FRANKLIN TEMPLETON > Western Asset Funds Inc
Western Asset Core Plus Bond Fund
$24.47B
Avg Monthly Net Assets
$20.67B
Total Assets
$1.79B
Total Liabilities
$18.89B
Net Assets
Western Asset Core Plus 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 $24.47B.
On August 20th, 2024 it reported 2,662 holdings, the largest
being MEX BONOS DESARR FIX RT (1.9%), US TREASURY N/B (1.1%) and Fannie Mae or Freddie Mac (1.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000113704 | WAPAX | |
| Class C | C000113705 | WAPCX | |
| Class C1 | C000117035 | LWCPX | |
| Class FI | C000002082 | WACIX | |
| Class I | C000002081 | WACPX | |
| Class IS | C000066989 | WAPSX | |
| Class R | C000113706 | WAPRX |
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 U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-518K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $70K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $23K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-258K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-768K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-428K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-12M | – | -0.07 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-5M | – | -0.02 | |
| 245 Park Avenue Trust 2017-245P (Park Avenue Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-612K | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $23K | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $23K | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $12K | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $12K | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-38K | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-77K | – | -0.00 | |
| Abbott Laboratories | Long | Debt | US | $563K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $42M | – | 0.22 |
| AbbVie Inc | Long | Debt | US | $41M | – | 0.22 |
| AbbVie Inc | Long | Debt | US | $13M | – | 0.07 |
| AbbVie Inc | Long | Debt | US | $10M | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $8M | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $6M | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $429K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $133K | – | 0.00 |
| ABN AMRO Bank NV | Long | Debt | NL | $8M | – | 0.04 |
| AccessLex Institute (Access Group Inc) | Long | ABS-other | US | $278K | – | 0.00 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $30M | – | 0.16 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $19M | – | 0.10 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $12M | – | 0.06 |
| Ahold Lease Series 2001-A-2 Pass Through Trust | Long | Debt | US | $12K | – | 0.00 |
| AIMCO CLO 22 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.04 |
| Air Lease Corp | Long | Debt | US | $9M | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $6M | – | 0.03 |
| Ali Group North America Corp (Ali Group North America Corporation) | Long | Loan | US | $10M | – | 0.05 |
| Allied Universal Holdco LLC | Long | Loan | US | $32M | – | 0.17 |
| Alternative Loan Trust 2006-18CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Alternative Loan Trust 2006-23CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Alternative Loan Trust 2006-43CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Alternative Loan Trust 2006-6CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2006-OA9 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| ALTERRA MOUNTAIN CO (Alterra Mountain Company) | Long | Loan | US | $11M | – | 0.06 |
| Altice Financing SA | Long | Debt | LU | $3M | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $16M | – | 0.09 |
| Altria Group Inc | Long | Debt | US | $13M | – | 0.07 |
| Altria Group Inc | Long | Debt | US | $11M | – | 0.06 |
| Altria Group Inc | Long | Debt | US | $8M | – | 0.04 |
| Altria Group Inc | Long | Debt | US | $4M | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $4M | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $4M | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $2M | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $959K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $9M | – | 0.05 |
| Amazon.com Inc | Long | Debt | US | $5M | – | 0.03 |
| Amazon.com Inc | Long | Debt | US | $4M | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $4M | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $3M | – | 0.01 |
| American Airlines Inc | Long | Debt | US | $9M | – | 0.05 |
| American Express Co | Long | Debt | US | $15M | – | 0.08 |
| American Transmission Systems Inc | Long | Debt | US | $5M | – | 0.03 |
| Amgen Inc | Long | Debt | US | $2M | – | 0.01 |
| AmWINS Group Inc | Long | Loan | US | $18M | – | 0.09 |
| Angel Oak Mortgage Trust 2023-1 | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Angel Oak Mortgage Trust I LLC 2019-2 | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Anglo American Capital PLC | Long | Debt | GB | $13M | – | 0.07 |
| Anglo American Capital PLC | Long | Debt | GB | $10M | – | 0.05 |
| Anglo American Capital PLC | Long | Debt | GB | $3M | – | 0.02 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $14M | – | 0.08 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $16M | – | 0.09 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $16M | – | 0.08 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $6M | – | 0.03 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $5M | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $24M | – | 0.13 |
| Apache Corp | Long | Debt | US | $8M | – | 0.04 |
| Apache Corp | Long | Debt | US | $6M | – | 0.03 |
| Apache Corp | Long | Debt | US | $6M | – | 0.03 |
| Apache Corp | Long | Debt | US | $4M | – | 0.02 |
| Apache Corp | Long | Debt | US | $4M | – | 0.02 |
| Apache Corp | Long | Debt | US | $1M | – | 0.01 |
| Apache Corp | Long | Debt | US | $999K | – | 0.01 |
| Apache Corp | Long | Debt | US | $9K | – | 0.00 |
| API GROUP DE INC | Long | Loan | US | $6M | – | 0.03 |
| ArcelorMittal SA | Long | Debt | LU | $4M | – | 0.02 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Long | Debt | $924K | – | 0.00 | |
| Ares Loan Funding IV Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $30M | – | 0.16 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $15M | – | 0.08 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $9M | – | 0.05 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $3M | – | 0.02 |
| Asurion LLC | Long | Loan | US | $17M | – | 0.09 |
| Asurion LLC | Long | Loan | US | $16M | – | 0.08 |
| Asurion LLC | Long | Loan | US | $9M | – | 0.05 |
| AT&T Inc | Long | Debt | US | $17M | – | 0.09 |
| AT&T Inc | Long | Debt | US | $16M | – | 0.08 |
| AT&T Inc | Long | Debt | US | $6M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $5M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $5M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $5M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $5M | – | 0.02 |
| AT&T Inc | Long | Debt | US | $4M | – | 0.02 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.01 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.01 |
| AT&T Inc | Long | Debt | US | $403K | – | 0.00 |
| AUD CALL VERSUS USD PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-112K | – | -0.00 | |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $22M | – | 0.12 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $5M | – | 0.03 |
| AVOLON TLB BORROWER 1 US | Long | Loan | US | $3M | – | 0.02 |
| BAC Capital Trust XIV | Long | Debt | US | $6M | – | 0.03 |
| Bahamas Government International Bond (COMMONWEALTH OF BAHAMAS) | Long | Debt | BS | $1M | – | 0.01 |
| Balboa Bay Loan Funding 2020-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Banc of America Funding 2015-R2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $31M | – | 0.17 |
| Banco Santander SA | Long | Debt | ES | $2M | – | 0.01 |
| BANK 2020-BNK29 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $42M | – | 0.22 |
| Bank of America Corp | Long | Debt | US | $32M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $27M | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $26M | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $24M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $21M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $20M | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $15M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $14M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $12M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $11M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $9M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $7M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.01 |
| Bank of Montreal | Long | Debt | CA | $21M | – | 0.11 |
| Bank of Montreal | Long | Debt | CA | $4M | – | 0.02 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $8M | – | 0.04 |
| Bank of Nova Scotia/The | Long | Debt | CA | $14M | – | 0.08 |
| Bank of Nova Scotia/The | Long | Debt | CA | $8M | – | 0.04 |
| BANK5 2023-5YR1 | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| Barclays PLC | Long | Debt | GB | $26M | – | 0.14 |
| Barclays PLC | Long | Debt | GB | $6M | – | 0.03 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $8M | – | 0.04 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $4M | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $10M | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $386K | – | 0.00 |
| Bausch Health Americas Inc | Long | Debt | US | $5M | – | 0.02 |
| Bausch Health Americas Inc | Long | Debt | US | $25K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $10M | – | 0.05 |
| Bausch Health Cos Inc | Long | Debt | CA | $9M | – | 0.05 |
| Bausch Health Cos Inc | Long | Debt | CA | $4M | – | 0.02 |
| Bausch Health Cos Inc | Long | Debt | CA | $550K | – | 0.00 |
| BBCCRE Trust 2015-GTP | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| BBCMS Trust 2018-CBM (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| BCAP LLC 2010-RR9 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Bear Stearns Asset Backed Securities I Trust 2004-AC6 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Bear Stearns Asset Backed Securities I Trust 2005-CL1 | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2006-AC4 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Bear Stearns Mortgage Funding Trust 2007-AR2 | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Becton Dickinson & Co | Long | Debt | US | $2M | – | 0.01 |
| Becton Dickinson & Co | Long | Debt | US | $1M | – | 0.01 |
| Benchmark 2019-B12 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Benchmark 2020-IG1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| Benchmark 2023-V2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| Benchmark 2023-V3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $31M | – | 0.16 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $163K | – | 0.00 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $12M | – | 0.06 |
| BHMS 2018-MZB (BHMS Mortgage Trust) | Long | ABS-mortgage backed security | US | $61M | – | 0.32 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $3M | – | 0.02 |
| BIG Commercial Mortgage Trust 2022-BIG | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Birch Grove CLO 4 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.09 |
| Birch Grove CLO 5 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.05 |
| Birch Grove CLO 7 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $21M | – | 0.11 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $5M | – | 0.03 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $972K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $45M | – | 0.24 |
| BNP Paribas SA | Long | Debt | FR | $28M | – | 0.15 |
| BNP Paribas SA | Long | Debt | FR | $27M | – | 0.14 |
| BNP Paribas SA | Long | Debt | FR | $21M | – | 0.11 |
| BNP Paribas SA | Long | Debt | FR | $15M | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $9M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $8M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $8M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $7M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $6M | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $31M | – | 0.16 |
| Boeing Co/The | Long | Debt | US | $14M | – | 0.07 |
| Boeing Co/The | Long | Debt | US | $5M | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $5M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $836K | – | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $7M | – | 0.04 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $4M | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $4M | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $1M | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $724K | – | 0.00 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.02 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $59M | – | 0.31 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $58M | – | 0.31 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $11M | – | 0.06 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $7M | – | 0.04 |
| Brighthouse Financial Inc | Long | Debt | US | $291K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $20M | – | 0.11 |
| Bristol-Myers Squibb Co | Long | Debt | US | $13M | – | 0.07 |
| Bristol-Myers Squibb Co | Long | Debt | US | $7M | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $4M | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $3M | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $3M | – | 0.02 |
| BRL/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2M | – | 0.01 | |
| BRL/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-100K | – | -0.00 | |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-1M | – | -0.01 | |
| BRL/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-3M | – | -0.01 | |
| Broadcom Inc | Long | Debt | US | $20M | – | 0.11 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $1M | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $122K | – | 0.00 |
| Brown Group Holding LLC | Long | Loan | US | $3M | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $1M | – | 0.01 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| BX Commercial Mortgage Trust 2022-LP2 (BX Trust) | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| CAD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $555K | – | 0.00 | |
| CAD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $468K | – | 0.00 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $210K | – | 0.00 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $206K | – | 0.00 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $41K | – | 0.00 | |
| CAESARS ENTERTAIN INC (Caesars Entertainment, Inc.) | Long | Loan | US | $21M | – | 0.11 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $3M | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $2M | – | 0.01 |
| Caesars Entertainment Inc (Caesars Entertainment, Inc.) | Long | Loan | US | $2M | – | 0.01 |
| Cameron LNG LLC | Long | Debt | US | $13M | – | 0.07 |
| Cameron LNG LLC | Long | Debt | US | $7M | – | 0.04 |
| Canadian Pacific Railway Co | Long | Debt | CA | $7M | – | 0.04 |
| Carrier Global Corp | Long | Debt | US | $612K | – | 0.00 |
| CASTLELAKE AVIATION ONE (Castlelake Aviation One Designated Activity Company) | Long | Loan | IE | $9M | – | 0.05 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $14M | – | 0.07 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $9M | – | 0.05 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $6M | – | 0.03 |
| CD 2017-CD3 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| CDS APACHE CORP (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $319K | – | 0.00 | |
| CDS APACHE CORP (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-13M | – | -0.07 | |
| Centene Corp | Long | Debt | US | $12M | – | 0.06 |
| Centene Corp | Long | Debt | US | $8M | – | 0.04 |
| Centene Corp | Long | Debt | US | $3M | – | 0.01 |
| Centene Corp | Long | Debt | US | $1M | – | 0.01 |
| Centene Corp | Long | Debt | US | $1M | – | 0.01 |
| Charles Schwab Corp/The | Long | Debt | US | $29M | – | 0.15 |
| Charles Schwab Corp/The | Long | Debt | US | $6M | – | 0.03 |
| CHARTER COMMUNICATIONS OPER (Charter Communications Operating LLC) | Long | Loan | US | $2M | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $22M | – | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $17M | – | 0.09 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $12M | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $9M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $8M | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $5M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $5M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $5M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 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 | $13K | – | 0.00 |
| Cheniere Energy Inc | Long | Debt | US | $6M | – | 0.03 |
| Cheniere Energy Partners LP | Long | Debt | US | $15M | – | 0.08 |
| Cheniere Energy Partners LP | Long | Debt | US | $3M | – | 0.02 |
| Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2005-4 (CHEVY CHASE MORTGAGE FUNDING C) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| CHF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $331K | – | 0.00 | |
| CHF/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $242K | – | 0.00 | |
| CHF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-592K | – | -0.00 | |
| Chord Energy Corp | Long | Debt | US | $3M | – | 0.01 |
| CIFC Funding 2015-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.02 |
| CIFC Funding 2020-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $24M | – | 0.13 |
| Cigna Group/The | Long | Debt | US | $14M | – | 0.07 |
| Cigna Group/The | Long | Debt | US | $8M | – | 0.04 |
| Cigna Group/The | Long | Debt | US | $7M | – | 0.04 |
| Cintas Corp No 2 (CINTAS CORPORATION NO. 2) | Long | Debt | US | $7M | – | 0.04 |
| CIT Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $57M | – | 0.30 |
| CIT Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $21M | – | 0.11 |
| CITADEL SECURITIES LP | Long | Loan | US | $15M | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2014-GC25 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2017-P7 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $37M | – | 0.19 |
| Citigroup Inc | Long | Debt | US | $26M | – | 0.14 |
| Citigroup Inc | Long | Debt | US | $19M | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $18M | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $18M | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $17M | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $15M | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $14M | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $14M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $11M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $10M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $7M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $7M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $6M | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $136K | – | 0.00 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| CLARIOS GLOBAL LP | Long | Loan | CA | $7M | – | 0.04 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $9M | – | 0.05 |
| Cloudera Inc | Long | Loan | US | $8M | – | 0.04 |
| CNH/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $2M | – | 0.01 | |
| Coca-Cola Co/The | Long | Debt | US | $2M | – | 0.01 |
| COHERENT CORP (Coherent Corp (f/k/a II-VI Incorporated)) | Long | Loan | US | $16M | – | 0.09 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $35M | – | 0.18 |
| College Ave Student Loans 2019-A LLC | Long | ABS-other | US | $11M | – | 0.06 |
| College Ave Student Loans 2024-B LLC | Long | ABS-other | US | $6M | – | 0.03 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $15M | – | 0.08 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $7M | – | 0.04 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $6M | – | 0.03 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $6M | – | 0.03 |
| COLT 2022-6 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $18M | – | 0.10 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $4M | – | 0.02 |
| Comcast Corp | Long | Debt | US | $20M | – | 0.10 |
| Comcast Corp | Long | Debt | US | $17M | – | 0.09 |
| Comcast Corp | Long | Debt | US | $8M | – | 0.04 |
| Comcast Corp | Long | Debt | US | $7M | – | 0.04 |
| Comcast Corp | Long | Debt | US | $7M | – | 0.04 |
| Comcast Corp | Long | Debt | US | $6M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $6M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $6M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $4M | – | 0.02 |
| Comcast Corp | Long | Debt | US | $3M | – | 0.02 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.01 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.01 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.01 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.01 |
| 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 | $493K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $224K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $62K | – | 0.00 |
| COMM 2014-CCRE19 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| COMM 2014-CCRE21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| COMM 2014-CCRE21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| COMM 2015-DC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| COMM 2020-CX Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| COMM 2020-CX Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| CommonSpirit Health | Long | Debt | US | $1M | – | 0.01 |
| Connecticut Avenue Securities Trust 2019-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Connecticut Avenue Securities Trust 2020-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R07 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Connecticut Avenue Securities Trust 2022-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Conoco Funding Co | Long | Debt | CA | $910K | – | 0.00 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $5M | – | 0.02 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $5M | – | 0.03 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $4M | – | 0.02 |
| Constellation Brands Inc | Long | Debt | US | $5M | – | 0.03 |
| Continental Resources Inc/OK | Long | Debt | US | $16M | – | 0.09 |
| Continental Resources Inc/OK | Long | Debt | US | $10M | – | 0.06 |
| Continental Resources Inc/OK | Long | Debt | US | $7M | – | 0.04 |
| Continental Resources Inc/OK | Long | Debt | US | $5M | – | 0.03 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $26M | – | 0.14 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $18M | – | 0.09 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $12M | – | 0.06 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $10M | – | 0.05 |
| CoreCivic Inc | Long | Debt | US | $508K | – | 0.00 |
| Coterra Energy Inc | Long | Debt | US | $25M | – | 0.13 |
| Coterra Energy Inc | Long | Debt | US | $24M | – | 0.13 |
| COTIVITI INC | Long | Loan | US | $17M | – | 0.09 |
| Countrywide Home Equity Loan Trust | Long | ABS-other | US | $215K | – | 0.00 |
| Credit Agricole SA | Long | Debt | FR | $8M | – | 0.04 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $11M | – | 0.06 |
| CREDIT SUISSE ESCROW CL | Long | Debt | US | $2M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $28M | – | 0.15 |
| CSC Holdings LLC | Long | Debt | US | $7M | – | 0.04 |
| CSC Holdings LLC | Long | Debt | US | $4M | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $4M | – | 0.02 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| CSMC 2020-FACT (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| CSMC 2020-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| CSMC 2020-RPL6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| CSMC 2021-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| CSMC 2022-CNTR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $30M | – | 0.16 |
| CSMC Series 2022-7R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $39M | – | 0.20 |
| CSMC Trust 2017-CHOP (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| CSMC Trust 2018-J1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $27M | – | 0.14 |
| CTR Partnership LP / CareTrust Capital Corp (CTR PARTNERSHIP/CARETRST) | Long | Debt | US | $3M | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $17M | – | 0.09 |
| CVS Health Corp | Long | Debt | US | $15M | – | 0.08 |
| CVS Health Corp | Long | Debt | US | $11M | – | 0.06 |
| CVS Health Corp | Long | Debt | US | $10M | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $9M | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $9M | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $8M | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $4M | – | 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 Pass-Through Trust | Long | Debt | US | $5M | – | 0.03 |
| CVS Pass-Through Trust | Long | Debt | US | $2M | – | 0.01 |
| CVS Pass-Through Trust | Long | Debt | US | $923K | – | 0.00 |
| CWHEQ Revolving Home Equity Loan Trust Series 2006-I (Countrywide Home Equity Loan T) | Long | ABS-other | US | $1M | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $10M | – | 0.05 |
| Danske Bank A/S | Long | Debt | DK | $5M | – | 0.03 |
| Danske Bank A/S | Long | Debt | DK | $242K | – | 0.00 |
| DB Master Finance LLC | Long | ABS-other | US | $23M | – | 0.12 |
| DBCG 2017-BBG Mortgage Trust (DBCG Mortgage Trust) | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| Dcert Buyer Inc | Long | Loan | US | $18M | – | 0.10 |
| Deerfield Dakota Holding LLC | Long | Loan | US | $17M | – | 0.09 |
| Delta Air Lines Inc | Long | Debt | US | $9M | – | 0.05 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $8M | – | 0.04 | |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $8M | – | 0.04 | |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $26M | – | 0.14 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $11M | – | 0.06 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $9M | – | 0.05 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $7M | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $114K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $10M | – | 0.05 |
| Diamondback Energy Inc | Long | Debt | US | $6M | – | 0.03 |
| DISH DBS Corp | Long | Debt | US | $11M | – | 0.06 |
| DISH DBS Corp | Long | Debt | US | $5M | – | 0.03 |
| DISH DBS Corp | Long | Debt | US | $5M | – | 0.03 |
| DISH DBS Corp | Long | Debt | US | $3M | – | 0.02 |
| DISH DBS Corp | Long | Debt | US | $779K | – | 0.00 |
| Dividend Solar Loans 2018-2 LLC (Dividend Solar Loans LLC) | Long | ABS-other | US | $290K | – | 0.00 |
| Dominion Energy Inc | Long | Debt | US | $4M | – | 0.02 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $25M | – | 0.13 |
| Dryden 55 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| DTP Commercial Mortgage Trust 2023-STE2 | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| Duke Energy Carolinas LLC | Long | Debt | US | $3M | – | 0.02 |
| Duke Energy Ohio Inc | Long | Debt | US | $5M | – | 0.03 |
| Eaton Corp | Long | Debt | US | $4M | – | 0.02 |
| ECMC Group Student Loan Trust 2020-2 | Long | ABS-other | US | $5M | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $28M | – | 0.15 |
| Ecopetrol SA | Long | Debt | CO | $10M | – | 0.05 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $16M | – | 0.08 |
| Elevance Health Inc | Long | Debt | US | $4M | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $3M | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $3M | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $3M | – | 0.02 |
| Elevation Clo 2021-13 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.07 |
| Eli Lilly & Co | Long | Debt | US | $18M | – | 0.10 |
| Eli Lilly & Co | Long | Debt | US | $14M | – | 0.08 |
| Eli Lilly & Co | Long | Debt | US | $2M | – | 0.01 |
| Elmwood CLO I Ltd (Elmwood CLO I Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.10 |
| EMRLD BORROWER LP | Long | Loan | US | $2M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $22M | – | 0.11 |
| Energy Transfer LP | Long | Debt | US | $17M | – | 0.09 |
| Energy Transfer LP | Long | Debt | US | $15M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $11M | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $9M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $9M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $833K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $187K | – | 0.00 |
| Entain Holdings Gibraltar Ltd (Entain Holdings (Gibraltar) Limited) | Long | Loan | GI | $3M | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $21M | – | 0.11 |
| Enterprise Products Operating LLC | Long | Debt | US | $14M | – | 0.07 |
| Enterprise Products Operating LLC | Long | Debt | US | $13M | – | 0.07 |
| Enterprise Products Operating LLC | Long | Debt | US | $8M | – | 0.04 |
| Enterprise Products Operating LLC | Long | Debt | US | $6M | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $5M | – | 0.03 |
| Enterprise Products Operating LLC | Long | Debt | US | $5M | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $4M | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $1M | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $874K | – | 0.00 |
| EOG Resources Inc | Long | Debt | US | $12M | – | 0.06 |
| EOG Resources Inc | Long | Debt | US | $9M | – | 0.05 |
| EQM Midstream Partners LP | Long | Debt | US | $1M | – | 0.01 |
| EQT Corp | Long | Debt | US | $19M | – | 0.10 |
| EQT Corp | Long | Debt | US | $11M | – | 0.06 |
| EQT Corp | Long | Debt | US | $10M | – | 0.05 |
| EQT Corp | Long | Debt | US | $574K | – | 0.00 |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $427K | – | 0.00 | |
| Exelon Corp | Long | Debt | US | $5M | – | 0.03 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $6M | – | 0.03 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $4M | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Grantor Trust 2017-T1 (FannieMae Grantor Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $18K | – | 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 | $880.13 | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $198M | – | 1.05 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $157M | – | 0.83 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $147M | – | 0.78 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $136M | – | 0.72 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $90M | – | 0.48 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $74M | – | 0.39 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $56M | – | 0.30 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $37M | – | 0.20 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-11M | – | -0.06 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-29M | – | -0.15 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-103M | – | -0.54 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79M | – | 0.42 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64M | – | 0.34 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60M | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 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 | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 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 | $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 | $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 | $956K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $931K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $896K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $878K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $878K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $877K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $870K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $863K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $861K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $853K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $847K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $824K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $822K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $822K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $816K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $772K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $767K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $753K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $746K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $728K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $703K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $691K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $689K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $684K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $666K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $599K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $599K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $597K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $580K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $563K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $537K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $523K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $489K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $474K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $158K | – | 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 | $153K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 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 | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 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 | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $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 | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $958.25 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $875.68 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $690.2 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $450.5 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $427.3 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $264.01 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| 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 | $2M | – | 0.01 |
| 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 | $2M | – | 0.01 |
| 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 | $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 | $1M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $970K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $943K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $927K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $742K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $631.2 | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| 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 | $395K | – | 0.00 |
| FIRST EAGLE HOLDINGS INC | Long | Loan | US | $10M | – | 0.05 |
| First Horizon Alternative Mortgage Securities Trust 2007-FA3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| First Quantum Minerals Ltd | Long | Debt | CA | $3M | – | 0.02 |
| First Quantum Minerals Ltd | Long | Debt | CA | $205K | – | 0.00 |
| FirstEnergy Corp | Long | Debt | US | $10M | – | 0.05 |
| FirstEnergy Corp | Long | Debt | US | $9M | – | 0.05 |
| FLUTTER FINANCING BV (Flutter Entertainment Public Limited Company) | Long | Loan | NL | $21M | – | 0.11 |
| FOCUS FINANCIAL PARTNERS LLC | Long | Loan | US | $20M | – | 0.11 |
| Ford Credit Auto Owner Trust 2023-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $4M | – | 0.02 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-other | US | $13M | – | 0.07 |
| Ford Holdings LLC | Long | Debt | US | $8M | – | 0.04 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $13M | – | 0.07 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $7M | – | 0.04 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $25M | – | 0.13 |
| Ford Motor Credit Co LLC | Long | Debt | US | $15M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $12M | – | 0.07 |
| Ford Motor Credit Co LLC | Long | Debt | US | $12M | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $9M | – | 0.05 |
| Ford Motor Credit Co LLC | Long | Debt | US | $8M | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $6M | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $4M | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $3M | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.01 |
| FOUR SEASONS HOTELS LTD (Four Seasons Hotels Limited) | Long | Loan | CA | $10M | – | 0.05 |
| Fox Corp | Long | Debt | US | $13M | – | 0.07 |
| Fox Corp | Long | Debt | US | $4M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.14 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| 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 | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $986K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $892K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $713K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $696K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $606K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $588K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $433K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $77K | – | 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 | $67K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $36K | – | 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 | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Multiclass Certificates Series 2015-P001 | Long | ABS-mortgage backed security | US | $876K | – | 0.00 |
| Freddie Mac Multiclass Certificates Series 2020-RR07 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Multifamily ML Certificates (FRETE 2020-ML07 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Multifamily PC REMIC Trust 2019-RR01 (Freddie Mac Multiclass Certifi) | 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 | $8M | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $4M | – | 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 | $3M | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 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 | $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 | $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 | $1M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $848K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $740K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $688K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $384K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.19 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $96M | – | 0.51 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94M | – | 0.50 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $53M | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $45M | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $41M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $33M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $32M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $28M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $28M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 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 | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 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 | $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 | $955K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $859K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $859K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $740K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $736K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $707K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $644K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $627K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $621K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Reference REMIC | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 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 | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 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 | $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 | $928K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $925K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $842K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $714K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $688K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $666K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2020-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $22M | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2021-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $31M | – | 0.16 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $36M | – | 0.19 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2023-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $932K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $619K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $559K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freeport-McMoRan Inc | Long | Debt | US | $23M | – | 0.12 |
| Freeport-McMoRan Inc | Long | Debt | US | $6M | – | 0.03 |
| Freeport-McMoRan Inc | Long | Debt | US | $129K | – | 0.00 |
| FREMF 2019-K103 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fresenius Medical Care US Finance II Inc (FRESENIUS MED CARE II) | Long | Debt | US | $776K | – | 0.00 |
| FS Rialto 2022-FL6 Issuer LLC (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.05 |
| Gainwell Acquisition Corp | Long | Loan | US | $18M | – | 0.09 |
| Garda World Security Corp (Garda World Security Corporation) | Long | Loan | CA | $7M | – | 0.04 |
| GBP/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $82K | – | 0.00 | |
| GBP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-2M | – | -0.01 | |
| General Dynamics Corp | Long | Debt | US | $1M | – | 0.01 |
| General Motors Co | Long | Debt | US | $9M | – | 0.05 |
| General Motors Co | Long | Debt | US | $5M | – | 0.03 |
| General Motors Co | Long | Debt | US | $5M | – | 0.03 |
| General Motors Co | Long | Debt | US | $2M | – | 0.01 |
| General Motors Co | Long | Debt | US | $2M | – | 0.01 |
| General Motors Co | Long | Debt | US | $1M | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.01 |
| GENESEE & WYOMING INC | Long | Loan | US | $15M | – | 0.08 |
| GFL Environmental Inc | Long | Debt | CA | $5M | – | 0.03 |
| GFL ENVIRONMENTAL INC | Long | Loan | CA | $2M | – | 0.01 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $5M | – | 0.02 |
| Gilead Sciences Inc | Long | Debt | US | $5M | – | 0.03 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $82M | – | 0.44 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $67M | – | 0.36 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50M | – | 0.27 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $46M | – | 0.24 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $44M | – | 0.23 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-11M | – | -0.06 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-44M | – | -0.23 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-45M | – | -0.24 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 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 | $1M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $866K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $798K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $663K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $600K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $546K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47K | – | 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 | $44K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $42K | – | 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 | $34K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33K | – | 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 | $26K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 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 | $23K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $960.74 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $821.57 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $772.52 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $673.85 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $672.04 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $646.96 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $632.02 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $552.39 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $508.54 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $444.34 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $398.54 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $392.64 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $384.7 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $350.31 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $307.11 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $207.47 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $171.81 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $139.78 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $159M | – | 0.84 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $88M | – | 0.47 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $55M | – | 0.29 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $36M | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $32M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 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 | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 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 | $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 | $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 | $992K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $983K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $923K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $814K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $774K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $740K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $713K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $688K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $642K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $627K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $627K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $541K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $515K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $503K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $125K | – | 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 | $110K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58K | – | 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 | $35K | – | 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 | $29K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $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 | $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 | $204 | – | 0.00 |
| Glencore Finance Canada Ltd | Long | Debt | CA | $2M | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $7M | – | 0.04 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $2M | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $318K | – | 0.00 |
| GMACM Home Equity Loan Trust 2004-HE3 (GMAC Mortgage Corporation Loan) | Long | ABS-other | US | $755K | – | 0.00 |
| Goldman Sachs Capital II | Long | Debt | US | $262K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $28M | – | 0.15 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $18M | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $17M | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $15M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $15M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $14M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $14M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $10M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $9M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $9M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $9M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $445K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $46M | – | 0.24 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30M | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 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 | $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 | $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 | $3M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 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 | $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 | $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 | $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 | $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 | $990K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $927K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $876K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $839K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $820K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $794K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $783K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $773K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $753K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $742K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $733K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $670K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $665K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $657K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $654K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $602K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $599K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $552K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $511K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $501K | – | 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 | $439K | – | 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 | $433K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $415K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $414K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $224K | – | 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 | $156K | – | 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 | $147K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $131K | – | 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 | $113K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $101K | – | 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 | $71K | – | 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 | $54K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $32K | – | 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 | $30K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $96.15 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7.69 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7.47 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3.75 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2.45 | – | 0.00 |
| GreenPoint Mortgage Funding Trust 2005-AR4 | Long | ABS-mortgage backed security | US | $981K | – | 0.01 |
| GreenPoint Mortgage Funding Trust 2005-AR5 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| GS Mortgage Securities Corp Trust 2018-HULA (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| GS Mortgage Securities Corp Trust 2018-LUAU (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| GS Mortgage Securities Corp Trust 2018-SRP5 (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| GS Mortgage Securities Trust 2015-GC30 | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| GS Mortgage Securities Trust 2017-GS8 | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| GS Mortgage-Backed Securities Trust 2022-NQM1 | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| GSR Mortgage Loan Trust 2005-AR7 | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| GSRPM Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $3M | – | 0.02 |
| GTCR W MERGER SUB (Boost Newco Borrower LLC) | Long | Loan | US | $27M | – | 0.14 |
| Guardian Life Global Funding (GUARDIAN LIFE GLOB FUND) | Long | Debt | US | $6M | – | 0.03 |
| H&E Equipment Services Inc | Long | Debt | US | $4M | – | 0.02 |
| Haleon US Capital LLC | Long | Debt | US | $10M | – | 0.05 |
| Haleon US Capital LLC | Long | Debt | US | $9M | – | 0.05 |
| Haleon US Capital LLC | Long | Debt | US | $8M | – | 0.04 |
| Halliburton Co | Long | Debt | US | $5M | – | 0.03 |
| Halliburton Co | Long | Debt | US | $1M | – | 0.01 |
| HARBOR FREIGHT TOOLS USA INC | Long | Loan | US | $17M | – | 0.09 |
| HarborView Mortgage Loan Trust 2005-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| HarborView Mortgage Loan Trust 2005-7 | Long | ABS-mortgage backed security | US | $832K | – | 0.00 |
| HarborView Mortgage Loan Trust 2006-13 | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| HCA Inc | Long | Debt | US | $17M | – | 0.09 |
| HCA Inc | Long | Debt | US | $9M | – | 0.05 |
| HCA Inc | Long | Debt | US | $5M | – | 0.03 |
| HCA Inc | Long | Debt | US | $4M | – | 0.02 |
| HCA Inc | Long | Debt | US | $4M | – | 0.02 |
| HCA Inc | Long | Debt | US | $3M | – | 0.02 |
| HCA Inc | Long | Debt | US | $2M | – | 0.01 |
| HCA Inc | Long | Debt | US | $735K | – | 0.00 |
| HCA Inc | Long | Debt | US | $706K | – | 0.00 |
| HCA Inc | Long | Debt | US | $517K | – | 0.00 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $20M | – | 0.10 |
| Hildene Community Funding CDO Ltd (Hildene Community Funding CLO) | Long | ABS-collateralized bond/debt obligation | KY | $33M | – | 0.17 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $6M | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $17M | – | 0.09 |
| Home Depot Inc/The | Long | Debt | US | $8M | – | 0.04 |
| Home Depot Inc/The | Long | Debt | US | $8M | – | 0.04 |
| Home Depot Inc/The | Long | Debt | US | $2M | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $1M | – | 0.01 |
| HOMES 2023-NQM1 Trust (HOMES Trust) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| Honeywell International Inc | Long | Debt | US | $18M | – | 0.09 |
| HPS Loan Management 15-2019 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $13M | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $24M | – | 0.13 |
| HSBC Holdings PLC | Long | Debt | GB | $13M | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $11M | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $10M | – | 0.05 |
| HSBC Holdings PLC | Long | Debt | GB | $3M | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $796K | – | 0.00 |
| Humana Inc | Long | Debt | US | $5M | – | 0.03 |
| Humana Inc | Long | Debt | US | $4M | – | 0.02 |
| Humana Inc | Long | Debt | US | $2M | – | 0.01 |
| Humana Inc | Long | Debt | US | $2M | – | 0.01 |
| Humana Inc | Long | Debt | US | $509K | – | 0.00 |
| ILFC E-Capital Trust II | Long | Debt | US | $2M | – | 0.01 |
| Impac CMB Trust Series 2005-7 | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| Impac CMB Trust Series 2007-A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2005-AR13 | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2005-AR18 | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| INR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $54K | – | 0.00 | |
| Intel Corp | Long | Debt | US | $10M | – | 0.05 |
| Intel Corp | Long | Debt | US | $387K | – | 0.00 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $84M | – | 0.44 | |
| Intesa Sanpaolo SpA | Long | Debt | IT | $11M | – | 0.06 |
| IRS BRL (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-20M | – | -0.11 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-18M | – | -0.09 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-18M | – | -0.09 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $44M | – | 0.23 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $16M | – | 0.09 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $6M | – | 0.03 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-14M | – | -0.07 | |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $12M | – | 0.06 |
| J.G. Wentworth XLI LLC | Long | ABS-other | US | $5M | – | 0.03 |
| Jack in the Box Funding LLC (Jack in the Box Funding, LLC) | Long | ABS-other | US | $6M | – | 0.03 |
| Jamaica Government International Bond (GOVERNMENT OF JAMAICA) | Long | Debt | JM | $15M | – | 0.08 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $7M | – | 0.04 |
| JAPAN 10Y BOND(OSE) (OSAKA EXCHANGE,INC) | Derivative-interest rate | JP | $706K | – | 0.00 | |
| JAZZ FINANCING LUX SARL | Long | Loan | LU | $12M | – | 0.06 |
| Jefferies Resecuritization Trust 2015-R1 (Jefferies & Co) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Jimmy Johns Funding LLC (Jimmy John's Funding LLC) | Long | ABS-other | US | $6M | – | 0.03 |
| Johnson & Johnson | Long | Debt | US | $6M | – | 0.03 |
| Johnson & Johnson | Long | Debt | US | $2M | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-FL7 | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| JP Morgan Mortgage Trust | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| JP Morgan Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| JP Morgan Mortgage Trust 2018-4 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| JP MORGAN MORTGAGE TRUST 2018-5 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| JP Morgan Resecuritization Trust Series 2015-1 (JP Morgan ReRemic) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| JPMBB Commercial Mortgage Securities Trust 2015-C31 | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $28M | – | 0.15 |
| JPMorgan Chase & Co | Long | Debt | US | $24M | – | 0.13 |
| JPMorgan Chase & Co | Long | Debt | US | $16M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $15M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $14M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $9M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $8M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $8M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $8M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $7M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $384K | – | 0.00 |
| JPY/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4M | – | 0.02 | |
| JPY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-19M | – | -0.10 | |
| KazMunayGas National Co JSC | Long | Debt | KZ | $9M | – | 0.05 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $7M | – | 0.04 |
| Kenvue Inc | Long | Debt | US | $9M | – | 0.05 |
| 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 | $2M | – | 0.01 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $1M | – | 0.01 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $1M | – | 0.01 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $623K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $3M | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $2M | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $999K | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $861K | – | 0.00 |
| Kings Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.05 |
| KKR Group Finance Co II LLC (KKR GROUP FIN CO II) | Long | Debt | US | $1M | – | 0.01 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $3M | – | 0.02 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $3M | – | 0.01 |
| Las Vegas Sands Corp | Long | Debt | US | $6M | – | 0.03 |
| Las Vegas Sands Corp | Long | Debt | US | $3M | – | 0.02 |
| Las Vegas Sands Corp | Long | Debt | US | $955K | – | 0.01 |
| Legacy Mortgage Asset Trust 2021-GS1 | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Lehman XS Trust Series 2006-2N | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Lennar Corp | Long | Debt | US | $5M | – | 0.03 |
| Lennar Corp | Long | Debt | US | $129K | – | 0.00 |
| Lennar Corp | Long | Debt | US | $20K | – | 0.00 |
| LIGHT & WONDER INTERNATIONAL INC (Scientific Games International, Inc.) | Long | Loan | US | $19M | – | 0.10 |
| Lloyds Banking Group PLC | Long | Debt | GB | $15M | – | 0.08 |
| Lloyds Banking Group PLC | Long | Debt | GB | $6M | – | 0.03 |
| Lloyds Banking Group PLC | Long | Debt | GB | $2M | – | 0.01 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.01 |
| Lloyds Banking Group PLC | Long | Debt | GB | $194K | – | 0.00 |
| Loanpal Solar Loan 2021-1 Ltd (Loanpal Solar Loan Ltd.) | Long | ABS-other | US | $5M | – | 0.02 |
| Loanpal Solar Loan Ltd (Loanpal Solar Loan 2020-3 Ltd) | Long | ABS-other | US | $15M | – | 0.08 |
| Lockheed Martin Corp | Long | Debt | US | $23M | – | 0.12 |
| Lockheed Martin Corp | Long | Debt | US | $7M | – | 0.04 |
| Lockheed Martin Corp | Long | Debt | US | $4M | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $2M | – | 0.01 |
| Long Beach Mortgage Loan Trust 2006-9 | Long | ABS-other | US | $951K | – | 0.01 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $2M | – | 0.01 | |
| Lowe's Cos Inc | Long | Debt | US | $4M | – | 0.02 |
| Lunar 2021-1 Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | IE | $7M | – | 0.04 |
| Magnetite Xxix Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Mars Inc | Long | Debt | US | $5M | – | 0.02 |
| Mars Inc | Long | Debt | US | $192K | – | 0.00 |
| Mastercard Inc | Long | Debt | US | $4M | – | 0.02 |
| MASTR Adjustable Rate Mortgages Trust 2004-6 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2006-OA1 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| MASTR Reperforming Loan Trust 2005-1 | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| MASTR Reperforming Loan Trust 2005-2 | Long | ABS-mortgage backed security | US | $823K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $13M | – | 0.07 |
| McDonald's Corp | Long | Debt | US | $9M | – | 0.05 |
| McDonald's Corp | Long | Debt | US | $8M | – | 0.04 |
| McDonald's Corp | Long | Debt | US | $5M | – | 0.03 |
| McDonald's Corp | Long | Debt | US | $1M | – | 0.01 |
| MDC Holdings Inc | Long | Debt | US | $569K | – | 0.00 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $36M | – | 0.19 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $8M | – | 0.04 |
| MEGlobal BV | Long | Debt | NL | $11M | – | 0.06 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $8M | – | 0.04 |
| Merck & Co Inc | Long | Debt | US | $10M | – | 0.05 |
| MetLife Capital Trust IV | Long | Debt | US | $10M | – | 0.05 |
| MetLife Inc | Long | Debt | US | $6M | – | 0.03 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $358M | – | 1.90 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $148M | – | 0.78 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $113M | – | 0.60 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $12M | – | 0.06 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $10M | – | 0.06 |
| MF1 2022-FL10 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.08 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Micron Technology Inc | Long | Debt | US | $9M | – | 0.05 |
| Micron Technology Inc | Long | Debt | US | $7M | – | 0.04 |
| Microsoft Corp | Long | Debt | US | $2M | – | 0.01 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $9M | – | 0.05 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $13M | – | 0.07 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $7M | – | 0.04 |
| Mondelez International Inc | Long | Debt | US | $15M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $26M | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $23M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $23M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $15M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.01 |
| Morgan Stanley ABS Capital I Inc Trust 2003-HE3 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| Morgan Stanley Mortgage Loan Trust 2004-5AR | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2005-3AR | Long | ABS-mortgage backed security | US | $391K | – | 0.00 |
| Morgan Stanley Resecuritization Trust 2015-R7 (Morgan Stanley ReRemic Trust) | Long | ABS-other | US | $10M | – | 0.05 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV2 | Long | ABS-mortgage backed security | US | $40M | – | 0.21 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3 | Long | ABS-mortgage backed security | US | $32M | – | 0.17 |
| Mortgage Loan Resecuritization Trust | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| MPLX LP | Long | Debt | US | $10M | – | 0.05 |
| MPLX LP | Long | Debt | US | $10M | – | 0.05 |
| MPLX LP | Long | Debt | US | $7M | – | 0.04 |
| MPLX LP | Long | Debt | US | $7M | – | 0.04 |
| MPLX LP | Long | Debt | US | $6M | – | 0.03 |
| MPLX LP | Long | Debt | US | $5M | – | 0.03 |
| MPLX LP | Long | Debt | US | $3M | – | 0.02 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $28M | – | 0.15 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Multifamily Trust 2016-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MXN/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $28M | – | 0.15 | |
| MXN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $1M | – | 0.01 | |
| MXN/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-1M | – | -0.01 | |
| MXN/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-2M | – | -0.01 | |
| National Collegiate Student Loan Trust 2005-2 | Long | ABS-other | US | $6M | – | 0.03 |
| National Collegiate Student Loan Trust 2006-1 | Long | ABS-other | US | $4M | – | 0.02 |
| National Collegiate Student Loan Trust 2006-4 | Long | ABS-other | US | $1M | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $5M | – | 0.03 |
| NatWest Group PLC | Long | Debt | GB | $3M | – | 0.02 |
| Navient Private Education Refi Loan Trust 2020-G (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.01 |
| Navient Student Loan Trust 2019-B | Long | ABS-other | US | $818K | – | 0.00 |
| Neuberger Berman CLO XX Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.03 |
| New Residential Mortgage Loan Trust 2022-NQM4 | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Nexstar Media Inc | Long | Loan | US | $30M | – | 0.16 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $8M | – | 0.04 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $8M | – | 0.04 |
| NIKE Inc | Long | Debt | US | $5M | – | 0.03 |
| NIKE Inc | Long | Debt | US | $14K | – | 0.00 |
| Nissan Motor Co Ltd | Long | Debt | JP | $40M | – | 0.21 |
| Nissan Motor Co Ltd | Long | Debt | JP | $34M | – | 0.18 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AP2 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Northrop Grumman Corp | Long | Debt | US | $17M | – | 0.09 |
| Northrop Grumman Corp | Long | Debt | US | $12M | – | 0.07 |
| Northrop Grumman Corp | Long | Debt | US | $6M | – | 0.03 |
| NRG ENERGY INC (NRG Energy Inc.) | Long | Loan | US | $3M | – | 0.02 |
| NRTH 2024-PARK Mortgage Trust (NRTH PARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $28M | – | 0.15 |
| NVIDIA Corp | Long | Debt | US | $9M | – | 0.05 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $8M | – | 0.04 | |
| NYMT Loan Trust 2022-SP1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $38M | – | 0.20 |
| Oak Street Investment Grade Net Lease Fund Series 2020-1 | Long | ABS-other | US | $5M | – | 0.03 |
| Oaktree CLO 2022-3 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Oaktree CLO 2024-25 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.04 |
| OBX 2023-NQM6 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| Occidental Petroleum Corp | Long | Debt | US | $24M | – | 0.13 |
| Occidental Petroleum Corp | Long | Debt | US | $18M | – | 0.10 |
| Occidental Petroleum Corp | Long | Debt | US | $18M | – | 0.10 |
| Occidental Petroleum Corp | Long | Debt | US | $18M | – | 0.10 |
| Occidental Petroleum Corp | Long | Debt | US | $16M | – | 0.08 |
| Occidental Petroleum Corp | Long | Debt | US | $16M | – | 0.08 |
| Occidental Petroleum Corp | Long | Debt | US | $13M | – | 0.07 |
| Occidental Petroleum Corp | Long | Debt | US | $10M | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $9M | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $9M | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $8M | – | 0.04 |
| Occidental Petroleum Corp | Long | Debt | US | $6M | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $5M | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $4M | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $1M | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $55K | – | 0.00 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $23M | – | 0.12 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $10M | – | 0.05 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $9M | – | 0.05 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $5M | – | 0.03 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $4M | – | 0.02 |
| Octagon 66 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $65M | – | 0.35 |
| OHA Credit Partners XVI (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $20M | – | 0.10 |
| ONEOK Inc | Long | Debt | US | $10M | – | 0.05 |
| ONEOK Inc | Long | Debt | US | $9M | – | 0.05 |
| ONEOK Inc | Long | Debt | US | $5M | – | 0.03 |
| Option One Mortgage Loan Trust 2007-FXD2 | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| Oracle Corp | Long | Debt | US | $23M | – | 0.12 |
| Oracle Corp | Long | Debt | US | $17M | – | 0.09 |
| Oracle Corp | Long | Debt | US | $10M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.01 |
| Oracle Corp | Long | Debt | US | $567K | – | 0.00 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $21M | – | 0.11 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $17M | – | 0.09 |
| Origen Manufactured Housing Contract Trust 2006-A | Long | ABS-other | US | $130K | – | 0.00 |
| Origen Manufactured Housing Contract Trust 2007-A | Long | ABS-other | US | $3M | – | 0.02 |
| Ownit Mortgage Loan Trust Series 2004-1 (OWNIT Mortgage Loan Asset-Back) | Long | ABS-other | US | $1M | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $7M | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $6M | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.01 |
| Palmer Square CLO 2022-5 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $11M | – | 0.06 |
| Parsley Energy LLC / Parsley Finance Corp (PARSLEY ENERGY LLC/FINAN) | Long | Debt | US | $2M | – | 0.01 |
| PayPal Holdings Inc | Long | Debt | US | $6M | – | 0.03 |
| PCI Gaming Authority | Long | Loan | US | $10M | – | 0.05 |
| Peraton Corp | Long | Loan | US | $5M | – | 0.03 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $10M | – | 0.05 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $6M | – | 0.03 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $3M | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $1M | – | 0.01 |
| Petrobras Global Finance BV | Long | Debt | NL | $42M | – | 0.22 |
| Petrobras Global Finance BV | Long | Debt | NL | $15M | – | 0.08 |
| Pfizer Inc | Long | Debt | US | $11M | – | 0.06 |
| Pfizer Inc | Long | Debt | US | $9M | – | 0.05 |
| Pfizer Inc | Long | Debt | US | $6K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $8M | – | 0.04 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $6M | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $4M | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $3M | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $1M | – | 0.01 |
| PHOENIX GUARANTOR INC | Long | Loan | US | $24M | – | 0.13 |
| Pioneer Natural Resources Co | Long | Debt | US | $13M | – | 0.07 |
| Pioneer Natural Resources Co | Long | Debt | US | $3M | – | 0.02 |
| PMT Credit Risk Transfer Trust 2019-3R | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $19M | – | 0.10 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $8M | – | 0.04 |
| Prime Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| Prime Mortgage Trust 2006-DR1 | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $5M | – | 0.03 |
| PRKCM 2021-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| PRKCM 2023-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $40M | – | 0.21 |
| Progress Energy Inc | Long | Debt | US | $5M | – | 0.03 |
| Prosus NV | Long | Debt | NL | $30M | – | 0.16 |
| Prosus NV | Long | Debt | NL | $17M | – | 0.09 |
| Prosus NV | Long | Debt | NL | $2M | – | 0.01 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $25M | – | 0.13 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $10M | – | 0.05 |
| QUIKRETE HOLDINGS INC | Long | Loan | US | $4M | – | 0.02 |
| Rad CLO 22 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $45M | – | 0.24 |
| RAMP Series 2003-RS7 Trust (Residential Asset Mortgage Pro) | Long | ABS-other | US | $525K | – | 0.00 |
| RAMP Series 2004-SL4 Trust (Residential Asset Mortgage Pro) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| RAMP Series 2005-SL1 Trust (Residential Asset Mortgage Pro) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Range Resources Corp | Long | Debt | US | $5M | – | 0.03 |
| RBSSP Resecuritization Trust 2009-12 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RCKT Mortgage Trust 2024-INV1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $32M | – | 0.17 |
| Redwood Funding Trust 2019-1 | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| Reliance Industries Ltd | Long | Debt | IN | $21M | – | 0.11 |
| Reliance Industries Ltd | Long | Debt | IN | $9M | – | 0.05 |
| Renaissance Home Equity Loan Trust 2003-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Renaissance Home Equity Loan Trust 2006-1 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Reperforming Loan REMIC Trust 2006-R2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $19M | – | 0.10 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $8M | – | 0.04 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $3M | – | 0.02 |
| Reynolds American Inc | Long | Debt | US | $7M | – | 0.03 |
| RFSC Series 2002-RP2 Trust (Residential Funding Securities) | Long | ABS-other | US | $770K | – | 0.00 |
| Roche Holdings Inc | Long | Debt | US | $10M | – | 0.05 |
| Rogers Communications Inc | Long | Debt | CA | $12M | – | 0.06 |
| Royal Bank of Canada | Long | Debt | CA | $12M | – | 0.06 |
| Royal Bank of Canada | Long | Debt | CA | $10M | – | 0.05 |
| Royal Bank of Canada | Long | Debt | CA | $9M | – | 0.05 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $7M | – | 0.04 |
| RTX Corp | Long | Debt | US | $11M | – | 0.06 |
| RTX Corp | Long | Debt | US | $11M | – | 0.06 |
| RTX Corp | Long | Debt | US | $11M | – | 0.06 |
| RTX Corp | Long | Debt | US | $10M | – | 0.05 |
| RTX Corp | Long | Debt | US | $7M | – | 0.04 |
| RTX Corp | Long | Debt | US | $7M | – | 0.04 |
| Sands China Ltd | Long | Debt | KY | $51M | – | 0.27 |
| Sands China Ltd | Long | Debt | KY | $17M | – | 0.09 |
| Sands China Ltd | Long | Debt | KY | $13M | – | 0.07 |
| Sands China Ltd | Long | Debt | KY | $12M | – | 0.06 |
| Sands China Ltd | Long | Debt | KY | $5M | – | 0.03 |
| Sands China Ltd | Long | Debt | KY | $5M | – | 0.03 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $186K | – | 0.00 |
| SCOTT Trust 2023-SFS | Long | ABS-mortgage backed security | US | $24M | – | 0.12 |
| SEB Funding LLC | Long | ABS-other | US | $19M | – | 0.10 |
| Service Properties Trust | Long | Debt | US | $7M | – | 0.04 |
| SETANTA AIRCRAFT LEASING (Setanta Aircraft Leasing DAC) | Long | Loan | IE | $7M | – | 0.04 |
| Shell International Finance BV | Long | Debt | NL | $8M | – | 0.04 |
| Shell International Finance BV | Long | Debt | NL | $7M | – | 0.04 |
| Shell International Finance BV | Long | Debt | NL | $7M | – | 0.04 |
| Shell International Finance BV | Long | Debt | NL | $5M | – | 0.03 |
| Shell International Finance BV | Long | Debt | NL | $4M | – | 0.02 |
| Shops at Crystals Trust 2016-CSTL | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| SHOW Trust 2022-BIZ (DCP RIGHTS, LLC) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Silver Rock CLO I Ltd (SILVER ROCK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.05 |
| SkyMiles IP Ltd (Delta Air Lines Inc) | Long | Loan | KY | $3M | – | 0.01 |
| SMB Private Education Loan Trust 2015-C | Long | ABS-other | US | $14M | – | 0.07 |
| SMB Private Education Loan Trust 2020-A | Long | ABS-other | US | $2M | – | 0.01 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $11M | – | 0.06 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $9M | – | 0.05 |
| SMB Private Education Loan Trust 2023-C | Long | ABS-other | US | $18M | – | 0.10 |
| Soho Trust 2021-SOHO | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Solventum Corp | Long | Debt | US | $18M | – | 0.10 |
| Solventum Corp | Long | Debt | US | $14M | – | 0.08 |
| Solventum Corp | Long | Debt | US | $14M | – | 0.08 |
| Solventum Corp | Long | Debt | US | $14M | – | 0.07 |
| SOTERA HEALTH HOLDINGS LLC | Long | Loan | US | $17M | – | 0.09 |
| Southern Copper Corp | Long | Debt | US | $26M | – | 0.14 |
| Southern Natural Gas Co LLC | Long | Debt | US | $11M | – | 0.06 |
| Southwestern Energy Co | Long | Debt | US | $5M | – | 0.03 |
| Southwestern Energy Co | Long | Debt | US | $4M | – | 0.02 |
| Southwestern Energy Co | Long | Debt | US | $895K | – | 0.00 |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd (SPIRIT LOYALTY KY LTD/IP) | Long | Debt | KY | $9M | – | 0.05 |
| SpringCastle America Funding LLC (Springcastle SPV) | Long | ABS-other | US | $7M | – | 0.04 |
| Sprint Capital Corp | Long | Debt | US | $17M | – | 0.09 |
| Sprint LLC | Long | Debt | US | $5M | – | 0.03 |
| State of Israel | Long | Debt | IL | $3M | – | 0.02 |
| State of Israel | Long | Debt | IL | $1M | – | 0.01 |
| Store Master Funding I-VII XIV XIX XX XXIV (STORE Master Funding LLC) | Long | ABS-other | US | $6M | – | 0.03 |
| Store Master Funding I-VII XIV XIX XX XXIV XXII (STORE Master Funding LLC) | Long | ABS-other | US | $11M | – | 0.06 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $299.02 | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR6 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Structured Asset Mortgage Investments Trust 2003-AR1 | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-ARS1 | Long | ABS-other | US | $30K | – | 0.00 |
| Structured Asset Securities Corp Trust 2005-SC1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Sunrun Atlas Issuer 2019-2 LLC (Sunrun Issuer) | Long | ABS-other | US | $2M | – | 0.01 |
| Sunrun Demeter Issuer 2021-2 LLC (Sunrun Demeter Issuer LLC) | Long | ABS-other | US | $21M | – | 0.11 |
| SunTrust Alternative Loan Trust 2006-1F | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Suzano Austria GmbH | Long | Debt | AT | $18M | – | 0.10 |
| Suzano Austria GmbH | Long | Debt | AT | $3M | – | 0.02 |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $2M | – | 0.01 | |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| Symphony CLO 40 Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $41M | – | 0.22 |
| T-Mobile USA Inc | Long | Debt | US | $42M | – | 0.22 |
| T-Mobile USA Inc | Long | Debt | US | $23M | – | 0.12 |
| T-Mobile USA Inc | Long | Debt | US | $18M | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $15M | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $9M | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $8M | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $8M | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $7M | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $4M | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.01 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $774K | – | 0.00 |
| Targa Resources Corp | Long | Debt | US | $4M | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $5M | – | 0.03 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $4M | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $4M | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $2M | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $1M | – | 0.01 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $7M | – | 0.04 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $5M | – | 0.02 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $632K | – | 0.00 |
| Telefonica Emisiones SA (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $6M | – | 0.03 |
| Telefonica Emisiones SA (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $5M | – | 0.03 |
| Tennessee Gas Pipeline Co LLC | Long | Debt | US | $3M | – | 0.02 |
| Teva Pharmaceutical Finance Co LLC (TEVA PHARM FIN CO LLC) | Long | Debt | US | $2M | – | 0.01 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $77M | – | 0.41 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $25M | – | 0.13 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $15M | – | 0.08 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICAL INDU) | Long | Debt | NL | $9M | – | 0.05 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $7M | – | 0.04 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $3M | – | 0.02 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $850K | – | 0.00 |
| THE VANGUARD GROUP INC | Long | Debt | US | $13M | – | 0.07 |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $3M | – | 0.02 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-193K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-227K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-707K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-4M | – | -0.02 | |
| Thrust Engine Leasing 2021 DAC | Long | ABS-other | US | $16M | – | 0.08 |
| TIF Funding III LLC | Long | ABS-other | US | $9M | – | 0.05 |
| TIF Funding III LLC | Long | ABS-other | US | $2M | – | 0.01 |
| Time Warner Cable Enterprises LLC (TIME WARNER CABLE ENTRMN) | Long | Debt | US | $2M | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $9M | – | 0.05 |
| Time Warner Cable LLC | Long | Debt | US | $4M | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $3M | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $3M | – | 0.02 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $14M | – | 0.07 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $5M | – | 0.03 |
| TRANS UNION LLC6/06/2031 | Long | Loan | US | $6M | – | 0.03 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $25M | – | 0.13 |
| TransDigm Inc | Long | Debt | US | $9M | – | 0.05 |
| TransDigm Inc | Long | Debt | US | $7M | – | 0.04 |
| Trinity Rail Leasing 2020 LLC (Trinity Rail Leasing L.P.) | Long | ABS-other | US | $20M | – | 0.10 |
| Triton Water Holdings Inc | Long | Loan | US | $8M | – | 0.04 |
| TRS JPEIFNTR INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| Truist Financial Corp | Long | Debt | US | $13M | – | 0.07 |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $457K | – | 0.00 | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $186K | – | 0.00 | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $0 | – | – | |
| U.S. TREASURY LONG BOND WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-932K | – | -0.00 | |
| UBS AG/London (UBS AG LONDON) | Long | Debt | CH | $4M | – | 0.02 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $35M | – | 0.19 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $33M | – | 0.17 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $14M | – | 0.07 |
| UBS Commercial Mortgage Trust 2017-C1 | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| UBS Commercial Mortgage Trust 2017-C3 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| UBS Commercial Mortgage Trust 2018-C11 | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $41M | – | 0.22 |
| UBS Group AG | Long | Debt | CH | $35M | – | 0.18 |
| UBS Group AG | Long | Debt | CH | $28M | – | 0.15 |
| UBS Group AG | Long | Debt | CH | $16M | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $12M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $11M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $10M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $9M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $9M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $6M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $6M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $6M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $5M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $4M | – | 0.02 |
| UFC Holdings LLC | Long | Loan | US | $12M | – | 0.06 |
| Ukraine Government International Bond | Long | Debt | UA | $5M | – | 0.03 |
| UniCredit SpA | Long | Debt | IT | $312K | – | 0.00 |
| Union Pacific Corp | Long | Debt | US | $18M | – | 0.09 |
| Union Pacific Corp | Long | Debt | US | $9M | – | 0.05 |
| Union Pacific Corp | Long | Debt | US | $5M | – | 0.03 |
| United Airlines Inc | Long | Debt | US | $25M | – | 0.13 |
| United Airlines Inc | Long | Debt | US | $5M | – | 0.03 |
| United Rentals North America Inc | Long | Debt | US | $16M | – | 0.08 |
| United Rentals North America Inc | Long | Debt | US | $9M | – | 0.05 |
| United Rentals North America Inc | Long | Debt | US | $7M | – | 0.04 |
| United States Department of Housing and Urban Development (HOUSING URBAN DEVELOPMNT) | Long | Debt | US | $5M | – | 0.02 |
| United States Small Business Administration (Small Business Administration) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| United States Small Business Administration (Small Business Administration) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $49M | – | 0.26 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $3M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $211M | – | 1.12 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $141M | – | 0.75 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $118M | – | 0.62 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $105M | – | 0.55 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $87M | – | 0.46 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $65M | – | 0.35 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $27M | – | 0.14 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.01 |
| United States Treasury Strip Principal (STRIP PRINC) | Long | Debt | US | $49M | – | 0.26 |
| United States Treasury Strip Principal (STRIP PRINC) | Long | Debt | US | $6M | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $10M | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $10M | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $8M | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $7M | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $7M | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $5M | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $3M | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $991K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $701K | – | 0.00 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $14M | – | 0.08 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $1.18 | – | 0.00 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $32M | – | 0.17 | |
| US Bancorp | Long | Debt | US | $23M | – | 0.12 |
| US Bancorp | Long | Debt | US | $12M | – | 0.07 |
| US Bancorp | Long | Debt | US | $6M | – | 0.03 |
| US Bancorp | Long | Debt | US | $2M | – | 0.01 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $31M | – | 0.16 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-161K | – | -0.00 | |
| USAA Capital Corp | Long | Debt | US | $939K | – | 0.00 |
| USD CALL VERSUS MXN PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $8M | – | 0.04 | |
| USD CALL VERSUS MXN PUT (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $-3M | – | -0.02 | |
| USD/AUD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $8M | – | 0.04 | |
| USD/AUD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $101K | – | 0.00 | |
| USD/AUD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-1M | – | -0.01 | |
| USD/BRL FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2M | – | 0.01 | |
| USD/BRL FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-810K | – | -0.00 | |
| USD/BRL FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-13M | – | -0.07 | |
| USD/CAD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $64K | – | 0.00 | |
| USD/CHF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $317K | – | 0.00 | |
| USD/CHF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-262K | – | -0.00 | |
| USD/CHF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-384K | – | -0.00 | |
| USD/EUR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-106K | – | -0.00 | |
| USD/GBP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2M | – | 0.01 | |
| USD/INR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $32K | – | 0.00 | |
| USD/JPY FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $724K | – | 0.00 | |
| USD/JPY FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $390K | – | 0.00 | |
| USD/JPY FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-766K | – | -0.00 | |
| USD/MXN FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-916K | – | -0.00 | |
| USD/MXN FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-3M | – | -0.01 | |
| USD/NOK FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $2M | – | 0.01 | |
| USD/NOK FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| USD/NOK FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-703K | – | -0.00 | |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $7M | – | 0.04 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $7M | – | 0.04 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $9M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $20M | – | 0.10 |
| Verizon Communications Inc | Long | Debt | US | $14M | – | 0.07 |
| Verizon Communications Inc | Long | Debt | US | $11M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $11M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $11M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $10M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $9M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $6M | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $5M | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $5M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $4M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $3M | – | 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 | $1M | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $41K | – | 0.00 |
| Vertiv Group Corp (VERTIV GROUP CORPORATION) | Long | Debt | US | $5M | – | 0.03 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $327K | – | 0.00 |
| Virgin Media Bristol LLC | Long | Loan | US | $6M | – | 0.03 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $9M | – | 0.05 |
| Visa Inc | Long | Debt | US | $10M | – | 0.06 |
| VLS Commercial Mortgage Trust 2020-LAB | Long | ABS-mortgage backed security | US | $52M | – | 0.28 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $963K | – | 0.01 |
| VOC Escrow Ltd | Long | Debt | BM | $9M | – | 0.05 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $6M | – | 0.03 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $283K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $10M | – | 0.05 |
| Warnermedia Holdings Inc | Long | Debt | US | $8M | – | 0.04 |
| Warnermedia Holdings Inc | Long | Debt | US | $6M | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $3M | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $1M | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $218K | – | 0.00 |
| Waste Connections Inc | Long | Debt | CA | $9M | – | 0.05 |
| WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $24M | – | 0.13 |
| WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $459K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $61M | – | 0.32 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $26M | – | 0.14 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $20M | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $19M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $18M | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $15M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $15M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $13M | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $11M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $11M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $11M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| Wells Fargo Alternative Loan 2007-PA1 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| Wells Fargo Alternative Loan 2007-PA2 Trust (Wells Fargo Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2014-LC18 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | Long | ABS-mortgage backed security | US | $911K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2022-JS2 | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Western Asset Premier Institutional Government Reserves | Long | Short-term investment vehicle | US | $47M | 47M | 0.25 |
| Western Midstream Operating LP | Long | Debt | US | $23M | – | 0.12 |
| Western Midstream Operating LP | Long | Debt | US | $7M | – | 0.04 |
| Western Midstream Operating LP | Long | Debt | US | $6M | – | 0.03 |
| Western Midstream Operating LP | Long | Debt | US | $2M | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $235K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $95K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $13M | – | 0.07 |
| Williams Cos Inc/The | Long | Debt | US | $7M | – | 0.04 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $6M | – | 0.03 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $5M | – | 0.03 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $5M | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $4M | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $4M | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $882K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $173K | – | 0.00 |
| WISE CLO 2023-2 Ltd (Wise CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $19M | – | 0.10 |
| Wyeth LLC | Long | Debt | US | $5M | – | 0.03 |
| Wynn Macau Ltd | Long | Debt | KY | $15M | – | 0.08 |
| Wynn Macau Ltd | Long | Debt | KY | $10M | – | 0.06 |
| Yamana Gold Inc | Long | Debt | CA | $10M | – | 0.05 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $8M | – | 0.04 |
| Ziply Fiber Issuer LLC (Ziply Fiber Issuer, LLC) | Long | ABS-other | US | $23M | – | 0.12 |
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