JPMorgan Funds > JPMorgan Trust II
JPMorgan Core Bond Fund
$39.95B
Avg Monthly Net Assets
$45.92B
Total Assets
$633.54M
Total Liabilities
$45.28B
Net Assets
JPMorgan Core Bond Fund is a Mutual Fund in JPMorgan Trust II
from JPMorgan Funds,
based in New York,
United States of America.
The fund has eight share classes
and monthly net assets of $39.95B.
On July 26th, 2024 it reported 3,711 holdings, the largest
being JPMorgan Prime Money Market Fund (5.3%), United States of America (1.5%) and United States of America (1.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A Shares | C000009616 | PGBOX | |
| Class C Shares | C000009618 | OBOCX | |
| Class I Shares | C000009615 | WOBDX | |
| Class R2 Shares | C000070638 | JCBZX | |
| Class R3 Shares | C000173234 | JCBPX | |
| Class R4 Shares | C000173235 | JCBQX | |
| Class R5 Shares | C000033520 | JCBRX | |
| Class R6 Shares | C000009619 | JCBUX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 20 Times Square Trust, Series 2018-20TS, Class D | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| 20 Times Square Trust, Series 2018-20TS, Class E | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| 7-Eleven, Inc. | Long | Debt | US | $7M | – | 0.02 |
| 7-Eleven, Inc. | Long | Debt | US | $6M | – | 0.01 |
| AbbVie, Inc. | Long | Debt | US | $29M | – | 0.06 |
| AbbVie, Inc. | Long | Debt | US | $15M | – | 0.03 |
| AbbVie, Inc. | Long | Debt | US | $11M | – | 0.03 |
| AbbVie, Inc. | Long | Debt | US | $11M | – | 0.02 |
| AbbVie, Inc. | Long | Debt | US | $9M | – | 0.02 |
| AbbVie, Inc. | Long | Debt | US | $8M | – | 0.02 |
| AbbVie, Inc. | Long | Debt | US | $6M | – | 0.01 |
| AbbVie, Inc. | Long | Debt | US | $4M | – | 0.01 |
| AbbVie, Inc. | Long | Debt | US | $2M | – | 0.00 |
| ABN AMRO Bank NV | Long | Debt | NL | $34M | – | 0.07 |
| ABN AMRO Bank NV | Long | Debt | NL | $18M | – | 0.04 |
| ABN AMRO Bank NV | Long | Debt | NL | $14M | – | 0.03 |
| Academic Loan Funding Trust, Series 2013-1A, Class A | Long | ABS-other | US | $1M | – | 0.00 |
| ACC Frn | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| Accelerated Assets LLC, Series 2018-1, Class A | Long | ABS-other | US | $3M | – | 0.01 |
| Acrc | Long | ABS-mortgage backed security | US | $32M | – | 0.07 |
| AEP Transmission Co. LLC | Long | Debt | US | $4M | – | 0.01 |
| AEP Transmission Co. LLC | Long | Debt | US | $3M | – | 0.01 |
| AEP Transmission Co. LLC | Long | Debt | US | $2M | – | 0.00 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $23M | – | 0.05 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $13M | – | 0.03 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $11M | – | 0.03 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $4M | – | 0.01 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $4M | – | 0.01 |
| AerCap Ireland Capital DAC | Long | Debt | IE | $216K | – | 0.00 |
| Aetna, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Aetna, Inc. | Long | Debt | US | $1M | – | 0.00 |
| AHS Hospital Corp. | Long | Debt | US | $13M | – | 0.03 |
| AIA Group Ltd. | Long | Debt | HK | $5M | – | 0.01 |
| AIB Group plc | Long | Debt | IE | $22M | – | 0.05 |
| AIB Group plc | Long | Debt | IE | $21M | – | 0.05 |
| AIB Group plc | Long | Debt | IE | $8M | – | 0.02 |
| AIG SunAmerica Global Financing X | Long | Debt | US | $9M | – | 0.02 |
| Air Canada Pass-Through Trust, Series 2013-1, Class A | Long | ABS-other | CA | $7M | – | 0.02 |
| Air Canada Pass-Through Trust, Series 2015-1, Class A | Long | ABS-other | CA | $3M | – | 0.01 |
| Air Canada Pass-Through Trust, Series 2017-1, Class A | Long | ABS-other | CA | $5M | – | 0.01 |
| Air Canada Pass-Through Trust, Series 2017-1, Class AA | Long | ABS-other | CA | $6M | – | 0.01 |
| Airbus SE | Long | Debt | NL | $860K | – | 0.00 |
| Aker BP ASA | Long | Debt | NO | $11M | – | 0.02 |
| Alabama Power Co. | Long | Debt | US | $2M | – | 0.00 |
| Alabama Power Co. | Long | Debt | US | $796K | – | 0.00 |
| Alabama Power Co. | Long | Debt | US | $748K | – | 0.00 |
| Albemarle Corp. | Long | Debt | US | $4M | – | 0.01 |
| Albemarle Corp. | Long | Debt | US | $3M | – | 0.01 |
| Alexander Funding Trust II | Long | Debt | US | $27M | – | 0.06 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $14M | – | 0.03 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $9M | – | 0.02 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $7M | – | 0.02 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Alexandria Real Estate Equities, Inc. | Long | Debt | US | $2M | – | 0.00 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $8M | – | 0.02 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $7M | – | 0.02 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $7M | – | 0.02 |
| Alimentation Couche-Tard, Inc. | Long | Debt | CA | $7M | – | 0.02 |
| Alleghany Corp. | Long | Debt | US | $8M | – | 0.02 |
| Alternative Loan Trust, Series 2004-2CB, Class 1A9 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Alternative Loan Trust, Series 2005-1CB, Class 1A6 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Alternative Loan Trust, Series 2005-20CB, Class 3A8 | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Alternative Loan Trust, Series 2005-22T1, Class A2 | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Alternative Loan Trust, Series 2005-28CB, Class 1A4 | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| Alternative Loan Trust, Series 2005-28CB, Class 3A5 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Alternative Loan Trust, Series 2005-37T1, Class A2 | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| Alternative Loan Trust, Series 2005-54CB, Class 1A11 | Long | ABS-mortgage backed security | US | $566K | – | 0.00 |
| Alternative Loan Trust, Series 2005-54CB, Class 1A2 | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Alternative Loan Trust, Series 2005-54CB, Class 1A7 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Alternative Loan Trust, Series 2005-64CB, Class 1A9 | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| Altria Group, Inc. | Long | Debt | US | $22M | – | 0.05 |
| Amazon.com, Inc. | Long | Debt | US | $22M | – | 0.05 |
| Amazon.com, Inc. | Long | Debt | US | $8M | – | 0.02 |
| Amazon.com, Inc. | Long | Debt | US | $5M | – | 0.01 |
| America Movil SAB de CV | Long | Debt | MX | $7M | – | 0.02 |
| American Airlines Pass-Through Trust, Series 2014-1, Class A | Long | ABS-other | US | $6M | – | 0.01 |
| American Airlines Pass-Through Trust, Series 2015-2, Class A | Long | ABS-other | US | $9M | – | 0.02 |
| American Airlines Pass-Through Trust, Series 2016-2, Class A | Long | ABS-other | US | $4M | – | 0.01 |
| American Airlines Pass-Through Trust, Series 2016-3, Class AA | Long | ABS-other | US | $7M | – | 0.02 |
| American Airlines Pass-Through Trust, Series 2017-2, Class A | Long | ABS-other | US | $7M | – | 0.01 |
| American Airlines Pass-Through Trust, Series 2021-1, Class B | Long | ABS-other | US | $10M | – | 0.02 |
| American Credit Acceptance Receivables Trust, Series 2022-4, Class C | Long | ABS-other | US | $12M | – | 0.03 |
| American Credit Acceptance Receivables Trust, Series 2023-4, Class C | Long | ABS-other | US | $13M | – | 0.03 |
| American General Mortgage Loan Trust, Series 2006-1, Class A5 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class A | Long | ABS-other | US | $7M | – | 0.02 |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class C | Long | ABS-other | US | $4M | – | 0.01 |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class E | Long | ABS-other | US | $17M | – | 0.04 |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class A | Long | ABS-other | US | $15M | – | 0.03 |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class E | Long | ABS-other | US | $7M | – | 0.02 |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class E | Long | ABS-other | US | $1M | – | 0.00 |
| American Municipal Power, Inc., Meldahl Hydroelectric Project, Series 2010B | Long | Debt | US | $14M | – | 0.03 |
| American Tower Corp. | Long | Debt | US | $18M | – | 0.04 |
| American Tower Corp. | Long | Debt | US | $16M | – | 0.03 |
| American Tower Corp. | Long | Debt | US | $9M | – | 0.02 |
| American Tower Corp. | Long | Debt | US | $7M | – | 0.02 |
| American Tower Corp. | Long | Debt | US | $4M | – | 0.01 |
| American Water Capital Corp. | Long | Debt | US | $5M | – | 0.01 |
| American Water Capital Corp. | Long | Debt | US | $4M | – | 0.01 |
| American Water Capital Corp. | Long | Debt | US | $2M | – | 0.00 |
| Amgen, Inc. | Long | Debt | US | $17M | – | 0.04 |
| Amgen, Inc. | Long | Debt | US | $15M | – | 0.03 |
| Amgen, Inc. | Long | Debt | US | $15M | – | 0.03 |
| Amgen, Inc. | Long | Debt | US | $7M | – | 0.02 |
| Amgen, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Aml-prop CAP Frn (Aml-prop CAP 2022-e Frn) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| AMSR Trust, Series 2019-SFR1, Class E | Long | ABS-other | US | $7M | – | 0.02 |
| AMSR Trust, Series 2020-SFR1, Class E | Long | ABS-other | US | $39M | – | 0.09 |
| AMSR Trust, Series 2020-SFR2, Class C | Long | ABS-other | US | $3M | – | 0.01 |
| AMSR Trust, Series 2020-SFR2, Class D | Long | ABS-other | US | $15M | – | 0.03 |
| AMSR Trust, Series 2020-SFR2, Class E1 | Long | ABS-other | US | $12M | – | 0.03 |
| AMSR Trust, Series 2020-SFR3, Class E2 | Long | ABS-other | US | $9M | – | 0.02 |
| AMSR Trust, Series 2020-SFR4, Class D | Long | ABS-other | US | $19M | – | 0.04 |
| AMSR Trust, Series 2020-SFR4, Class E1 | Long | ABS-other | US | $18M | – | 0.04 |
| AMSR Trust, Series 2022-SFR1, Class E1 | Long | ABS-other | US | $26M | – | 0.06 |
| AMSR Trust, Series 2022-SFR3, Class D | Long | ABS-other | US | $20M | – | 0.05 |
| AMSR Trust, Series 2023-SFR1, Class D | Long | ABS-other | US | $20M | – | 0.04 |
| AMSR Trust, Series 2023-SFR2, Class D | Long | ABS-other | US | $11M | – | 0.02 |
| AMSR Trust, Series 2023-SFR2, Class E1 | Long | ABS-other | US | $10M | – | 0.02 |
| Analog Devices, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Anchor Mortgage Trust | Long | ABS-mortgage backed security | US | $80M | – | 0.18 |
| Anglo American Capital plc | Long | Debt | GB | $3M | – | 0.01 |
| Anheuser-Busch Cos. LLC | Long | Debt | US | $21M | – | 0.05 |
| Anheuser-Busch InBev Finance, Inc. | Long | Debt | US | $1M | – | 0.00 |
| Anheuser-Busch InBev Worldwide, Inc. | Long | Debt | US | $25M | – | 0.05 |
| Anheuser-Busch InBev Worldwide, Inc. | Long | Debt | US | $12M | – | 0.03 |
| Anheuser-Busch InBev Worldwide, Inc. | Long | Debt | US | $627K | – | 0.00 |
| ANZ New Zealand Int'l Ltd. | Long | Debt | NZ | $21M | – | 0.05 |
| ANZ New Zealand Int'l Ltd. | Long | Debt | NZ | $3M | – | 0.01 |
| ANZ New Zealand Int'l Ltd. | Long | Debt | NZ | $2M | – | 0.00 |
| Aon North America, Inc. | Long | Debt | US | $34M | – | 0.08 |
| Aon North America, Inc. | Long | Debt | US | $30M | – | 0.07 |
| APA Infrastructure Ltd. | Long | Debt | AU | $7M | – | 0.02 |
| APA Infrastructure Ltd. | Long | Debt | AU | $2M | – | 0.00 |
| Appalachian Power Co., Series P | Long | Debt | US | $4M | – | 0.01 |
| Apple, Inc. | Long | Debt | US | $36M | – | 0.08 |
| Apple, Inc. | Long | Debt | US | $11M | – | 0.02 |
| Apple, Inc. | Long | Debt | US | $11M | – | 0.02 |
| Apple, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Apple, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Apple, Inc. | Long | Debt | US | $1M | – | 0.00 |
| Aqua Finance Trust, Series 2017-A, Class A | Long | ABS-other | US | $69K | – | 0.00 |
| Aqua Finance Trust, Series 2019-A, Class A | Long | ABS-other | US | $3M | – | 0.01 |
| Aqua Finance Trust, Series 2020-AA, Class B | Long | ABS-other | US | $2M | – | 0.01 |
| Arizona Public Service Co. | Long | Debt | US | $3M | – | 0.01 |
| Arm Master Trust LLC Agricultural Loan Backed Notes, Series 2021-T1, Class A | Long | ABS-other | US | $30M | – | 0.07 |
| Arrow Electronics, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Arthur J Gallagher & Co. | Long | Debt | US | $9M | – | 0.02 |
| ASG Resecuritization Trust, Series 2011-1, Class 2A35 | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| AstraZeneca plc | Long | Debt | GB | $5M | – | 0.01 |
| AstraZeneca plc | Long | Debt | GB | $4M | – | 0.01 |
| AT&T, Inc. | Long | Debt | US | $27M | – | 0.06 |
| AT&T, Inc. | Long | Debt | US | $21M | – | 0.05 |
| AT&T, Inc. | Long | Debt | US | $17M | – | 0.04 |
| AT&T, Inc. | Long | Debt | US | $16M | – | 0.03 |
| AT&T, Inc. | Long | Debt | US | $12M | – | 0.03 |
| AT&T, Inc. | Long | Debt | US | $3M | – | 0.01 |
| AT&T, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $40M | – | 0.09 |
| Athene Global Funding | Long | Debt | US | $19M | – | 0.04 |
| Athene Global Funding | Long | Debt | US | $13M | – | 0.03 |
| Athene Global Funding | Long | Debt | US | $3M | – | 0.01 |
| Atmos Energy Corp. | Long | Debt | US | $6M | – | 0.01 |
| Atmos Energy Corp. | Long | Debt | US | $5M | – | 0.01 |
| Atmos Energy Corp. | Long | Debt | US | $1M | – | 0.00 |
| Ausgrid Finance Pty. Ltd. | Long | Debt | AU | $1M | – | 0.00 |
| Australia & New Zealand Banking Group Ltd. | Long | Debt | AU | $2M | – | 0.00 |
| AutoZone, Inc. | Long | Debt | US | $10M | – | 0.02 |
| Aviation Capital Group LLC | Long | Debt | US | $19M | – | 0.04 |
| Aviation Capital Group LLC | Long | Debt | US | $8M | – | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class A | Long | ABS-other | US | $23M | – | 0.05 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A | Long | ABS-other | US | $23M | – | 0.05 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $99M | – | 0.22 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $55M | – | 0.12 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $41M | – | 0.09 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $32M | – | 0.07 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $28M | – | 0.06 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $26M | – | 0.06 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $21M | – | 0.05 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $16M | – | 0.04 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $11M | – | 0.02 |
| Avolon Holdings Funding Ltd. | Long | Debt | KY | $3M | – | 0.01 |
| BAE Systems Holdings, Inc. | Long | Debt | US | $5M | – | 0.01 |
| BAE Systems plc | Long | Debt | GB | $12M | – | 0.03 |
| BAE Systems plc | Long | Debt | GB | $4M | – | 0.01 |
| BAE Systems plc | Long | Debt | GB | $3M | – | 0.01 |
| Baltimore Gas and Electric Co. | Long | Debt | US | $5M | – | 0.01 |
| Baltimore Gas and Electric Co. | Long | Debt | US | $5M | – | 0.01 |
| Baltimore Gas and Electric Co. | Long | Debt | US | $3M | – | 0.01 |
| Baml PIMCO Frn | Long | ABS-mortgage backed security | US | $43M | – | 0.09 |
| BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class D | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| BAMLL Re-REMIC Trust, Series 2024-FRR2, Class A | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| BAMLL Re-REMIC Trust, Series 2024-FRR2, Class B | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Banc of America Alternative Loan Trust, Series 2004-6, Class 15PO | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Banc of America Funding Trust, Series 2004-1 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Banc of America Funding Trust, Series 2004-2, Class 1CB1 | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Banc of America Funding Trust, Series 2005-6, Class 2A7 | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Banc of America Funding Trust, Series 2005-7, Class 30PO | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Banc of America Funding Trust, Series 2005-8, Class 30PO | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Banc of America Funding Trust, Series 2006-1, Class XPO | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Banc of America Mortgage Trust, Series 2003-C, Class 3A1 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Banco Santander SA | Long | Debt | ES | $50M | – | 0.11 |
| Banco Santander SA | Long | Debt | ES | $6M | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $4M | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $54M | – | 0.12 |
| Bank of America Corp. | Long | Debt | US | $47M | – | 0.10 |
| Bank of America Corp. | Long | Debt | US | $38M | – | 0.08 |
| Bank of America Corp. | Long | Debt | US | $34M | – | 0.08 |
| Bank of America Corp. | Long | Debt | US | $34M | – | 0.08 |
| Bank of America Corp. | Long | Debt | US | $29M | – | 0.07 |
| Bank of America Corp. | Long | Debt | US | $28M | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $25M | – | 0.06 |
| Bank of America Corp. | Long | Debt | US | $22M | – | 0.05 |
| Bank of America Corp. | Long | Debt | US | $22M | – | 0.05 |
| Bank of America Corp. | Long | Debt | US | $19M | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $17M | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $16M | – | 0.04 |
| Bank of America Corp. | Long | Debt | US | $10M | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $9M | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $7M | – | 0.02 |
| Bank of America Corp. | Long | Debt | US | $6M | – | 0.01 |
| Bank of America Corp. | Long | Debt | US | $5M | – | 0.01 |
| Bank of America Corp., Series N | Long | Debt | US | $6M | – | 0.01 |
| Bank of Ireland Group plc | Long | Debt | IE | $33M | – | 0.07 |
| Bank of Ireland Group plc | Long | Debt | IE | $32M | – | 0.07 |
| Bank of Ireland Group plc | Long | Debt | IE | $20M | – | 0.04 |
| Bank of Montreal | Long | Debt | CA | $11M | – | 0.03 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $30M | – | 0.07 |
| Bank of New York Mellon Corp. (The) | Long | Debt | US | $21M | – | 0.05 |
| Bank of New Zealand | Long | Debt | NZ | $16M | – | 0.04 |
| Bank of Nova Scotia (The) | Long | Debt | CA | $26M | – | 0.06 |
| Banner Health | Long | Debt | US | $11M | – | 0.03 |
| Banque Federative du Credit Mutuel SA | Long | Debt | FR | $25M | – | 0.05 |
| Banque Federative du Credit Mutuel SA | Long | Debt | FR | $22M | – | 0.05 |
| Barclays plc | Long | Debt | GB | $53M | – | 0.12 |
| Barclays plc | Long | Debt | GB | $9M | – | 0.02 |
| Barclays plc | Long | Debt | GB | $9M | – | 0.02 |
| Baring Frn | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Barrick Gold Corp. | Long | Debt | CA | $2M | – | 0.00 |
| Bastion Funding I LLC | Long | ABS-other | US | $16M | – | 0.04 |
| Bastion Funding I LLC, Series 2023-1A, Class A2 | Long | ABS-other | US | $64M | – | 0.14 |
| BAT Capital Corp. | Long | Debt | US | $12M | – | 0.03 |
| BAT Capital Corp. | Long | Debt | US | $10M | – | 0.02 |
| BAT Capital Corp. | Long | Debt | US | $8M | – | 0.02 |
| BAT International Finance plc | Long | Debt | GB | $10M | – | 0.02 |
| Baxalta, Inc. | Long | Debt | US | $309K | – | 0.00 |
| BayCare Health System, Inc., Series 2020 | Long | Debt | US | $7M | – | 0.02 |
| BB-UBS Trust, Series 2012-SHOW, Class A | Long | ABS-mortgage backed security | US | $46M | – | 0.10 |
| Bear Stearns ARM Trust, Series 2003-2, Class A5 | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| Bear Stearns ARM Trust, Series 2003-7, Class 3A | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Bear Stearns ARM Trust, Series 2004-2, Class 14A | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Bear Stearns ARM Trust, Series 2006-1, Class A1 | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| Bear Stearns Commercial Mortgage Securities Trust, Series 2007-T26, Class X1 | Long | ABS-mortgage backed security | US | $3.63 | – | 0.00 |
| Becton Dickinson & Co. | Long | Debt | US | $2M | – | 0.00 |
| Bedrock Abs I LLC | Long | ABS-other | US | $30M | – | 0.07 |
| Berkshire Hathaway Finance Corp. | Long | Debt | US | $19M | – | 0.04 |
| Berkshire Hathaway Finance Corp. | Long | Debt | US | $12M | – | 0.03 |
| Berkshire Hathaway Finance Corp. | Long | Debt | US | $2M | – | 0.01 |
| Beth Israel Lahey Health, Inc., Series L | Long | Debt | US | $3M | – | 0.01 |
| BG Energy Capital plc | Long | Debt | GB | $5M | – | 0.01 |
| Bimbo Bakeries USA, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Bimbo Bakeries USA, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Blackstone Holdings Finance Co. LLC | Long | Debt | US | $3M | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $35M | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $25M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $20M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $14M | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $12M | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $11M | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $4M | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.01 |
| Boardwalk Pipelines LP | Long | Debt | US | $3M | – | 0.01 |
| BOC Aviation Ltd. | Long | Debt | SG | $8M | – | 0.02 |
| Boeing Co. (The) | Long | Debt | US | $21M | – | 0.05 |
| Boeing Co. (The) | Long | Debt | US | $20M | – | 0.04 |
| Boeing Co. (The) | Long | Debt | US | $14M | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $13M | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $12M | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $12M | – | 0.03 |
| Boeing Co. (The) | Long | Debt | US | $10M | – | 0.02 |
| Boeing Co. (The) | Long | Debt | US | $9M | – | 0.02 |
| Boeing Co. (The) | Long | Debt | US | $9M | – | 0.02 |
| Boeing Co. (The) | Long | Debt | US | $9M | – | 0.02 |
| Boeing Co. (The) | Long | Debt | US | $4M | – | 0.01 |
| Boston Gas Co. | Long | Debt | US | $2M | – | 0.00 |
| Boston Scientific Corp. | Long | Debt | US | $15M | – | 0.03 |
| Boston Scientific Corp. | Long | Debt | US | $5M | – | 0.01 |
| BP Capital Markets America, Inc. | Long | Debt | US | $21M | – | 0.05 |
| BP Capital Markets America, Inc. | Long | Debt | US | $16M | – | 0.04 |
| BP Capital Markets America, Inc. | Long | Debt | US | $10M | – | 0.02 |
| BPCE SA | Long | Debt | FR | $31M | – | 0.07 |
| BPCE SA | Long | Debt | FR | $24M | – | 0.05 |
| BPCE SA | Long | Debt | FR | $24M | – | 0.05 |
| BPCE SA | Long | Debt | FR | $19M | – | 0.04 |
| BPCE SA | Long | Debt | FR | $17M | – | 0.04 |
| BPCE SA | Long | Debt | FR | $12M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $12M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $12M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $12M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $11M | – | 0.02 |
| BPCE SA | Long | Debt | FR | $10M | – | 0.02 |
| BPCE SA | Long | Debt | FR | $4M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.01 |
| Brean Asset-Backed Securities Trust, Series 2023-SRM1, Class A | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Bridge Trust, Series 2022-SFR1, Class A | Long | ABS-other | US | $24M | – | 0.05 |
| Bridge Trust, Series 2022-SFR1, Class D | Long | ABS-other | US | $17M | – | 0.04 |
| Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class C | Long | ABS-other | US | $20M | – | 0.04 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $24M | – | 0.05 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $16M | – | 0.04 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $6M | – | 0.01 |
| Bristol-Myers Squibb Co. | Long | Debt | US | $4M | – | 0.01 |
| British Airways Pass-Through Trust, Series 2018-1, Class A | Long | ABS-other | US | $8M | – | 0.02 |
| British Airways Pass-Through Trust, Series 2018-1, Class AA | Long | ABS-other | US | $5M | – | 0.01 |
| British Airways Pass-Through Trust, Series 2019-1, Class AA | Long | ABS-other | US | $7M | – | 0.02 |
| Brixmor Operating Partnership LP | Long | Debt | US | $7M | – | 0.01 |
| Brixmor Operating Partnership LP | Long | Debt | US | $5M | – | 0.01 |
| Broadcom, Inc. | Long | Debt | US | $32M | – | 0.07 |
| Broadcom, Inc. | Long | Debt | US | $27M | – | 0.06 |
| Broadcom, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Brookfield Finance, Inc. | Long | Debt | CA | $5M | – | 0.01 |
| Brookfield Finance, Inc. | Long | Debt | CA | $3M | – | 0.01 |
| Brookfield Finance, Inc. | Long | Debt | CA | $916K | – | 0.00 |
| Brooklyn Union Gas Co. (The) | Long | Debt | US | $5M | – | 0.01 |
| Brooklyn Union Gas Co. (The) | Long | Debt | US | $5M | – | 0.01 |
| Bunge Ltd. Finance Corp. | Long | Debt | US | $19M | – | 0.04 |
| Bunge Ltd. Finance Corp. | Long | Debt | US | $8M | – | 0.02 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $9M | – | 0.02 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $4M | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $3M | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $3M | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $3M | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $3M | – | 0.01 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $2M | – | 0.00 |
| Burlington Northern Santa Fe LLC | Long | Debt | US | $1M | – | 0.00 |
| Business Jet Securities LLC, Series 2021-1A, Class A | Long | ABS-other | US | $18M | – | 0.04 |
| Business Jet Securities LLC, Series 2021-1A, Class B | Long | ABS-other | US | $2M | – | 0.00 |
| Business Jet Securities LLC, Series 2022-1A, Class A | Long | ABS-other | US | $54M | – | 0.12 |
| BXG Receivables Note Trust, Series 2023-A, Class A | Long | ABS-other | US | $4M | – | 0.01 |
| BXG Receivables Note Trust, Series 2023-A, Class B | Long | ABS-other | US | $26M | – | 0.06 |
| BXP Trust, Series 2017-GM, Class A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Caerus Uinta Abs LLC, Series 2023-1A, Class A1 (Caerus Uinta Abs I LLC) | Long | ABS-other | US | $15M | – | 0.03 |
| Caerus Uinta Abs LLC, Series 2023-1A, Class A2 (Caerus Uinta Abs I LLC) | Long | ABS-other | US | $26M | – | 0.06 |
| CaixaBank SA | Long | Debt | ES | $27M | – | 0.06 |
| Campbell Soup Co. | Long | Debt | US | $3M | – | 0.01 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $7M | – | 0.02 |
| Canadian Imperial Bank of Commerce | Long | Debt | CA | $3M | – | 0.01 |
| Canadian Pacific Railway Co. | Long | Debt | CA | $2M | – | 0.00 |
| Capital One Financial Corp. | Long | Debt | US | $30M | – | 0.07 |
| Capital One Financial Corp. | Long | Debt | US | $13M | – | 0.03 |
| Capital One Financial Corp. | Long | Debt | US | $3M | – | 0.01 |
| Capital One Financial Corp. | Long | Debt | US | $3M | – | 0.01 |
| Cardinal Health, Inc. | Long | Debt | US | $7M | – | 0.02 |
| Cargill, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3 | Long | ABS-other | US | $11M | – | 0.02 |
| CARS-DB4 LP, Series 2020-1A, Class A5 | Long | ABS-other | US | $5M | – | 0.01 |
| CARS-DB4 LP, Series 2020-1A, Class A6 | Long | ABS-other | US | $5M | – | 0.01 |
| Carvana Auto Receivables Trust, Series 2022-P1, Class A4 | Long | ABS-other | US | $10M | – | 0.02 |
| Carvana Auto Receivables Trust, Series 2023-N4, Class B | Long | ABS-other | US | $18M | – | 0.04 |
| Carvana Auto Receivables Trust, Series 2023-P4, Class A4 | Long | ABS-other | US | $17M | – | 0.04 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK45 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK54 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK58 | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK98 | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AKW1 | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BKW1 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Cascade MH Asset Trust, Series 2022-MH1, Class A | Long | ABS-other | US | $33M | – | 0.07 |
| CD Mortgage Trust, Series 2006-CD3, Class XS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Cencora, Inc. | Long | Debt | US | $30M | – | 0.07 |
| Cendant Mortgage Capital CDMC Mortgage Pass-Through Certificates, Series 2003-8, Class 1P | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Cendant Mortgage Capital LLC CDMC Mortgage Pass-Through Certificates, Series 2004-1, Class P | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| CenterPoint Energy Houston Electric LLC | Long | Debt | US | $837K | – | 0.00 |
| CF Industries, Inc. | Long | Debt | US | $15M | – | 0.03 |
| CF Industries, Inc. | Long | Debt | US | $3M | – | 0.01 |
| CFIN Issuer LLC, Series 2022-RTL1, Class AA | Long | ABS-other | US | $31M | – | 0.07 |
| CGI, Inc. | Long | Debt | CA | $13M | – | 0.03 |
| CGI, Inc. | Long | Debt | CA | $8M | – | 0.02 |
| Charter Communications Operating LLC | Long | Debt | US | $17M | – | 0.04 |
| Charter Communications Operating LLC | Long | Debt | US | $10M | – | 0.02 |
| Charter Communications Operating LLC | Long | Debt | US | $8M | – | 0.02 |
| Charter Communications Operating LLC | Long | Debt | US | $6M | – | 0.01 |
| Charter Communications Operating LLC | Long | Debt | US | $5M | – | 0.01 |
| Charter Communications Operating LLC | Long | Debt | US | $4M | – | 0.01 |
| Charter Communications Operating LLC | Long | Debt | US | $4M | – | 0.01 |
| Chase Funding Trust, Series 2003-4, Class 1A5 | Long | ABS-other | US | $492K | – | 0.00 |
| Chase Funding Trust, Series 2003-6, Class 1A5 | Long | ABS-other | US | $606K | – | 0.00 |
| Chase Funding Trust, Series 2003-6, Class 1A7 | Long | ABS-other | US | $1M | – | 0.00 |
| Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3 | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Chase Mortgage Finance Trust, Series 2007-A1, Class 2A1 | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| Chase Mortgage Finance Trust, Series 2007-A1, Class 7A1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Chase Mortgage Finance Trust, Series 2007-A1, Class 9A1 | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Chase Mortgage Finance Trust, Series 2007-A2, Class 1A1 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1 | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Cheniere Energy, Inc. | Long | Debt | US | $14M | – | 0.03 |
| Chester County Health and Education Facilities Authority, Main Line Health System, Series 2020C | Long | Debt | US | $8M | – | 0.02 |
| Children's Hospital, Series 2020 | Long | Debt | US | $9M | – | 0.02 |
| CHL Mortgage Pass-Through Trust, Series 2002-18 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26 | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A4 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-5, Class 1A4 | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1 | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3 | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2005-14, Class A2 | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2005-16, Class A23 | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1 | Long | ABS-mortgage backed security | US | $592K | – | 0.00 |
| Cigna Group (The) | Long | Debt | US | $21M | – | 0.05 |
| Cigna Group (The) | Long | Debt | US | $2M | – | 0.00 |
| Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3 | Long | ABS-other | US | $1M | – | 0.00 |
| Citibank NA | Long | Debt | US | $16M | – | 0.04 |
| Citicorp Mortgage Securities Trust, Series 2006-4, Class 1A2 | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A5 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A6 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class PO2 | Long | ABS-mortgage backed security | US | $62.66 | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class PO3 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-UP3, Class A3 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-1, Class 2A1A | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 2A11 | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-5, Class 1A2 | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A6 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Series 2009-10, Class 1A1 | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| Citigroup Mortgage Loan Trust, Series 2015-A, Class B2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Citigroup, Inc. | Long | Debt | US | $52M | – | 0.12 |
| Citigroup, Inc. | Long | Debt | US | $39M | – | 0.09 |
| Citigroup, Inc. | Long | Debt | US | $14M | – | 0.03 |
| Citigroup, Inc. | Long | Debt | US | $13M | – | 0.03 |
| Citigroup, Inc. | Long | Debt | US | $12M | – | 0.03 |
| Citigroup, Inc. | Long | Debt | US | $10M | – | 0.02 |
| Citigroup, Inc. | Long | Debt | US | $6M | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $6M | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Citigroup, Inc. | Long | Debt | US | $1M | – | 0.00 |
| Citigroup, Inc. | Long | Debt | US | $1M | – | 0.00 |
| City of Los Angeles Department of Airports, Federally Taxable Build America Bonds Direct Payment to Issuer, Series 2009C | Long | Debt | US | $3M | – | 0.01 |
| CK Hutchison International 16 Ltd. | Long | Debt | KY | $6M | – | 0.01 |
| Claremont Mckenna College, Series 2019 | Long | Debt | US | $7M | – | 0.02 |
| Clark University | Long | Debt | US | $5M | – | 0.01 |
| Cleveland Electric Illuminating Co. (The) | Long | Debt | US | $4M | – | 0.01 |
| Cleveland Electric Illuminating Co. (The) | Long | Debt | US | $839K | – | 0.00 |
| CMS Energy Corp. | Long | Debt | US | $3M | – | 0.01 |
| CMS Energy Corp. | Long | Debt | US | $2M | – | 0.01 |
| CMS Energy Corp. | Long | Debt | US | $1M | – | 0.00 |
| CNO Global Funding | Long | Debt | US | $10M | – | 0.02 |
| Coca-Cola Femsa SAB de CV | Long | Debt | MX | $9M | – | 0.02 |
| Coca-Cola Femsa SAB de CV | Long | Debt | MX | $5M | – | 0.01 |
| Columbia Pipelines Holding Co. LLC | Long | Debt | US | $16M | – | 0.04 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $12M | – | 0.03 |
| Columbia Pipelines Operating Co. LLC | Long | Debt | US | $11M | – | 0.03 |
| Comcast Corp. | Long | Debt | US | $15M | – | 0.03 |
| Comcast Corp. | Long | Debt | US | $15M | – | 0.03 |
| Comcast Corp. | Long | Debt | US | $15M | – | 0.03 |
| Comcast Corp. | Long | Debt | US | $13M | – | 0.03 |
| Comcast Corp. | Long | Debt | US | $9M | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $9M | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $7M | – | 0.02 |
| Comcast Corp. | Long | Debt | US | $4M | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $4M | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $3M | – | 0.01 |
| Comcast Corp. | Long | Debt | US | $1M | – | 0.00 |
| Comcast Corp. | Long | Debt | US | $562K | – | 0.00 |
| Commercial Mortgage Trust, Series 2013-300P, Class A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Commercial Mortgage Trust, Series 2014-CR19, Class A5 | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| Commercial Mortgage Trust, Series 2015-CR24, Class A5 | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Commercial Mortgage Trust, Series 2015-CR25, Class A4 | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Commercial Mortgage Trust, Series 2018-HOME, Class A | Long | ABS-mortgage backed security | US | $49M | – | 0.11 |
| Commercial Mortgage Trust, Series 2020-CBM, Class A2 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Commercial Mortgage Trust, Series 2020-CBM, Class B | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| CommonSpirit Health | Long | Debt | US | $6M | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $5M | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $5M | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $4M | – | 0.01 |
| Commonwealth Edison Co. | Long | Debt | US | $3M | – | 0.01 |
| Conagra Brands, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M2 | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2 | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| ConocoPhillips Co. | Long | Debt | US | $13M | – | 0.03 |
| Consolidated Edison Co. of New York, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Consolidated Edison Co. of New York, Inc. | Long | Debt | US | $1M | – | 0.00 |
| Consolidated Edison Co. of New York, Inc., Series 2017 | Long | Debt | US | $3M | – | 0.01 |
| Constellation Brands, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Constellation Brands, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Constellation Brands, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Constellation Energy Generation LLC | Long | Debt | US | $21M | – | 0.05 |
| Constellation Energy Generation LLC | Long | Debt | US | $19M | – | 0.04 |
| Constellation Energy Generation LLC | Long | Debt | US | $15M | – | 0.03 |
| Constellation Energy Generation LLC | Long | Debt | US | $11M | – | 0.02 |
| Constellation Energy Generation LLC | Long | Debt | US | $4M | – | 0.01 |
| Consumers 2023 Securitization Funding LLC, Series A2 | Long | Debt | US | $4M | – | 0.01 |
| Consumers Energy Co. | Long | Debt | US | $2M | – | 0.00 |
| Continental Airlines Pass-Through Trust, Series 2012-2, Class A | Long | Debt | US | $13M | – | 0.03 |
| Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class A | Long | ABS-other | US | $61M | – | 0.13 |
| COOF Securitization Trust Ltd., Series 2014-1, Class A | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $12M | – | 0.03 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $8M | – | 0.02 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $7M | – | 0.02 |
| COPT Defense Properties LP | Long | Debt | US | $3M | – | 0.01 |
| Corebridge Financial, Inc. | Long | Debt | US | $13M | – | 0.03 |
| Corebridge Financial, Inc. | Long | Debt | US | $9M | – | 0.02 |
| Corebridge Global Funding | Long | Debt | US | $18M | – | 0.04 |
| CoreVest American Finance Trust, Series 2019-2, Class B | Long | ABS-other | US | $5M | – | 0.01 |
| CoreVest American Finance Trust, Series 2019-2, Class C | Long | ABS-other | US | $5M | – | 0.01 |
| CoreVest American Finance Trust, Series 2019-3, Class A | Long | ABS-other | US | $15M | – | 0.03 |
| Corning, Inc. | Long | Debt | US | $6M | – | 0.01 |
| Corp. Nacional del Cobre de Chile | Long | Debt | CL | $18M | – | 0.04 |
| Cottage Health Obligated Group, Series 2020 | Long | Debt | US | $7M | – | 0.02 |
| County of Franklin, Hospital Facilities, Nationwide Children's Hospital Project (County of Franklin OH) | Long | Debt | US | $3M | – | 0.01 |
| Cox Communications, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Cox Communications, Inc. | Long | Debt | US | $3M | – | 0.01 |
| CPS Auto Receivables Trust, Series 2022-D, Class C | Long | ABS-other | US | $10M | – | 0.02 |
| Credit Acceptance Auto Loan Trust | Long | ABS-other | US | $65M | – | 0.14 |
| Credit Acceptance Auto Loan Trust | Long | ABS-other | US | $27M | – | 0.06 |
| Credit Acceptance Auto Loan Trust, Series 2022-1A, Class C | Long | ABS-other | US | $43M | – | 0.09 |
| Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D | Long | ABS-other | US | $51M | – | 0.11 |
| Credit Acceptance Auto Loan Trust, Series 2023-1A, Class B | Long | ABS-other | US | $5M | – | 0.01 |
| Credit Acceptance Auto Loan Trust, Series 2023-2A, Class A | Long | ABS-other | US | $53M | – | 0.12 |
| Credit Acceptance Auto Loan Trust, Series 2023-2A, Class B | Long | ABS-other | US | $34M | – | 0.07 |
| Credit Acceptance Auto Loan Trust, Series 2023-3A, Class A | Long | ABS-other | US | $30M | – | 0.07 |
| Credit Acceptance Auto Loan Trust, Series 2023-3A, Class B | Long | ABS-other | US | $45M | – | 0.10 |
| Credit Acceptance Auto Loan Trust, Series 2023-5A, Class A | Long | ABS-other | US | $8M | – | 0.02 |
| Credit Acceptance Auto Loan Trust, Series 2024-1A, Class A | Long | ABS-other | US | $35M | – | 0.08 |
| Credit Acceptance Auto Loan Trust, Series 2024-1A, Class B | Long | ABS-other | US | $12M | – | 0.03 |
| Credit Agricole SA | Long | Debt | FR | $28M | – | 0.06 |
| Credit Agricole SA | Long | Debt | FR | $15M | – | 0.03 |
| Credit Agricole SA | Long | Debt | FR | $14M | – | 0.03 |
| Credit Agricole SA | Long | Debt | FR | $13M | – | 0.03 |
| Credit Agricole SA | Long | Debt | FR | $8M | – | 0.02 |
| Credit Agricole SA | Long | Debt | FR | $4M | – | 0.01 |
| Credit One Ltd. | Long | ABS-mortgage backed security | NG | $71M | – | 0.16 |
| Credit Suisse Commercial Mortgage Trust, Series 2007-C2, Class AX | Long | ABS-mortgage backed security | US | $872.29 | – | 0.00 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-1, Class DB1 | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4 | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-23, Class 1P | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-AR15, Class 3A1 | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| CRH America, Inc. | Long | Debt | US | $6M | – | 0.01 |
| CRH America, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Crown Castle Towers LLC | Long | ABS-other | US | $9M | – | 0.02 |
| Crown Castle, Inc. | Long | Debt | US | $13M | – | 0.03 |
| Crown Castle, Inc. | Long | Debt | US | $12M | – | 0.03 |
| Crown Castle, Inc. | Long | Debt | US | $2M | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-27, Class 5A4 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-4, Class 2A4 | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-8, Class 1A4 | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class AP | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class AP | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class DX | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| CSMC OA LLC, Series 2014-USA, Class A2 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| CSMC OA LLC, Series 2014-USA, Class B | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| CSMC OA LLC, Series 2014-USA, Class D | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| CSMC Trust, Series 2021-JR1, Class A1 | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| CSMC Trust, Series 2021-JR2, Class A1 | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| CSMC Trust, Series 2021-RPL1, Class A1 | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| CSMC Trust, Series 2022-JR1, Class A1 | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| CSX Corp. | Long | Debt | US | $7M | – | 0.02 |
| CSX Corp. | Long | Debt | US | $3M | – | 0.01 |
| CSX Corp. | Long | Debt | US | $2M | – | 0.00 |
| CSX Corp. | Long | Debt | US | $1M | – | 0.00 |
| CVS Health Corp. | Long | Debt | US | $21M | – | 0.05 |
| CVS Health Corp. | Long | Debt | US | $21M | – | 0.05 |
| CVS Health Corp. | Long | Debt | US | $8M | – | 0.02 |
| CVS Health Corp. | Long | Debt | US | $3M | – | 0.01 |
| CVS Health Corp. | Long | Debt | US | $2M | – | 0.00 |
| CVS Pass-Through Trust | Long | Debt | US | $4M | – | 0.01 |
| CVS Pass-Through Trust | Long | ABS-other | US | $4M | – | 0.01 |
| CVS Pass-Through Trust (CVS Pass Through Trust) | Long | ABS-other | US | $665K | – | 0.00 |
| CVS Pass-Through Trust, Series 2009 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CVS Pass-Through Trust, Series 2013 | Long | ABS-other | US | $7M | – | 0.02 |
| CVS Pass-Through Trust, Series 2014 | Long | ABS-other | US | $882K | – | 0.00 |
| CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1 | Long | ABS-other | US | $47K | – | 0.00 |
| CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class 3A | Long | ABS-other | US | $205K | – | 0.00 |
| CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M1 | Long | ABS-other | US | $45K | – | 0.00 |
| CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2 (CWABS, Inc., Asset-Backed Certificates) | Long | ABS-other | US | $24K | – | 0.00 |
| Danske Bank A/S | Long | Debt | DK | $29M | – | 0.06 |
| Danske Bank A/S | Long | Debt | DK | $16M | – | 0.03 |
| Danske Bank A/S | Long | Debt | DK | $9M | – | 0.02 |
| DBWF Mortgage Trust, Series 2015-LCM, Class A2 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Dell International LLC | Long | Debt | US | $13M | – | 0.03 |
| Dell International LLC | Long | Debt | US | $6M | – | 0.01 |
| Dell International LLC | Long | Debt | US | $6M | – | 0.01 |
| Dell International LLC | Long | Debt | US | $6M | – | 0.01 |
| Dell International LLC | Long | Debt | US | $165K | – | 0.00 |
| Delmarva Power & Light Co. | Long | Debt | US | $1M | – | 0.00 |
| Delta Air Lines Pass-Through Trust, Series 2020-1, Class AA | Long | ABS-other | US | $5M | – | 0.01 |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-1, Class 2A1 | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Deutsche Bank AG | Long | Debt | DE | $18M | – | 0.04 |
| Deutsche Bank AG | Long | Debt | DE | $17M | – | 0.04 |
| Deutsche Bank AG | Long | Debt | DE | $16M | – | 0.04 |
| Deutsche Bank AG | Long | Debt | DE | $14M | – | 0.03 |
| Deutsche Bank AG | Long | Debt | DE | $12M | – | 0.03 |
| Deutsche Bank AG | Long | Debt | DE | $10M | – | 0.02 |
| Deutsche Bank AG | Long | Debt | DE | $8M | – | 0.02 |
| Deutsche Bank AG | Long | Debt | DE | $5M | – | 0.01 |
| Deutsche Bank AG | Long | Debt | DE | $5M | – | 0.01 |
| Deutsche Telekom AG | Long | Debt | DE | $3M | – | 0.01 |
| Deutsche Telekom International Finance BV | Long | Debt | NL | $2M | – | 0.00 |
| DH Europe Finance II SARL | Long | Debt | LU | $6M | – | 0.01 |
| Discover Bank | Long | Debt | US | $8M | – | 0.02 |
| Discovery Communications LLC | Long | Debt | US | $9M | – | 0.02 |
| Discovery Communications LLC | Long | Debt | US | $4M | – | 0.01 |
| Discovery Communications LLC | Long | Debt | US | $2M | – | 0.00 |
| Diversified ABS Phase LLC, Series 2024-1A, Class A1 (Diversified ABS Phase VIII LLC) | Long | ABS-other | US | $20M | – | 0.04 |
| Diversified ABS Phase LLC, Series 2024-1A, Class A2 (Diversified ABS Phase VIII LLC) | Long | ABS-other | US | $19M | – | 0.04 |
| Diversified Abs Phase LLC, Series VI, Class A (Diversified Abs Phase VI LLC) | Long | ABS-other | US | $31M | – | 0.07 |
| DNB Bank ASA | Long | Debt | NO | $20M | – | 0.04 |
| DOC DR LLC | Long | Debt | US | $5M | – | 0.01 |
| DOC DR LLC | Long | Debt | US | $4M | – | 0.01 |
| DOC DR LLC | Long | Debt | US | $2M | – | 0.00 |
| Dominion Energy, Inc. | Long | Debt | US | $1M | – | 0.00 |
| Dominion Energy, Inc., Series C | Long | Debt | US | $2M | – | 0.00 |
| Dominion Energy, Inc., Series D | Long | Debt | US | $2M | – | 0.00 |
| Dominion Energy, Inc., Series F | Long | Debt | US | $5M | – | 0.01 |
| Dow Chemical Co. (The) | Long | Debt | US | $246K | – | 0.00 |
| DP Lion Holdco LLC, Series 2023-1A, Class A | Long | ABS-other | US | $21M | – | 0.05 |
| DT Auto Owner Trust, Series 2020-3A, Class C | Long | ABS-other | US | $206K | – | 0.00 |
| DT Auto Owner Trust, Series 2022-3A, Class C | Long | ABS-other | US | $16M | – | 0.03 |
| DT Auto Owner Trust, Series 2022-3A, Class D | Long | ABS-other | US | $48M | – | 0.11 |
| DT Auto Owner Trust, Series 2023-1A, Class D | Long | ABS-other | US | $16M | – | 0.03 |
| DT Auto Owner Trust, Series 2023-2A, Class D | Long | ABS-other | US | $9M | – | 0.02 |
| DT Auto Owner Trust, Series 2023-3A, Class C | Long | ABS-other | US | $10M | – | 0.02 |
| DT Auto Owner Trust, Series 2023-3A, Class D | Long | ABS-other | US | $13M | – | 0.03 |
| DT Midstream, Inc. | Long | Debt | US | $16M | – | 0.03 |
| DTE Electric Co. | Long | Debt | US | $6M | – | 0.01 |
| DTE Electric Co. | Long | Debt | US | $2M | – | 0.00 |
| DTE Electric Securitization Funding II LLC, Series A-1 | Long | Debt | US | $20M | – | 0.04 |
| DTE Electric Securitization Funding II LLC, Series A-2 | Long | Debt | US | $20M | – | 0.04 |
| Duke Energy Carolinas LLC | Long | Debt | US | $9M | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $1M | – | 0.00 |
| Duke Energy Corp. | Long | Debt | US | $27M | – | 0.06 |
| Duke Energy Corp. | Long | Debt | US | $12M | – | 0.03 |
| Duke Energy Corp. | Long | Debt | US | $1M | – | 0.00 |
| Duke Energy Florida Project Finance LLC, Series 2032 | Long | Debt | US | $8M | – | 0.02 |
| Duke Energy Indiana LLC | Long | Debt | US | $3M | – | 0.01 |
| Duke Energy Indiana LLC, Series YYY | Long | Debt | US | $5M | – | 0.01 |
| Duke Energy Ohio, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $6M | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $2M | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $2M | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $1M | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $1M | – | 0.00 |
| Duke Energy Progress NC Storm Funding LLC, Series A-2 | Long | Debt | US | $4M | – | 0.01 |
| DuPont de Nemours, Inc. | Long | Debt | US | $12M | – | 0.03 |
| Duquesne Light Holdings, Inc. | Long | Debt | US | $7M | – | 0.02 |
| Duquesne Light Holdings, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Eastern Gas Transmission & Storage, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Eaton Corp. | Long | Debt | US | $1M | – | 0.00 |
| Ecopetrol SA | Long | Debt | CO | $5M | – | 0.01 |
| Edison International | Long | Debt | US | $16M | – | 0.03 |
| Edison International | Long | Debt | US | $6M | – | 0.01 |
| Edison International | Long | Debt | US | $2M | – | 0.00 |
| Electricite de France SA | Long | Debt | FR | $19M | – | 0.04 |
| Element Fleet Management Corp. | Long | Debt | CA | $27M | – | 0.06 |
| Element Fleet Management Corp. | Long | Debt | CA | $26M | – | 0.06 |
| Elevance Health, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Elevance Health, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Elevance Health, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Elevance Health, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Eli Lilly & Co. | Long | Debt | US | $16M | – | 0.04 |
| Emera US Finance LP | Long | Debt | US | $8M | – | 0.02 |
| Enbridge, Inc. | Long | Debt | CA | $19M | – | 0.04 |
| Enbridge, Inc. | Long | Debt | CA | $17M | – | 0.04 |
| Enbridge, Inc. | Long | Debt | CA | $6M | – | 0.01 |
| Enel Finance International NV | Long | Debt | NL | $4M | – | 0.01 |
| Enel Finance International NV | Long | Debt | NL | $903K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $13M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $6M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $202K | – | 0.00 |
| Engie SA | Long | Debt | FR | $13M | – | 0.03 |
| Eni SpA | Long | Debt | IT | $14M | – | 0.03 |
| Eni SpA | Long | Debt | IT | $5M | – | 0.01 |
| Eni USA, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Entergy Arkansas LLC | Long | Debt | US | $7M | – | 0.01 |
| Entergy Arkansas LLC | Long | Debt | US | $5M | – | 0.01 |
| Entergy Corp. | Long | Debt | US | $2M | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $5M | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $4M | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $3M | – | 0.01 |
| Entergy Louisiana LLC | Long | Debt | US | $1M | – | 0.00 |
| Entergy Mississippi LLC | Long | Debt | US | $12M | – | 0.03 |
| Entergy Texas, Inc. | Long | Debt | US | $8M | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $1M | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $1M | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $535K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $392K | – | 0.00 |
| Enterprise Products Operating LLC, Series J | Long | Debt | US | $3M | – | 0.01 |
| EQT Corp. | Long | Debt | US | $4M | – | 0.01 |
| Equinix, Inc. | Long | Debt | US | $19M | – | 0.04 |
| Equitable Holdings, Inc. | Long | Debt | US | $5M | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $15M | – | 0.03 |
| ERAC USA Finance LLC | Long | Debt | US | $7M | – | 0.02 |
| ERAC USA Finance LLC | Long | Debt | US | $3M | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $477K | – | 0.00 |
| Essex Portfolio LP | Long | Debt | US | $7M | – | 0.02 |
| Essex Portfolio LP | Long | Debt | US | $6M | – | 0.01 |
| Evergy Missouri West Storm Funding I LLC, Series A-1 | Long | Debt | US | $11M | – | 0.03 |
| Evergy, Inc. | Long | Debt | US | $13M | – | 0.03 |
| Exelon Corp. | Long | Debt | US | $13M | – | 0.03 |
| Exelon Corp. | Long | Debt | US | $1M | – | 0.00 |
| Exeter Automobile Receivables Trust, Series 2020-1A, Class D | Long | ABS-other | US | $4M | – | 0.01 |
| Exeter Automobile Receivables Trust, Series 2022-3A, Class D | Long | ABS-other | US | $40M | – | 0.09 |
| Exeter Automobile Receivables Trust, Series 2022-5A, Class C | Long | ABS-other | US | $9M | – | 0.02 |
| Exeter Automobile Receivables Trust, Series 2022-5A, Class D | Long | ABS-other | US | $13M | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2022-6A, Class D | Long | ABS-other | US | $14M | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2023-1A, Class D | Long | ABS-other | US | $9M | – | 0.02 |
| Exeter Automobile Receivables Trust, Series 2023-2A, Class C | Long | ABS-other | US | $23M | – | 0.05 |
| Exeter Automobile Receivables Trust, Series 2023-3A, Class D | Long | ABS-other | US | $7M | – | 0.02 |
| Exeter Automobile Receivables Trust, Series 2023-4A, Class D | Long | ABS-other | US | $15M | – | 0.03 |
| Exeter Automobile Receivables Trust, Series 2023-5A, Class C | Long | ABS-other | US | $21M | – | 0.05 |
| Extra Space Storage LP | Long | Debt | US | $13M | – | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $9M | – | 0.02 |
| Extra Space Storage LP | Long | Debt | US | $8M | – | 0.02 |
| Exxon Mobil Corp. | Long | Debt | US | $12M | – | 0.03 |
| Exxon Mobil Corp. | Long | Debt | US | $11M | – | 0.02 |
| Exxon Mobil Corp. | Long | Debt | US | $2M | – | 0.01 |
| F&G Annuities & Life, Inc. | Long | Debt | US | $11M | – | 0.02 |
| F&G Annuities & Life, Inc. | Long | Debt | US | $9M | – | 0.02 |
| F&G Global Funding | Long | Debt | US | $12M | – | 0.03 |
| FARM Mortgage Trust, Series 2023-1, Class A | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| Federation des Caisses Desjardins du Quebec | Long | Debt | CA | $21M | – | 0.05 |
| Fells Point Funding Trust | Long | Debt | US | $48M | – | 0.11 |
| FFCB Funding Corp. | Long | Debt | US | $18M | – | 0.04 |
| FHF Issuer Trust, Series 2023-2A, Class A2 | Long | ABS-other | US | $14M | – | 0.03 |
| FHF Issuer Trust, Series 2024-1A, Class A2 | Long | ABS-other | US | $24M | – | 0.05 |
| FHF Trust, Series 2021-1A, Class A | Long | ABS-other | US | $2M | – | 0.00 |
| FHF Trust, Series 2022-2A, Class A | Long | ABS-other | US | $18M | – | 0.04 |
| FHF Trust, Series 2023-1A, Class A2 | Long | ABS-other | US | $16M | – | 0.03 |
| FHLB | Long | Debt | US | $29M | – | 0.06 |
| FHLB | Long | Debt | US | $23M | – | 0.05 |
| FHLMC | Long | ABS-mortgage backed security | US | $808K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC Gold Pools, 20 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC Gold Pools, 20 Year | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| FHLMC Gold Pools, 20 Year | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $954K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $455.31 | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $162.29 | – | 0.00 |
| FHLMC Gold Pools, 30 Year | Long | ABS-mortgage backed security | US | $16.17 | – | 0.00 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $55M | – | 0.12 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $45M | – | 0.10 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC Gold Pools, Other (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $954K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $815K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $780K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $752K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $679K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $628K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $578K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC Gold Pools, Other | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-4, Class MA | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-4, Class MZ | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-1, Class M55D | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT | Long | ABS-mortgage backed security | US | $32M | – | 0.07 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-1, Class M55G | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-2, Class MB | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-3, Class MT | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU | Long | ABS-mortgage backed security | US | $66M | – | 0.15 |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT | Long | ABS-mortgage backed security | US | $47M | – | 0.10 |
| FHLMC UMBS, 20 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $75M | – | 0.17 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $70M | – | 0.15 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $59M | – | 0.13 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $53M | – | 0.12 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $52M | – | 0.11 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $34M | – | 0.08 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC UMBS, 30 Year (FHLMC Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class A2 | Long | ABS-mortgage backed security | US | $43M | – | 0.09 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-150, Class AM | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class A2 | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class A2 | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class A2 | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K072, Class AM | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K081, Class A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K082, Class AM | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K087, Class A2 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class A2 | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K115, Class XAM | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K118, Class XAM | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K137, Class AM | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K138, Class AM | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K142, Class A2 | Long | ABS-mortgage backed security | US | $49M | – | 0.11 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class A2 | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class AM | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class A2 | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class AM | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K754, Class AM | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ17, Class A2 | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ42, Class A2 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ45, Class A2 | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series KLU2, Class A7 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q013, Class APT2 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series W5FX, Class AFX | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| FHLMC, Reference REMIC, Series R006, Class ZA | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, Reference REMIC, Series R007, Class ZA | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, REMIC, Series 1745, Class D | Long | ABS-mortgage backed security | US | $582.14 | – | 0.00 |
| FHLMC, REMIC, Series 1829, Class ZB | Long | ABS-mortgage backed security | US | $121.96 | – | 0.00 |
| FHLMC, REMIC, Series 1863, Class Z | Long | ABS-mortgage backed security | US | $227.74 | – | 0.00 |
| FHLMC, REMIC, Series 1890, Class H | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, REMIC, Series 1899, Class ZE | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLMC, REMIC, Series 1927, Class PH | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLMC, REMIC, Series 1927, Class ZA | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC, REMIC, Series 1935, Class FL | Long | ABS-mortgage backed security | US | $812.27 | – | 0.00 |
| FHLMC, REMIC, Series 1963, Class Z | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC, REMIC, Series 1970, Class PG | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 1981, Class Z | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLMC, REMIC, Series 1987, Class PE | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLMC, REMIC, Series 2019, Class Z | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLMC, REMIC, Series 2038, Class PN | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 2040, Class PE | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLMC, REMIC, Series 2054, Class PV | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLMC, REMIC, Series 2063, Class PG | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLMC, REMIC, Series 2064, Class TE | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 2070, Class C | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLMC, REMIC, Series 2075, Class PH | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLMC, REMIC, Series 2075, Class PM | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLMC, REMIC, Series 2086, Class GB | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC, REMIC, Series 2089, Class PJ | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 2095, Class PE | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLMC, REMIC, Series 2106, Class ZD | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLMC, REMIC, Series 2110, Class PG | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FHLMC, REMIC, Series 2125, Class JZ | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLMC, REMIC, Series 2126, Class CB | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FHLMC, REMIC, Series 2132, Class SB | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC, REMIC, Series 2141 | Long | ABS-mortgage backed security | US | $138.73 | – | 0.00 |
| FHLMC, REMIC, Series 2163, Class PC | Long | ABS-mortgage backed security | US | $845.81 | – | 0.00 |
| FHLMC, REMIC, Series 2169, Class TB | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FHLMC, REMIC, Series 2172, Class QC | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FHLMC, REMIC, Series 2176, Class OJ | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLMC, REMIC, Series 2196, Class TL | Long | ABS-mortgage backed security | US | $244.87 | – | 0.00 |
| FHLMC, REMIC, Series 2201, Class C | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLMC, REMIC, Series 2204, Class GB | Long | ABS-mortgage backed security | US | $378 | – | 0.00 |
| FHLMC, REMIC, Series 2208, Class PG | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FHLMC, REMIC, Series 2209, Class TC | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLMC, REMIC, Series 2210, Class Z | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FHLMC, REMIC, Series 2224, Class CB | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLMC, REMIC, Series 2230, Class Z | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLMC, REMIC, Series 2234, Class PZ | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLMC, REMIC, Series 2247, Class Z | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLMC, REMIC, Series 2256, Class MC | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLMC, REMIC, Series 2259, Class ZM | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FHLMC, REMIC, Series 2262, Class Z | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLMC, REMIC, Series 2271, Class PC | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLMC, REMIC, Series 2296, Class PD | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLMC, REMIC, Series 2313, Class LA | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC, REMIC, Series 2325, Class PM | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLMC, REMIC, Series 2332, Class ZH | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FHLMC, REMIC, Series 2344, Class ZD | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| FHLMC, REMIC, Series 2344, Class ZJ | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLMC, REMIC, Series 2345, Class NE | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLMC, REMIC, Series 2351, Class PZ | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLMC, REMIC, Series 2359, Class ZB | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FHLMC, REMIC, Series 2367, Class ME | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLMC, REMIC, Series 2388, Class FB | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLMC, REMIC, Series 2399, Class OH | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FHLMC, REMIC, Series 2399, Class TH | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FHLMC, REMIC, Series 2410, Class NG | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FHLMC, REMIC, Series 2410, Class QS | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FHLMC, REMIC, Series 2410, Class QX | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 2412, Class SP | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLMC, REMIC, Series 2418, Class FO | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FHLMC, REMIC, Series 2420, Class XK | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FHLMC, REMIC, Series 2423, Class MC | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLMC, REMIC, Series 2423, Class MT | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FHLMC, REMIC, Series 2423, Class TB | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FHLMC, REMIC, Series 2430, Class WF | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FHLMC, REMIC, Series 2434, Class TC | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FHLMC, REMIC, Series 2434, Class ZA | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FHLMC, REMIC, Series 2435, Class CJ | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FHLMC, REMIC, Series 2436, Class MC | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FHLMC, REMIC, Series 2441, Class GF | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLMC, REMIC, Series 2444, Class ES | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLMC, REMIC, Series 2450, Class GZ | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLMC, REMIC, Series 2450, Class SW | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC, REMIC, Series 2455, Class GK | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FHLMC, REMIC, Series 2458, Class ZM | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLMC, REMIC, Series 2466, Class DH | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLMC, REMIC, Series 2466, Class PH | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FHLMC, REMIC, Series 2474, Class NR | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FHLMC, REMIC, Series 2475, Class S | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLMC, REMIC, Series 2484, Class LZ | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FHLMC, REMIC, Series 2500, Class MC | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FHLMC, REMIC, Series 2543, Class YX | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FHLMC, REMIC, Series 2544, Class HC | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FHLMC, REMIC, Series 2552, Class ME | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FHLMC, REMIC, Series 2567, Class QD | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FHLMC, REMIC, Series 2571, Class FY | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FHLMC, REMIC, Series 2571, Class SY | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FHLMC, REMIC, Series 2575, Class ME | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| FHLMC, REMIC, Series 2586, Class WI | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC, REMIC, Series 2596, Class QG | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FHLMC, REMIC, Series 2631, Class SA | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FHLMC, REMIC, Series 2642, Class SL | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, REMIC, Series 2653, Class PZ | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, REMIC, Series 2671, Class S | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLMC, REMIC, Series 2692, Class SC | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FHLMC, REMIC, Series 2722, Class PF | Long | ABS-mortgage backed security | US | $614K | – | 0.00 |
| FHLMC, REMIC, Series 2733, Class SB | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC, REMIC, Series 2744, Class PE | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 2780, Class SY | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLMC, REMIC, Series 2802, Class OH | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FHLMC, REMIC, Series 2835, Class QO | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLMC, REMIC, Series 2903, Class Z | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 2929, Class MS | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FHLMC, REMIC, Series 2967, Class S | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 2968, Class EH | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLMC, REMIC, Series 2981, Class FA | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FHLMC, REMIC, Series 2988, Class AF | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FHLMC, REMIC, Series 2990, Class GO | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FHLMC, REMIC, Series 2990, Class WP | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC, REMIC, Series 3014, Class OD | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLMC, REMIC, Series 3022, Class SX | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC, REMIC, Series 3029, Class SO | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLMC, REMIC, Series 3051, Class DP | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLMC, REMIC, Series 3064, Class SG | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FHLMC, REMIC, Series 3077, Class TO | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLMC, REMIC, Series 3085, Class WF | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FHLMC, REMIC, Series 3101, Class UZ | Long | ABS-mortgage backed security | US | $446K | – | 0.00 |
| FHLMC, REMIC, Series 3102, Class HS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLMC, REMIC, Series 3117, Class AO | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FHLMC, REMIC, Series 3117, Class EO | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLMC, REMIC, Series 3117, Class OG | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLMC, REMIC, Series 3117, Class OK | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLMC, REMIC, Series 3122, Class OH | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLMC, REMIC, Series 3122, Class OP | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FHLMC, REMIC, Series 3122, Class ZB | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLMC, REMIC, Series 3134 | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLMC, REMIC, Series 3137, Class XP | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| FHLMC, REMIC, Series 3138 | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FHLMC, REMIC, Series 3147 | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FHLMC, REMIC, Series 3149, Class SO | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLMC, REMIC, Series 3151 | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FHLMC, REMIC, Series 3153, Class EO | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FHLMC, REMIC, Series 3164, Class MG | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FHLMC, REMIC, Series 3171, Class MO | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FHLMC, REMIC, Series 3179, Class OA | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLMC, REMIC, Series 3181, Class AZ | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| FHLMC, REMIC, Series 3194, Class SA | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC, REMIC, Series 3195, Class PD | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FHLMC, REMIC, Series 3200 | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FHLMC, REMIC, Series 3200, Class AY | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| FHLMC, REMIC, Series 3202, Class HI | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FHLMC, REMIC, Series 3213, Class OA | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FHLMC, REMIC, Series 3218, Class AO | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLMC, REMIC, Series 3219, Class DI | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLMC, REMIC, Series 3225, Class EO | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FHLMC, REMIC, Series 3232, Class ST | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLMC, REMIC, Series 3233, Class OP | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLMC, REMIC, Series 3256 | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLMC, REMIC, Series 3260, Class CS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLMC, REMIC, Series 3261, Class OA | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLMC, REMIC, Series 3274, Class B | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FHLMC, REMIC, Series 3274, Class JO | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLMC, REMIC, Series 3275, Class FL | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FHLMC, REMIC, Series 3286 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC, REMIC, Series 3290, Class SB | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLMC, REMIC, Series 3302, Class UT | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| FHLMC, REMIC, Series 3305, Class MG | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FHLMC, REMIC, Series 3315, Class HZ | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FHLMC, REMIC, Series 3316 | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FHLMC, REMIC, Series 3318, Class AO | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 3326, Class JO | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC, REMIC, Series 3331 | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FHLMC, REMIC, Series 3344, Class SL | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLMC, REMIC, Series 3365 | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FHLMC, REMIC, Series 3371, Class FA | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FHLMC, REMIC, Series 3373, Class TO | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FHLMC, REMIC, Series 3383, Class SA | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLMC, REMIC, Series 3387, Class SA | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FHLMC, REMIC, Series 3393, Class JO | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FHLMC, REMIC, Series 3404, Class SC | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FHLMC, REMIC, Series 3422, Class SE | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLMC, REMIC, Series 3423, Class PB | Long | ABS-mortgage backed security | US | $989K | – | 0.00 |
| FHLMC, REMIC, Series 3424, Class PI | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLMC, REMIC, Series 3443, Class SY | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLMC, REMIC, Series 3453, Class B | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FHLMC, REMIC, Series 3455, Class SE | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLMC, REMIC, Series 3461, Class LZ | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLMC, REMIC, Series 3461, Class Z | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, REMIC, Series 3481, Class SJ | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLMC, REMIC, Series 3501, Class CB | Long | ABS-mortgage backed security | US | $618K | – | 0.00 |
| FHLMC, REMIC, Series 3510, Class OD | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FHLMC, REMIC, Series 3511, Class SA | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLMC, REMIC, Series 3523, Class SD | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FHLMC, REMIC, Series 3531, Class SA | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLMC, REMIC, Series 3531, Class SM | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLMC, REMIC, Series 3546, Class A | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FHLMC, REMIC, Series 3549, Class FA | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLMC, REMIC, Series 3607 | Long | ABS-mortgage backed security | US | $667K | – | 0.00 |
| FHLMC, REMIC, Series 3607, Class AO | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FHLMC, REMIC, Series 3607, Class BO | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| FHLMC, REMIC, Series 3607, Class OP | Long | ABS-mortgage backed security | US | $644K | – | 0.00 |
| FHLMC, REMIC, Series 3607, Class TO | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| FHLMC, REMIC, Series 3608, Class SC | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLMC, REMIC, Series 3611 | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FHLMC, REMIC, Series 3614, Class QB | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLMC, REMIC, Series 3621, Class BO | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FHLMC, REMIC, Series 3632, Class BS | Long | ABS-mortgage backed security | US | $970K | – | 0.00 |
| FHLMC, REMIC, Series 3645, Class KZ | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FHLMC, REMIC, Series 3654, Class DC | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC, REMIC, Series 3684, Class CY | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FHLMC, REMIC, Series 3688, Class GT | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC, REMIC, Series 3704, Class CT | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLMC, REMIC, Series 3704, Class DT | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC, REMIC, Series 3704, Class ET | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC, REMIC, Series 3740, Class SB | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLMC, REMIC, Series 3740, Class SC | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FHLMC, REMIC, Series 3779, Class GZ | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLMC, REMIC, Series 3779, Class Z | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FHLMC, REMIC, Series 3793, Class AB | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| FHLMC, REMIC, Series 3802, Class LS | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FHLMC, REMIC, Series 3819, Class ZQ | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLMC, REMIC, Series 3852, Class QN | Long | ABS-mortgage backed security | US | $561K | – | 0.00 |
| FHLMC, REMIC, Series 3852, Class TP | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC, REMIC, Series 3860, Class PZ | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FHLMC, REMIC, Series 3895, Class WA | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| FHLMC, REMIC, Series 3920, Class LP | Long | ABS-mortgage backed security | US | $857K | – | 0.00 |
| FHLMC, REMIC, Series 3957, Class B | Long | ABS-mortgage backed security | US | $972K | – | 0.00 |
| FHLMC, REMIC, Series 3966, Class NA | Long | ABS-mortgage backed security | US | $910K | – | 0.00 |
| FHLMC, REMIC, Series 4012, Class FN | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC, REMIC, Series 4032, Class TO | Long | ABS-mortgage backed security | US | $894K | – | 0.00 |
| FHLMC, REMIC, Series 4048, Class FB | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, REMIC, Series 4048, Class FJ | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC, REMIC, Series 4077, Class FB | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, REMIC, Series 4217, Class KY | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC, REMIC, Series 4238, Class WY | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC, REMIC, Series 4257, Class DZ | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLMC, REMIC, Series 4809, Class ZM | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| FHLMC, REMIC, Series 4837, Class ZB | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLMC, REMIC, Series 5008, Class LB | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FHLMC, REMIC, Series 5190, Class PH | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FHLMC, REMIC, Series 5354 | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FHLMC, Series 2023-MN7, Class M1 (FHLMC MSCR Trust) | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| FHLMC, Series K753, Class A2 | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| FHLMC, STRIPS, Series 197 | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FHLMC, STRIPS, Series 233, Class 11 | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FHLMC, STRIPS, Series 233, Class 12 | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLMC, STRIPS, Series 233, Class 13 | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FHLMC, STRIPS, Series 239, Class S30 | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FHLMC, STRIPS, Series 262, Class 35 | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FHLMC, STRIPS, Series 264, Class F1 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLMC, STRIPS, Series 270, Class F1 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC, STRIPS, Series 299, Class 300 | Long | ABS-mortgage backed security | US | $833K | – | 0.00 |
| FHLMC, STRIPS, Series 310 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC, STRIPS, Series 406 | Long | ABS-mortgage backed security | US | $50M | – | 0.11 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-42, Class A5 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-48, Class 1A | Long | ABS-mortgage backed security | US | $805K | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-51, Class 2A | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 3A | Long | ABS-mortgage backed security | US | $473K | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-56, Class A5 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-57, Class 1A3 | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-57, Class 1AP | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-58, Class 4A | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-58, Class APO | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-59, Class 1A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-59, Class 1AP | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-62, Class 1A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fidelity & Guaranty Life Holdings, Inc. | Long | Debt | US | $14M | – | 0.03 |
| Fifth Third Bancorp | Long | Debt | US | $8M | – | 0.02 |
| First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A19 | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust, Series 2007-FA4, Class 1A2 | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FirstEnergy Pennsylvania Electric Co. | Long | Debt | US | $2M | – | 0.01 |
| FirstEnergy Pennsylvania Electric Co. | Long | Debt | US | $1M | – | 0.00 |
| FirstEnergy Transmission LLC | Long | Debt | US | $8M | – | 0.02 |
| FirstEnergy Transmission LLC | Long | Debt | US | $679K | – | 0.00 |
| FirstKey Homes Trust, Series 2020-SFR1, Class D | Long | ABS-other | US | $6M | – | 0.01 |
| FirstKey Homes Trust, Series 2020-SFR1, Class E | Long | ABS-other | US | $11M | – | 0.02 |
| FirstKey Homes Trust, Series 2020-SFR2, Class E | Long | ABS-other | US | $54M | – | 0.12 |
| FirstKey Homes Trust, Series 2021-SFR1, Class D | Long | ABS-other | US | $13M | – | 0.03 |
| FirstKey Homes Trust, Series 2021-SFR1, Class E1 | Long | ABS-other | US | $11M | – | 0.03 |
| FirstKey Homes Trust, Series 2022-SFR1, Class E1 | Long | ABS-other | US | $35M | – | 0.08 |
| FirstKey Homes Trust, Series 2022-SFR2, Class E1 | Long | ABS-other | US | $47M | – | 0.10 |
| FirstKey Homes Trust, Series 2022-SFR3, Class D | Long | ABS-other | US | $7M | – | 0.01 |
| FirstKey Homes Trust, Series 2022-SFR3, Class E1 | Long | ABS-other | US | $6M | – | 0.01 |
| Fiserv, Inc. | Long | Debt | US | $6M | – | 0.01 |
| Fiserv, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Five Corners Funding Trust II | Long | Debt | US | $13M | – | 0.03 |
| Flagship Credit Auto Trust, Series 2022-4, Class D | Long | ABS-other | US | $12M | – | 0.03 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $11M | – | 0.02 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $7M | – | 0.01 |
| Florida Power & Light Co. | Long | Debt | US | $9M | – | 0.02 |
| Florida Power & Light Co. | Long | Debt | US | $5M | – | 0.01 |
| FMC GMSR Issuer Trust, Series 2020-GT1, Class A | Long | ABS-other | US | $52M | – | 0.12 |
| FMC GMSR Issuer Trust, Series 2021-GT1, Class A | Long | ABS-other | US | $38M | – | 0.08 |
| FMC GMSR Issuer Trust, Series 2021-GT2, Class A | Long | ABS-other | US | $51M | – | 0.11 |
| FMC GMSR Issuer Trust, Series 2022-GT1, Class A | Long | ABS-other | US | $84M | – | 0.18 |
| FMC GMSR Issuer Trust, Series 2022-GT2, Class A | Long | ABS-other | US | $40M | – | 0.09 |
| FMC GMSR Issuer Trust, Series 2024-SAT1, Class A | Long | ABS-other | US | $106M | – | 0.23 |
| FMR LLC | Long | Debt | US | $2M | – | 0.01 |
| FNMA | Long | ABS-mortgage backed security | US | $674K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ACES, Series 2014-M13, Class A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA ACES, Series 2015-M1, Class A2 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA ACES, Series 2015-M10, Class A2 | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| FNMA ACES, Series 2015-M2, Class A3 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA ACES, Series 2015-M7, Class A2 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA ACES, Series 2015-M8, Class A2 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA ACES, Series 2016-M1, Class A2 | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| FNMA ACES, Series 2016-M11, Class A2 | Long | ABS-mortgage backed security | US | $85M | – | 0.19 |
| FNMA ACES, Series 2017-M11, Class A2 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA ACES, Series 2017-M12, Class A2 | Long | ABS-mortgage backed security | US | $27M | – | 0.06 |
| FNMA ACES, Series 2017-M15, Class A2 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA ACES, Series 2017-M3, Class A2 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA ACES, Series 2017-M5, Class A2 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA ACES, Series 2017-M8, Class A2 | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| FNMA ACES, Series 2018-M10, Class A2 | Long | ABS-mortgage backed security | US | $43M | – | 0.09 |
| FNMA ACES, Series 2018-M2, Class A2 | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA ACES, Series 2018-M3, Class A2 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA ACES, Series 2018-M4, Class A2 | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA ACES, Series 2018-M8, Class A2 | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| FNMA ACES, Series 2018-M9, Class APT2 | Long | ABS-mortgage backed security | US | $60M | – | 0.13 |
| FNMA ACES, Series 2019-M1, Class A2 | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| FNMA ACES, Series 2019-M10, Class X | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA ACES, Series 2019-M7, Class A2 | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| FNMA ACES, Series 2020-M38, Class 2A1 | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA ACES, Series 2020-M38, Class X2 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA ACES, Series 2020-M5, Class A2 | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| FNMA ACES, Series 2020-M50, Class A2 | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA ACES, Series 2020-M50, Class X1 | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA ACES, Series 2021-M3, Class 1A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA ACES, Series 2021-M3, Class X1 | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA ACES, Series 2022-M10, Class A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA ACES, Series 2022-M13, Class A2 | Long | ABS-mortgage backed security | US | $51M | – | 0.11 |
| FNMA ACES, Series 2022-M1G, Class A2 | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| FNMA ACES, Series 2022-M1S, Class A2 | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| FNMA ACES, Series 2022-M2S, Class A2 | Long | ABS-mortgage backed security | US | $52M | – | 0.11 |
| FNMA ACES, Series 2022-M3, Class A2 | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| FNMA ACES, Series 2022-M5, Class A1 | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA ACES, Series 2023-M8, Class A1 | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA ACES, Series 2023-M8, Class A2 | Long | ABS-mortgage backed security | US | $69M | – | 0.15 |
| FNMA ACES, Series 2024-M2, Class A1 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA ACES, Series 2024-M2, Class A2 | Long | ABS-mortgage backed security | US | $102M | – | 0.22 |
| FNMA Trust, Whole Loan, Series 2003-W2, Class 1A1 | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2003-W2, Class 2A9 | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2003-W6, Class 2A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2003-W6, Class 3A | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2003-W8, Class 2A | Long | ABS-mortgage backed security | US | $573K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2003-W8, Class 3F1 | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2004-W1, Class 2A2 | Long | ABS-mortgage backed security | US | $958K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2004-W15, Class 2AF | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2 | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2004-W8, Class 3A | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2005-W3, Class 2AF | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA Trust, Whole Loan, Series 2005-W4, Class 1A1 | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2006-W2, Class 1AF1 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA Trust, Whole Loan, Series 2006-W2, Class 2A | Long | ABS-mortgage backed security | US | $518K | – | 0.00 |
| FNMA UMBS, 15 Year | Long | ABS-mortgage backed security | US | $837K | – | 0.00 |
| FNMA UMBS, 15 Year | Long | ABS-mortgage backed security | US | $159.25 | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA UMBS, 20 Year | Long | ABS-mortgage backed security | US | $34.87 | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $130M | – | 0.29 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $88M | – | 0.19 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $80M | – | 0.18 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $74M | – | 0.16 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $72M | – | 0.16 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $65M | – | 0.14 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $55M | – | 0.12 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $54M | – | 0.12 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $51M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $49M | – | 0.11 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $47M | – | 0.10 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $46M | – | 0.10 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $45M | – | 0.10 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $42M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $41M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $41M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $39M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $39M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $39M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $39M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $39M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $39M | – | 0.09 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $982K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $964K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $961K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $957K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $927K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $860K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $744K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $660K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $605K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $587K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $516K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $949.36 | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $101.18 | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $51.25 | – | 0.00 |
| FNMA UMBS, 30 Year | Long | ABS-mortgage backed security | US | $35.01 | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA, 30 Year | Long | ABS-mortgage backed security | US | $489.66 | – | 0.00 |
| FNMA, Grantor Trust, Series 2017-T1, Class A | Long | ABS-mortgage backed security | US | $80M | – | 0.18 |
| FNMA, Grantor Trust, Whole Loan, Series 1999-T2, Class A1 | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2001-T3, Class A1 | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2002-T16, Class A2 | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A1 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T1, Class 1A2 | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T2, Class 1A4 | Long | ABS-mortgage backed security | US | $783K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T2, Class 2A | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class 1A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class 1A3 | Long | ABS-mortgage backed security | US | $625K | – | 0.00 |
| FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class PT1 | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $83M | – | 0.18 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $83M | – | 0.18 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $66M | – | 0.14 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $60M | – | 0.13 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $58M | – | 0.13 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $58M | – | 0.13 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $56M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $56M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $53M | – | 0.12 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $52M | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $50M | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $49M | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $49M | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $48M | – | 0.11 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $46M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $43M | – | 0.10 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $43M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $43M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $42M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $41M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $39M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $39M | – | 0.09 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $34M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $34M | – | 0.08 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $32M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $20M | – | 0.05 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $972K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $930K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $650K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $647K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $539K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA, Other | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2002-W6, Class 1A6 | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1 | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 2A | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2004-W10, Class A6 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2004-W11, Class 1A1 | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2005-W1, Class 1A2 | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2006-W3, Class 2A | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2007-W10, Class 2A | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2007-W3, Class 1A3 | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2007-W5 | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2007-W7, Class 1A4 | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA, REMIC Trust, Whole Loan, Series 2009-W1, Class A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, REMIC, Series 1995-2, Class Z | Long | ABS-mortgage backed security | US | $246.46 | – | 0.00 |
| FNMA, REMIC, Series 1996-48, Class Z | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA, REMIC, Series 1997-27, Class J | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 1997-29, Class J | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, REMIC, Series 1997-32, Class PG | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA, REMIC, Series 1997-39, Class PD | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA, REMIC, Series 1997-42, Class ZC | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA, REMIC, Series 1997-81, Class PI | Long | ABS-mortgage backed security | US | $677.98 | – | 0.00 |
| FNMA, REMIC, Series 1998-36, Class ZB | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA, REMIC, Series 1999-17, Class C | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA, REMIC, Series 1999-18, Class Z | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA, REMIC, Series 1999-62, Class PB | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA, REMIC, Series 2000-2, Class ZE | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA, REMIC, Series 2000-20, Class SA | Long | ABS-mortgage backed security | US | $77.11 | – | 0.00 |
| FNMA, REMIC, Series 2000-52 | Long | ABS-mortgage backed security | US | $741.23 | – | 0.00 |
| FNMA, REMIC, Series 2001-30, Class PM | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA, REMIC, Series 2001-33, Class ID | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA, REMIC, Series 2001-36, Class DE | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA, REMIC, Series 2001-44, Class MY | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA, REMIC, Series 2001-44, Class PD | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA, REMIC, Series 2001-44, Class PU | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA, REMIC, Series 2001-49, Class Z | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA, REMIC, Series 2001-52, Class KB | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA, REMIC, Series 2001-60, Class PX | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FNMA, REMIC, Series 2001-60, Class QS | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA, REMIC, Series 2001-61, Class Z | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA, REMIC, Series 2001-7, Class PF | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA, REMIC, Series 2001-72, Class SX | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, REMIC, Series 2001-81, Class LO | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA, REMIC, Series 2002-1, Class SA | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA, REMIC, Series 2002-13, Class SJ | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, REMIC, Series 2002-13, Class ST | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA, REMIC, Series 2002-15, Class ZA | Long | ABS-mortgage backed security | US | $426K | – | 0.00 |
| FNMA, REMIC, Series 2002-21, Class LO | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA, REMIC, Series 2002-21, Class PE | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA, REMIC, Series 2002-28, Class PK | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FNMA, REMIC, Series 2002-37, Class Z | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA, REMIC, Series 2002-48, Class GH | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FNMA, REMIC, Series 2002-71, Class AP | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA, REMIC, Series 2002-77, Class S | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA, REMIC, Series 2002-78, Class Z | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| FNMA, REMIC, Series 2003-105, Class AZ | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, REMIC, Series 2003-116, Class SB | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA, REMIC, Series 2003-122, Class ZJ | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, REMIC, Series 2003-130, Class SX | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA, REMIC, Series 2003-132, Class OA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA, REMIC, Series 2003-14, Class TI | Long | ABS-mortgage backed security | US | $697.94 | – | 0.00 |
| FNMA, REMIC, Series 2003-22, Class UD | Long | ABS-mortgage backed security | US | $647K | – | 0.00 |
| FNMA, REMIC, Series 2003-33, Class IA | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA, REMIC, Series 2003-34, Class AX | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA, REMIC, Series 2003-34, Class ED | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| FNMA, REMIC, Series 2003-34, Class GE | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FNMA, REMIC, Series 2003-35, Class EA | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA, REMIC, Series 2003-39 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA, REMIC, Series 2003-42, Class GB | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA, REMIC, Series 2003-47, Class PE | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNMA, REMIC, Series 2003-52, Class SX | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA, REMIC, Series 2003-64, Class SX | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA, REMIC, Series 2003-71, Class DS | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| FNMA, REMIC, Series 2003-72, Class IE | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA, REMIC, Series 2003-73, Class HC | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| FNMA, REMIC, Series 2003-74, Class SH | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA, REMIC, Series 2003-9, Class NZ | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA, REMIC, Series 2003-91, Class SD | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA, REMIC, Series 2004-17, Class H | Long | ABS-mortgage backed security | US | $765K | – | 0.00 |
| FNMA, REMIC, Series 2004-25, Class SA | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA, REMIC, Series 2004-28, Class PF | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA, REMIC, Series 2004-36, Class FA | Long | ABS-mortgage backed security | US | $675K | – | 0.00 |
| FNMA, REMIC, Series 2004-36, Class SA | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FNMA, REMIC, Series 2004-46, Class EP | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA, REMIC, Series 2004-46, Class QB | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA, REMIC, Series 2004-46, Class SK | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA, REMIC, Series 2004-50, Class VZ | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, REMIC, Series 2004-51, Class SY | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA, REMIC, Series 2004-53, Class NC | Long | ABS-mortgage backed security | US | $24.09 | – | 0.00 |
| FNMA, REMIC, Series 2004-59, Class BG | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA, REMIC, Series 2004-61, Class SH | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA, REMIC, Series 2004-61, Class SK | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA, REMIC, Series 2004-65, Class EY | Long | ABS-mortgage backed security | US | $125.51 | – | 0.00 |
| FNMA, REMIC, Series 2004-74, Class SW | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA, REMIC, Series 2004-81, Class JG | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA, REMIC, Series 2004-87, Class F | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| FNMA, REMIC, Series 2005-106, Class US | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| FNMA, REMIC, Series 2005-109, Class PC | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA, REMIC, Series 2005-110, Class GL | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, REMIC, Series 2005-121, Class DX | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA, REMIC, Series 2005-25, Class PF | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| FNMA, REMIC, Series 2005-42, Class PS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA, REMIC, Series 2005-56, Class S | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA, REMIC, Series 2005-56, Class TP | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA, REMIC, Series 2005-59, Class SU | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA, REMIC, Series 2005-66, Class SG | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA, REMIC, Series 2005-67, Class EY | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA, REMIC, Series 2005-68, Class PG | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FNMA, REMIC, Series 2005-72, Class SB | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA, REMIC, Series 2005-73, Class PS | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA, REMIC, Series 2005-73, Class ZB | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, REMIC, Series 2005-74, Class CP | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA, REMIC, Series 2005-74, Class CS | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA, REMIC, Series 2005-74, Class SK | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA, REMIC, Series 2005-75, Class SV | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA, REMIC, Series 2005-84, Class XM | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA, REMIC, Series 2005-90 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA, REMIC, Series 2005-90, Class ES | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA, REMIC, Series 2006-109 | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA, REMIC, Series 2006-11, Class PS | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA, REMIC, Series 2006-110 | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FNMA, REMIC, Series 2006-111, Class EO | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA, REMIC, Series 2006-115, Class ES | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA, REMIC, Series 2006-115, Class OK | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA, REMIC, Series 2006-117, Class GS | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA, REMIC, Series 2006-118, Class A1 | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FNMA, REMIC, Series 2006-118, Class A2 | Long | ABS-mortgage backed security | US | $927K | – | 0.00 |
| FNMA, REMIC, Series 2006-119 | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA, REMIC, Series 2006-12, Class BZ | Long | ABS-mortgage backed security | US | $700K | – | 0.00 |
| FNMA, REMIC, Series 2006-128 | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA, REMIC, Series 2006-128, Class BP | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA, REMIC, Series 2006-130, Class GI | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA, REMIC, Series 2006-16, Class HZ | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA, REMIC, Series 2006-16, Class OA | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA, REMIC, Series 2006-22, Class AO | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FNMA, REMIC, Series 2006-23, Class FK | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| FNMA, REMIC, Series 2006-23, Class KO | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA, REMIC, Series 2006-27, Class OH | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA, REMIC, Series 2006-33, Class LS | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA, REMIC, Series 2006-43 | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA, REMIC, Series 2006-43, Class DO | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA, REMIC, Series 2006-44, Class GO | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA, REMIC, Series 2006-44, Class P | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FNMA, REMIC, Series 2006-46, Class FW | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA, REMIC, Series 2006-46, Class SW | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA, REMIC, Series 2006-50, Class JO | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FNMA, REMIC, Series 2006-50, Class PS | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| FNMA, REMIC, Series 2006-53, Class US | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA, REMIC, Series 2006-56, Class FC | Long | ABS-mortgage backed security | US | $979K | – | 0.00 |
| FNMA, REMIC, Series 2006-58 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA, REMIC, Series 2006-58, Class AP | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA, REMIC, Series 2006-58, Class FL | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA, REMIC, Series 2006-58, Class IG | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA, REMIC, Series 2006-60, Class AK | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA, REMIC, Series 2006-62, Class PS | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA, REMIC, Series 2006-63, Class ZH | Long | ABS-mortgage backed security | US | $705K | – | 0.00 |
| FNMA, REMIC, Series 2006-65, Class QO | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA, REMIC, Series 2006-71, Class ZL | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, REMIC, Series 2006-72, Class GO | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FNMA, REMIC, Series 2006-72, Class TO | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA, REMIC, Series 2006-77, Class PC | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| FNMA, REMIC, Series 2006-78, Class BZ | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA, REMIC, Series 2006-79, Class DF | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| FNMA, REMIC, Series 2006-79, Class DO | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA, REMIC, Series 2006-79, Class OP | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA, REMIC, Series 2006-8, Class JZ | Long | ABS-mortgage backed security | US | $847K | – | 0.00 |
| FNMA, REMIC, Series 2006-8, Class WN | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA, REMIC, Series 2006-8, Class WQ | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| FNMA, REMIC, Series 2006-85, Class MZ | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA, REMIC, Series 2006-86, Class OB | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA, REMIC, Series 2006-90, Class AO | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA, REMIC, Series 2006-94, Class GK | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA, REMIC, Series 2006-95, Class SG | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA, REMIC, Series 2007-1, Class SD | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA, REMIC, Series 2007-10, Class FD | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FNMA, REMIC, Series 2007-100, Class SM | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA, REMIC, Series 2007-108, Class SA | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA, REMIC, Series 2007-109, Class AI | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA, REMIC, Series 2007-112, Class MJ | Long | ABS-mortgage backed security | US | $596K | – | 0.00 |
| FNMA, REMIC, Series 2007-112, Class SA | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA, REMIC, Series 2007-116, Class HI | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA, REMIC, Series 2007-14, Class ES | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA, REMIC, Series 2007-14, Class OP | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA, REMIC, Series 2007-16, Class FC | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA, REMIC, Series 2007-18, Class MZ | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FNMA, REMIC, Series 2007-22, Class SC | Long | ABS-mortgage backed security | US | $36.35 | – | 0.00 |
| FNMA, REMIC, Series 2007-28, Class EO | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA, REMIC, Series 2007-29, Class SG | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA, REMIC, Series 2007-35, Class SI | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 2007-42, Class AO | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA, REMIC, Series 2007-42, Class B | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| FNMA, REMIC, Series 2007-43, Class FL | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FNMA, REMIC, Series 2007-53, Class SH | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA, REMIC, Series 2007-54, Class WI | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA, REMIC, Series 2007-60, Class AX | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FNMA, REMIC, Series 2007-62, Class SE | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA, REMIC, Series 2007-65, Class KI | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA, REMIC, Series 2007-67 | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FNMA, REMIC, Series 2007-7, Class SG | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA, REMIC, Series 2007-70, Class Z | Long | ABS-mortgage backed security | US | $537K | – | 0.00 |
| FNMA, REMIC, Series 2007-72, Class EK | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA, REMIC, Series 2007-76, Class AZ | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA, REMIC, Series 2007-76, Class ZG | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA, REMIC, Series 2007-77, Class FG | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA, REMIC, Series 2007-78, Class CB | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA, REMIC, Series 2007-78, Class PE | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA, REMIC, Series 2007-79, Class SB | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FNMA, REMIC, Series 2007-81, Class GE | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| FNMA, REMIC, Series 2007-85, Class SL | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA, REMIC, Series 2007-88, Class VI | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA, REMIC, Series 2007-91, Class ES | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA, REMIC, Series 2007-92, Class YA | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA, REMIC, Series 2007-92, Class YS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA, REMIC, Series 2007-97, Class FC | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA, REMIC, Series 2007-97, Class KI | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA, REMIC, Series 2007-98, Class FB | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA, REMIC, Series 2008-1, Class BI | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA, REMIC, Series 2008-10, Class XI | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA, REMIC, Series 2008-16, Class IS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA, REMIC, Series 2008-18, Class FA | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA, REMIC, Series 2008-18, Class SP | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA, REMIC, Series 2008-20, Class SA | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA, REMIC, Series 2008-27, Class SN | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA, REMIC, Series 2008-28, Class QS | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA, REMIC, Series 2008-32, Class SA | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 2008-4, Class SD | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA, REMIC, Series 2008-42, Class AO | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA, REMIC, Series 2008-44 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 2008-46, Class HI | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA, REMIC, Series 2008-53, Class CI | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, REMIC, Series 2008-55, Class S | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA, REMIC, Series 2008-56, Class AC | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA, REMIC, Series 2008-60, Class JC | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FNMA, REMIC, Series 2008-80, Class SA | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA, REMIC, Series 2008-81, Class SB | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA, REMIC, Series 2009-103, Class MB | Long | ABS-mortgage backed security | US | $523K | – | 0.00 |
| FNMA, REMIC, Series 2009-11, Class NB | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA, REMIC, Series 2009-112, Class ST | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA, REMIC, Series 2009-113, Class AO | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA, REMIC, Series 2009-17, Class QS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA, REMIC, Series 2009-19, Class PW | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| FNMA, REMIC, Series 2009-4, Class BD | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA, REMIC, Series 2009-47, Class MT | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA, REMIC, Series 2009-52, Class PI | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA, REMIC, Series 2009-59, Class HB | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, REMIC, Series 2009-6, Class GS | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA, REMIC, Series 2009-60, Class HT | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, REMIC, Series 2009-63, Class P | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA, REMIC, Series 2009-65, Class MT | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| FNMA, REMIC, Series 2009-69, Class WA | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| FNMA, REMIC, Series 2009-70, Class CO | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| FNMA, REMIC, Series 2009-84, Class WS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA, REMIC, Series 2009-86, Class IP | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA, REMIC, Series 2009-86, Class OT | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, REMIC, Series 2009-99, Class SC | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA, REMIC, Series 2009-99, Class WA | Long | ABS-mortgage backed security | US | $896K | – | 0.00 |
| FNMA, REMIC, Series 2010-1, Class WA | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FNMA, REMIC, Series 2010-102, Class PN | Long | ABS-mortgage backed security | US | $871K | – | 0.00 |
| FNMA, REMIC, Series 2010-103, Class SB | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA, REMIC, Series 2010-111, Class AM | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, REMIC, Series 2010-125, Class SA | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA, REMIC, Series 2010-147, Class SA | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FNMA, REMIC, Series 2010-16, Class WA | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| FNMA, REMIC, Series 2010-16, Class WB | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| FNMA, REMIC, Series 2010-35, Class SB | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA, REMIC, Series 2010-35, Class SJ | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| FNMA, REMIC, Series 2010-39, Class OT | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA, REMIC, Series 2010-40, Class FJ | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA, REMIC, Series 2010-42, Class S | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA, REMIC, Series 2010-43, Class FD | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA, REMIC, Series 2010-49, Class SC | Long | ABS-mortgage backed security | US | $622K | – | 0.00 |
| FNMA, REMIC, Series 2010-58, Class MB | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, REMIC, Series 2010-63, Class AP | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA, REMIC, Series 2010-64, Class DM | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, REMIC, Series 2010-71, Class HJ | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, REMIC, Series 2011-118, Class LB | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, REMIC, Series 2011-118, Class MT | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, REMIC, Series 2011-118, Class NT | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, REMIC, Series 2011-149, Class EF | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA, REMIC, Series 2011-149, Class MF | Long | ABS-mortgage backed security | US | $504K | – | 0.00 |
| FNMA, REMIC, Series 2011-19, Class ZY | Long | ABS-mortgage backed security | US | $934K | – | 0.00 |
| FNMA, REMIC, Series 2011-2, Class WA | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FNMA, REMIC, Series 2011-30, Class LS | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA, REMIC, Series 2011-31, Class DB | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, REMIC, Series 2011-39, Class ZA | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, REMIC, Series 2011-47, Class ZA | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| FNMA, REMIC, Series 2011-58, Class WA | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA, REMIC, Series 2011-75, Class FA | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNMA, REMIC, Series 2012-101, Class FC | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| FNMA, REMIC, Series 2012-108, Class F | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, REMIC, Series 2012-120, Class ZB | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, REMIC, Series 2012-97, Class FB | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, REMIC, Series 2012-99, Class FA | Long | ABS-mortgage backed security | US | $900K | – | 0.00 |
| FNMA, REMIC, Series 2013-100, Class WB | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA, REMIC, Series 2013-101, Class DO | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA, REMIC, Series 2013-128 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, REMIC, Series 2013-135 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, REMIC, Series 2013-4, Class AJ | Long | ABS-mortgage backed security | US | $978K | – | 0.00 |
| FNMA, REMIC, Series 2013-81, Class TA | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, REMIC, Series 2013-92 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA, REMIC, Series 2014-29, Class PS | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FNMA, REMIC, Series 2018-42, Class B | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| FNMA, REMIC, Series 2018-63, Class DA | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA, REMIC, Series 2018-94, Class DZ | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA, REMIC, Series 2020-90, Class PE | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA, REMIC, Series G95-1, Class C | Long | ABS-mortgage backed security | US | $797.7 | – | 0.00 |
| FNMA, REMIC, Whole Loan, Series 2002-90, Class A1 | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FNMA, REMIC, Whole Loan, Series 2007-101, Class A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, REMIC, Whole Loan, Series 2007-106, Class A7 | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FNMA, REMIC, Whole Loan, Series 2007-54, Class FA | Long | ABS-mortgage backed security | US | $752K | – | 0.00 |
| FNMA, REMIC, Whole Loan, Series 2007-64, Class FB | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| FNMA, STRIPS, Series 329, Class 1 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA, STRIPS, Series 345, Class 6 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA, STRIPS, Series 365, Class 8 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA, STRIPS, Series 374, Class 5 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA, STRIPS, Series 383, Class 33 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA, STRIPS, Series 393, Class 6 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA, STRIPS, Series 411, Class F1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA, STRIPS, Series 412, Class F2 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA, Whole Loan, Series 2007-W1, Class 1AF1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $357M | – | 0.79 |
| FNMA/FHLMC UMBS, Single Family, 30 Year | Long | ABS-mortgage backed security | US | $116M | – | 0.26 |
| Ford Foundation (The), Series 2020 | Long | Debt | US | $2M | – | 0.01 |
| Fortis, Inc. | Long | Debt | CA | $12M | – | 0.03 |
| Foundation Finance Trust, Series 2019-1A, Class A | Long | ABS-other | US | $300K | – | 0.00 |
| Foundation Finance Trust, Series 2019-1A, Class C | Long | ABS-other | US | $18M | – | 0.04 |
| Foundation Finance Trust, Series 2020-1A, Class A | Long | ABS-other | US | $9M | – | 0.02 |
| Foundation Finance Trust, Series 2023-2A, Class A | Long | ABS-other | US | $37M | – | 0.08 |
| Foundry JV Holdco LLC | Long | Debt | US | $11M | – | 0.02 |
| Foursight Capital Automobile Receivables Trust, Series 2021-1, Class D | Long | ABS-other | US | $831K | – | 0.00 |
| FREED ABS Trust, Series 2022-3FP, Class C | Long | ABS-other | US | $7M | – | 0.02 |
| FREED ABS Trust, Series 2022-4FP, Class B | Long | ABS-other | US | $2M | – | 0.00 |
| FREED ABS Trust, Series 2022-4FP, Class C | Long | ABS-other | US | $15M | – | 0.03 |
| FREMF Mortgage Trust, Series 2015-K44, Class B | Long | ABS-mortgage backed security | US | $757K | – | 0.00 |
| FREMF Mortgage Trust, Series 2015-K45, Class B | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FREMF Mortgage Trust, Series 2015-K47, Class B | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FREMF Mortgage Trust, Series 2015-K51, Class B | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FREMF Mortgage Trust, Series 2016-K56, Class B | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FREMF Mortgage Trust, Series 2017-K63, Class B | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FREMF Mortgage Trust, Series 2017-K67, Class B | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FREMF Mortgage Trust, Series 2017-K727, Class B | Long | ABS-mortgage backed security | US | $27M | – | 0.06 |
| FREMF Mortgage Trust, Series 2017-K729, Class B | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FREMF Mortgage Trust, Series 2018-K731, Class C (FREMF 2018-K731 Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FREMF Mortgage Trust, Series 2018-KSL1, Class B | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FREMF Mortgage Trust, Series 2018-KW07, Class B | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-K102, Class B | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FREMF Mortgage Trust, Series 2019-K90, Class B | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FREMF Mortgage Trust, Series 2019-KL05, Class BP | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FREMF Mortgage Trust, Series 2020-K737, Class B | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FREMF Mortgage Trust, Series 2020-KHG2, Class B | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| GAIF Bond Issuer Pty. Ltd. | Long | Debt | AU | $7M | – | 0.02 |
| Galaxy Pipeline Assets Bidco Ltd. | Long | Debt | JE | $12M | – | 0.03 |
| GAM Re-REMIC TRUST, Series 2021-FRR2, Class BK44 | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| GE Capital Mortgage Services, Inc. Trust, Series 1999-HE1, Class M | Long | ABS-other | US | $43K | – | 0.00 |
| General Motors Financial Co., Inc. | Long | Debt | US | $18M | – | 0.04 |
| General Motors Financial Co., Inc. | Long | Debt | US | $13M | – | 0.03 |
| General Motors Financial Co., Inc. | Long | Debt | US | $12M | – | 0.03 |
| General Motors Financial Co., Inc. | Long | Debt | US | $12M | – | 0.03 |
| General Motors Financial Co., Inc. | Long | Debt | US | $12M | – | 0.03 |
| General Motors Financial Co., Inc. | Long | Debt | US | $11M | – | 0.02 |
| General Motors Financial Co., Inc. | Long | Debt | US | $8M | – | 0.02 |
| Gilead Sciences, Inc. | Long | Debt | US | $8M | – | 0.02 |
| Gilead Sciences, Inc. | Long | Debt | US | $7M | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $21M | – | 0.05 |
| Glencore Funding LLC | Long | Debt | US | $14M | – | 0.03 |
| Global Payments, Inc. | Long | Debt | US | $8M | – | 0.02 |
| Global Payments, Inc. | Long | Debt | US | $6M | – | 0.01 |
| Global Payments, Inc. | Long | Debt | US | $4M | – | 0.01 |
| GLS Auto Receivables Issuer Trust, Series 2022-2A, Class C | Long | ABS-other | US | $16M | – | 0.03 |
| GLS Auto Receivables Issuer Trust, Series 2022-2A, Class D | Long | ABS-other | US | $19M | – | 0.04 |
| GLS Auto Receivables Issuer Trust, Series 2023-3A, Class D | Long | ABS-other | US | $9M | – | 0.02 |
| GLS Auto Receivables Issuer Trust, Series 2023-4A, Class C | Long | ABS-other | US | $19M | – | 0.04 |
| GLS Auto Select Receivables Trust, Series 2023-1A, Class A3 | Long | ABS-other | US | $14M | – | 0.03 |
| GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A2A | Long | ABS-other | US | $16M | – | 0.03 |
| GMACM Mortgage Loan Trust, Series 2005-AR3, Class 3A4 | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $489K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA I, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II | Long | ABS-mortgage backed security | US | $92M | – | 0.20 |
| GNMA II | Long | ABS-mortgage backed security | US | $47M | – | 0.10 |
| GNMA II | Long | ABS-mortgage backed security | US | $45M | – | 0.10 |
| GNMA II | Long | ABS-mortgage backed security | US | $44M | – | 0.10 |
| GNMA II | Long | ABS-mortgage backed security | US | $43M | – | 0.10 |
| GNMA II | Long | ABS-mortgage backed security | US | $41M | – | 0.09 |
| GNMA II | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| GNMA II | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| GNMA II | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| GNMA II | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| GNMA II | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| GNMA II | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| GNMA II | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| GNMA II | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| GNMA II | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| GNMA II | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| GNMA II | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| GNMA II | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| GNMA II | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| GNMA II | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| GNMA II | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| GNMA II | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| GNMA II | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| GNMA II | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| GNMA II | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| GNMA II | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| GNMA II | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| GNMA II | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $196M | – | 0.43 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $138M | – | 0.30 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $73M | – | 0.16 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $47M | – | 0.10 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $44M | – | 0.10 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $957K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $955K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $951K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $949K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $906K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $875K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $840K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $821K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $814K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $727K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $725K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $701K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $680K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $668K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $662K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $622K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $586K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $579K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $528K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $480K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $417K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $367K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $917.94 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $672.84 | – | 0.00 |
| GNMA II, 30 Year | Long | ABS-mortgage backed security | US | $468.48 | – | 0.00 |
| GNMA II, Other | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| GNMA II, Other | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| GNMA II, Other | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| GNMA II, Other | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| GNMA II, Other | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| GNMA II, Other | Long | ABS-mortgage backed security | US | $821K | – | 0.00 |
| GNMA II, Other | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| GNMA II, Other | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA, Series 2001-35, Class SA | Long | ABS-mortgage backed security | US | $7.05 | – | 0.00 |
| GNMA, Series 2002-52, Class GH | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| GNMA, Series 2003-112, Class SA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2003-12, Class SP | Long | ABS-mortgage backed security | US | $249.36 | – | 0.00 |
| GNMA, Series 2003-25, Class PZ | Long | ABS-mortgage backed security | US | $675K | – | 0.00 |
| GNMA, Series 2003-46, Class MG | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| GNMA, Series 2003-52, Class AP | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| GNMA, Series 2003-58, Class BE | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| GNMA, Series 2003-75, Class ZX | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| GNMA, Series 2003-97, Class SA | Long | ABS-mortgage backed security | US | $793.46 | – | 0.00 |
| GNMA, Series 2004-28, Class S | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| GNMA, Series 2004-46 | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| GNMA, Series 2004-49, Class Z | Long | ABS-mortgage backed security | US | $928K | – | 0.00 |
| GNMA, Series 2004-71, Class SB | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNMA, Series 2004-71, Class ST | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| GNMA, Series 2004-73, Class JL | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA, Series 2004-89, Class LS | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| GNMA, Series 2004-90, Class SI | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA, Series 2004-96, Class SC | Long | ABS-mortgage backed security | US | $290.05 | – | 0.00 |
| GNMA, Series 2005-3, Class SK | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA, Series 2005-56, Class IC | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA, Series 2005-65, Class SA | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA, Series 2005-66, Class SP | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA, Series 2005-68, Class DP | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| GNMA, Series 2005-68, Class KI | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| GNMA, Series 2005-7, Class JM | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2005-72, Class AZ | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| GNMA, Series 2005-82 | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| GNMA, Series 2005-91, Class PI | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA, Series 2006-16, Class OP | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| GNMA, Series 2006-22, Class AO | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| GNMA, Series 2006-33, Class Z | Long | ABS-mortgage backed security | US | $988K | – | 0.00 |
| GNMA, Series 2006-34 | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA, Series 2006-38, Class ZK | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2006-57, Class PZ | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| GNMA, Series 2006-59, Class SD | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2006-65, Class SA | Long | ABS-mortgage backed security | US | $354.75 | – | 0.00 |
| GNMA, Series 2007-17, Class JI | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA, Series 2007-17, Class JO | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| GNMA, Series 2007-19, Class SD | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA, Series 2007-25, Class FN | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| GNMA, Series 2007-26, Class SC | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2007-27, Class SD | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2007-28, Class BO | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA, Series 2007-35 | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| GNMA, Series 2007-36, Class HO | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GNMA, Series 2007-36, Class SE | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA, Series 2007-36, Class SJ | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA, Series 2007-40, Class SD | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA, Series 2007-40, Class SN | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA, Series 2007-45, Class QA | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA, Series 2007-53, Class ES | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA, Series 2007-53, Class SW | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| GNMA, Series 2007-57 | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA, Series 2007-67, Class SI | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA, Series 2007-72, Class US | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA, Series 2007-73, Class MI | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA, Series 2007-74, Class SL | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA, Series 2007-76, Class SB | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2007-79, Class SY | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2007-9, Class CI | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA, Series 2008-1 | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA, Series 2008-17 | Long | ABS-mortgage backed security | US | $159.61 | – | 0.00 |
| GNMA, Series 2008-33, Class XS | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA, Series 2008-36, Class SH | Long | ABS-mortgage backed security | US | $329.06 | – | 0.00 |
| GNMA, Series 2008-40, Class SA | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| GNMA, Series 2008-50, Class KB | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| GNMA, Series 2008-55, Class SA | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA, Series 2008-60, Class CS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA, Series 2008-69, Class QD | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| GNMA, Series 2008-7, Class SK | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA, Series 2008-7, Class SP | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GNMA, Series 2008-71, Class SC | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA, Series 2008-76, Class US | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA, Series 2008-79, Class CS | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| GNMA, Series 2008-81, Class S | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA, Series 2008-93, Class AS | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA, Series 2008-95, Class DS | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA, Series 2008-96, Class SL | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA, Series 2009-10, Class SA | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA, Series 2009-104, Class AB | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA, Series 2009-106, Class AS | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNMA, Series 2009-106, Class ST | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| GNMA, Series 2009-11, Class SC | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA, Series 2009-14, Class KI | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA, Series 2009-14, Class NI | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA, Series 2009-22, Class SA | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA, Series 2009-25, Class SE | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA, Series 2009-31, Class TS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA, Series 2009-33, Class CI | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA, Series 2009-33, Class TI | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA, Series 2009-35, Class ZB | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA, Series 2009-42, Class SC | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA, Series 2009-43, Class SA | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA, Series 2009-6, Class SA | Long | ABS-mortgage backed security | US | $85.14 | – | 0.00 |
| GNMA, Series 2009-6, Class SH | Long | ABS-mortgage backed security | US | $114.94 | – | 0.00 |
| GNMA, Series 2009-64, Class SN | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA, Series 2009-72, Class SM | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA, Series 2009-75, Class MN | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA, Series 2009-79, Class OK | Long | ABS-mortgage backed security | US | $680K | – | 0.00 |
| GNMA, Series 2009-81, Class SB | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GNMA, Series 2010-103, Class WA | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| GNMA, Series 2010-129, Class AW | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| GNMA, Series 2010-130, Class CP | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA, Series 2010-14, Class BO | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| GNMA, Series 2010-14, Class CO | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| GNMA, Series 2010-157, Class OP | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2010-41, Class WA | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| GNMA, Series 2011-137, Class WA | Long | ABS-mortgage backed security | US | $843K | – | 0.00 |
| GNMA, Series 2011-157, Class UY | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2011-163, Class WA | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA, Series 2011-22, Class WA | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| GNMA, Series 2011-75, Class SM | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA, Series 2011-97, Class WA | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| GNMA, Series 2011-H05, Class FB | Long | ABS-mortgage backed security | US | $661K | – | 0.00 |
| GNMA, Series 2011-H06, Class FA | Long | ABS-mortgage backed security | US | $666K | – | 0.00 |
| GNMA, Series 2011-H19, Class FA | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| GNMA, Series 2012-141, Class WA | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2012-141, Class WB | Long | ABS-mortgage backed security | US | $741K | – | 0.00 |
| GNMA, Series 2012-141, Class WC | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2012-59, Class WA | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| GNMA, Series 2012-H08, Class FB | Long | ABS-mortgage backed security | US | $932K | – | 0.00 |
| GNMA, Series 2012-H08, Class FS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA, Series 2012-H10, Class FA | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA, Series 2012-H15, Class FA | Long | ABS-mortgage backed security | US | $148.73 | – | 0.00 |
| GNMA, Series 2012-H18, Class NA | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| GNMA, Series 2012-H21, Class CF | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GNMA, Series 2012-H24, Class FA | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| GNMA, Series 2012-H24, Class FE | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA, Series 2012-H24, Class FG | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA, Series 2012-H26, Class JA | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA, Series 2012-H26, Class MA | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA, Series 2012-H28, Class FA | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA, Series 2012-H29, Class FA | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA, Series 2013-147, Class BE | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA, Series 2013-26, Class AK | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2013-54, Class WA | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| GNMA, Series 2013-75, Class WA | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| GNMA, Series 2013-91, Class WA | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2013-H01, Class FA | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA, Series 2013-H01, Class JA | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2013-H02, Class HF | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA, Series 2013-H03, Class FA | Long | ABS-mortgage backed security | US | $491.35 | – | 0.00 |
| GNMA, Series 2013-H04, Class SA | Long | ABS-mortgage backed security | US | $927K | – | 0.00 |
| GNMA, Series 2013-H07, Class HA | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2013-H07, Class MA | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA, Series 2013-H08, Class FC | Long | ABS-mortgage backed security | US | $918K | – | 0.00 |
| GNMA, Series 2013-H09, Class HA | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA, Series 2013-H14, Class FC | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| GNMA, Series 2013-H14, Class FG | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| GNMA, Series 2014-188, Class W | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2014-41, Class W | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2014-6, Class W | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2014-H01, Class FD | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA, Series 2014-H05, Class FA | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA, Series 2014-H06, Class HB | Long | ABS-mortgage backed security | US | $713K | – | 0.00 |
| GNMA, Series 2014-H09, Class TA | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2014-H10, Class TA | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GNMA, Series 2014-H11, Class VA | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| GNMA, Series 2014-H15, Class FA | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| GNMA, Series 2014-H17, Class FC | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GNMA, Series 2014-H19, Class FE | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA, Series 2014-H20, Class LF | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA, Series 2015-137, Class WA | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA, Series 2015-91, Class W | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA, Series 2015-H02, Class FB | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA, Series 2015-H03, Class FA | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2015-H05, Class FC | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| GNMA, Series 2015-H06, Class FA | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GNMA, Series 2015-H07, Class ES | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA, Series 2015-H08, Class FC | Long | ABS-mortgage backed security | US | $20M | – | 0.05 |
| GNMA, Series 2015-H10, Class FC | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| GNMA, Series 2015-H12, Class FA | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| GNMA, Series 2015-H15, Class FD | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA, Series 2015-H15, Class FJ | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA, Series 2015-H16, Class FG | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GNMA, Series 2015-H16, Class FL | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| GNMA, Series 2015-H18, Class FA | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA, Series 2015-H20, Class FA | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GNMA, Series 2015-H26, Class FG | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA, Series 2015-H32, Class FH | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA, Series 2016-H07, Class FA | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| GNMA, Series 2016-H07, Class FB | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GNMA, Series 2016-H11, Class FD | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| GNMA, Series 2016-H26, Class FC | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA, Series 2017-H08, Class XI | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA, Series 2017-H14, Class XI | Long | ABS-mortgage backed security | US | $982K | – | 0.00 |
| GNMA, Series 2018-H09, Class FE | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA, Series 2019-78, Class SW | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| GNMA, Series 2019-H20, Class ID | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2020-123, Class LB | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GNMA, Series 2020-134, Class ST | Long | ABS-mortgage backed security | US | $867K | – | 0.00 |
| GNMA, Series 2020-H02, Class MI | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2020-H05 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA, Series 2020-H09 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA, Series 2020-H09, Class CI | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA, Series 2020-H09, Class IC | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA, Series 2020-H11 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA, Series 2020-H12, Class HI | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA, Series 2020-H12, Class IJ | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA, Series 2020-H15 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA, Series 2021-201, Class Z | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| GNMA, Series 2021-211, Class AC | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GNMA, Series 2021-H14, Class BF | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA, Series 2023-48, Class W | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| GNMA, Series 2024-57, Class PT | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $45M | – | 0.10 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $30M | – | 0.07 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $27M | – | 0.06 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $23M | – | 0.05 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $18M | – | 0.04 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $17M | – | 0.04 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $15M | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $14M | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $13M | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $13M | – | 0.03 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $10M | – | 0.02 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $10M | – | 0.02 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $10M | – | 0.02 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $4M | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $4M | – | 0.01 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $2M | – | 0.00 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $1M | – | 0.00 |
| Goldman Sachs Group, Inc. (The) | Long | Debt | US | $741K | – | 0.00 |
| Goodgreen Ltd., Series 2024-1A, Class A | Long | ABS-other | US | $70M | – | 0.16 |
| Goodgreen Trust, Series 2016-1A, Class A | Long | ABS-other | US | $7M | – | 0.02 |
| Goodgreen Trust, Series 2017-1A, Class A | Long | ABS-other | US | $2M | – | 0.00 |
| Goodgreen Trust, Series 2017-2A, Class A | Long | ABS-other | US | $10M | – | 0.02 |
| Goodgreen Trust, Series 2017-R1 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Goodgreen, Series 2019-2A, Class A | Long | ABS-other | KY | $16M | – | 0.03 |
| Goodgreen, Series 2023-1A, Class A | Long | ABS-other | JE | $47M | – | 0.10 |
| Goodman US Finance Three LLC | Long | Debt | US | $5M | – | 0.01 |
| Granite Park Equipment Leasing LLC, Series 2023-1A, Class A3 | Long | ABS-other | US | $15M | – | 0.03 |
| Granite Park Equipment Leasing LLC, Series 2023-1A, Class D | Long | ABS-other | US | $8M | – | 0.02 |
| Granite Park FX Notes Issuer LLC, Series 2024-1A, Class A | Long | ABS-other | US | $38M | – | 0.08 |
| Granite Park FX Notes Issuer LLC, Series 2024-1A, Class B | Long | ABS-other | US | $10M | – | 0.02 |
| Gray Oak Pipeline LLC | Long | Debt | US | $33M | – | 0.07 |
| Gray Oak Pipeline LLC | Long | Debt | US | $12M | – | 0.03 |
| Grene 2023-Senior (Grene 2023senrs5.5) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Grene Energy Senio | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Grene Industri-Service A/S | Long | ABS-mortgage backed security | DK | $4M | – | 0.01 |
| Grupo Televisa SAB | Long | Debt | MX | $735K | – | 0.00 |
| GS Mortgage-Backed Securities Corp. Trust, Series 2021-RPL1, Class A1 | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| GSMPS Mortgage Loan Trust, Series 2004-4, Class 1AF | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AS | Long | ABS-mortgage backed security | US | $711.33 | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2003-3F, Class 4A3 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2004-13F, Class 3A3 | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4 | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2004-6F, Class 3A4 | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2005-5F, Class 8A3 | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9 | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 3A1 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2006-1F, Class 1A3 | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4 | Long | ABS-mortgage backed security | US | $648K | – | 0.00 |
| GTP Acquisition Partners I LLC | Long | ABS-other | US | $11M | – | 0.03 |
| Guardian Life Insurance Co. of America (The) | Long | Debt | US | $4M | – | 0.01 |
| Guardian Life Insurance Co. of America (The) | Long | Debt | US | $1M | – | 0.00 |
| Hackensack Meridian Health, Inc., Series 2020 | Long | Debt | US | $7M | – | 0.02 |
| Haleon US Capital LLC | Long | Debt | US | $8M | – | 0.02 |
| Halliburton Co. | Long | Debt | US | $3M | – | 0.01 |
| Halliburton Co. | Long | Debt | US | $2M | – | 0.01 |
| Halliburton Co. | Long | Debt | US | $2M | – | 0.00 |
| Hartford Financial Services Group, Inc. (The) | Long | Debt | US | $6M | – | 0.01 |
| Hartford HealthCare Corp. | Long | Debt | US | $17M | – | 0.04 |
| Harvest SBA Loan Trust, Series 2021-1, Class A | Long | ABS-other | US | $970K | – | 0.00 |
| HCA, Inc. | Long | Debt | US | $28M | – | 0.06 |
| HCA, Inc. | Long | Debt | US | $16M | – | 0.04 |
| HCA, Inc. | Long | Debt | US | $13M | – | 0.03 |
| HCA, Inc. | Long | Debt | US | $10M | – | 0.02 |
| HCA, Inc. | Long | Debt | US | $5M | – | 0.01 |
| HCA, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Headlands Residential LLC, Series 2021-RPL1, Class NOTE | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| Healthcare Realty Holdings LP | Long | Debt | US | $15M | – | 0.03 |
| Healthcare Realty Holdings LP | Long | Debt | US | $6M | – | 0.01 |
| Healthpeak OP LLC | Long | Debt | US | $159K | – | 0.00 |
| HERO Funding II | Long | ABS-other | KY | $3M | – | 0.01 |
| HERO Funding II, Series 2016-4B, Class B | Long | ABS-other | KY | $293K | – | 0.00 |
| HERO Funding Trust, Series 2016-3A, Class A1 | Long | ABS-other | US | $2M | – | 0.01 |
| HERO Funding Trust, Series 2016-4A, Class A1 | Long | ABS-other | US | $727K | – | 0.00 |
| HERO Funding Trust, Series 2016-4A, Class A2 | Long | ABS-other | US | $2M | – | 0.00 |
| HERO Funding Trust, Series 2017-1A, Class A2 | Long | ABS-other | KY | $5M | – | 0.01 |
| HERO Funding, Series 2017-3A, Class A2 | Long | ABS-other | KY | $6M | – | 0.01 |
| HERO Funding, Series 2018-1A, Class A2 | Long | ABS-other | KY | $9M | – | 0.02 |
| HF Sinclair Corp. | Long | Debt | US | $22M | – | 0.05 |
| Hilton Grand Vacations Trust, Series 2020-AA, Class A | Long | ABS-other | US | $4M | – | 0.01 |
| HINNT LLC, Series 2022-A, Class C | Long | ABS-other | US | $8M | – | 0.02 |
| Home Partners of America Trust, Series 2021-2, Class E1 | Long | ABS-other | US | $35M | – | 0.08 |
| Home Partners of America Trust, Series 2021-2, Class E2 | Long | ABS-other | US | $8M | – | 0.02 |
| Home Partners of America Trust, Series 2021-3, Class D | Long | ABS-other | US | $35M | – | 0.08 |
| Home RE Ltd., Series 2022-1, Class M1B | Long | ABS-mortgage backed security | BM | $10M | – | 0.02 |
| Honeywell International, Inc. | Long | Debt | US | $23M | – | 0.05 |
| HSBC Finance Corp. | Long | Debt | US | $9M | – | 0.02 |
| HSBC Holdings plc | Long | Debt | GB | $23M | – | 0.05 |
| HSBC Holdings plc | Long | Debt | GB | $17M | – | 0.04 |
| HSBC Holdings plc | Long | Debt | GB | $17M | – | 0.04 |
| HSBC Holdings plc | Long | Debt | GB | $12M | – | 0.03 |
| HSBC Holdings plc | Long | Debt | GB | $12M | – | 0.03 |
| HSBC Holdings plc | Long | Debt | GB | $11M | – | 0.02 |
| HSBC Holdings plc | Long | Debt | GB | $5M | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $4M | – | 0.01 |
| HSBC Holdings plc | Long | Debt | GB | $2M | – | 0.01 |
| Hyundai Auto Lease Securitization Trust, Series 2023-A, Class A4 | Long | ABS-other | US | $13M | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $16M | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $11M | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $8M | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $8M | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $7M | – | 0.02 |
| Hyundai Capital Services, Inc. | Long | Debt | KR | $11M | – | 0.02 |
| Impac CMB Trust, Series 2005-4, Class 2A1 | Long | ABS-mortgage backed security | US | $517K | – | 0.00 |
| Impac Secured Assets CMN Owner Trust, Series 2003-2, Class A1 | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| Impac Secured Assets Trust, Series 2006-1, Class 2A1 | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| Independence Plaza Trust, Series 2018-INDP, Class A | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| ING Groep NV | Long | Debt | NL | $14M | – | 0.03 |
| ING Groep NV | Long | Debt | NL | $8M | – | 0.02 |
| ING Groep NV | Long | Debt | NL | $7M | – | 0.02 |
| ING Groep NV | Long | Debt | NL | $2M | – | 0.01 |
| Intel Corp. | Long | Debt | US | $26M | – | 0.06 |
| Intuit, Inc. | Long | Debt | US | $7M | – | 0.02 |
| INVH Mezzanin Frn | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Israel Government AID Bond (State of Israel) | Long | Debt | IL | $7M | – | 0.02 |
| Israel Government AID Bond (State of Israel) | Long | Debt | IL | $5M | – | 0.01 |
| ITC Holdings Corp. | Long | Debt | US | $18M | – | 0.04 |
| ITC Holdings Corp. | Long | Debt | US | $6M | – | 0.01 |
| ITC Holdings Corp. | Long | Debt | US | $5M | – | 0.01 |
| J M Smucker Co. (The) | Long | Debt | US | $12M | – | 0.03 |
| J M Smucker Co. (The) | Long | Debt | US | $9M | – | 0.02 |
| JBS USA Holding Lux SARL | Long | Debt | LU | $28M | – | 0.06 |
| JBS USA Holding Lux SARL | Long | Debt | LU | $13M | – | 0.03 |
| Jefferies Financial Group, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Jersey Central Power & Light Co. | Long | Debt | US | $6M | – | 0.01 |
| Jersey Central Power & Light Co. | Long | Debt | US | $2M | – | 0.00 |
| JetBlue Pass-Through Trust, Series 2019-1, Class B | Long | ABS-other | US | $2M | – | 0.00 |
| JetBlue Pass-Through Trust, Series 2020-1, Class B | Long | ABS-other | US | $5M | – | 0.01 |
| Jonah | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| Jonah Energy Abs LLC, Series 2022-1, Class A1 (Jonah Energy Abs I LLC) | Long | ABS-other | US | $29M | – | 0.06 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2005-CB11, Class X1 | Long | ABS-mortgage backed security | US | $731.11 | – | 0.00 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2007-LD12, Class X | Long | ABS-mortgage backed security | US | $13.71 | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2004-A3, Class 4A1 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2004-A4, Class 1A1 | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2004-S1, Class 1A7 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2005-A1, Class 3A4 | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3 | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2006-A3, Class 6A1 | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2007-A1, Class 5A1 | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| JPMorgan Mortgage Trust, Series 2007-A1, Class 5A2 | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| JPMorgan Prime Money Market Fund, Class Institutional | Long | Short-term investment vehicle | US | $2B | 2B | 5.28 |
| KBC Group NV | Long | Debt | BE | $38M | – | 0.08 |
| Kellanova | Long | Debt | US | $10M | – | 0.02 |
| Keurig Dr. Pepper, Inc. (Keurig Dr Pepper, Inc.) | Long | Debt | US | $12M | – | 0.03 |
| KeyCorp | Long | Debt | US | $3M | – | 0.01 |
| KeySpan Gas East Corp. | Long | Debt | US | $4M | – | 0.01 |
| KGS-Alpha SBA COOF Trust, Series 2012-2, Class A | Long | ABS-other | US | $126K | – | 0.00 |
| KGS-Alpha SBA COOF Trust, Series 2012-3, Class A | Long | ABS-other | US | $0 | – | – |
| KGS-Alpha SBA COOF Trust, Series 2012-4, Class A | Long | ABS-other | US | $157K | – | 0.00 |
| KGS-Alpha SBA COOF Trust, Series 2012-6, Class A | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| KGS-Alpha SBA COOF Trust, Series 2013-2, Class A | Long | ABS-other | US | $189K | – | 0.00 |
| KGS-Alpha SBA COOF Trust, Series 2014-1, Class A | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| KGS-Alpha SBA COOF Trust, Series 2014-2, Class A | Long | ABS-other | US | $83K | – | 0.00 |
| KGS-Alpha SBA COOF Trust, Series 2015-2, Class A | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| Kilroy Realty LP | Long | Debt | US | $3M | – | 0.01 |
| Kinder Morgan, Inc. | Long | Debt | US | $23M | – | 0.05 |
| Kinder Morgan, Inc. | Long | Debt | US | $20M | – | 0.04 |
| Kinder Morgan, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $8M | – | 0.02 |
| Kingdom of Saudi Arabia | Long | Debt | SA | $3M | – | 0.01 |
| KLA Corp. | Long | Debt | US | $7M | – | 0.01 |
| KLA Corp. | Long | Debt | US | $5M | – | 0.01 |
| Kraft Heinz Foods Co. | Long | Debt | US | $7M | – | 0.02 |
| Kroger Co. (The) | Long | Debt | US | $8M | – | 0.02 |
| Kroger Co. (The) | Long | Debt | US | $8M | – | 0.02 |
| Kroger Co. (The) | Long | Debt | US | $804K | – | 0.00 |
| L3Harris Technologies, Inc. | Long | Debt | US | $22M | – | 0.05 |
| L3Harris Technologies, Inc. | Long | Debt | US | $12M | – | 0.03 |
| L3Harris Technologies, Inc. | Long | Debt | US | $2M | – | 0.00 |
| Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Lear Corp. | Long | Debt | US | $3M | – | 0.01 |
| Legacy Mortgage Asset Trust, Series 2020-GS1, Class A1 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Legacy Mortgage Asset Trust, Series 2021-GS1, Class A1 | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Lehman Mortgage Trust, Series 2006-2, Class 1A1 | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| Lehman Mortgage Trust, Series 2007-6, Class 1A8 | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Lehman Mortgage Trust, Series 2008-2, Class 1A6 | Long | ABS-mortgage backed security | US | $560K | – | 0.00 |
| Leidos, Inc. | Long | Debt | US | $9M | – | 0.02 |
| Leidos, Inc. | Long | Debt | US | $7M | – | 0.01 |
| LendingPoint Asset Securitization Trust, Series 2020-REV1, Class B | Long | ABS-other | US | $9M | – | 0.02 |
| Lendingpoint Asset Securitization Trust, Series 2022-C, Class C | Long | ABS-other | US | $4M | – | 0.01 |
| Lendingpoint SPE Trust, Series 2020-VFN1, Class A1B | Long | ABS-other | US | $6M | – | 0.01 |
| Lendingpoint SPE Trust, Series 2020-VFN1, Class A2B1 | Long | ABS-other | US | $935K | – | 0.00 |
| Lendmark Funding Trust, Series 2021-1A, Class B | Long | ABS-other | US | $10M | – | 0.02 |
| Lendmark Funding Trust, Series 2021-2A, Class C | Long | ABS-other | US | $8M | – | 0.02 |
| Lendmark Funding Trust, Series 2022-1A, Class D | Long | ABS-other | US | $28M | – | 0.06 |
| Lendmark Funding Trust, Series 2022-1A, Class E | Long | ABS-other | US | $27M | – | 0.06 |
| LFT CRE Ltd., Series 2021-FL1, Class C | Long | ABS-collateralized bond/debt obligation | KY | $29M | – | 0.06 |
| Liberty Mutual Group, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Liberty Mutual Group, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Liberty Mutual Insurance Co. | Long | Debt | US | $1M | – | 0.00 |
| Lloyds Banking Group plc | Long | Debt | GB | $19M | – | 0.04 |
| Lloyds Banking Group plc | Long | Debt | GB | $18M | – | 0.04 |
| Lloyds Banking Group plc | Long | Debt | GB | $15M | – | 0.03 |
| Lloyds Banking Group plc | Long | Debt | GB | $11M | – | 0.02 |
| Lloyds Banking Group plc | Long | Debt | GB | $7M | – | 0.01 |
| Lloyds Banking Group plc | Long | Debt | GB | $5M | – | 0.01 |
| Long Beach Mortgage Loan Trust, Series 2004-1, Class M1 | Long | ABS-other | US | $495K | – | 0.00 |
| Long Beach Mortgage Loan Trust, Series 2004-3, Class M1 | Long | ABS-other | US | $202K | – | 0.00 |
| LP LMS Asset Securitization Trust, Series 2023-1A, Class A | Long | ABS-other | US | $11M | – | 0.03 |
| LSEGA Financing plc | Long | Debt | GB | $27M | – | 0.06 |
| LYB International Finance BV | Long | Debt | NL | $3M | – | 0.01 |
| LYB International Finance III LLC | Long | Debt | US | $3M | – | 0.01 |
| Macquarie Airfinance Holdings Ltd. | Long | Debt | GB | $14M | – | 0.03 |
| Macquarie Airfinance Holdings Ltd. | Long | Debt | GB | $9M | – | 0.02 |
| Macquarie Bank Ltd. | Long | Debt | AU | $7M | – | 0.01 |
| Macquarie Group Ltd. | Long | Debt | AU | $22M | – | 0.05 |
| Macquarie Group Ltd. | Long | Debt | AU | $22M | – | 0.05 |
| Macquarie Group Ltd. | Long | Debt | AU | $6M | – | 0.01 |
| Marathon Petroleum Corp. | Long | Debt | US | $9M | – | 0.02 |
| Mariner Finance Issuance Trust, Series 2021-BA, Class D | Long | ABS-other | US | $10M | – | 0.02 |
| Mariner Finance Issuance Trust, Series 2022-AA, Class B | Long | ABS-other | US | $18M | – | 0.04 |
| Marlette Funding Trust, Series 2022-2A, Class B | Long | ABS-other | US | $9M | – | 0.02 |
| Marlette Funding Trust, Series 2023-1A, Class B | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Marlette Funding Trust, Series 2023-2A, Class B | Long | ABS-other | US | $18M | – | 0.04 |
| Martin Marietta Materials, Inc. | Long | Debt | US | $6M | – | 0.01 |
| Marvell Technology, Inc. | Long | Debt | US | $7M | – | 0.01 |
| Masco Corp. | Long | Debt | US | $11M | – | 0.02 |
| Masco Corp. | Long | Debt | US | $5M | – | 0.01 |
| Masco Corp. | Long | Debt | US | $3M | – | 0.01 |
| Massachusetts Electric Co. | Long | Debt | US | $4M | – | 0.01 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1 | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-15, Class 3A1 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2 | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2003-9, Class 2A1 | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2003-9, Class 8A1 | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-10, Class 1A1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-3, Class 2A1 | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-3, Class 3A1 | Long | ABS-mortgage backed security | US | $885K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-6, Class 30PO | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-6, Class 7A1 | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-7, Class 30PO | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2004-8, Class 6A1 | Long | ABS-mortgage backed security | US | $886.47 | – | 0.00 |
| MASTR Alternative Loan Trust, Series 2005-6, Class 3A1 | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2003-12, Class 30PO | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2003-12, Class 6A1 | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2004-1, Class 30PO | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2004-4, Class 1A6 | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2004-6, Class 15PO | Long | ABS-mortgage backed security | US | $318.09 | – | 0.00 |
| MASTR Asset Securitization Trust, Series 2004-P7, Class A6 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| MASTR Reperforming Loan Trust, Series 2005-2, Class 1A1F | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MASTR Reperforming Loan Trust, Series 2006-2, Class 1A1 | Long | ABS-mortgage backed security | US | $413K | – | 0.00 |
| MASTR Resecuritization Trust, Series 2005-PO, Class 3PO | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Mayo Clinic, Series 2016 | Long | Debt | US | $2M | – | 0.01 |
| McDonald's Corp. | Long | Debt | US | $6M | – | 0.01 |
| McDonald's Corp. | Long | Debt | US | $3M | – | 0.01 |
| Mead Johnson Nutrition Co. | Long | Debt | US | $830K | – | 0.00 |
| MedStar Health, Inc., Series 20A | Long | Debt | US | $6M | – | 0.01 |
| Memorial Health Services | Long | Debt | US | $19M | – | 0.04 |
| Memorial Sloan-Kettering Cancer Center, Series 2015 | Long | Debt | US | $3M | – | 0.01 |
| Merchants Fleet Funding LLC, Series 2023-1A, Class A | Long | ABS-other | US | $38M | – | 0.08 |
| Merck & Co., Inc. | Long | Debt | US | $12M | – | 0.03 |
| Merck & Co., Inc. | Long | Debt | US | $10M | – | 0.02 |
| Merck & Co., Inc. | Long | Debt | US | $4M | – | 0.01 |
| Mercury Financial Credit Card Master Trust, Series 2023-1A, Class A | Long | ABS-other | US | $48M | – | 0.11 |
| Merrill Lynch Mortgage Investors Trust, Series 2003-A5, Class 2A6 | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1 | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1 | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1 | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1 | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series 2004-A4, Class A2 | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series 2004-C, Class A2 | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A1 | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| Merrill Lynch Mortgage-Backed Securities Trust, Series 2007-3, Class 1A3 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Meta Platforms, Inc. | Long | Debt | US | $30M | – | 0.07 |
| MetLife, Inc. | Long | Debt | US | $2M | – | 0.00 |
| MHC Commercial Mortgage Trust, Series 2021-MHC, Class E | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Microsoft Corp. | Long | Debt | US | $1M | – | 0.00 |
| Mid-America Apartments LP | Long | Debt | US | $4M | – | 0.01 |
| Mid-Atlantic Interstate Transmission LLC | Long | Debt | US | $12M | – | 0.03 |
| Mid-State Capital Corp. Trust, Series 2006-1, Class M1 | Long | ABS-other | US | $3M | – | 0.01 |
| MidAmerican Energy Co. | Long | Debt | US | $11M | – | 0.02 |
| Mill City Securities Ltd., Series 2021-RS1, Class A1 | Long | ABS-mortgage backed security | KY | $26M | – | 0.06 |
| Mitsubishi HC Finance America LLC | Long | Debt | US | $13M | – | 0.03 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $19M | – | 0.04 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $16M | – | 0.04 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $13M | – | 0.03 |
| Mitsubishi UFJ Financial Group, Inc. | Long | Debt | JP | $9M | – | 0.02 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $26M | – | 0.06 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $20M | – | 0.04 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $15M | – | 0.03 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $15M | – | 0.03 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $13M | – | 0.03 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $10M | – | 0.02 |
| Mizuho Financial Group, Inc. | Long | Debt | JP | $4M | – | 0.01 |
| MMAF Equipment Finance LLC, Series 2024-A, Class A4 | Long | ABS-other | US | $18M | – | 0.04 |
| MNR ABS Issuer I LLC | Long | ABS-other | US | $32M | – | 0.07 |
| MNR ABS Issuer I LLC | Long | ABS-other | US | $26M | – | 0.06 |
| Molson Coors Beverage Co. | Long | Debt | US | $16M | – | 0.04 |
| Monongahela Power Co. | Long | Debt | US | $8M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $28M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $19M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $17M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $17M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $14M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $13M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $13M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $11M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $9M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $9M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $9M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $7M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $7M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust, Series 2004-3, Class 4A | Long | ABS-mortgage backed security | US | $569K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust, Series 2004-9, Class 4A | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Mount Sinai Hospital, Series 2017 | Long | Debt | US | $2M | – | 0.00 |
| MPLX LP | Long | Debt | US | $27M | – | 0.06 |
| MRCD MARK Mortgage Trust, Series 2019-PARK, Class A | Long | ABS-mortgage backed security | US | $34M | – | 0.08 |
| MRCD MARK Mortgage Trust, Series 2019-PARK, Class E | Long | ABS-mortgage backed security | US | $51M | – | 0.11 |
| MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1 | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| MRFC Mortgage Pass-Through Trust, Series 2000-TBC3, Class A1 | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M7 | Long | ABS-mortgage backed security | US | $44M | – | 0.10 |
| MultiCare Health System | Long | Debt | US | $5M | – | 0.01 |
| Mutual of Omaha Cos. Global Funding | Long | Debt | US | $19M | – | 0.04 |
| MVW Owner Trust, Series 2019-1A, Class A | Long | ABS-other | US | $3M | – | 0.01 |
| MyMichigan Health, Series 2020 | Long | Debt | US | $4M | – | 0.01 |
| NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1 | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| Nasdaq, Inc. | Long | Debt | US | $9M | – | 0.02 |
| National Grid plc | Long | Debt | GB | $21M | – | 0.05 |
| National Rural Utilities Cooperative Finance Corp. | Long | Debt | US | $12M | – | 0.03 |
| Nationwide Building Society | Long | Debt | GB | $27M | – | 0.06 |
| Nationwide Building Society | Long | Debt | GB | $18M | – | 0.04 |
| Nationwide Children's Hospital, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Nationwide Mutual Insurance Co. | Long | Debt | US | $9M | – | 0.02 |
| NatWest Group plc | Long | Debt | GB | $42M | – | 0.09 |
| NatWest Group plc | Long | Debt | GB | $25M | – | 0.05 |
| NatWest Group plc | Long | Debt | GB | $23M | – | 0.05 |
| NatWest Group plc | Long | Debt | GB | $15M | – | 0.03 |
| NatWest Group plc | Long | Debt | GB | $12M | – | 0.03 |
| NatWest Group plc | Long | Debt | GB | $9M | – | 0.02 |
| NatWest Group plc | Long | Debt | GB | $8M | – | 0.02 |
| NatWest Group plc | Long | Debt | GB | $5M | – | 0.01 |
| NatWest Markets plc | Long | Debt | GB | $29M | – | 0.06 |
| NatWest Markets plc | Long | Debt | GB | $21M | – | 0.05 |
| Nevada Power Co. | Long | Debt | US | $3M | – | 0.01 |
| Nevada Power Co. | Long | Debt | US | $1M | – | 0.00 |
| Nevada Power Co., Series N | Long | Debt | US | $753K | – | 0.00 |
| New Century Home Equity Loan Trust, Series 2003-5, Class AI6 | Long | ABS-other | US | $649K | – | 0.00 |
| New England Power Co. | Long | Debt | US | $2M | – | 0.00 |
| New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1 | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| New York Life Global Funding | Long | Debt | US | $5M | – | 0.01 |
| New York Life Insurance Co. | Long | Debt | US | $9M | – | 0.02 |
| New York Life Insurance Co. | Long | Debt | US | $7M | – | 0.02 |
| New York State Dormitory Authority, State Personal Income Tax, General Purpose, Series 2010D | Long | Debt | US | $2M | – | 0.00 |
| New York State Electric & Gas Corp. | Long | Debt | US | $2M | – | 0.00 |
| Newmont Corp. | Long | Debt | US | $5M | – | 0.01 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $44M | – | 0.10 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $10M | – | 0.02 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $10M | – | 0.02 |
| NextEra Energy Capital Holdings, Inc. | Long | Debt | US | $2M | – | 0.00 |
| NGPL PipeCo LLC | Long | Debt | US | $8M | – | 0.02 |
| NGPL PipeCo LLC | Long | Debt | US | $7M | – | 0.02 |
| Niagara Mohawk Power Corp. | Long | Debt | US | $8M | – | 0.02 |
| NiSource, Inc. | Long | Debt | US | $7M | – | 0.02 |
| NiSource, Inc. | Long | Debt | US | $6M | – | 0.01 |
| Nited Mortgage Mezz | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| NNN REIT, Inc. | Long | Debt | US | $9M | – | 0.02 |
| NNN REIT, Inc. | Long | Debt | US | $7M | – | 0.02 |
| NNN REIT, Inc. | Long | Debt | US | $5M | – | 0.01 |
| NNN REIT, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A1 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2 | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5 | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Nomura Holdings, Inc. | Long | Debt | JP | $12M | – | 0.03 |
| Nomura Holdings, Inc. | Long | Debt | JP | $10M | – | 0.02 |
| Nordea Bank Abp | Long | Debt | FI | $17M | – | 0.04 |
| Norfolk Southern Corp. | Long | Debt | US | $4M | – | 0.01 |
| Norfolk Southern Corp. | Long | Debt | US | $2M | – | 0.01 |
| Northern Natural Gas Co. | Long | Debt | US | $4M | – | 0.01 |
| Northern States Power Co. | Long | Debt | US | $14M | – | 0.03 |
| Northern Trust Corp. | Long | Debt | US | $3M | – | 0.01 |
| Northrop Grumman Corp. | Long | Debt | US | $12M | – | 0.03 |
| Northwestern Mutual Global Funding | Long | Debt | US | $11M | – | 0.02 |
| NRG Energy, Inc. | Long | Debt | US | $12M | – | 0.03 |
| NRG Energy, Inc. | Long | Debt | US | $8M | – | 0.02 |
| NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A | Long | ABS-other | US | $14M | – | 0.03 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-FNT2, Class A | Long | ABS-other | US | $21M | – | 0.05 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A | Long | ABS-other | US | $17M | – | 0.04 |
| Nutrien Ltd. | Long | Debt | CA | $6M | – | 0.01 |
| Nutrien Ltd. | Long | Debt | CA | $4M | – | 0.01 |
| Nutrien Ltd. | Long | Debt | CA | $4M | – | 0.01 |
| nVent Finance SARL | Long | Debt | LU | $7M | – | 0.01 |
| NXP BV | Long | Debt | US | $30M | – | 0.07 |
| NXP BV | Long | Debt | US | $18M | – | 0.04 |
| NXP BV | Long | Debt | US | $4M | – | 0.01 |
| NYU Langone Hospitals | Long | Debt | US | $6M | – | 0.01 |
| NYU Langone Hospitals, Series 2020 | Long | Debt | US | $6M | – | 0.01 |
| O'Reilly Automotive, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Occidental Petroleum Corp. | Long | Debt | US | $8M | – | 0.02 |
| Occidental Petroleum Corp. | Long | Debt | US | $5M | – | 0.01 |
| Occidental Petroleum Corp. | Long | Debt | US | $2M | – | 0.00 |
| Octane Receivables Trust, Series 2022-1A, Class C | Long | ABS-other | US | $5M | – | 0.01 |
| Octane Receivables Trust, Series 2022-1A, Class D | Long | ABS-other | US | $4M | – | 0.01 |
| Octane Receivables Trust, Series 2023-1A, Class C | Long | ABS-other | US | $3M | – | 0.01 |
| Octane Receivables Trust, Series 2023-1A, Class D | Long | ABS-other | US | $11M | – | 0.02 |
| Octane Receivables Trust, Series 2023-3A, Class C | Long | ABS-other | US | $4M | – | 0.01 |
| Ocwen Loan Investment Trust, Series 2024-HB1, Class A | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| OGE Energy Corp. | Long | Debt | US | $7M | – | 0.02 |
| Ohio Edison Co. | Long | Debt | US | $854K | – | 0.00 |
| Ohio State University (The), General Receipts, Series 2011A | Long | Debt | US | $8M | – | 0.02 |
| Ohio University, General Receipts, Federally Taxable | Long | Debt | US | $6M | – | 0.01 |
| Oklahoma Development Finance Authority, Natural Gas Co., Series 2022 | Long | Debt | US | $11M | – | 0.02 |
| Oklahoma Development Finance Authority, Public Service Co., Series 2022 | Long | Debt | US | $26M | – | 0.06 |
| OL SP LLC, Series 2018, Class A | Long | ABS-other | US | $693K | – | 0.00 |
| OL SP LLC, Series 2018, Class B | Long | ABS-other | US | $217K | – | 0.00 |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $18M | – | 0.04 |
| Oncor Electric Delivery Co. LLC | Long | Debt | US | $1M | – | 0.00 |
| ONEOK Partners LP | Long | Debt | US | $2M | – | 0.00 |
| OneSky Loan Trust, 1st Lien Term Loan | Long | Loan | US | $56M | – | 0.12 |
| Ontario Teachers' Cadillac Fairview Properties Trust | Long | Debt | CA | $6M | – | 0.01 |
| Oportun Funding XIV LLC, Series 2021-A, Class A | Long | ABS-other | US | $6M | – | 0.01 |
| Oportun Funding XIV LLC, Series 2021-A, Class B | Long | ABS-other | US | $4M | – | 0.01 |
| Oportun Funding XIV LLC, Series 2021-A, Class C | Long | ABS-other | US | $3M | – | 0.01 |
| Oportun Issuance Trust, Series 2021-B, Class A | Long | ABS-other | US | $37M | – | 0.08 |
| Oportun Issuance Trust, Series 2021-C, Class A | Long | ABS-other | US | $8M | – | 0.02 |
| Oportun Issuance Trust, Series 2022-A, Class A | Long | ABS-other | US | $26M | – | 0.06 |
| Oportun Issuance Trust, Series 2022-A, Class B | Long | ABS-other | US | $13M | – | 0.03 |
| Oracle Corp. | Long | Debt | US | $15M | – | 0.03 |
| Oracle Corp. | Long | Debt | US | $14M | – | 0.03 |
| Oracle Corp. | Long | Debt | US | $9M | – | 0.02 |
| Oracle Corp. | Long | Debt | US | $8M | – | 0.02 |
| Oracle Corp. | Long | Debt | US | $7M | – | 0.02 |
| Oracle Corp. | Long | Debt | US | $7M | – | 0.01 |
| Oracle Corp. | Long | Debt | US | $2M | – | 0.00 |
| P4 SFR (P -stla) | Long | ABS-mortgage backed security | US | $39M | – | 0.09 |
| Pacific Gas and Electric Co. | Long | Debt | US | $35M | – | 0.08 |
| Pacific Gas and Electric Co. | Long | Debt | US | $29M | – | 0.07 |
| Pacific Gas and Electric Co. | Long | Debt | US | $22M | – | 0.05 |
| Pacific Gas and Electric Co. | Long | Debt | US | $14M | – | 0.03 |
| Pacific Gas and Electric Co. | Long | Debt | US | $8M | – | 0.02 |
| Pacific Gas and Electric Co. | Long | Debt | US | $8M | – | 0.02 |
| Pacific Gas and Electric Co. | Long | Debt | US | $7M | – | 0.02 |
| Pacific Gas and Electric Co. | Long | Debt | US | $6M | – | 0.01 |
| Pacific Gas and Electric Co. | Long | Debt | US | $5M | – | 0.01 |
| Pacific Gas and Electric Co. | Long | Debt | US | $4M | – | 0.01 |
| Pacific Gas and Electric Co. | Long | Debt | US | $2M | – | 0.00 |
| Pacific Life Global Funding II | Long | Debt | US | $9M | – | 0.02 |
| Pacific Life Insurance Co. | Long | Debt | US | $3M | – | 0.01 |
| Pagaya AI Technology in Housing Trust, Series 2023-1, Class A | Long | ABS-other | US | $44M | – | 0.10 |
| Pagaya AI Technology in Housing Trust, Series 2023-1, Class B | Long | ABS-other | US | $20M | – | 0.04 |
| Pagaya AI Technology in Housing Trust, Series 2023-1, Class C | Long | ABS-other | US | $7M | – | 0.02 |
| Pagaya AI Technology in Housing Trust, Series 2023-1, Class D | Long | ABS-other | US | $19M | – | 0.04 |
| Palomino Funding Trust I | Long | Debt | US | $5M | – | 0.01 |
| Paramount Global | Long | Debt | US | $5M | – | 0.01 |
| Paramount Global | Long | Debt | US | $2M | – | 0.00 |
| Paramount Global | Long | Debt | US | $1M | – | 0.00 |
| Parker-Hannifin Corp. | Long | Debt | US | $3M | – | 0.01 |
| PECO Energy Co. | Long | Debt | US | $4M | – | 0.01 |
| Pendoor Proper | Long | ABS-mortgage backed security | US | $66M | – | 0.15 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $23M | – | 0.05 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $5M | – | 0.01 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $3M | – | 0.01 |
| Penske Truck Leasing Co. LP | Long | Debt | US | $3M | – | 0.01 |
| Pepco Holdings LLC | Long | Debt | US | $4M | – | 0.01 |
| Pepperdine University, Series 2020 | Long | Debt | US | $6M | – | 0.01 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $35M | – | 0.08 |
| Pfizer Investment Enterprises Pte. Ltd. | Long | Debt | SG | $15M | – | 0.03 |
| PG&E Energy Recovery Funding LLC, Series A-2 | Long | Debt | US | $7M | – | 0.02 |
| PG&E Recovery Funding LLC, Series A-3 | Long | Debt | US | $9M | – | 0.02 |
| PG&E Wildfire Recovery Funding LLC, Series A-2 | Long | Debt | US | $10M | – | 0.02 |
| PG&E Wildfire Recovery Funding LLC, Series A-4 | Long | Debt | US | $9M | – | 0.02 |
| PG&E Wildfire Recovery Funding LLC, Series A-5 | Long | Debt | US | $15M | – | 0.03 |
| PG&E Wildfire Recovery Funding LLC, Series A-5 | Long | Debt | US | $2M | – | 0.00 |
| PHH Mortgage Corp. | Long | ABS-mortgage backed security | US | $55M | – | 0.12 |
| Phillips 66 | Long | Debt | US | $597K | – | 0.00 |
| Phillips 66 Co. | Long | Debt | US | $17M | – | 0.04 |
| Phillips 66 Co. | Long | Debt | US | $8M | – | 0.02 |
| Phillips 66 Co. | Long | Debt | US | $6M | – | 0.01 |
| Phillips 66 Co. | Long | Debt | US | $1M | – | 0.00 |
| Piedmont Natural Gas Co., Inc. | Long | Debt | US | $7M | – | 0.02 |
| Piedmont Natural Gas Co., Inc. | Long | Debt | US | $2M | – | 0.00 |
| Pioneer Natural Resources Co. | Long | Debt | US | $15M | – | 0.03 |
| PMC PLS ESR Issuer LLC, Series 2022-PLS1, Class A | Long | ABS-other | US | $11M | – | 0.02 |
| PNM Energy Transition Bond Co. I LLC, Series A-1 | Long | Debt | US | $28M | – | 0.06 |
| Pnmac jun26 | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| PNMAC GMSR ISSUER TRUST, Series 2022-GT1, Class A | Long | ABS-other | US | $62M | – | 0.14 |
| Port Authority of New York and New Jersey, Consolidated, Series 164 (Port Authority of New York & New Jersey) | Long | Debt | US | $11M | – | 0.03 |
| Port Authority of New York and New Jersey, Consolidated, Series 165 (Port Authority of New York & New Jersey) | Long | Debt | US | $4M | – | 0.01 |
| Port Authority of New York and New Jersey, Consolidated, Series 174 (Port Authority of New York & New Jersey) | Long | Debt | US | $16M | – | 0.03 |
| Potomac Electric Power Co. | Long | Debt | US | $1M | – | 0.00 |
| PPL Electric Utilities Corp. | Long | Debt | US | $14M | – | 0.03 |
| PPL Electric Utilities Corp. | Long | Debt | US | $7M | – | 0.01 |
| Presidio Finance LLC | Long | ABS-other | US | $21M | – | 0.05 |
| Prestige Auto Receivables Trust, Series 2022-1A, Class B | Long | ABS-other | US | $9M | – | 0.02 |
| Prestige Auto Receivables Trust, Series 2022-1A, Class C | Long | ABS-other | US | $6M | – | 0.01 |
| PRET LLC, Series 2021-NPL6, Class A1 | Long | ABS-other | US | $10M | – | 0.02 |
| PRET LLC, Series 2021-RN4, Class A1 | Long | ABS-other | US | $30M | – | 0.07 |
| Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A1 | Long | ABS-other | US | $30M | – | 0.07 |
| Pretium Mortgage Credit Partners I LLC, Series 2021-NPL2, Class A1 | Long | ABS-other | US | $16M | – | 0.04 |
| Pretium Mortgage Credit Partners I LLC, Series 2021-NPL4, Class A1 | Long | ABS-other | US | $18M | – | 0.04 |
| Pretium Mortgage Credit Partners LLC, Series 2022-NPL1, Class A1 | Long | ABS-other | US | $7M | – | 0.02 |
| Pricoa Global Funding I | Long | Debt | US | $17M | – | 0.04 |
| Prime Mortgage Trust, Series 2004-CL1, Class 1A1 | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Progress Energy, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Progress Residential Trust | Long | ABS-mortgage backed security | US | $43M | – | 0.09 |
| Progress Residential Trust, Series 2020-SFR2, Class A | Long | ABS-other | US | $26M | – | 0.06 |
| Progress Residential Trust, Series 2021-SFR11, Class D | Long | ABS-other | US | $10M | – | 0.02 |
| Progress Residential Trust, Series 2021-SFR11, Class E1 | Long | ABS-other | US | $21M | – | 0.05 |
| Progress Residential Trust, Series 2021-SFR2, Class E1 | Long | ABS-other | US | $15M | – | 0.03 |
| Progress Residential Trust, Series 2021-SFR8, Class A | Long | ABS-other | US | $7M | – | 0.02 |
| Progress Residential Trust, Series 2021-SFR8, Class E1 | Long | ABS-other | US | $42M | – | 0.09 |
| Progress Residential Trust, Series 2022-SFR1, Class C | Long | ABS-other | US | $13M | – | 0.03 |
| Progress Residential Trust, Series 2022-SFR1, Class D | Long | ABS-other | US | $19M | – | 0.04 |
| Progress Residential Trust, Series 2022-SFR2, Class E1 | Long | ABS-other | US | $52M | – | 0.11 |
| Progress Residential Trust, Series 2022-SFR3, Class E1 | Long | ABS-other | US | $48M | – | 0.11 |
| Progress Residential Trust, Series 2024-SFR2, Class B | Long | ABS-other | US | $13M | – | 0.03 |
| Prologis LP | Long | Debt | US | $5M | – | 0.01 |
| Prologis LP | Long | Debt | US | $3M | – | 0.01 |
| Providence St. Joseph Health Obligated Group, Series H | Long | Debt | US | $3M | – | 0.01 |
| PRPM LLC, Series 2021-10, Class A1 | Long | ABS-other | US | $41M | – | 0.09 |
| PRPM LLC, Series 2024-RCF1, Class A1 | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Prudential Financial, Inc. | Long | Debt | US | $7M | – | 0.02 |
| Prudential Funding Asia plc | Long | Debt | GB | $15M | – | 0.03 |
| Prudential Insurance Co. of America (The) | Long | Debt | US | $11M | – | 0.02 |
| Public Service Co. of Colorado | Long | Debt | US | $10M | – | 0.02 |
| Public Service Co. of Colorado | Long | Debt | US | $814K | – | 0.00 |
| Public Service Co. of Oklahoma | Long | Debt | US | $7M | – | 0.01 |
| Public Service Co. of Oklahoma, Series G | Long | Debt | US | $4M | – | 0.01 |
| Public Service Co. of Oklahoma, Series K | Long | Debt | US | $8M | – | 0.02 |
| Public Service Electric and Gas Co. | Long | Debt | US | $991K | – | 0.00 |
| Public Service Enterprise Group, Inc. | Long | Debt | US | $12M | – | 0.03 |
| Public Service Enterprise Group, Inc. | Long | Debt | US | $8M | – | 0.02 |
| Public Storage Operating Co. | Long | Debt | US | $8M | – | 0.02 |
| Puget Energy, Inc. | Long | Debt | US | $6M | – | 0.01 |
| Puget Sound Energy, Inc. | Long | Debt | US | $10M | – | 0.02 |
| PureWest Christie's International Real Estate | Long | ABS-other | US | $66M | – | 0.15 |
| Purewest Funding II LLC, Series 2022-1, Class A1 | Long | ABS-other | US | $26M | – | 0.06 |
| QUALCOMM, Inc. | Long | Debt | US | $9M | – | 0.02 |
| Quanta Services, Inc. | Long | Debt | US | $14M | – | 0.03 |
| Quanta Services, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Queen's Health Systems (The) | Long | Debt | US | $17M | – | 0.04 |
| Quest Diagnostics, Inc. | Long | Debt | US | $12M | – | 0.03 |
| Quest Diagnostics, Inc. | Long | Debt | US | $2M | – | 0.00 |
| Raisa Funding I LLC | Long | ABS-other | US | $17M | – | 0.04 |
| RALI Trust, Series 2002-QS16, Class A3 | Long | ABS-mortgage backed security | US | $26.7 | – | 0.00 |
| RALI Trust, Series 2003-QS12, Class A2A | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| RALI Trust, Series 2003-QS12, Class A5 | Long | ABS-mortgage backed security | US | $0 | – | – |
| RALI Trust, Series 2003-QS9, Class A3 | Long | ABS-mortgage backed security | US | $0 | – | – |
| RALI Trust, Series 2005-QA6, Class A32 | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| RALI Trust, Series 2007-QS1, Class 1A1 | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A | Long | ABS-other | US | $5M | – | 0.01 |
| Realty Income Corp. | Long | Debt | US | $19M | – | 0.04 |
| Realty Income Corp. | Long | Debt | US | $4M | – | 0.01 |
| Realty Income Corp. | Long | Debt | US | $2M | – | 0.00 |
| Realty Income Corp. | Long | Debt | US | $2M | – | 0.00 |
| Regency Centers LP | Long | Debt | US | $9M | – | 0.02 |
| Regency Centers LP | Long | Debt | US | $2M | – | 0.00 |
| Regents of the University of California, Medical Center Pooled, Series 2020N (Regents of the University of California Medical Center Pooled Revenue) | Long | Debt | US | $14M | – | 0.03 |
| Regional Management Issuance Trust, Series 2020-1, Class A | Long | ABS-other | US | $6M | – | 0.01 |
| Regional Management Issuance Trust, Series 2022-2B, Class B | Long | ABS-other | US | $18M | – | 0.04 |
| Renaissance Home Equity Loan Trust, Series 2007-2, Class AF2 | Long | ABS-other | US | $23K | – | 0.00 |
| Renew, Series 2017-1A, Class A | Long | ABS-other | KY | $3M | – | 0.01 |
| Renew, Series 2024-1A, Class A | Long | ABS-other | US | $16M | – | 0.04 |
| Reperforming Loan REMIC Trust, Series 2005-R1, Class 2APO | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Republic of Chile | Long | Debt | CL | $8M | – | 0.02 |
| Republic of Peru | Long | Debt | PE | $709K | – | 0.00 |
| Republic of Poland | Long | Debt | PL | $17M | – | 0.04 |
| Residential Asset Securitization Trust, Series 2003-A8, Class A5 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Resolution Funding Corp. STRIPS | Long | Debt | US | $23M | – | 0.05 |
| Resolution Funding Corp. STRIPS | Long | Debt | US | $20M | – | 0.04 |
| Rio Tinto Alcan, Inc. | Long | Debt | CA | $5M | – | 0.01 |
| Rogers Communications, Inc. | Long | Debt | CA | $10M | – | 0.02 |
| Rogers Communications, Inc. | Long | Debt | CA | $9M | – | 0.02 |
| Roper Technologies, Inc. | Long | Debt | US | $13M | – | 0.03 |
| Roper Technologies, Inc. | Long | Debt | US | $8M | – | 0.02 |
| Royalty Pharma plc | Long | Debt | GB | $3M | – | 0.01 |
| RT Fin LLC | Long | ABS-other | US | $11M | – | 0.02 |
| RTX Corp. | Long | Debt | US | $12M | – | 0.03 |
| RTX Corp. | Long | Debt | US | $12M | – | 0.03 |
| RTX Corp. | Long | Debt | US | $6M | – | 0.01 |
| RTX Corp. | Long | Debt | US | $6M | – | 0.01 |
| RTX Corp. | Long | Debt | US | $6M | – | 0.01 |
| RTX Corp. | Long | Debt | US | $5M | – | 0.01 |
| RTX Corp. | Long | Debt | US | $3M | – | 0.01 |
| RTX Corp. | Long | Debt | US | $2M | – | 0.01 |
| RWE Finance US LLC | Long | Debt | US | $29M | – | 0.06 |
| S&P Global, Inc. | Long | Debt | US | $12M | – | 0.03 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $8M | – | 0.02 |
| Sabra Health Care LP | Long | Debt | US | $8M | – | 0.02 |
| Safehold GL Holdings LLC | Long | Debt | US | $10M | – | 0.02 |
| Safehold GL Holdings LLC | Long | Debt | US | $2M | – | 0.01 |
| San Diego Gas & Electric Co. | Long | Debt | US | $11M | – | 0.02 |
| San Diego Gas & Electric Co. | Long | Debt | US | $3M | – | 0.01 |
| San Diego Gas & Electric Co. | Long | Debt | US | $2M | – | 0.00 |
| San Diego Gas & Electric Co., Series FFF | Long | Debt | US | $969K | – | 0.00 |
| Santander Drive Auto Receivables Trust, Series 2022-4, Class C | Long | ABS-other | US | $15M | – | 0.03 |
| Santander Drive Auto Receivables Trust, Series 2022-5, Class D | Long | ABS-other | US | $109M | – | 0.24 |
| Santander Drive Auto Receivables Trust, Series 2022-6, Class D | Long | ABS-other | US | $67M | – | 0.15 |
| Santander Drive Auto Receivables Trust, Series 2022-7, Class C | Long | ABS-other | US | $14M | – | 0.03 |
| Santander Drive Auto Receivables Trust, Series 2023-2, Class B | Long | ABS-other | US | $38M | – | 0.08 |
| Santander Drive Auto Receivables Trust, Series 2023-2, Class C | Long | ABS-other | US | $20M | – | 0.04 |
| Santander Holdings USA, Inc. | Long | Debt | US | $30M | – | 0.07 |
| Santander Holdings USA, Inc. | Long | Debt | US | $14M | – | 0.03 |
| Santander UK Group Holdings plc | Long | Debt | GB | $46M | – | 0.10 |
| Santander UK Group Holdings plc | Long | Debt | GB | $36M | – | 0.08 |
| Santander UK Group Holdings plc | Long | Debt | GB | $14M | – | 0.03 |
| SART | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Saudi Arabian Oil Co. | Long | Debt | SA | $4M | – | 0.01 |
| SBALR Commercial Mortgage Trust, Series 2020-RR1, Class A3 | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| SCE Recovery Funding LLC, Series A-1 | Long | Debt | US | $17M | – | 0.04 |
| SCE Recovery Funding LLC, Series A-2 | Long | Debt | US | $7M | – | 0.02 |
| SCE Recovery Funding LLC, Series A-2 | Long | Debt | US | $6M | – | 0.01 |
| SCE Recovery Funding LLC, Series A-3 | Long | Debt | US | $5M | – | 0.01 |
| Scentre Group Trust 1 | Long | Debt | AU | $10M | – | 0.02 |
| Scentre Group Trust 1 | Long | Debt | AU | $5M | – | 0.01 |
| Scentre Group Trust 2 | Long | Debt | AU | $8M | – | 0.02 |
| SCF Equipment Leasing LLC, Series 2022-1A, Class D | Long | ABS-other | US | $11M | – | 0.02 |
| SCF Equipment Leasing LLC, Series 2022-2A, Class B | Long | ABS-other | US | $16M | – | 0.04 |
| SCF Equipment Leasing LLC, Series 2022-2A, Class D | Long | ABS-other | US | $20M | – | 0.04 |
| SCF Equipment Leasing LLC, Series 2023-1A, Class A3 | Long | ABS-other | US | $84M | – | 0.18 |
| SCF Equipment Leasing LLC, Series 2023-1A, Class B | Long | ABS-other | US | $25M | – | 0.06 |
| Schlumberger Holdings Corp. | Long | Debt | US | $8M | – | 0.02 |
| Seasoned Loans Structured Transaction, Series 2018-1, Class A1 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2 | Long | ABS-other | US | $283K | – | 0.00 |
| Sequoia Mortgage Trust, Series 2004-10, Class A1A | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Sequoia Mortgage Trust, Series 2004-11, Class A1 | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| Sequoia Mortgage Trust, Series 2004-12, Class A3 | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| Sequoia Mortgage Trust, Series 2004-8, Class A1 | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| Sequoia Mortgage Trust, Series 2004-8, Class A2 | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| SFS Auto Receivables Securitization Trust, Series 2024-1A, Class A3 | Long | ABS-other | US | $10M | – | 0.02 |
| SFS Auto Receivables Securitization Trust, Series 2024-1A, Class C | Long | ABS-other | US | $609K | – | 0.00 |
| Shell International Finance BV | Long | Debt | NL | $8M | – | 0.02 |
| Siemens Financieringsmaatschappij NV | Long | Debt | NL | $3M | – | 0.01 |
| Siemens Financieringsmaatschappij NV | Long | Debt | NL | $2M | – | 0.00 |
| Sierra Pacific Power Co. | Long | Debt | US | $20M | – | 0.04 |
| Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class C | Long | ABS-other | US | $2M | – | 0.00 |
| Sierra Timeshare Receivables Funding LLC, Series 2022-1A, Class C | Long | ABS-other | US | $2M | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2023-1A, Class B | Long | ABS-other | US | $8M | – | 0.02 |
| Sierra Timeshare Receivables Funding LLC, Series 2023-1A, Class C | Long | ABS-other | US | $5M | – | 0.01 |
| Sierra Timeshare Receivables Funding LLC, Series 2023-2A, Class B | Long | ABS-other | US | $11M | – | 0.02 |
| Sigeco Securitization I LLC, Series A1 | Long | Debt | US | $17M | – | 0.04 |
| Sigeco Securitization I LLC, Series A2 | Long | Debt | US | $7M | – | 0.01 |
| Simon Property Group LP | Long | Debt | US | $9M | – | 0.02 |
| SITE Centers Corp. | Long | Debt | US | $5M | – | 0.01 |
| SLG Office Trust, Series 2021-OVA, Class A | Long | ABS-mortgage backed security | US | $54M | – | 0.12 |
| Societe Generale SA | Long | Debt | FR | $36M | – | 0.08 |
| Societe Generale SA | Long | Debt | FR | $26M | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $20M | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $20M | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $20M | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $16M | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $8M | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $7M | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $6M | – | 0.01 |
| Societe Generale SA | Long | Debt | FR | $5M | – | 0.01 |
| Southern California Edison Co. | Long | Debt | US | $25M | – | 0.06 |
| Southern California Edison Co. | Long | Debt | US | $14M | – | 0.03 |
| Southern California Edison Co. | Long | Debt | US | $13M | – | 0.03 |
| Southern California Edison Co. | Long | Debt | US | $5M | – | 0.01 |
| Southern California Edison Co. | Long | Debt | US | $3M | – | 0.01 |
| Southern California Edison Co. | Long | Debt | US | $2M | – | 0.00 |
| Southern California Edison Co. | Long | Debt | US | $923K | – | 0.00 |
| Southern California Edison Co., Series 20A | Long | Debt | US | $2M | – | 0.00 |
| Southern California Edison Co., Series B | Long | Debt | US | $4M | – | 0.01 |
| Southern California Edison Co., Series C | Long | Debt | US | $1M | – | 0.00 |
| Southern California Gas Co., Series XX | Long | Debt | US | $6M | – | 0.01 |
| Southern Co. (The) | Long | Debt | US | $31M | – | 0.07 |
| Southern Co. (The) | Long | Debt | US | $10M | – | 0.02 |
| Southern Co. Gas Capital Corp. | Long | Debt | US | $13M | – | 0.03 |
| Southern Co. Gas Capital Corp. | Long | Debt | US | $11M | – | 0.02 |
| Southern Co. Gas Capital Corp. | Long | Debt | US | $2M | – | 0.00 |
| Southern Co. Gas Capital Corp. | Long | Debt | US | $2M | – | 0.00 |
| Southern Co. Gas Capital Corp. | Long | Debt | US | $2M | – | 0.00 |
| Southern Co. Gas Capital Corp. | Long | Debt | US | $1M | – | 0.00 |
| Southern Power Co. | Long | Debt | US | $7M | – | 0.01 |
| Southwest Gas Corp. | Long | Debt | US | $3M | – | 0.01 |
| Southwestern Public Service Co. | Long | Debt | US | $2M | – | 0.00 |
| Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA | Long | ABS-other | US | $3M | – | 0.01 |
| Sprint Capital Corp. | Long | Debt | US | $12M | – | 0.03 |
| Sprint LLC | Long | Debt | US | $7M | – | 0.02 |
| Standard Chartered plc | Long | Debt | GB | $48M | – | 0.11 |
| Standard Chartered plc | Long | Debt | GB | $28M | – | 0.06 |
| Standard Chartered plc | Long | Debt | GB | $24M | – | 0.05 |
| Standard Chartered plc | Long | Debt | GB | $24M | – | 0.05 |
| Standard Chartered plc | Long | Debt | GB | $13M | – | 0.03 |
| Standard Chartered plc | Long | Debt | GB | $9M | – | 0.02 |
| Stanwich Mortgage Loan Co. LLC, Series 2021-NPB1, Class A1 | Long | ABS-other | US | $16M | – | 0.04 |
| Starwoood Anoo (Tarwoood Anoo sep23 144a) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| State of California, Various Purpose | Long | Debt | US | $3M | – | 0.01 |
| State Street Corp. | Long | Debt | US | $9M | – | 0.02 |
| Steel Dynamics, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Steel Dynamics, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Stellantis Finance US, Inc. | Long | Debt | US | $11M | – | 0.02 |
| Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1 | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-34A, Class 3A3 | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-37A, Class 2A | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| Structured Asset Securities Corp. Pass-Through Certificates, Series 2002-AL1, Class A2 | Long | ABS-other | US | $14K | – | 0.00 |
| Structured Asset Securities Corp. Pass-Through Certificates, Series 2002-AL1, Class A3 | Long | ABS-other | US | $46K | – | 0.00 |
| Structured Asset Securities Corp., Series 2004-4XS, Class 1A5 | Long | ABS-mortgage backed security | US | $771K | – | 0.00 |
| Structured Asset Securities Corp., Series 2005-RF3, Class 1A | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $35M | – | 0.08 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $23M | – | 0.05 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $23M | – | 0.05 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $23M | – | 0.05 |
| Sumitomo Mitsui Financial Group, Inc. | Long | Debt | JP | $2M | – | 0.01 |
| Suncor Energy, Inc. | Long | Debt | CA | $12M | – | 0.03 |
| Suncor Energy, Inc. | Long | Debt | CA | $4M | – | 0.01 |
| Sutter Health | Long | Debt | US | $5M | – | 0.01 |
| Swiss Re Finance Luxembourg SA | Long | Debt | LU | $2M | – | 0.01 |
| Sydney Airport Finance Co. Pty. Ltd. | Long | Debt | AU | $7M | – | 0.02 |
| T-Mobile USA, Inc. | Long | Debt | US | $47M | – | 0.10 |
| T-Mobile USA, Inc. | Long | Debt | US | $23M | – | 0.05 |
| T-Mobile USA, Inc. | Long | Debt | US | $17M | – | 0.04 |
| T-Mobile USA, Inc. | Long | Debt | US | $12M | – | 0.03 |
| T-Mobile USA, Inc. | Long | Debt | US | $9M | – | 0.02 |
| T-Mobile USA, Inc. | Long | Debt | US | $3M | – | 0.01 |
| Take-Two Interactive Software, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Takeda Pharmaceutical Co. Ltd. | Long | Debt | JP | $19M | – | 0.04 |
| Takeda Pharmaceutical Co. Ltd. | Long | Debt | JP | $1M | – | 0.00 |
| Tampa Electric Co. | Long | Debt | US | $11M | – | 0.02 |
| TCI Communications, Inc. | Long | Debt | US | $1M | – | 0.00 |
| Teachers Insurance & Annuity Association of America | Long | Debt | US | $4M | – | 0.01 |
| Teachers Insurance & Annuity Association of America | Long | Debt | US | $3M | – | 0.01 |
| Tennessee Valley Authority | Long | Debt | US | $35M | – | 0.08 |
| Tennessee Valley Authority | Long | Debt | US | $4M | – | 0.01 |
| Tennessee Valley Authority | Long | Debt | US | $2M | – | 0.00 |
| Tennessee Valley Authority | Long | Debt | US | $523K | – | 0.00 |
| Tennessee Valley Authority STRIPS | Long | Debt | US | $16M | – | 0.04 |
| Tennessee Valley Authority STRIPS | Long | Debt | US | $3M | – | 0.01 |
| Tennessee Valley Authority STRIPS | Long | Debt | US | $3M | – | 0.01 |
| Tennessee Valley Authority STRIPS | Long | Debt | US | $1M | – | 0.00 |
| Terra ABS I LLC, Series 2022-1A, Class A1 | Long | ABS-other | US | $22M | – | 0.05 |
| Terra ABS I LLC, Series 2022-1A, Class A2 | Long | ABS-other | US | $26M | – | 0.06 |
| Texas Eastern Transmission LP | Long | Debt | US | $852K | – | 0.00 |
| Texas Health Resources | Long | Debt | US | $4M | – | 0.01 |
| Texas Health Resources | Long | Debt | US | $4M | – | 0.01 |
| Texas Instruments, Inc. | Long | Debt | US | $41M | – | 0.09 |
| Texas Natural Gas Securitization Finance Corp., Customer Rate Relief Bonds, Series 2023A-1 | Long | Debt | US | $13M | – | 0.03 |
| Texas Natural Gas Securitization Finance Corp., Customer Rate Relief Bonds, Series 2023A-2 | Long | Debt | US | $21M | – | 0.05 |
| Thermo Fisher Scientific, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Thornburg Mortgage Securities Trust, Series 2003-4, Class A1 | Long | ABS-mortgage backed security | US | $823K | – | 0.00 |
| Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| Time Warner Cable Enterprises LLC | Long | Debt | US | $3M | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $6M | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $6M | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.00 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.00 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.00 |
| Toledo Edison Co. (The) | Long | Debt | US | $6M | – | 0.01 |
| Toronto-Dominion Bank (The) | Long | Debt | CA | $15M | – | 0.03 |
| TotalEnergies Capital International SA | Long | Debt | FR | $14M | – | 0.03 |
| TotalEnergies Capital International SA | Long | Debt | FR | $12M | – | 0.03 |
| TotalEnergies Capital International SA | Long | Debt | FR | $9M | – | 0.02 |
| Towd Point Mortgage Trust, Series 2017-FRE2, Class M6 | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Towd Point Mortgage Trust, Series 2021-R1, Class A1 | Long | ABS-mortgage backed security | US | $77M | – | 0.17 |
| Towd Point Mortgage Trust, Series 2021-R1, Class A2C | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Trane Technologies Financing Ltd. | Long | Debt | IE | $10M | – | 0.02 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $7M | – | 0.02 |
| TransCanada PipeLines Ltd. | Long | Debt | CA | $7M | – | 0.01 |
| Tricolor Auto Securitization Trust, Series 2022-1A, Class C | Long | ABS-other | US | $1M | – | 0.00 |
| Tricolor Auto Securitization Trust, Series 2022-1A, Class D | Long | ABS-other | US | $6M | – | 0.01 |
| Tricon American Homes Trust, Series 2019-SFR1, Class D | Long | ABS-other | US | $4M | – | 0.01 |
| Tricon American Homes Trust, Series 2019-SFR1, Class E | Long | ABS-other | US | $10M | – | 0.02 |
| Tricon Residential Trust, Series 2023-SFR2, Class C | Long | ABS-other | US | $6M | – | 0.01 |
| Tricon Residential Trust, Series 2024-SFR2, Class A | Long | ABS-other | US | $25M | – | 0.05 |
| Trinity Health Corp., Series 2019 | Long | Debt | US | $16M | – | 0.03 |
| Triton Container International Ltd. | Long | Debt | BM | $10M | – | 0.02 |
| Triton Container International Ltd. | Long | Debt | BM | $3M | – | 0.01 |
| Truist Financial Corp. | Long | Debt | US | $27M | – | 0.06 |
| Truist Financial Corp. | Long | Debt | US | $21M | – | 0.05 |
| Truist Financial Corp. | Long | Debt | US | $12M | – | 0.03 |
| Truist Financial Corp. | Long | Debt | US | $11M | – | 0.02 |
| Truist Financial Corp. | Long | Debt | US | $10M | – | 0.02 |
| Two Harbors Msr Frn | Long | ABS-mortgage backed security | US | $72M | – | 0.16 |
| Tyson Foods, Inc. | Long | Debt | US | $10M | – | 0.02 |
| U.S. Treasury 10 Year Note | Derivative-interest rate | US | $77K | – | 0.00 | |
| U.S. Treasury 10 Year Ultra Note | Derivative-interest rate | US | $-788K | – | -0.00 | |
| U.S. Treasury 2 Year Note | Derivative-interest rate | US | $808K | – | 0.00 | |
| U.S. Treasury 5 Year Note | Derivative-interest rate | US | $4M | – | 0.01 | |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $308M | – | 0.68 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $224M | – | 0.49 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $219M | – | 0.48 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $163M | – | 0.36 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $149M | – | 0.33 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $144M | – | 0.32 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $132M | – | 0.29 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $119M | – | 0.26 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $117M | – | 0.26 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $115M | – | 0.25 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $114M | – | 0.25 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $111M | – | 0.24 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $108M | – | 0.24 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $107M | – | 0.24 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $104M | – | 0.23 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $95M | – | 0.21 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $91M | – | 0.20 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $85M | – | 0.19 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $65M | – | 0.14 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $64M | – | 0.14 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $59M | – | 0.13 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $53M | – | 0.12 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $50M | – | 0.11 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $49M | – | 0.11 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $46M | – | 0.10 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $42M | – | 0.09 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $41M | – | 0.09 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $39M | – | 0.09 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $34M | – | 0.07 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $33M | – | 0.07 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $13M | – | 0.03 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $9M | – | 0.02 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $4M | – | 0.01 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 0.01 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $3M | – | 0.01 |
| U.S. Treasury Bonds (United States of America) | Long | Debt | US | $2M | – | 0.01 |
| U.S. Treasury Inflation Indexed Bonds (United States of America) | Long | Debt | US | $18M | – | 0.04 |
| U.S. Treasury Inflation Indexed Bonds (United States of America) | Long | Debt | US | $5M | – | 0.01 |
| U.S. Treasury Inflation Indexed Bonds (United States of America) | Long | Debt | US | $3M | – | 0.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $686M | – | 1.52 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $654M | – | 1.44 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $600M | – | 1.33 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $374M | – | 0.82 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $314M | – | 0.69 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $306M | – | 0.68 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $264M | – | 0.58 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $255M | – | 0.56 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $243M | – | 0.54 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $230M | – | 0.51 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $195M | – | 0.43 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $194M | – | 0.43 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $192M | – | 0.42 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $189M | – | 0.42 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $170M | – | 0.37 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $152M | – | 0.33 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $151M | – | 0.33 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $141M | – | 0.31 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $136M | – | 0.30 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $111M | – | 0.24 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $110M | – | 0.24 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $107M | – | 0.24 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $106M | – | 0.23 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $106M | – | 0.23 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $104M | – | 0.23 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $103M | – | 0.23 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $102M | – | 0.23 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $92M | – | 0.20 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $75M | – | 0.17 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $63M | – | 0.14 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $60M | – | 0.13 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $43M | – | 0.09 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $42M | – | 0.09 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $39M | – | 0.09 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $27M | – | 0.06 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $25M | – | 0.05 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $20M | – | 0.05 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $20M | – | 0.04 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $20M | – | 0.04 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $15M | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $14M | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $12M | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $12M | – | 0.03 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $9M | – | 0.02 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $7M | – | 0.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $5M | – | 0.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $5M | – | 0.01 |
| U.S. Treasury Notes (United States of America) | Long | Debt | US | $3M | – | 0.01 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $103M | – | 0.23 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $97M | – | 0.21 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $84M | – | 0.18 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $79M | – | 0.17 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $79M | – | 0.17 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $75M | – | 0.16 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $72M | – | 0.16 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $62M | – | 0.14 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $51M | – | 0.11 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $43M | – | 0.09 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $24M | – | 0.05 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $23M | – | 0.05 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $22M | – | 0.05 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $16M | – | 0.04 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $10M | – | 0.02 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $6M | – | 0.01 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $6M | – | 0.01 |
| U.S. Treasury STRIPS Bonds (United States of America) | Long | Debt | US | $3M | – | 0.01 |
| U.S. Treasury Ultra Bond | Derivative-interest rate | US | $-3M | – | -0.01 | |
| UAE International Government Bond | Long | Debt | AE | $11M | – | 0.03 |
| UBS AG | Long | Debt | CH | $25M | – | 0.06 |
| UBS AG | Long | Debt | CH | $4M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $26M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $22M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $15M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $14M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $12M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $9M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $8M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.01 |
| UBS-BAMLL Trust, Series 2012-WRM, Class A | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| UDR, Inc. | Long | Debt | US | $5M | – | 0.01 |
| UDR, Inc. | Long | Debt | US | $4M | – | 0.01 |
| UDR, Inc. | Long | Debt | US | $4M | – | 0.01 |
| UDR, Inc. | Long | Debt | US | $4M | – | 0.01 |
| UDR, Inc. | Long | Debt | US | $1M | – | 0.00 |
| UMass Memorial Health Care Obligated Group | Long | Debt | US | $6M | – | 0.01 |
| UniCredit SpA | Long | Debt | IT | $13M | – | 0.03 |
| UniCredit SpA | Long | Debt | IT | $10M | – | 0.02 |
| Union Carbide Corp. | Long | Debt | US | $3M | – | 0.01 |
| Union Electric Co. | Long | Debt | US | $13M | – | 0.03 |
| Union Electric Co. | Long | Debt | US | $11M | – | 0.02 |
| Union Electric Co. | Long | Debt | US | $5M | – | 0.01 |
| Union Electric Co. | Long | Debt | US | $1M | – | 0.00 |
| Union Pacific Corp. | Long | Debt | US | $5M | – | 0.01 |
| Union Pacific Corp. | Long | Debt | US | $1M | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2013-1, Class A | Long | ABS-other | US | $13M | – | 0.03 |
| United Airlines Pass-Through Trust, Series 2014-1, Class A | Long | ABS-other | US | $4M | – | 0.01 |
| United Airlines Pass-Through Trust, Series 2014-2, Class A | Long | ABS-other | US | $7M | – | 0.02 |
| United Airlines Pass-Through Trust, Series 2016-1, Class A | Long | ABS-other | US | $16M | – | 0.04 |
| United Airlines Pass-Through Trust, Series 2016-1, Class AA | Long | ABS-other | US | $2M | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2016-1, Class B | Long | ABS-other | US | $1M | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2016-2, Class A | Long | Debt | US | $15M | – | 0.03 |
| United Airlines Pass-Through Trust, Series 2016-2, Class AA | Long | ABS-other | US | $1M | – | 0.00 |
| United Airlines Pass-Through Trust, Series 2016-2, Class B | Long | ABS-other | US | $12M | – | 0.03 |
| United Airlines Pass-Through Trust, Series 2018-1, Class A | Long | ABS-other | US | $5M | – | 0.01 |
| United Airlines Pass-Through Trust, Series 2018-1, Class AA | Long | ABS-other | US | $9M | – | 0.02 |
| United Airlines Pass-Through Trust, Series 2018-1, Class B | Long | ABS-other | US | $12M | – | 0.03 |
| United Airlines Pass-Through Trust, Series 2019-1, Class A | Long | ABS-other | US | $10M | – | 0.02 |
| United Airlines Pass-Through Trust, Series 2019-1, Class AA | Long | ABS-other | US | $11M | – | 0.02 |
| United Airlines Pass-Through Trust, Series 2019-2, Class AA | Long | ABS-other | US | $5M | – | 0.01 |
| United Airlines Pass-Through Trust, Series 2019-2, Class B | Long | ABS-other | US | $6M | – | 0.01 |
| United Auto Credit Securitization Trust, Series 2022-2, Class B | Long | ABS-other | US | $946K | – | 0.00 |
| United Auto Credit Securitization Trust, Series 2022-2, Class C | Long | ABS-other | US | $2M | – | 0.00 |
| United Auto Credit Securitization Trust, Series 2023-1, Class C | Long | ABS-other | US | $8M | – | 0.02 |
| United Mexican States | Long | Debt | MX | $22M | – | 0.05 |
| United Mexican States | Long | Debt | MX | $17M | – | 0.04 |
| United Mexican States | Long | Debt | MX | $12M | – | 0.03 |
| United Mexican States | Long | Debt | MX | $11M | – | 0.02 |
| United Mexican States | Long | Debt | MX | $8M | – | 0.02 |
| United Mexican States | Long | Debt | MX | $7M | – | 0.02 |
| United Mexican States | Long | Debt | MX | $5M | – | 0.01 |
| United Mexican States | Long | Debt | MX | $5M | – | 0.01 |
| United Mexican States | Long | Debt | MX | $4M | – | 0.01 |
| United Mexican States | Long | Debt | MX | $3M | – | 0.01 |
| United Mexican States | Long | Debt | MX | $3M | – | 0.01 |
| United Mexican States | Long | Debt | MX | $1M | – | 0.00 |
| UnitedHealth Group, Inc. | Long | Debt | US | $18M | – | 0.04 |
| UnitedHealth Group, Inc. | Long | Debt | US | $10M | – | 0.02 |
| UnitedHealth Group, Inc. | Long | Debt | US | $7M | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $7M | – | 0.01 |
| UnitedHealth Group, Inc. | Long | Debt | US | $3M | – | 0.01 |
| University of Miami, Series 2022 | Long | Debt | US | $5M | – | 0.01 |
| University of Southern California, Series A | Long | Debt | US | $6M | – | 0.01 |
| UOG ABS Issuer I LLC, Series 2023-1, Class A1 | Long | ABS-other | US | $35M | – | 0.08 |
| Upstart Pass-Through Trust, Series 2021-ST2, Class A | Long | ABS-other | US | $1M | – | 0.00 |
| Upstart Structured Pass-Through Trust, Series 2022-4A, Class A | Long | ABS-other | US | $6M | – | 0.01 |
| US Airways Pass-Through Trust, Series 2012-1, Class A | Long | ABS-other | US | $5M | – | 0.01 |
| US Auto Funding Trust, Series 2022-1A, Class C | Long | ABS-other | US | $1M | – | 0.00 |
| US Bancorp | Long | Debt | US | $13M | – | 0.03 |
| Utah Acquisition Sub, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Vale Overseas Ltd. | Long | Debt | KY | $25M | – | 0.05 |
| Valero Energy Corp. | Long | Debt | US | $8M | – | 0.02 |
| Valero Energy Corp. | Long | Debt | US | $1M | – | 0.00 |
| VCAT LLC, Series 2021-NPL2, Class A1 | Long | ABS-other | US | $13M | – | 0.03 |
| VCAT LLC, Series 2021-NPL5, Class A1 | Long | ABS-other | US | $10M | – | 0.02 |
| Vendee Mortgage Trust, Series 1996-1, Class 1Z | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Vendee Mortgage Trust, Series 1996-2, Class 1Z | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Vendee Mortgage Trust, Series 1997-1, Class 2Z | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| Vendee Mortgage Trust, Series 1998-1, Class 2E | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| Vendee Mortgage Trust, Series 2010-1, Class DZ | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Ventas Realty LP | Long | Debt | US | $7M | – | 0.02 |
| Ventas Realty LP | Long | Debt | US | $4M | – | 0.01 |
| Ventas Realty LP | Long | Debt | US | $2M | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $752K | – | 0.00 |
| Verdant Receivables LLC, Series 2024-1A, Class A2 | Long | ABS-other | US | $12M | – | 0.03 |
| Verizon Communications, Inc. | Long | Debt | US | $21M | – | 0.05 |
| Verizon Communications, Inc. | Long | Debt | US | $19M | – | 0.04 |
| Verizon Communications, Inc. | Long | Debt | US | $12M | – | 0.03 |
| Verizon Communications, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $5M | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $2M | – | 0.01 |
| Verizon Communications, Inc. | Long | Debt | US | $2M | – | 0.00 |
| Virginia Electric and Power Co., Series A | Long | Debt | US | $2M | – | 0.00 |
| Virginia Power Fuel Securitization LLC, Series A-2 | Long | Debt | US | $8M | – | 0.02 |
| Vistra Operations Co. LLC | Long | Debt | US | $4M | – | 0.01 |
| Vistra Operations Co. LLC | Long | Debt | US | $3M | – | 0.01 |
| VM Master Issuer LLC, Series 2022-1, Class A1 | Long | ABS-mortgage backed security | US | $44M | – | 0.10 |
| vMobo, Inc. | Long | ABS-other | US | $104M | – | 0.23 |
| VMware LLC | Long | Debt | US | $9M | – | 0.02 |
| Vodafone Group plc | Long | Debt | GB | $15M | – | 0.03 |
| Vodafone Group plc | Long | Debt | GB | $4M | – | 0.01 |
| Volkswagen Group of America Finance LLC | Long | Debt | US | $6M | – | 0.01 |
| VOLT C LLC, Series 2021-NPL9, Class A1 | Long | ABS-other | US | $5M | – | 0.01 |
| VOLT CVI LLC, Series 2021-NP12, Class A1 | Long | ABS-other | US | $12M | – | 0.03 |
| VOLT XCII LLC, Series 2021-NPL1, Class A1 | Long | ABS-other | US | $18M | – | 0.04 |
| VOLT XCIV LLC, Series 2021-NPL3, Class A1 | Long | ABS-other | US | $26M | – | 0.06 |
| VOLT XCIX LLC, Series 2021-NPL8, Class A1 | Long | ABS-other | US | $23M | – | 0.05 |
| VOLT XCV LLC, Series 2021-NPL4, Class A1 | Long | ABS-other | US | $10M | – | 0.02 |
| VOLT XCVI LLC, Series 2021-NPL5, Class A1 | Long | ABS-other | US | $31M | – | 0.07 |
| VOLT XCVII LLC, Series 2021-NPL6, Class A1 | Long | ABS-other | US | $26M | – | 0.06 |
| Wachovia Bank Commercial Mortgage Trust, Series 2006-C24, Class XC | Long | ABS-mortgage backed security | US | $22.56 | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6 | Long | ABS-mortgage backed security | US | $621K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR7, Class A7 | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S1, Class A5 | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8 | Long | ABS-mortgage backed security | US | $821K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class P | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1 | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2 | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S2, Class 2A4 | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S3, Class 1A5 | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR10, Class 2P | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR8, Class 1A2 | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates, Series 2003-S4, Class 2A10 | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates, Series 2004-RS2, Class A4 | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-1, Class 1A1 | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-1, Class CP | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 1A4 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 2A3 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7 | Long | ABS-mortgage backed security | US | $770K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CX | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-6, Class 2A4 | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-1, Class 3A2 | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2003-MS7, Class P | Long | ABS-mortgage backed security | US | $150.22 | – | 0.00 |
| WEC Energy Group, Inc. | Long | Debt | US | $2M | – | 0.00 |
| Welk Resorts LLC, Series 2019-AA, Class C | Long | ABS-other | US | $2M | – | 0.00 |
| Wells Fargo & Co. | Long | Debt | US | $49M | – | 0.11 |
| Wells Fargo & Co. | Long | Debt | US | $48M | – | 0.11 |
| Wells Fargo & Co. | Long | Debt | US | $32M | – | 0.07 |
| Wells Fargo & Co. | Long | Debt | US | $30M | – | 0.07 |
| Wells Fargo & Co. | Long | Debt | US | $22M | – | 0.05 |
| Wells Fargo & Co. | Long | Debt | US | $17M | – | 0.04 |
| Wells Fargo & Co. | Long | Debt | US | $8M | – | 0.02 |
| Wells Fargo & Co. | Long | Debt | US | $3M | – | 0.01 |
| Wells Fargo & Co. | Long | Debt | US | $2M | – | 0.01 |
| Wells Fargo Alternative Loan Trust, Series 2003-1, Class APO | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Wells Fargo Alternative Loan Trust, Series 2007-PA3, Class 1A2 | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust, Series 2015-C30, Class A4 | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Wells Fargo Mortgage-Backed Securities Trust, Series 2007-7, Class A7 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Welltower OP LLC | Long | Debt | US | $4M | – | 0.01 |
| Welltower OP LLC | Long | Debt | US | $3M | – | 0.01 |
| Welltower OP LLC | Long | Debt | US | $493K | – | 0.00 |
| Westgate Resorts LLC, Series 2020-1A, Class B | Long | ABS-other | US | $2M | – | 0.01 |
| Westgate Resorts LLC, Series 2023-1A, Class A | Long | ABS-other | US | $17M | – | 0.04 |
| Westlake Automobile Receivables Trust, Series 2021-3A, Class D | Long | ABS-other | US | $41M | – | 0.09 |
| Westlake Automobile Receivables Trust, Series 2022-3A, Class D | Long | ABS-other | US | $71M | – | 0.16 |
| Westlake Automobile Receivables Trust, Series 2023-2A, Class D | Long | ABS-other | US | $19M | – | 0.04 |
| Westlake Automobile Receivables Trust, Series 2023-4A, Class C | Long | ABS-other | US | $13M | – | 0.03 |
| WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Williams Cos., Inc. (The) | Long | Debt | US | $14M | – | 0.03 |
| Williams Cos., Inc. (The) | Long | Debt | US | $8M | – | 0.02 |
| WP Carey, Inc. | Long | Debt | US | $9M | – | 0.02 |
| WP Carey, Inc. | Long | Debt | US | $9M | – | 0.02 |
| WP Carey, Inc. | Long | Debt | US | $5M | – | 0.01 |
| WP Carey, Inc. | Long | Debt | US | $5M | – | 0.01 |
| WRKCo, Inc. | Long | Debt | US | $7M | – | 0.02 |
| WRKCo, Inc. | Long | Debt | US | $3M | – | 0.01 |
| WW Grainger, Inc. | Long | Debt | US | $4M | – | 0.01 |
| Xcel Energy, Inc. | Long | Debt | US | $714K | – | 0.00 |
| Xylem, Inc. | Long | Debt | US | $6M | – | 0.01 |
| Zoetis, Inc. | Long | Debt | US | $11M | – | 0.02 |
Address
JPMorgan Trust II
277 Park Avenue
New York
New York
10172
United States of America
Websites
Directors
John F. Finn
Nina O. Shenker
Kathleen M. Gallagher
Marian U. Pardo
Emily A. Youssouf
Gary L. French
Raymond Kanner
Stephen P. Fisher
Dr. Robert A. Oden, Jr.
Mary E. Martinez
Robert F. Deutsch
Thomas P. Lemke
Marilyn McCoy
Frankie D. Hughes
Robert J. Grassi
Lawrence R. Maffia
Transfer Agents
DST Asset Manager Solutions, Inc.
Pricing Services
ICE Data Pricing & Reference Data, LLC
Custodians
Euroclear
J.P. Morgan Bank Luxembourg S.A.
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
JPMorgan Distribution Services, Inc.
Admins
J.P. Morgan Investment Management Inc.
JPMorgan Chase Bank, N.A.
Brokers
N/A