TROWEPRICE > T. ROWE PRICE QM U.S. BOND INDEX FUND, INC.
T. Rowe Price QM U.S. Bond Index Fund
$1.21B
Avg Monthly Net Assets
$1.56B
Total Assets
$62.71M
Total Liabilities
$1.50B
Net Assets
T. Rowe Price QM U.S. Bond Index Fund is an Index Fund in T. ROWE PRICE QM U.S. BOND INDEX FUND, INC.
from TROWEPRICE,
based in Maryland,
United States of America.
The fund has three share classes
and monthly net assets of $1.21B.
On September 26th, 2024 it reported 1,292 holdings, the largest
being T. Rowe Price Government Reserve Fund (3.6%), United States Treasury Note/Bond (3.0%) and United States Treasury Note/Bond (2.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| T. Rowe Price QM U.S. Bond Index Fund | C000005563 | PBDIX | |
| T. Rowe Price QM U.S. Bond Index Fund - I Class | C000222343 | TSBLX | |
| T. Rowe Price QM U.S. Bond Index Fund - Z Class | C000222342 | TSBZX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ABBOTT LABORATORIES | Long | Debt | US | $2M | – | 0.10 |
| ABBVIE INC | Long | Debt | US | $1M | – | 0.09 |
| ABBVIE INC | Long | Debt | US | $1M | – | 0.09 |
| ABBVIE INC | Long | Debt | US | $1M | – | 0.08 |
| ABBVIE INC | Long | Debt | US | $1M | – | 0.08 |
| ABBVIE INC | Long | Debt | US | $219K | – | 0.01 |
| ABN AMRO BANK NV | Long | Debt | NL | $386K | – | 0.03 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | Long | Debt | IE | $2M | – | 0.10 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | Long | Debt | IE | $739K | – | 0.05 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | Long | Debt | IE | $660K | – | 0.04 |
| AIA GROUP LTD | Long | Debt | HK | $505K | – | 0.03 |
| AIR PRODUCTS AND CHEMICALS INC | Long | Debt | US | $144K | – | 0.01 |
| ALEN 2021-ACEN MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| ALEXANDRIA REAL ESTATE EQUITIES INC | Long | Debt | US | $2M | – | 0.10 |
| ALEXANDRIA REAL ESTATE EQUITIES INC | Long | Debt | US | $10K | – | 0.00 |
| ALIBABA GROUP HOLDING LTD | Long | Debt | KY | $2M | – | 0.14 |
| ALLSTATE CORP/THE | Long | Debt | US | $161K | – | 0.01 |
| ALLY FINANCIAL INC | Long | Debt | US | $1M | – | 0.09 |
| ALTRIA GROUP INC | Long | Debt | US | $244K | – | 0.02 |
| AMAZON.COM INC | Long | Debt | US | $584K | – | 0.04 |
| AMEREN CORP | Long | Debt | US | $2M | – | 0.12 |
| AMERICA MOVIL SAB DE CV | Long | Debt | MX | $1M | – | 0.09 |
| AMERICA MOVIL SAB DE CV | Long | Debt | MX | $1M | – | 0.09 |
| AMERICA MOVIL SAB DE CV | Long | Debt | MX | $330K | – | 0.02 |
| AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST | Long | Debt | US | $25K | – | 0.00 |
| AMERICAN ELECTRIC POWER CO INC | Long | Debt | US | $3M | – | 0.18 |
| AMERICAN EXPRESS CO | Long | Debt | US | $3M | – | 0.23 |
| AMERICAN HONDA FINANCE CORP | Long | Debt | US | $3M | – | 0.19 |
| AMERICAN INTERNATIONAL GROUP INC | Long | Debt | US | $389K | – | 0.03 |
| AMERICAN MUNICIPAL POWER INC | Long | Debt | US | $2M | – | 0.15 |
| AMERICAN TOWER CORP | Long | Debt | US | $990K | – | 0.07 |
| AMGEN INC | Long | Debt | US | $2M | – | 0.11 |
| AMGEN INC | Long | Debt | US | $1M | – | 0.08 |
| AMGEN INC | Long | Debt | US | $754K | – | 0.05 |
| AMPHENOL CORP | Long | Debt | US | $943K | – | 0.06 |
| AMPHENOL CORP | Long | Debt | US | $310K | – | 0.02 |
| ANGEL OAK MORTGAGE TRUST 2020-6 | Long | ABS-mortgage backed security | US | $271K | – | 0.02 |
| ANGEL OAK MORTGAGE TRUST 2021-1 | Long | ABS-mortgage backed security | US | $871K | – | 0.06 |
| ANGEL OAK MORTGAGE TRUST 2021-2 | Long | ABS-mortgage backed security | US | $760K | – | 0.05 |
| ANGEL OAK MORTGAGE TRUST 2023-3 | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $31K | – | 0.00 |
| AON CORP / AON GLOBAL HOLDINGS PLC | Long | Debt | US | $3M | – | 0.20 |
| AON GLOBAL LTD | Long | Debt | GB | $398K | – | 0.03 |
| APA INFRASTRUCTURE LTD | Long | Debt | AU | $380K | – | 0.03 |
| APPLE INC | Long | Debt | US | $44K | – | 0.00 |
| ARROYO MORTGAGE TRUST 2019-2 | Long | ABS-mortgage backed security | US | $252K | – | 0.02 |
| ASTRAZENECA FINANCE LLC | Long | Debt | US | $2M | – | 0.16 |
| AT&T INC | Long | Debt | US | $3M | – | 0.19 |
| AT&T INC | Long | Debt | US | $1M | – | 0.07 |
| ATLASSIAN CORP | Long | Debt | US | $771K | – | 0.05 |
| AUTORIDAD DEL CANAL DE PANAMA | Long | Debt | PA | $274K | – | 0.02 |
| AUTOZONE INC | Long | Debt | US | $2M | – | 0.11 |
| AUTOZONE INC | Long | Debt | US | $1M | – | 0.09 |
| AUTOZONE INC | Long | Debt | US | $431K | – | 0.03 |
| AUTOZONE INC | Long | Debt | US | $19K | – | 0.00 |
| AUXILIOR TERM FUNDING 2024-1 LLC | Long | ABS-other | US | $301K | – | 0.02 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC | Long | ABS-other | US | $637K | – | 0.04 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC | Long | ABS-other | US | $389K | – | 0.03 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $2M | – | 0.11 |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND | Long | Debt | MX | $1M | – | 0.08 |
| BANCO SANTANDER SA | Long | Debt | ES | $550K | – | 0.04 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.15 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.11 |
| BANK OF AMERICA CORP | Long | Debt | US | $1M | – | 0.08 |
| BANK OF AMERICA CORP | Long | Debt | US | $646K | – | 0.04 |
| BANK OF AMERICA CORP | Long | Debt | US | $587K | – | 0.04 |
| BANK OF AMERICA CORP | Long | Debt | US | $290K | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $185K | – | 0.01 |
| BANK OF AMERICA CORP | Long | Debt | US | $41K | – | 0.00 |
| BANK OF AMERICA NA | Long | Debt | US | $324K | – | 0.02 |
| BANK OF NEW YORK MELLON CORP/THE | Long | Debt | US | $2M | – | 0.11 |
| BANK5 2024-5YR8 | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| BANNER HEALTH | Long | Debt | US | $720K | – | 0.05 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA | Long | Debt | FR | $4M | – | 0.24 |
| BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1 | Long | ABS-mortgage backed security | US | $797K | – | 0.05 |
| BARCLAYS PLC | Long | Debt | GB | $2M | – | 0.11 |
| BARCLAYS PLC | Long | Debt | GB | $1M | – | 0.07 |
| BAT CAPITAL CORP | Long | Debt | US | $1M | – | 0.09 |
| BAT CAPITAL CORP | Long | Debt | US | $876K | – | 0.06 |
| BAY AREA TOLL AUTHORITY | Long | Debt | US | $1M | – | 0.07 |
| BAY AREA TOLL AUTHORITY | Long | Debt | US | $405K | – | 0.03 |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC | Long | ABS-other | US | $287K | – | 0.02 |
| BBCMS 2019-BWAY MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| BBCMS MORTGAGE TRUST 2024-5C27 | Long | ABS-mortgage backed security | US | $428K | – | 0.03 |
| BECTON DICKINSON & CO | Long | Debt | US | $2M | – | 0.13 |
| BECTON DICKINSON & CO | Long | Debt | US | $2M | – | 0.10 |
| BECTON DICKINSON & CO | Long | Debt | US | $1M | – | 0.07 |
| BENCHMARK 2023-V3 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| BENCHMARK 2024-V8 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| BERKSHIRE HATHAWAY ENERGY CO | Long | Debt | US | $182K | – | 0.01 |
| BIOGEN INC | Long | Debt | US | $3M | – | 0.17 |
| BLACKROCK FUNDING INC | Long | Debt | US | $838K | – | 0.06 |
| BMO 2024-5C4 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $802K | – | 0.05 |
| BMO 2024-C9 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| BNP PARIBAS SA | Long | Debt | FR | $3M | – | 0.19 |
| BOARDWALK PIPELINES LP | Long | Debt | US | $2M | – | 0.13 |
| BOARDWALK PIPELINES LP | Long | Debt | US | $379K | – | 0.03 |
| BOARDWALK PIPELINES LP | Long | Debt | US | $227K | – | 0.02 |
| BOOKING HOLDINGS INC | Long | Debt | US | $801K | – | 0.05 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $1M | – | 0.08 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.07 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $882K | – | 0.06 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $862K | – | 0.06 |
| BRIXMOR OPERATING PARTNERSHIP LP | Long | Debt | US | $723K | – | 0.05 |
| BRIXMOR OPERATING PARTNERSHIP LP | Long | Debt | US | $480K | – | 0.03 |
| BURLINGTON NORTHERN SANTA FE LLC | Long | Debt | US | $110K | – | 0.01 |
| CAMERON LNG LLC | Long | Debt | US | $457K | – | 0.03 |
| CAMERON LNG LLC | Long | Debt | US | $359K | – | 0.02 |
| CANADIAN NATIONAL RAILWAY CO | Long | Debt | CA | $993K | – | 0.07 |
| CANADIAN NATIONAL RAILWAY CO | Long | Debt | CA | $106K | – | 0.01 |
| CANADIAN NATURAL RESOURCES LTD | Long | Debt | CA | $1M | – | 0.09 |
| CANADIAN PACIFIC RAILWAY CO | Long | Debt | CA | $1M | – | 0.07 |
| CANADIAN PACIFIC RAILWAY CO | Long | Debt | CA | $851K | – | 0.06 |
| CANADIAN PACIFIC RAILWAY CO | Long | Debt | CA | $789K | – | 0.05 |
| CANADIAN PACIFIC RAILWAY CO | Long | Debt | CA | $636K | – | 0.04 |
| CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1 | Long | ABS-mortgage backed security | US | $513K | – | 0.03 |
| CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1 | Long | ABS-mortgage backed security | US | $472K | – | 0.03 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $3M | – | 0.20 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $1M | – | 0.09 |
| CAPITAL ONE FINANCIAL CORP | Long | Debt | US | $375K | – | 0.03 |
| CARDINAL HEALTH INC | Long | Debt | US | $1M | – | 0.09 |
| CARDINAL HEALTH INC | Long | Debt | US | $891K | – | 0.06 |
| CARMAX AUTO OWNER TRUST 2023-3 | Long | ABS-other | US | $302K | – | 0.02 |
| CARMAX AUTO OWNER TRUST 2023-3 | Long | ABS-other | US | $218K | – | 0.01 |
| CARMAX AUTO OWNER TRUST 2024-3 | Long | ABS-other | US | $595K | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST 2021-P4 | Long | ABS-other | US | $2M | – | 0.12 |
| CARVANA AUTO RECEIVABLES TRUST 2024-N1 | Long | ABS-other | US | $641K | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST 2024-N1 | Long | ABS-other | US | $406K | – | 0.03 |
| CATERPILLAR FINANCIAL SERVICES CORP | Long | Debt | US | $4M | – | 0.29 |
| CBRE SERVICES INC | Long | Debt | US | $595K | – | 0.04 |
| CD 2016-CD2 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $857K | – | 0.06 |
| CELULOSA ARAUCO Y CONSTITUCION SA | Long | Debt | CL | $538K | – | 0.04 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC | Long | Debt | US | $113K | – | 0.01 |
| CENTRA HEALTH INC | Long | Debt | US | $22K | – | 0.00 |
| CENTRAL TEXAS TURNPIKE SYSTEM | Long | Debt | US | $31K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | Long | Debt | US | $2M | – | 0.13 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | Long | Debt | US | $1M | – | 0.08 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | Long | Debt | US | $706K | – | 0.05 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | Long | Debt | US | $282K | – | 0.02 |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1 | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $2M | – | 0.13 |
| CHICAGO O'HARE INTERNATIONAL AIRPORT (Chicago O Hare International Airport) | Long | Debt | US | $2M | – | 0.10 |
| CHICAGO O'HARE INTERNATIONAL AIRPORT (Chicago O Hare International Airport) | Long | Debt | US | $562K | – | 0.04 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P | Long | ABS-mortgage backed security | US | $920K | – | 0.06 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC33 | Long | ABS-mortgage backed security | US | $428K | – | 0.03 |
| CITIGROUP INC | Long | Debt | US | $2M | – | 0.13 |
| CITIGROUP INC | Long | Debt | US | $2M | – | 0.13 |
| CITIGROUP INC | Long | Debt | US | $474K | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST INC | Long | ABS-mortgage backed security | US | $913K | – | 0.06 |
| CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS | Long | Debt | US | $824K | – | 0.06 |
| CMS ENERGY CORP | Long | Debt | US | $590K | – | 0.04 |
| COLD STORAGE TRUST 2020-ICE5 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| COLD STORAGE TRUST 2020-ICE5 | Long | ABS-mortgage backed security | US | $715K | – | 0.05 |
| COLT 2020-3 MORTGAGE LOAN TRUST | Long | ABS-mortgage backed security | US | $232K | – | 0.02 |
| COMCAST CORP | Long | Debt | US | $836K | – | 0.06 |
| COMCAST CORP | Long | Debt | US | $66K | – | 0.00 |
| COMCAST CORP | Long | Debt | US | $9K | – | 0.00 |
| COMM 2015-CCRE23 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $831K | – | 0.06 |
| COMM 2015-LC21 MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| COMM 2017-PANW MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $868K | – | 0.06 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $861K | – | 0.06 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $31K | – | 0.00 |
| CONE TRUST 2024-DFW1 | Long | ABS-mortgage backed security | US | $683K | – | 0.05 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R04 | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R04 | Long | ABS-mortgage backed security | US | $689K | – | 0.05 |
| CONOPCO INC | Long | Debt | US | $5K | – | 0.00 |
| CORP NACIONAL DEL COBRE DE CHILE | Long | Debt | CL | $518K | – | 0.03 |
| COUNTY OF FULTON GA | Long | Debt | US | $3M | – | 0.18 |
| CRH AMERICA FINANCE INC | Long | Debt | US | $2M | – | 0.11 |
| CROWN CASTLE INC | Long | Debt | US | $1M | – | 0.09 |
| CROWN CASTLE INC | Long | Debt | US | $681K | – | 0.05 |
| CROWN CASTLE TOWERS LLC | Long | Debt | US | $192K | – | 0.01 |
| CUMMINS INC | Long | Debt | US | $336K | – | 0.02 |
| CVS HEALTH CORP | Long | Debt | US | $2M | – | 0.11 |
| CVS HEALTH CORP | Long | Debt | US | $933K | – | 0.06 |
| CVS HEALTH CORP | Long | Debt | US | $836K | – | 0.06 |
| CYRUSONE DATA CENTERS ISSUER I LLC | Long | ABS-other | US | $3M | – | 0.21 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC | Long | Debt | US | $568K | – | 0.04 |
| DALLAS FORT WORTH INTERNATIONAL AIRPORT | Long | Debt | US | $3M | – | 0.22 |
| DALLAS FORT WORTH INTERNATIONAL AIRPORT | Long | Debt | US | $13K | – | 0.00 |
| DANSKE BANK A/S | Long | Debt | DK | $2M | – | 0.15 |
| DANSKE BANK A/S | Long | Debt | DK | $479K | – | 0.03 |
| DELL EQUIPMENT FINANCE TRUST 2024-1 | Long | ABS-other | US | $101K | – | 0.01 |
| DETROIT CITY SCHOOL DISTRICT | Long | Debt | US | $1M | – | 0.09 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $557K | – | 0.04 |
| DISCOVER BANK | Long | Debt | US | $2M | – | 0.12 |
| DISCOVER FINANCIAL SERVICES | Long | Debt | US | $1M | – | 0.10 |
| DRIVEN BRANDS FUNDING LLC | Long | ABS-other | US | $1M | – | 0.10 |
| DRIVEN BRANDS FUNDING LLC | Long | ABS-other | US | $729K | – | 0.05 |
| DTE ENERGY CO | Long | Debt | US | $3M | – | 0.18 |
| DTE ENERGY CO | Long | Debt | US | $406K | – | 0.03 |
| DUKE ENERGY CORP | Long | Debt | US | $2M | – | 0.14 |
| DUKE ENERGY CORP | Long | Debt | US | $340K | – | 0.02 |
| DUKE ENERGY CORP | Long | Debt | US | $212K | – | 0.01 |
| DUKE ENERGY FLORIDA LLC | Long | Debt | US | $187K | – | 0.01 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $590K | – | 0.04 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $110K | – | 0.01 |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC | Long | ABS-other | US | $482K | – | 0.03 |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC | Long | ABS-other | US | $386K | – | 0.03 |
| ELEVANCE HEALTH INC | Long | Debt | US | $987K | – | 0.07 |
| ELEVANCE HEALTH INC | Long | Debt | US | $439K | – | 0.03 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 | Long | ABS-mortgage backed security | US | $620K | – | 0.04 |
| ELMWOOD CLO 20 LTD | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| ENBRIDGE ENERGY PARTNERS LP | Long | Debt | US | $166K | – | 0.01 |
| ENBRIDGE INC | Long | Debt | CA | $811K | – | 0.05 |
| ENBRIDGE INC | Long | Debt | CA | $678K | – | 0.05 |
| ENBRIDGE INC | Long | Debt | CA | $543K | – | 0.04 |
| ENBRIDGE INC | Long | Debt | CA | $350K | – | 0.02 |
| ENERGY TRANSFER LP | Long | Debt | US | $2M | – | 0.10 |
| ENERGY TRANSFER LP | Long | Debt | US | $1M | – | 0.07 |
| ENERGY TRANSFER LP | Long | Debt | US | $638K | – | 0.04 |
| ENGIE SA | Long | Debt | FR | $675K | – | 0.05 |
| ENI SPA | Long | Debt | IT | $938K | – | 0.06 |
| ENI SPA | Long | Debt | IT | $863K | – | 0.06 |
| ENTERPRISE FLEET FINANCING 2023-2 LLC | Long | ABS-other | US | $1M | – | 0.10 |
| ENTERPRISE FLEET FINANCING 2024-3 LLC | Long | ABS-other | US | $166K | – | 0.01 |
| ENTERPRISE FLEET FINANCING 2024-3 LLC | Long | ABS-other | US | $116K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $3M | – | 0.19 |
| ERAC USA FINANCE LLC | Long | Debt | US | $2M | – | 0.11 |
| ERAC USA FINANCE LLC | Long | Debt | US | $230K | – | 0.02 |
| ERAC USA FINANCE LLC | Long | Debt | US | $15K | – | 0.00 |
| ESSEX PORTFOLIO LP | Long | Debt | US | $1M | – | 0.08 |
| ESSEX PORTFOLIO LP | Long | Debt | US | $559K | – | 0.04 |
| EXELON CORP | Long | Debt | US | $2M | – | 0.12 |
| EXELON CORP | Long | Debt | US | $310K | – | 0.02 |
| EXTRA SPACE STORAGE LP | Long | Debt | US | $14K | – | 0.00 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES | Long | ABS-mortgage backed security | US | $492.58 | – | 0.00 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $8M | – | 0.51 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $5M | – | 0.36 |
| FANNIE MAE OR FREDDIE MAC | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12M | – | 0.81 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8M | – | 0.55 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8M | – | 0.52 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $993K | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $988K | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $973K | – | 0.07 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $972K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $966K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $950K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $910K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $866K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $865K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $862K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $861K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $846K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $832K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $829K | – | 0.06 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $782K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $781K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $781K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $762K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $742K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $732K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $721K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $718K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $708K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $691K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $687K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $685K | – | 0.05 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $669K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $668K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $651K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $624K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $616K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $612K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $576K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $575K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $568K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $558K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $554K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $553K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $548K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $546K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $539K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $538K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $537K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $535K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $530K | – | 0.04 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $519K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $510K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $494K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $487K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $483K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $470K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $468K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $460K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $447K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $438K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $429K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $425K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $420K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $420K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $417K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $414K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $407K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $407K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $403K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $402K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $393K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $392K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $375K | – | 0.03 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $363K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $346K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $337K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $336K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $335K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $331K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $325K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $319K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $298K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $297K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $296K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $296K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $292K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $281K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $277K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $276K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $273K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $272K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $269K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $267K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $265K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $264K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $262K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $262K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $246K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $229K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $229K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $228K | – | 0.02 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $939.08 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $847.25 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $805.61 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $757.19 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $748.63 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $704.97 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $690.6 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $431.21 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $386.31 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $338.03 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $293.83 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $224.68 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $136.56 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $91.48 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $56.4 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $55.02 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $46.97 | – | 0.00 |
| FANNIE MAE POOL | Long | ABS-mortgage backed security | US | $30.18 | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | Debt | US | $569K | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | Debt | US | $376K | – | 0.03 |
| FEDEX CORP | Long | Debt | US | $5M | – | 0.36 |
| FIDELITY NATIONAL FINANCIAL INC | Long | Debt | US | $2M | – | 0.11 |
| FIFTH THIRD BANCORP | Long | Debt | US | $480K | – | 0.03 |
| FIRST AMERICAN FINANCIAL CORP | Long | Debt | US | $408K | – | 0.03 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO | Long | Debt | US | $2M | – | 0.15 |
| FISERV INC | Long | Debt | US | $2M | – | 0.15 |
| FISERV INC | Long | Debt | US | $10K | – | 0.00 |
| FLORIDA DEVELOPMENT FINANCE CORP | Long | Debt | US | $1M | – | 0.08 |
| FLORIDA POWER & LIGHT CO | Long | Debt | US | $3M | – | 0.21 |
| FORD CREDIT AUTO OWNER TRUST 2020-REV2 | Long | ABS-other | US | $2M | – | 0.13 |
| FORD CREDIT AUTO OWNER TRUST 2023-REV1 | Long | ABS-other | US | $522K | – | 0.03 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A | Long | ABS-other | US | $2M | – | 0.10 |
| FORD MOTOR CREDIT CO LLC | Long | Debt | US | $678K | – | 0.05 |
| FOUNDRY JV HOLDCO LLC | Long | Debt | US | $922K | – | 0.06 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $766K | – | 0.05 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $669K | – | 0.04 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $488K | – | 0.03 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $363K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $264K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $229K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $225K | – | 0.02 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $44K | – | 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 | $40K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $957.2 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $839.74 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $822.3 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $617.91 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $522.67 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $438.51 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $371.2 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $287.74 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $205.82 | – | 0.00 |
| FREDDIE MAC GOLD POOL | Long | ABS-mortgage backed security | US | $1.09 | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES | Long | ABS-mortgage backed security | US | $9M | – | 0.61 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES | Long | ABS-mortgage backed security | US | $6M | – | 0.41 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES | Long | ABS-mortgage backed security | US | $305K | – | 0.02 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $8M | – | 0.55 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $7M | – | 0.46 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $866K | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $846K | – | 0.06 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $740K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $740K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $700K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $695K | – | 0.05 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $651K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $599K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $529K | – | 0.04 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $521K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $505K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $505K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $499K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $494K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $465K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $415K | – | 0.03 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $374K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $297K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $249K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $242K | – | 0.02 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FREDDIE MAC POOL | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3 | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA2 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA1 | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FWD SECURITIZATION TRUST 2020-INV1 | Long | ABS-mortgage backed security | US | $264K | – | 0.02 |
| GALTON FUNDING MORTGAGE TRUST 2017-1 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GATX CORP | Long | Debt | US | $2M | – | 0.13 |
| GENERAL DYNAMICS CORP | Long | Debt | US | $35K | – | 0.00 |
| GENERAL MOTORS CO | Long | Debt | US | $1M | – | 0.07 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $612K | – | 0.04 |
| GEORGETOWN UNIVERSITY/THE | Long | Debt | US | $1M | – | 0.09 |
| GEORGIA POWER CO | Long | Debt | US | $896K | – | 0.06 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8M | – | 0.53 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| GINNIE MAE (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| 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 | $66K | – | 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 | $39K | – | 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 | $9K | – | 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 | $896.96 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $656.14 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $605.22 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $342.68 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $323.05 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $309.42 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $274.49 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $214.06 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $202.64 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $188.39 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $185.29 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $130.83 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $123.35 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $104.58 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $102.72 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $81.38 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $72.88 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $72.54 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $58 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $28.98 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $28.51 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $19.69 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $12.66 | – | 0.00 |
| GINNIE MAE I POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1.07 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $8M | – | 0.56 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $993K | – | 0.07 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $991K | – | 0.07 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $956K | – | 0.06 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $900K | – | 0.06 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $897K | – | 0.06 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $884K | – | 0.06 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $836K | – | 0.06 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $827K | – | 0.06 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $805K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $744K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $725K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $722K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $715K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $703K | – | 0.05 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $642K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $596K | – | 0.04 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $523K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $488K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $482K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $473K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $438K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $433K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $414K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $377K | – | 0.03 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $356K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $346K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $310K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $302K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $293K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $260K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $258K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $255K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $254K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $253K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $248K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $229K | – | 0.02 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $931.49 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $794.47 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $788 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $651.8 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $628.11 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $612.4 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $510.33 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $485.79 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $462.94 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $441.34 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $427.7 | – | 0.00 |
| GINNIE MAE II POOL (GOVERNMENT NATIONAL MORTGAGE A) | Long | ABS-mortgage backed security | US | $51.35 | – | 0.00 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 | Long | ABS-other | US | $616K | – | 0.04 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $2M | – | 0.13 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $1M | – | 0.08 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $815K | – | 0.05 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $742K | – | 0.05 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $505K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $856K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GRAND PARKWAY TRANSPORTATION CORP | Long | Debt | US | $11K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST 2018-GS9 | Long | ABS-mortgage backed security | US | $697K | – | 0.05 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1 | Long | ABS-mortgage backed security | US | $886K | – | 0.06 |
| HACKENSACK MERIDIAN HEALTH INC | Long | Debt | US | $1M | – | 0.10 |
| HARDEE'S FUNDING LLC (Hardee s Funding LLC) | Long | ABS-other | US | $2M | – | 0.12 |
| HASBRO INC | Long | Debt | US | $1M | – | 0.09 |
| HCA INC | Long | Debt | US | $2M | – | 0.11 |
| HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | Long | Debt | US | $1M | – | 0.07 |
| HEALTHCARE REALTY HOLDINGS LP | Long | Debt | US | $567K | – | 0.04 |
| HEALTHPEAK OP LLC | Long | Debt | US | $635K | – | 0.04 |
| HEALTHPEAK OP LLC | Long | Debt | US | $372K | – | 0.02 |
| HIGH STREET FUNDING TRUST I | Long | Debt | US | $1M | – | 0.07 |
| HOME DEPOT INC/THE | Long | Debt | US | $3M | – | 0.22 |
| HSBC BANK USA NA/NEW YORK NY | Long | Debt | US | $584K | – | 0.04 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $3M | – | 0.20 |
| HUMANA INC | Long | Debt | US | $874K | – | 0.06 |
| HUMANA INC | Long | Debt | US | $858K | – | 0.06 |
| HUMANA INC | Long | Debt | US | $840K | – | 0.06 |
| HUMANA INC | Long | Debt | US | $794K | – | 0.05 |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1 | Long | ABS-other | US | $234K | – | 0.02 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $1M | – | 0.10 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $825K | – | 0.06 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $508K | – | 0.03 |
| ICE_CDX IG CDSI S41 5Y 12/20/2028 GSIL | Derivative-credit | US | $983K | – | 0.07 | |
| ICE_CDX IG CDSI S42 5Y 06/20/2029 BNPA | Derivative-credit | US | $2M | – | 0.10 | |
| ICON INVESTMENTS SIX DAC | Long | Debt | IE | $311K | – | 0.02 |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY | Long | Debt | US | $337K | – | 0.02 |
| INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP | Long | Debt | US | $867K | – | 0.06 |
| ING GROEP NV | Long | Debt | NL | $780K | – | 0.05 |
| INGERSOLL RAND INC | Long | Debt | US | $5M | – | 0.30 |
| INLAND VALLEY DEVELOPMENT AGENCY | Long | Debt | US | $250K | – | 0.02 |
| INTERCONTINENTAL EXCHANGE INC | Long | Debt | US | $2M | – | 0.11 |
| INTERCONTINENTAL EXCHANGE INC | Long | Debt | US | $1M | – | 0.09 |
| INVESCO US CLO 2023-1 LTD | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.09 |
| IQVIA INC | Long | Debt | US | $766K | – | 0.05 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| J.P. MORGAN MORTGAGE TRUST 2023-DSC2 | Long | ABS-mortgage backed security | US | $594K | – | 0.04 |
| JAMESTOWN CLO XV LTD | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| JDE PEET'S NV (JDE Peet s NV) | Long | Debt | NL | $1M | – | 0.08 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $2M | – | 0.12 |
| JPMORGAN CHASE & CO | Long | Debt | US | $3M | – | 0.21 |
| JPMORGAN CHASE & CO | Long | Debt | US | $1M | – | 0.08 |
| JPMORGAN CHASE & CO | Long | Debt | US | $1M | – | 0.07 |
| JPMORGAN CHASE & CO | Long | Debt | US | $966K | – | 0.06 |
| JPMORGAN CHASE & CO | Long | Debt | US | $944K | – | 0.06 |
| KEURIG DR PEPPER INC | Long | Debt | US | $429K | – | 0.03 |
| KEYSIGHT TECHNOLOGIES INC | Long | Debt | US | $1M | – | 0.09 |
| KILROY REALTY LP | Long | Debt | US | $742K | – | 0.05 |
| KILROY REALTY LP | Long | Debt | US | $330K | – | 0.02 |
| KINDER MORGAN INC | Long | Debt | US | $2M | – | 0.12 |
| KKR CLO 43 LTD | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.07 |
| L3HARRIS TECHNOLOGIES INC | Long | Debt | US | $1M | – | 0.09 |
| L3HARRIS TECHNOLOGIES INC | Long | Debt | US | $292K | – | 0.02 |
| LIBERTY MUTUAL GROUP INC | Long | Debt | US | $1M | – | 0.09 |
| LIBERTY MUTUAL GROUP INC | Long | Debt | US | $1M | – | 0.08 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $1M | – | 0.07 |
| LOCKHEED MARTIN CORP | Long | Debt | US | $216K | – | 0.01 |
| LOCKHEED MARTIN CORP | Long | Debt | US | $159K | – | 0.01 |
| LYB INTERNATIONAL FINANCE II BV | Long | Debt | NL | $967K | – | 0.06 |
| MADISON PARK FUNDING XXXIII LTD | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| MARYLAND ECONOMIC DEVELOPMENT CORP | Long | Debt | US | $2M | – | 0.12 |
| MASSMUTUAL GLOBAL FUNDING II | Long | Debt | US | $3M | – | 0.20 |
| MCDONALD'S CORP (McDonald s Corp) | Long | Debt | US | $901K | – | 0.06 |
| MCDONALD'S CORP (McDonald s Corp) | Long | Debt | US | $15K | – | 0.00 |
| MCKESSON CORP | Long | Debt | US | $4M | – | 0.24 |
| MEDSTAR HEALTH INC | Long | Debt | US | $710K | – | 0.05 |
| MEMORIAL SLOAN-KETTERING CANCER CENTER | Long | Debt | US | $521K | – | 0.03 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC | Long | Debt | US | $2M | – | 0.13 |
| MERCK & CO INC | Long | Debt | US | $773K | – | 0.05 |
| META PLATFORMS INC | Long | Debt | US | $2M | – | 0.13 |
| METLIFE SECURITIZATION TRUST 2018-1 | Long | ABS-mortgage backed security | US | $644K | – | 0.04 |
| METROPOLITAN TRANSPORTATION AUTHORITY | Long | Debt | US | $1M | – | 0.09 |
| METROPOLITAN TRANSPORTATION AUTHORITY | Long | Debt | US | $542K | – | 0.04 |
| METROPOLITAN TRANSPORTATION AUTHORITY | Long | Debt | US | $175K | – | 0.01 |
| METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER CHICAGO | Long | Debt | US | $506K | – | 0.03 |
| MEXICO GOVERNMENT INTERNATIONAL BOND | Long | Debt | MX | $4M | – | 0.29 |
| MHC COMMERCIAL MORTGAGE TRUST 2021-MHC | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| MICROCHIP TECHNOLOGY INC | Long | Debt | US | $859K | – | 0.06 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $789K | – | 0.05 |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC | Long | Debt | US | $2M | – | 0.12 |
| MIDOCEAN CREDIT CLO XI LTD | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.08 |
| MISSISSIPPI POWER CO | Long | Debt | US | $883K | – | 0.06 |
| MITSUBISHI UFJ FINANCIAL GROUP INC | Long | Debt | JP | $2M | – | 0.14 |
| MOHAWK INDUSTRIES INC | Long | Debt | US | $1M | – | 0.10 |
| MONDELEZ INTERNATIONAL INC | Long | Debt | US | $4M | – | 0.26 |
| MOODY'S CORP (Moody s Corp) | Long | Debt | US | $1M | – | 0.09 |
| MORGAN STANLEY | Long | Debt | US | $3M | – | 0.20 |
| MORGAN STANLEY | Long | Debt | US | $2M | – | 0.13 |
| MORGAN STANLEY | Long | Debt | US | $1M | – | 0.09 |
| MORGAN STANLEY | Long | Debt | US | $658K | – | 0.04 |
| MORGAN STANLEY | Long | Debt | US | $640K | – | 0.04 |
| MORGAN STANLEY | Long | Debt | US | $179K | – | 0.01 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 | Long | ABS-mortgage backed security | US | $665K | – | 0.04 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| MORGAN STANLEY CAPITAL I TRUST 2014-150E | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| MORGAN STANLEY CAPITAL I TRUST 2018-H4 | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 | Long | ABS-mortgage backed security | US | $404K | – | 0.03 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM2 | Long | ABS-mortgage backed security | US | $1000K | – | 0.07 |
| MOTOROLA SOLUTIONS INC | Long | Debt | US | $842K | – | 0.06 |
| MPLX LP | Long | Debt | US | $2M | – | 0.10 |
| MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA | Long | Debt | US | $2M | – | 0.13 |
| MVW 2019-2 LLC | Long | ABS-other | US | $524K | – | 0.04 |
| MVW 2020-1 LLC | Long | ABS-other | US | $154K | – | 0.01 |
| NATWEST MARKETS PLC | Long | Debt | GB | $3M | – | 0.19 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A | Long | ABS-other | US | $649K | – | 0.04 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C | Long | ABS-other | US | $402K | – | 0.03 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G | Long | ABS-other | US | $195K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H | Long | ABS-other | US | $171K | – | 0.01 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST | Long | ABS-other | US | $645K | – | 0.04 |
| NESTLE HOLDINGS INC | Long | Debt | US | $3M | – | 0.18 |
| NEVADA POWER CO | Long | Debt | US | $442K | – | 0.03 |
| NEW JERSEY TURNPIKE AUTHORITY | Long | Debt | US | $1M | – | 0.08 |
| NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE | Long | Debt | US | $36K | – | 0.00 |
| NEW YORK LIFE INSURANCE CO | Long | Debt | US | $1M | – | 0.07 |
| NEW YORK STATE DORMITORY AUTHORITY | Long | Debt | US | $788K | – | 0.05 |
| NEW YORK STATE DORMITORY AUTHORITY | Long | Debt | US | $758K | – | 0.05 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC | Long | Debt | US | $1M | – | 0.09 |
| NISOURCE INC | Long | Debt | US | $2M | – | 0.12 |
| NISOURCE INC | Long | Debt | US | $1M | – | 0.07 |
| NISOURCE INC | Long | Debt | US | $776K | – | 0.05 |
| NISOURCE INC | Long | Debt | US | $686K | – | 0.05 |
| NORTHWELL HEALTHCARE INC | Long | Debt | US | $1M | – | 0.07 |
| NUCOR CORP | Long | Debt | US | $1M | – | 0.09 |
| NUCOR CORP | Long | Debt | US | $699K | – | 0.05 |
| NUTRIEN LTD | Long | Debt | CA | $513K | – | 0.03 |
| NXP BV / NXP FUNDING LLC / NXP USA INC | Long | Debt | NL | $378K | – | 0.03 |
| O'REILLY AUTOMOTIVE INC (O Reilly Automotive Inc) | Long | Debt | US | $2M | – | 0.16 |
| O'REILLY AUTOMOTIVE INC (O Reilly Automotive Inc) | Long | Debt | US | $397K | – | 0.03 |
| O'REILLY AUTOMOTIVE INC (O Reilly Automotive Inc) | Long | Debt | US | $19K | – | 0.00 |
| OBX 2019-EXP3 TRUST | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| OBX 2019-EXP3 TRUST | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| OBX 2023-NQM9 TRUST | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| OBX 2024-NQM7 TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| OBX 2024-NQM9 TRUST | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| OCCIDENTAL PETROLEUM CORP | Long | Debt | US | $1M | – | 0.10 |
| OCTANE RECEIVABLES TRUST 2023-1 | Long | ABS-other | US | $80K | – | 0.01 |
| OCTANE RECEIVABLES TRUST 2024-1 | Long | ABS-other | US | $552K | – | 0.04 |
| OMNICOM GROUP INC / OMNICOM CAPITAL INC | Long | Debt | US | $679K | – | 0.05 |
| OMNICOM GROUP INC / OMNICOM CAPITAL INC | Long | Debt | US | $457K | – | 0.03 |
| OWENS CORNING | Long | Debt | US | $1M | – | 0.09 |
| PACCAR FINANCIAL CORP | Long | Debt | US | $3M | – | 0.21 |
| PACCAR FINANCIAL CORP | Long | Debt | US | $3M | – | 0.20 |
| PACIFIC GAS AND ELECTRIC CO | Long | Debt | US | $2M | – | 0.12 |
| PACKAGING CORP OF AMERICA | Long | Debt | US | $394K | – | 0.03 |
| PALMER SQUARE CLO 2020-3 LTD | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.09 |
| PECO ENERGY CO | Long | Debt | US | $163K | – | 0.01 |
| PERRIGO FINANCE UNLIMITED CO | Long | Debt | IE | $2M | – | 0.11 |
| PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT | Long | Debt | US | $341K | – | 0.02 |
| PIONEER NATURAL RESOURCES CO | Long | Debt | US | $659K | – | 0.04 |
| PIONEER NATURAL RESOURCES CO | Long | Debt | US | $638K | – | 0.04 |
| PNC FINANCIAL SERVICES GROUP INC/THE | Long | Debt | US | $2M | – | 0.13 |
| PORT AUTHORITY OF NEW YORK & NEW JERSEY | Long | Debt | US | $40K | – | 0.00 |
| POST ROAD EQUIPMENT FINANCE 2024-1 LLC | Long | ABS-other | US | $291K | – | 0.02 |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE | Long | Debt | US | $341K | – | 0.02 |
| PRINCIPAL FINANCIAL GROUP INC | Long | Debt | US | $2M | – | 0.11 |
| PRINCIPAL FINANCIAL GROUP INC | Long | Debt | US | $1M | – | 0.08 |
| PRINCIPAL FINANCIAL GROUP INC | Long | Debt | US | $10K | – | 0.00 |
| PROGRESS RESIDENTIAL 2024-SFR4 TRUST | Long | ABS-other | US | $914K | – | 0.06 |
| PROGRESS RESIDENTIAL 2024-SFR5 TRUST | Long | ABS-other | US | $670K | – | 0.04 |
| PROLOGIS LP | Long | Debt | US | $2M | – | 0.14 |
| PROTECTIVE LIFE GLOBAL FUNDING | Long | Debt | US | $2M | – | 0.15 |
| PROVIDENT FUNDING MORTGAGE TRUST 2019-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| PROVINCE OF ALBERTA CANADA | Long | Debt | CA | $2M | – | 0.10 |
| PROVINCE OF ALBERTA CANADA | Long | Debt | CA | $1M | – | 0.09 |
| PROVINCE OF BRITISH COLUMBIA CANADA | Long | Debt | CA | $3M | – | 0.17 |
| PROVINCE OF MANITOBA CANADA | Long | Debt | CA | $2M | – | 0.14 |
| PROVINCE OF NEW BRUNSWICK CANADA | Long | Debt | CA | $2M | – | 0.17 |
| PROVINCE OF QUEBEC CANADA | Long | Debt | CA | $119K | – | 0.01 |
| PROVINCE OF QUEBEC CANADA | Long | Debt | CA | $35K | – | 0.00 |
| PUBLIC FINANCE AUTHORITY | Long | Debt | US | $2M | – | 0.12 |
| PUBLIC SERVICE ELECTRIC AND GAS CO | Long | Debt | US | $187K | – | 0.01 |
| PUBLIC STORAGE OPERATING CO | Long | Debt | US | $1M | – | 0.08 |
| QATAR GOVERNMENT INTERNATIONAL BOND | Long | Debt | QA | $703K | – | 0.05 |
| REALTY INCOME CORP | Long | Debt | US | $2M | – | 0.12 |
| REALTY INCOME CORP | Long | Debt | US | $815K | – | 0.05 |
| REALTY INCOME CORP | Long | Debt | US | $623K | – | 0.04 |
| REGENCY CENTERS LP | Long | Debt | US | $2M | – | 0.11 |
| REGENCY CENTERS LP | Long | Debt | US | $1M | – | 0.09 |
| REGENCY CENTERS LP | Long | Debt | US | $508K | – | 0.03 |
| REGENCY CENTERS LP | Long | Debt | US | $340K | – | 0.02 |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE | Long | Debt | US | $487K | – | 0.03 |
| RELX CAPITAL INC | Long | Debt | US | $1M | – | 0.07 |
| REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND | Long | Debt | PL | $870K | – | 0.06 |
| REPUBLIC SERVICES INC | Long | Debt | US | $562K | – | 0.04 |
| REPUBLIC SERVICES INC | Long | Debt | US | $20K | – | 0.00 |
| REVVITY INC | Long | Debt | US | $1M | – | 0.09 |
| RGA GLOBAL FUNDING | Long | Debt | US | $2M | – | 0.12 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $2M | – | 0.13 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $328K | – | 0.02 |
| ROPER TECHNOLOGIES INC | Long | Debt | US | $645K | – | 0.04 |
| ROPER TECHNOLOGIES INC | Long | Debt | US | $630K | – | 0.04 |
| ROPER TECHNOLOGIES INC | Long | Debt | US | $493K | – | 0.03 |
| ROSS STORES INC | Long | Debt | US | $4M | – | 0.24 |
| ROSS STORES INC | Long | Debt | US | $250K | – | 0.02 |
| SABINE PASS LIQUEFACTION LLC | Long | Debt | US | $794K | – | 0.05 |
| SABINE PASS LIQUEFACTION LLC | Long | Debt | US | $640K | – | 0.04 |
| SAN DIEGO COUNTY WATER AUTHORITY | Long | Debt | US | $298K | – | 0.02 |
| SAN DIEGO GAS & ELECTRIC CO | Long | Debt | US | $1M | – | 0.10 |
| SAN DIEGO GAS & ELECTRIC CO | Long | Debt | US | $175K | – | 0.01 |
| SAN JOSE REDEVELOPMENT AGENCY SUCCESSOR AGENCY | Long | Debt | US | $557K | – | 0.04 |
| SANTANDER HOLDINGS USA INC | Long | Debt | US | $2M | – | 0.13 |
| SANTANDER HOLDINGS USA INC | Long | Debt | US | $915K | – | 0.06 |
| SBA TOWER TRUST | Long | Debt | US | $991K | – | 0.07 |
| SBNA AUTO LEASE TRUST 2024-A | Long | ABS-other | US | $406K | – | 0.03 |
| SBNA AUTO LEASE TRUST 2024-A | Long | ABS-other | US | $387K | – | 0.03 |
| SCF EQUIPMENT LEASING 2024-1 LLC | Long | ABS-other | US | $857K | – | 0.06 |
| SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| SEB FUNDING LLC | Long | ABS-other | US | $857K | – | 0.06 |
| SEQUOIA MORTGAGE TRUST 2018-CH2 | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| SERVICENOW INC | Long | Debt | US | $3M | – | 0.21 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 | Long | ABS-other | US | $863K | – | 0.06 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 | Long | ABS-other | US | $168K | – | 0.01 |
| SG RESIDENTIAL MORTGAGE TRUST 2019-3 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| SIGNAL PEAK CLO 5 LTD | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| SIMON PROPERTY GROUP LP | Long | Debt | US | $2M | – | 0.14 |
| SKANDINAVISKA ENSKILDA BANKEN AB | Long | Debt | SE | $3M | – | 0.20 |
| SMB PRIVATE EDUCATION LOAN TRUST | Long | ABS-other | US | $866K | – | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B | Long | ABS-other | US | $278K | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-A | Long | ABS-other | US | $332K | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A | Long | ABS-other | US | $2M | – | 0.11 |
| SOCIETE GENERALE SA | Long | Debt | FR | $1M | – | 0.09 |
| SOLVENTUM CORP | Long | Debt | US | $2M | – | 0.12 |
| SOUTHERN CALIFORNIA EDISON CO | Long | Debt | US | $3M | – | 0.20 |
| SOUTHERN CALIFORNIA GAS CO | Long | Debt | US | $142K | – | 0.01 |
| SOUTHERN CO/THE | Long | Debt | US | $2M | – | 0.11 |
| SOUTHERN CO/THE | Long | Debt | US | $753K | – | 0.05 |
| SOUTHWESTERN PUBLIC SERVICE CO | Long | Debt | US | $375K | – | 0.03 |
| SPECTRA ENERGY PARTNERS LP | Long | Debt | US | $446K | – | 0.03 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $2M | – | 0.14 |
| STANFORD HEALTH CARE | Long | Debt | US | $363K | – | 0.02 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1 | Long | ABS-mortgage backed security | US | $444K | – | 0.03 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV | Long | ABS-mortgage backed security | US | $305K | – | 0.02 |
| STATE OF CALIFORNIA | Long | Debt | US | $2M | – | 0.11 |
| STATE OF OREGON DEPARTMENT OF TRANSPORTATION | Long | Debt | US | $2M | – | 0.13 |
| STATE OF WISCONSIN | Long | Debt | US | $2M | – | 0.11 |
| STATE STREET CORP | Long | Debt | US | $639K | – | 0.04 |
| SUMITOMO MITSUI FINANCIAL GROUP INC | Long | Debt | JP | $2M | – | 0.12 |
| SYNCHRONY CARD FUNDING LLC | Long | ABS-other | US | $253K | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $3M | – | 0.23 |
| T. Rowe Price Government Reserve Fund | Long | Short-term investment vehicle | US | $54M | 54M | 3.63 |
| T. Rowe Price Government Reserve Fund \u2013 Collateral | Long | Short-term investment vehicle | US | $8M | 8M | 0.55 |
| TAKEDA PHARMACEUTICAL CO LTD | Long | Debt | JP | $2M | – | 0.13 |
| TAMPA ELECTRIC CO | Long | Debt | US | $746K | – | 0.05 |
| TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERICA | Long | Debt | US | $1M | – | 0.08 |
| TEXAS INSTRUMENTS INC | Long | Debt | US | $639K | – | 0.04 |
| TEXAS NATURAL GAS SECURITIZATION FINANCE CORP | Long | ABS-other | US | $723K | – | 0.05 |
| TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION CORP | Long | Debt | US | $2M | – | 0.14 |
| THOMSON REUTERS CORP | Long | Debt | CA | $219K | – | 0.01 |
| TIME WARNER CABLE LLC | Long | Debt | US | $272K | – | 0.02 |
| TIME WARNER CABLE LLC | Long | Debt | US | $230K | – | 0.02 |
| TJX COS INC/THE | Long | Debt | US | $1M | – | 0.08 |
| TORONTO-DOMINION BANK/THE | Long | Debt | CA | $2M | – | 0.15 |
| TORONTO-DOMINION BANK/THE | Long | Debt | CA | $2M | – | 0.11 |
| TOTALENERGIES CAPITAL INTERNATIONAL SA | Long | Debt | FR | $39K | – | 0.00 |
| TOWD POINT MORTGAGE TRUST 2018-1 | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| TOWD POINT MORTGAGE TRUST 2019-HY3 | Long | ABS-mortgage backed security | US | $520K | – | 0.03 |
| TOWD POINT MORTGAGE TRUST 2024-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| TOYOTA MOTOR CREDIT CORP | Long | Debt | US | $3M | – | 0.20 |
| TRANSCANADA PIPELINES LTD | Long | Debt | CA | $3M | – | 0.22 |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC | Long | Debt | US | $697K | – | 0.05 |
| TRANSURBAN FINANCE CO PTY LTD | Long | Debt | AU | $2M | – | 0.10 |
| TRANSURBAN FINANCE CO PTY LTD | Long | Debt | AU | $226K | – | 0.02 |
| TRANSURBAN FINANCE CO PTY LTD | Long | Debt | AU | $182K | – | 0.01 |
| TRAVELERS COS INC/THE | Long | Debt | US | $250K | – | 0.02 |
| TRICON RESIDENTIAL 2024-SFR3 TRUST | Long | ABS-other | US | $1M | – | 0.07 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $1M | – | 0.08 |
| TX TRUST 2024-HOU | Long | ABS-mortgage backed security | US | $654K | – | 0.04 |
| UBS AG/STAMFORD CT | Long | Debt | CH | $1M | – | 0.07 |
| UBS GROUP AG | Long | Debt | CH | $2M | – | 0.11 |
| UBS GROUP AG | Long | Debt | CH | $1M | – | 0.09 |
| UBS GROUP AG | Long | Debt | CH | $1M | – | 0.09 |
| UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST | Long | Debt | US | $553K | – | 0.04 |
| UNITED AIRLINES 2018-1 CLASS A PASS THROUGH TRUST | Long | Debt | US | $831K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $44M | – | 2.95 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $31M | – | 2.08 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $30M | – | 2.01 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $23M | – | 1.57 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $17M | – | 1.11 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $16M | – | 1.09 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $16M | – | 1.08 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $14M | – | 0.96 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $14M | – | 0.92 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $13M | – | 0.86 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $13M | – | 0.85 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $13M | – | 0.85 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $12M | – | 0.83 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $12M | – | 0.83 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $12M | – | 0.80 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $12M | – | 0.78 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $11M | – | 0.77 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $11M | – | 0.75 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $10M | – | 0.69 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $10M | – | 0.64 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $9M | – | 0.62 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $8M | – | 0.54 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $7M | – | 0.46 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $7M | – | 0.46 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $6M | – | 0.42 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $6M | – | 0.41 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $5M | – | 0.34 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $5M | – | 0.32 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $5M | – | 0.32 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $4M | – | 0.23 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $3M | – | 0.23 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $3M | – | 0.22 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $3M | – | 0.19 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $3M | – | 0.18 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $3M | – | 0.18 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $2M | – | 0.17 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $2M | – | 0.16 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $2M | – | 0.15 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $2M | – | 0.13 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $2M | – | 0.11 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $1M | – | 0.09 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $1M | – | 0.09 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $1M | – | 0.08 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $965K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $849K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $842K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $47K | – | 0.00 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $45K | – | 0.00 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $37K | – | 0.00 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $33K | – | 0.00 |
| UNITED STATES TREASURY NOTE/BOND | Long | Debt | US | $20K | – | 0.00 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $2M | – | 0.11 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $833K | – | 0.06 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $395K | – | 0.03 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $9K | – | 0.00 |
| US 2YR NOTE (CBT) SEP24 | Derivative-interest rate | US | $175K | – | 0.01 | |
| US 2YR NOTE (CBT) SEP24 | Derivative-interest rate | US | $87K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 | Derivative-interest rate | US | $762K | – | 0.05 | |
| US 5YR NOTE (CBT) SEP24 | Derivative-interest rate | US | $188K | – | 0.01 | |
| US BANCORP | Long | Debt | US | $675K | – | 0.05 |
| US BANK NA | Long | ABS-other | US | $178K | – | 0.01 |
| UTAH TRANSIT AUTHORITY | Long | Debt | US | $1M | – | 0.09 |
| UTAH TRANSIT AUTHORITY | Long | Debt | US | $16K | – | 0.00 |
| VERDANT RECEIVABLES 2024-1 LLC | Long | ABS-other | US | $182K | – | 0.01 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $2M | – | 0.15 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $1M | – | 0.08 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $522K | – | 0.03 |
| VERUS SECURITIZATION TRUST 2019-4 | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2019-INV3 | Long | ABS-mortgage backed security | US | $330K | – | 0.02 |
| VERUS SECURITIZATION TRUST 2020-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| VERUS SECURITIZATION TRUST 2021-1 | Long | ABS-mortgage backed security | US | $425K | – | 0.03 |
| VERUS SECURITIZATION TRUST 2023-INV1 | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| VERUS SECURITIZATION TRUST 2024-INV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| VIRGINIA PUBLIC BUILDING AUTHORITY | Long | Debt | US | $561K | – | 0.04 |
| VMWARE LLC | Long | Debt | US | $3M | – | 0.22 |
| VODAFONE GROUP PLC | Long | Debt | GB | $565K | – | 0.04 |
| VODAFONE GROUP PLC | Long | Debt | GB | $18K | – | 0.00 |
| VULCAN MATERIALS CO | Long | Debt | US | $4K | – | 0.00 |
| WALT DISNEY CO/THE | Long | Debt | US | $281K | – | 0.02 |
| WELLS FARGO & CO | Long | Debt | US | $2M | – | 0.15 |
| WELLS FARGO & CO | Long | Debt | US | $2M | – | 0.13 |
| WELLS FARGO & CO | Long | Debt | US | $2M | – | 0.11 |
| WELLS FARGO & CO | Long | Debt | US | $1M | – | 0.10 |
| WELLS FARGO & CO | Long | Debt | US | $1M | – | 0.09 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP | Long | Debt | US | $1M | – | 0.10 |
| WESTERN MINNESOTA MUNICIPAL POWER AGENCY | Long | Debt | US | $2M | – | 0.13 |
| WESTERN UNION CO/THE | Long | Debt | US | $3M | – | 0.19 |
| WESTERN UNION CO/THE | Long | Debt | US | $5K | – | 0.00 |
| WESTPAC NEW ZEALAND LTD | Long | Debt | NZ | $2M | – | 0.13 |
| WILLIAMS COS INC/THE | Long | Debt | US | $1M | – | 0.09 |
| WILLIAMS COS INC/THE | Long | Debt | US | $169K | – | 0.01 |
| WILLIS NORTH AMERICA INC | Long | Debt | US | $1M | – | 0.07 |
| WOODSIDE FINANCE LTD | Long | Debt | AU | $1M | – | 0.09 |
| WOODSIDE FINANCE LTD | Long | Debt | AU | $417K | – | 0.03 |
| WOODSIDE FINANCE LTD | Long | Debt | AU | $321K | – | 0.02 |
| WPP FINANCE 2010 | Long | Debt | GB | $1M | – | 0.09 |
Address
T. ROWE PRICE QM U.S. BOND INDEX FUND, INC.
100 East Pratt Street
Baltimore
Maryland
21202
United States of America
Websites
Directors
Bruce W. Duncan
David Oestreicher
Eric L. Veiel
Kellye L. Walker
Mark J. Parrell
Melody Bianchetto
Paul F. McBride
Robert J. Gerrard, Jr.
Teresa Bryce Bazemore
Transfer Agents
T. Rowe Price Retirement Plan Services, Inc.
T. Rowe Price Services, Inc.
Pricing Services
Bloomberg Finance L.P.
ICE Data Services, Inc.
Markit North America, Inc.
Refinitiv US Holdings Inc.
Custodians
BNP Paribas
Deutsche Bank Aktiengesellschaft
EUROCLEAR BANK SA/NV
J.P. Morgan Bank Luxembourg S.A.
JPMorgan Chase Bank, London
JPMorgan Chase Bank, N.A.
JPMorgan Chase Bank, N.A. - New Zealand Branch
JPMorgan Chase Bank, N.A. - Sydney Branch
Mizuho Bank, Ltd.
Royal Bank of Canada
Santander Securities Services, S.A.
Skandinaviska Enskilda Banken AB, Helsinki Branch
Skandinaviska Enskilda Banken AB, Oslo Branch
Skandinaviska Enskilda Banken AB, Stockholm
State Street Bank and Trust Company
UniCredit Bank Austria AG
Shareholder Servicing Agents
T. Rowe Price Retirement Plan Services, Inc.
T. Rowe Price Services, Inc.
Admins
T. Rowe Price Associates, Inc.
Brokers
BOFA SECURITIES, INC.
Citigroup Inc.
GOLDMAN SACHS & CO. LLC
J.P. MORGAN SECURITIES LLC
MORGAN STANLEY & CO. LLC