $11M | – | 0.09 |
| US Bancorp | Long | Debt | US | $9M | – | 0.07 |
| US Bancorp | Long | Debt | US | $3M | – | 0.03 |
| US Bancorp | Long | Debt | US | $1M | – | 0.01 |
| US Bank NA (U.S. Bank National Association) | Long | ABS-other | US | $11M | – | 0.09 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-337K | – | -0.00 | |
| USAA Capital Corp | Long | Debt | US | $555K | – | 0.00 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $31M | – | 0.24 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $7M | – | 0.06 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $6M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $10M | – | 0.08 |
| Verizon Communications Inc | Long | Debt | US | $8M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $8M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $7M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $7M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $6M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $6M | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $5M | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $5M | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $564K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $467K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $25K | – | 0.00 |
| Visa Inc | Long | Debt | US | $5M | – | 0.04 |
| VLS Commercial Mortgage Trust 2020-LAB | Long | ABS-mortgage backed security | US | $29M | – | 0.23 |
| VLS Commercial Mortgage Trust 2020-LAB | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Voya CLO 2017-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.03 |
| Wachovia Student Loan Trust 2006-1 | Long | ABS-other | US | $709K | – | 0.01 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $2M | – | 0.02 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $39K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $8M | – | 0.06 |
| Warnermedia Holdings Inc | Long | Debt | US | $6M | – | 0.05 |
| Warnermedia Holdings Inc | Long | Debt | US | $4M | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $3M | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $1M | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $686K | – | 0.01 |
| Waste Connections Inc | Long | Debt | CA | $7M | – | 0.05 |
| WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $4M | – | 0.03 |
| WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $1M | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $58M | – | 0.45 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $16M | – | 0.13 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $12M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $12M | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $12M | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $10M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $404K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2014-LC18 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1 | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2019-C49 | Long | ABS-mortgage backed security | US | $7M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2021-C60 | Long | ABS-mortgage backed security | US | $7M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2022-JS2 | Long | ABS-mortgage backed security | US | $6M | – | 0.05 |
| Western Asset Premier Institutional Government Reserves | Long | Short-term investment vehicle | US | $97M | 97M | 0.76 |
| Western Midstream Operating LP | Long | Debt | US | $9M | – | 0.07 |
| Western Midstream Operating LP | Long | Debt | US | $3M | – | 0.02 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $4M | – | 0.03 |
| WFRBS Commercial Mortgage Trust 2014-C21 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $479.78 | – | 0.00 |
| WFRBS Commercial Mortgage Trust 2014-C24 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Whitebox Clo I Ltd | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.06 |
| Whitebox Clo II Ltd (Whitebox CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.11 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.13 |
| Whitebox CLO IV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.08 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $11M | – | 0.08 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $7M | – | 0.06 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $6M | – | 0.05 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $5M | – | 0.04 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $5M | – | 0.04 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $2M | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $2M | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $1M | – | 0.01 |
| Williams Cos Inc/The | Long | Debt | US | $25K | – | 0.00 |
| WISE CLO 2023-2 Ltd (Wise CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $8M | – | 0.06 |
| Woodmont 2023-12 Trust (Woodmont Trust) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.11 |
| Wyeth LLC | Long | Debt | US | $1M | – | 0.01 |
Address
Western Asset Funds Inc
100 International Drive
Baltimore
Maryland
21202
United States of America
Websites
Directors
Peter J. Taylor
Jane Trust
Michael Larson
Susan B. Kerley
Robert Abeles, Jr.
Avedick B. Poladian
William E. B. Siart
Ronald L. Olson
Jane F. Dasher
Jaynie Miller Studenmund
Anita L. DeFrantz
Transfer Agents
Franklin Templeton Investor Services, LLC
Pricing Services
THE CLEARING HOUSE PAYMENTS COMPANY L.L.C.
ICE Data Pricing & Reference Data, LLC
PricingDirect Inc.
Bank of America Merill Lynch PriceServe
S&P Global Inc.
LSEG US FIN CORP.
Bloomberg L.P.
Virtu Financial, Inc.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
Franklin Templeton Investor Services, LLC
Admins
FRANKLIN TEMPLETON FUND ADVISER, LLC
Brokers
J.P. Morgan Securities LLC
MORGAN STANLEY & CO. LLC
GOLDMAN SACHS & CO. LLC
BOFA SECURITIES, INC.
RBC CAPITAL MARKETS, LLC
JEFFERIES LLC
CitiGroup Global Markets Inc.
UBS Securities LLC
WELLS FARGO SECURITIES, LLC
R.J. O'Brien Securities, LLC