SEI Funds > SEI INSTITUTIONAL MANAGED TRUST
SIMT Core Fixed Income Fund
$3.54B
Avg Monthly Net Assets
$4.01B
Total Assets
$456.45M
Total Liabilities
$3.55B
Net Assets
SIMT Core Fixed Income Fund is a Mutual Fund in SEI INSTITUTIONAL MANAGED TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has three share classes
and monthly net assets of $3.54B.
On August 29th, 2024 it reported 4,736 holdings, the largest
being United States of America (6.5%), (5.5%) and United States of America (4.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class F | C000018187 | TRLVX | |
| Class I | C000018186 | SCXIX | |
| Class Y | C000147384 | SCFYX |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 AOTA 2015-1211 A1A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| 3 MONTH SOFR FUT DEC24 FINANCIAL COMMODITY FUTURE. | Derivative-other | US | $45M | – | 1.26 | |
| 3 MONTH SOFR FUT DEC25 FINANCIAL COMMODITY FUTURE. | Derivative-other | US | $99M | – | 2.78 | |
| 3 Month SOFR Opt Dec24C 97.13 SHORT | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 3 Month SOFR Opt Dec24P 95 SHORT | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 3 Month SOFR Opt Dec24P 95.5 LONG | Derivative-interest rate | US | $57K | – | 0.00 | |
| 3 Month SOFR Opt Jun25C 97 SHORT | Derivative-interest rate | US | $-177K | – | -0.00 | |
| 3 Month SOFR Opt Sep24C 95.13 LONG | Derivative-interest rate | US | $39K | – | 0.00 | |
| 3 Month SOFR Opt Sep24C 96.13 SHORT | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 3 Month SOFR Opt Sep24C 96.88 SHORT | Derivative-interest rate | US | $-2K | – | -0.00 | |
| AB BSL CLO 4 LTD ABBSL 2023-4A A (AB BSL CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $796K | – | 0.02 |
| ABBOTT LABORATORIES 4.750000% 11/30/2036 | Long | Debt | US | $252K | – | 0.01 |
| ABBVIE INC 2.600000% 11/21/2024 (ABBVIE INC.) | Long | Debt | US | $2M | – | 0.05 |
| ABBVIE INC 2.950000% 11/21/2026 (ABBVIE INC.) | Long | Debt | US | $362K | – | 0.01 |
| ABBVIE INC 3.200000% 11/21/2029 (ABBVIE INC.) | Long | Debt | US | $1M | – | 0.03 |
| ABBVIE INC 3.200000% 11/21/2029 (ABBVIE INC.) | Long | Debt | US | $916K | – | 0.03 |
| ABBVIE INC 3.600000% 05/14/2025 (ABBVIE INC.) | Long | Debt | US | $207K | – | 0.01 |
| ABBVIE INC 3.800000% 03/15/2025 (ABBVIE INC.) | Long | Debt | US | $454K | – | 0.01 |
| ABBVIE INC 4.050000% 11/21/2039 (ABBVIE INC.) | Long | Debt | US | $247K | – | 0.01 |
| ABBVIE INC 4.250000% 11/21/2049 (ABBVIE INC.) | Long | Debt | US | $575K | – | 0.02 |
| ABBVIE INC 4.250000% 11/21/2049 (ABBVIE INC.) | Long | Debt | US | $483K | – | 0.01 |
| ABBVIE INC 4.250000% 11/21/2049 (ABBVIE INC.) | Long | Debt | US | $248K | – | 0.01 |
| ABBVIE INC 4.500000% 05/14/2035 (ABBVIE INC.) | Long | Debt | US | $561K | – | 0.02 |
| ABBVIE INC 4.500000% 05/14/2035 (ABBVIE INC.) | Long | Debt | US | $554K | – | 0.02 |
| ABBVIE INC 4.500000% 05/14/2035 (ABBVIE INC.) | Long | Debt | US | $184K | – | 0.01 |
| ABBVIE INC 4.550000% 03/15/2035 (ABBVIE INC.) | Long | Debt | US | $634K | – | 0.02 |
| ABBVIE INC 4.625000% 10/01/2042 (ABBVIE INC.) | Long | Debt | US | $34K | – | 0.00 |
| ABBVIE INC 4.800000% 03/15/2027 (ABBVIE INC.) | Long | Debt | US | $674K | – | 0.02 |
| ABBVIE INC 4.800000% 03/15/2029 (ABBVIE INC.) | Long | Debt | US | $674K | – | 0.02 |
| ABBVIE INC 4.800000% 03/15/2029 (ABBVIE INC.) | Long | Debt | US | $598K | – | 0.02 |
| ABBVIE INC 4.875000% 11/14/2048 (ABBVIE INC.) | Long | Debt | US | $64K | – | 0.00 |
| ABBVIE INC 4.950000% 03/15/2031 (ABBVIE INC.) | Long | Debt | US | $405K | – | 0.01 |
| ABBVIE INC 4.950000% 03/15/2031 (ABBVIE INC.) | Long | Debt | US | $259K | – | 0.01 |
| ABBVIE INC 5.050000% 03/15/2034 (ABBVIE INC.) | Long | Debt | US | $675K | – | 0.02 |
| ABBVIE INC 5.050000% 03/15/2034 (ABBVIE INC.) | Long | Debt | US | $369K | – | 0.01 |
| ABBVIE INC 5.400000% 03/15/2054 (ABBVIE INC.) | Long | Debt | US | $369K | – | 0.01 |
| ABBVIE INC 5.400000% 03/15/2054 (ABBVIE INC.) | Long | Debt | US | $302K | – | 0.01 |
| ABBVIE INC 5.500000% 03/15/2064 (ABBVIE INC.) | Long | Debt | US | $222K | – | 0.01 |
| ABN AMRO BANK NV MTN 4.750000% 07/28/2025 (ABN AMRO Bank N.V.) | Long | Debt | NL | $355K | – | 0.01 |
| ACADEMIC LOAN FUNDING TRUST 2012-1 ALFT 2012-1A A2 | Long | ABS-mortgage backed security | US | $684K | – | 0.02 |
| ACCREDITED MORTGAGE LOAN TRUST 2007-1 ACCR 2007-1 M2 | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| ACRES COMMERCIAL REALTY 2021-FL1 LTD ACRES 2021-FL1 A (ACRES COMMERCIAL REALTY LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| ADANI INTERNATIONAL CONTAINER TERMINAL PVT LTD 144 3.000000% 02/16/2031 (ADANI INTERNATIONAL CONTAINER TERMINAL PRIVATE LIMITED) | Long | Debt | IN | $201K | – | 0.01 |
| ADOBE INC 4.800000% 04/04/2029 (ADOBE INC.) | Long | Debt | US | $680K | – | 0.02 |
| ADOBE INC 4.950000% 04/04/2034 (ADOBE INC.) | Long | Debt | US | $806K | – | 0.02 |
| AEGIS ASSET BACKED SEC CORP MORT PASS THR CERTS SE AABST 2003-3 M1 (AEGIS ASSET BACKED SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| AEP TEXAS INC 6.650000% 02/15/2033 (AEP TEXAS INC.) | Long | Debt | US | $524K | – | 0.01 |
| AEP TRANSMISSION CO LLC 5.150000% 04/01/2034 (AEP TRANSMISSION COMPANY, LLC) | Long | Debt | US | $2M | – | 0.06 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.650000% 10/29/2024 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $360K | – | 0.01 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $3M | – | 0.09 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $1M | – | 0.04 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $1M | – | 0.04 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $1M | – | 0.03 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $854K | – | 0.02 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $1M | – | 0.04 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.500000% 01/15/2025 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $229K | – | 0.01 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.450000% 04/15/2027 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $950K | – | 0.03 |
| AETNA INC 3.875000% 08/15/2047 (AETNA INC.) | Long | Debt | US | $65K | – | 0.00 |
| AGREE LP 2.000000% 06/15/2028 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $442K | – | 0.01 |
| AGREE LP 2.600000% 06/15/2033 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $90K | – | 0.00 |
| AGREE LP 4.800000% 10/01/2032 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $235K | – | 0.01 |
| AIB GROUP PLC MTN 5.871000% 03/28/2035 (AIB GROUP PUBLIC LIMITED COMPANY) | Long | Debt | IE | $750K | – | 0.02 |
| AIMCO CLO 22 LTD AIMCO 2024-22A A (AIMCO CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.04 |
| AIR LEASE CORP 3.250000% 03/01/2025 (AIR LEASE CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| AIR LEASE CORP 3.375000% 07/01/2025 (AIR LEASE CORPORATION) | Long | Debt | US | $303K | – | 0.01 |
| AIR LEASE CORP 3.625000% 04/01/2027 (AIR LEASE CORPORATION) | Long | Debt | US | $208K | – | 0.01 |
| AIR LEASE CORP 3.625000% 12/01/2027 (AIR LEASE CORPORATION) | Long | Debt | US | $204K | – | 0.01 |
| AIR LEASE CORP MTN 2.300000% 02/01/2025 (AIR LEASE CORPORATION) | Long | Debt | US | $347K | – | 0.01 |
| AIR LEASE CORP MTN 3.000000% 02/01/2030 (AIR LEASE CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| AKER BP ASA 144A 5.600000% 06/13/2028 | Long | Debt | NO | $742K | – | 0.02 |
| AKER BP ASA 144A 6.000000% 06/13/2033 | Long | Debt | NO | $960K | – | 0.03 |
| ALABAMA POWER CO 3.700000% 12/01/2047 (Alabama Power Company) | Long | Debt | US | $464K | – | 0.01 |
| ALABAMA POWER CO 3.700000% 12/01/2047 (Alabama Power Company) | Long | Debt | US | $253K | – | 0.01 |
| ALCON FINANCE CORP 144A 2.600000% 05/27/2030 (ALCON FINANCE CORPORATION) | Long | Debt | CH | $174K | – | 0.00 |
| ALCON FINANCE CORP 144A 3.000000% 09/23/2029 (ALCON FINANCE CORPORATION) | Long | Debt | CH | $2M | – | 0.05 |
| ALCON FINANCE CORP 144A 5.375000% 12/06/2032 (ALCON FINANCE CORPORATION) | Long | Debt | CH | $726K | – | 0.02 |
| ALI GROUP NORTH AMERICA CORPORATION 7/30/2029 | Long | Loan | US | $391K | – | 0.01 |
| ALLIANT ENERGY FINANCE LLC 144A 3.600000% 03/01/2032 (ALLIANT ENERGY FINANCE, LLC) | Long | Debt | US | $261K | – | 0.01 |
| ALLIED UNIVERSAL HOLDCO LLC 5/12/2028 | Long | Loan | US | $1M | – | 0.03 |
| ALLY AUTO RECEIVABLES TRUST 2022-3 ALLYA 2022-3 A4 | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| ALPHABET INC 1.100000% 08/15/2030 (ALPHABET INC.) | Long | Debt | US | $196K | – | 0.01 |
| ALPHABET INC 1.900000% 08/15/2040 (ALPHABET INC.) | Long | Debt | US | $163K | – | 0.00 |
| ALTERNATIVE LOAN TRUST 2006-18CB CWALT 2006-18CB A6 (CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| ALTERRA MOUNTAIN COMPANY 8/17/2028 | Long | Loan | US | $552K | – | 0.02 |
| ALTRIA GROUP INC 2.350000% 05/06/2025 (Altria Group, Inc.) | Long | Debt | US | $126K | – | 0.00 |
| ALTRIA GROUP INC 2.450000% 02/04/2032 (Altria Group, Inc.) | Long | Debt | US | $623K | – | 0.02 |
| ALTRIA GROUP INC 3.400000% 02/04/2041 (Altria Group, Inc.) | Long | Debt | US | $433K | – | 0.01 |
| ALTRIA GROUP INC 3.875000% 09/16/2046 (Altria Group, Inc.) | Long | Debt | US | $173K | – | 0.00 |
| ALTRIA GROUP INC 4.400000% 02/14/2026 (Altria Group, Inc.) | Long | Debt | US | $506K | – | 0.01 |
| ALTRIA GROUP INC 4.800000% 02/14/2029 (Altria Group, Inc.) | Long | Debt | US | $28K | – | 0.00 |
| ALTRIA GROUP INC 5.800000% 02/14/2039 (Altria Group, Inc.) | Long | Debt | US | $630K | – | 0.02 |
| ALTRIA GROUP INC 5.950000% 02/14/2049 (Altria Group, Inc.) | Long | Debt | US | $941K | – | 0.03 |
| ALTRIA GROUP INC 6.200000% 02/14/2059 (Altria Group, Inc.) | Long | Debt | US | $75K | – | 0.00 |
| AMAZON.COM INC 1.200000% 06/03/2027 (AMAZON.COM, INC.) | Long | Debt | US | $607K | – | 0.02 |
| AMAZON.COM INC 1.500000% 06/03/2030 (AMAZON.COM, INC.) | Long | Debt | US | $292K | – | 0.01 |
| AMAZON.COM INC 2.100000% 05/12/2031 (AMAZON.COM, INC.) | Long | Debt | US | $253K | – | 0.01 |
| AMAZON.COM INC 2.500000% 06/03/2050 (AMAZON.COM, INC.) | Long | Debt | US | $336K | – | 0.01 |
| AMAZON.COM INC 2.800000% 08/22/2024 (AMAZON.COM, INC.) | Long | Debt | US | $244K | – | 0.01 |
| AMAZON.COM INC 3.150000% 08/22/2027 (AMAZON.COM, INC.) | Long | Debt | US | $646K | – | 0.02 |
| AMAZON.COM INC 3.300000% 04/13/2027 (AMAZON.COM, INC.) | Long | Debt | US | $144K | – | 0.00 |
| AMAZON.COM INC 3.450000% 04/13/2029 (AMAZON.COM, INC.) | Long | Debt | US | $294K | – | 0.01 |
| AMAZON.COM INC 3.600000% 04/13/2032 (AMAZON.COM, INC.) | Long | Debt | US | $1M | – | 0.03 |
| AMAZON.COM INC 3.875000% 08/22/2037 (AMAZON.COM, INC.) | Long | Debt | US | $547K | – | 0.02 |
| AMAZON.COM INC 3.875000% 08/22/2037 (AMAZON.COM, INC.) | Long | Debt | US | $265K | – | 0.01 |
| AMAZON.COM INC 4.250000% 08/22/2057 (AMAZON.COM, INC.) | Long | Debt | US | $92K | – | 0.00 |
| AMAZON.COM INC 4.950000% 12/05/2044 (AMAZON.COM, INC.) | Long | Debt | US | $483K | – | 0.01 |
| AMCOR FINANCE USA INC 3.625000% 04/28/2026 (AMCOR FINANCE (USA) INC.) | Long | Debt | US | $2M | – | 0.07 |
| AMERICAN AIRLINES INC 144A 8.500000% 05/15/2029 (AMERICAN AIRLINES, INC.) | Long | Debt | US | $364K | – | 0.01 |
| AMERICAN ASSETS TRUST LP 3.375000% 02/01/2031 (AMERICAN ASSETS TRUST, L.P.) | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN ELECTRIC POWER CO INC 5.699000% 08/15/2025 (AMERICAN ELECTRIC POWER COMPANY, INC.) | Long | Debt | US | $876K | – | 0.02 |
| AMERICAN EXPRESS CO 4.050000% 05/03/2029 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $511K | – | 0.01 |
| AMERICAN EXPRESS CO 5.389000% 07/28/2027 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $3M | – | 0.10 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2022-2 A | Long | ABS-mortgage backed security | US | $771K | – | 0.02 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-1 A | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-2 A | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-2 A | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-1 AHM 2005-1 6A | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-4 AHM 2005-4 5A | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-1 AHM 2006-1 12A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| AMERICAN HOMES 4 RENT 2015-SFR1 TRUST AH4R 2015-SFR1 A (AMERICAN HOMES 4 RENT TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| AMERICAN HOMES 4 RENT LP 3.625000% 04/15/2032 (American Homes 4 Rent, L.P.) | Long | Debt | US | $890K | – | 0.03 |
| AMERICAN HOMES 4 RENT LP 3.625000% 04/15/2032 (American Homes 4 Rent, L.P.) | Long | Debt | US | $403K | – | 0.01 |
| AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052 (American Homes 4 Rent, L.P.) | Long | Debt | US | $384K | – | 0.01 |
| AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052 (American Homes 4 Rent, L.P.) | Long | Debt | US | $160K | – | 0.00 |
| AMERICAN HOMES 4 RENT LP 5.500000% 07/15/2034 (American Homes 4 Rent, L.P.) | Long | Debt | US | $537K | – | 0.02 |
| AMERICAN INTERNATIONAL GROUP INC 3.875000% 01/15/2035 (AMERICAN INTERNATIONAL GROUP, INC.) | Long | Debt | US | $187K | – | 0.01 |
| AMERICAN TOWER CORP 1.875000% 10/15/2030 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $716K | – | 0.02 |
| AMERICAN TOWER CORP 2.700000% 04/15/2031 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| AMERICAN TOWER CORP 2.950000% 01/15/2051 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $83K | – | 0.00 |
| AMERICAN TOWER CORP 3.125000% 01/15/2027 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $214K | – | 0.01 |
| AMERICAN TOWER CORP 5.500000% 03/15/2028 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $536K | – | 0.02 |
| AMERICAN TOWER CORP 5.550000% 07/15/2033 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| AMERICAN TOWER CORP 5.650000% 03/15/2033 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN TOWER CORP 5.900000% 11/15/2033 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $412K | – | 0.01 |
| AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032 (AMERICAN TRANSMISSION SYSTEMS, INCORPORATED) | Long | Debt | US | $674K | – | 0.02 |
| AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032 (AMERICAN TRANSMISSION SYSTEMS, INCORPORATED) | Long | Debt | US | $341K | – | 0.01 |
| AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032 (AMERICAN TRANSMISSION SYSTEMS, INCORPORATED) | Long | Debt | US | $138K | – | 0.00 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 A3 | Long | ABS-mortgage backed security | US | $584K | – | 0.02 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 AMCAR 2023-1 A3 | Long | ABS-mortgage backed security | US | $296K | – | 0.01 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMCAR 2023-2 A3 | Long | ABS-mortgage backed security | US | $589K | – | 0.02 |
| AMGEN INC 2.000000% 01/15/2032 (AMGEN INC.) | Long | Debt | US | $1M | – | 0.03 |
| AMGEN INC 2.770000% 09/01/2053 (AMGEN INC.) | Long | Debt | US | $157K | – | 0.00 |
| AMGEN INC 3.150000% 02/21/2040 (AMGEN INC.) | Long | Debt | US | $142K | – | 0.00 |
| AMGEN INC 4.400000% 05/01/2045 (AMGEN INC.) | Long | Debt | US | $316K | – | 0.01 |
| AMGEN INC 4.663000% 06/15/2051 (AMGEN INC.) | Long | Debt | US | $230K | – | 0.01 |
| AMGEN INC 5.150000% 11/15/2041 (AMGEN INC.) | Long | Debt | US | $178K | – | 0.01 |
| AMGEN INC 5.150000% 11/15/2041 (AMGEN INC.) | Long | Debt | US | $132K | – | 0.00 |
| AMGEN INC 5.650000% 03/02/2053 (AMGEN INC.) | Long | Debt | US | $1M | – | 0.03 |
| AMGEN INC 5.650000% 03/02/2053 (AMGEN INC.) | Long | Debt | US | $674K | – | 0.02 |
| AMGEN INC 5.650000% 03/02/2053 (AMGEN INC.) | Long | Debt | US | $281K | – | 0.01 |
| AMGEN INC 6.375000% 06/01/2037 (AMGEN INC.) | Long | Debt | US | $973K | – | 0.03 |
| AMMC CLO 15 LTD AMMC 2014-15A BR3 (AMMC CLO LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| AMWINS GROUP INC. 2/19/2028 | Long | Loan | US | $95K | – | 0.00 |
| ANALOG DEVICES INC 5.050000% 04/01/2034 (ANALOG DEVICES, INC.) | Long | Debt | US | $541K | – | 0.02 |
| ANALOG DEVICES INC 5.300000% 04/01/2054 (ANALOG DEVICES, INC.) | Long | Debt | US | $477K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2020-5 AOMT 2020-5 A1 | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST 2021-6 AOMT 2021-6 A1 | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| ANGEL OAK MORTGAGE TRUST 2023-1 AOMT 2023-1 A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| ANGLO AMERICAN CAPITAL PLC 144A 3.625000% 09/11/2024 | Long | Debt | ZA | $706K | – | 0.02 |
| ANGLO AMERICAN CAPITAL PLC 144A 4.000000% 09/11/2027 | Long | Debt | ZA | $192K | – | 0.01 |
| ANGLO AMERICAN CAPITAL PLC 144A 4.750000% 04/10/2027 | Long | Debt | ZA | $707K | – | 0.02 |
| ANGLO AMERICAN CAPITAL PLC 144A 5.750000% 04/05/2034 | Long | Debt | ZA | $908K | – | 0.03 |
| ANGLO AMERICAN CAPITAL PLC 144A 5.750000% 04/05/2034 | Long | Debt | ZA | $396K | – | 0.01 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036 (ANHEUSER-BUSCH COMPANIES, LLC) | Long | Debt | BE | $2M | – | 0.05 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036 (ANHEUSER-BUSCH COMPANIES, LLC) | Long | Debt | BE | $686K | – | 0.02 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046 (ANHEUSER-BUSCH COMPANIES, LLC) | Long | Debt | BE | $1M | – | 0.04 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046 (ANHEUSER-BUSCH COMPANIES, LLC) | Long | Debt | BE | $535K | – | 0.02 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.500000% 06/01/2030 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $186K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.350000% 06/01/2040 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $494K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.375000% 04/15/2038 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $316K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.750000% 01/23/2029 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $119K | – | 0.00 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.000000% 06/15/2034 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $476K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $654K | – | 0.02 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $277K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $121K | – | 0.00 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.800000% 01/23/2059 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $208K | – | 0.01 |
| AON CORP / AON GLOBAL HOLDINGS PLC 2.600000% 12/02/2031 (AON CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| AON CORP 6.250000% 09/30/2040 (AON CORPORATION) | Long | Debt | US | $20K | – | 0.00 |
| AON NORTH AMERICA INC 5.150000% 03/01/2029 (AON NORTH AMERICA, INC.) | Long | Debt | US | $1M | – | 0.03 |
| AON NORTH AMERICA INC 5.450000% 03/01/2034 (AON NORTH AMERICA, INC.) | Long | Debt | US | $2M | – | 0.05 |
| AON NORTH AMERICA INC 5.450000% 03/01/2034 (AON NORTH AMERICA, INC.) | Long | Debt | US | $1M | – | 0.03 |
| AON NORTH AMERICA INC 5.450000% 03/01/2034 (AON NORTH AMERICA, INC.) | Long | Debt | US | $673K | – | 0.02 |
| AON NORTH AMERICA INC 5.750000% 03/01/2054 (AON NORTH AMERICA, INC.) | Long | Debt | US | $264K | – | 0.01 |
| APACHE CORP 4.250000% 01/15/2044 (APACHE CORPORATION) | Long | Debt | US | $658K | – | 0.02 |
| APACHE CORP 4.750000% 04/15/2043 (APACHE CORPORATION) | Long | Debt | US | $152K | – | 0.00 |
| APACHE CORP 5.100000% 09/01/2040 (APACHE CORPORATION) | Long | Debt | US | $90K | – | 0.00 |
| APACHE CORP 5.350000% 07/01/2049 (APACHE CORPORATION) | Long | Debt | US | $193K | – | 0.01 |
| APACHE CORP 7.750000% 12/15/2029 (APACHE CORPORATION) | Long | Debt | US | $152K | – | 0.00 |
| APi Group 5/24 TLB 12/18/2028 | Long | Loan | US | $309K | – | 0.01 |
| APOLLO GLOBAL MANAGEMENT INC 5.800000% 05/21/2054 (APOLLO GLOBAL MANAGEMENT, INC.) | Long | Debt | US | $404K | – | 0.01 |
| APOLLO MANAGEMENT HOLDINGS LP 144A 4.400000% 05/27/2026 (APOLLO MANAGEMENT HOLDINGS, L.P.) | Long | Debt | US | $520K | – | 0.01 |
| APPLE INC 2.375000% 02/08/2041 (APPLE INC.) | Long | Debt | US | $135K | – | 0.00 |
| APPLE INC 2.650000% 02/08/2051 (APPLE INC.) | Long | Debt | US | $104K | – | 0.00 |
| APPLE INC 2.650000% 05/11/2050 (APPLE INC.) | Long | Debt | US | $135K | – | 0.00 |
| APPLE INC 3.200000% 05/13/2025 (APPLE INC.) | Long | Debt | US | $63K | – | 0.00 |
| APPLE INC 3.950000% 08/08/2052 (APPLE INC.) | Long | Debt | US | $416K | – | 0.01 |
| APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC DIN 2023-1A A2 (APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| APPLIED MATERIALS INC 4.800000% 06/15/2029 (APPLIED MATERIALS, INC.) | Long | Debt | US | $273K | – | 0.01 |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-M AMMST 2021-MF2 B | Long | ABS-mortgage backed security | US | $500K | – | 0.01 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 ARCLO 2021-FL3 A (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| ARCELORMITTAL SA 6.000000% 06/17/2034 | Long | Debt | LU | $1M | – | 0.04 |
| ARCELORMITTAL SA 7.000000% 10/15/2039 | Long | Debt | LU | $129K | – | 0.00 |
| AREIT 2022-CRE7 LLC AREIT 2022-CRE7 A (AREIT LTD.) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.06 |
| ARES LOAN FUNDING IV LTD ARES 2023-ALF4A A1 | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.04 |
| ARI FLEET LEASE TRUST 2022-A ARIFL 2022-A A2 | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2 | Long | ABS-mortgage backed security | US | $847K | – | 0.02 |
| ARTHUR J GALLAGHER & CO 3.050000% 03/09/2052 (ARTHUR J. GALLAGHER & CO.) | Long | Debt | US | $839K | – | 0.02 |
| ASTRAZENECA FINANCE LLC 5.000000% 02/26/2034 | Long | Debt | GB | $544K | – | 0.02 |
| ASURION LLC 7/31/2027 | Long | Loan | US | $362K | – | 0.01 |
| ASURION LLC 8/19/2028 | Long | Loan | US | $547K | – | 0.02 |
| ASURION, LLC 12/23/2026 | Long | Loan | US | $319K | – | 0.01 |
| AT&T INC 1.650000% 02/01/2028 (AT&T INC.) | Long | Debt | US | $18K | – | 0.00 |
| AT&T INC 2.250000% 02/01/2032 (AT&T INC.) | Long | Debt | US | $49K | – | 0.00 |
| AT&T INC 2.300000% 06/01/2027 (AT&T INC.) | Long | Debt | US | $694K | – | 0.02 |
| AT&T INC 2.550000% 12/01/2033 (AT&T INC.) | Long | Debt | US | $231K | – | 0.01 |
| AT&T INC 3.500000% 06/01/2041 (AT&T INC.) | Long | Debt | US | $196K | – | 0.01 |
| AT&T INC 3.500000% 09/15/2053 (AT&T INC.) | Long | Debt | US | $1M | – | 0.03 |
| AT&T INC 3.500000% 09/15/2053 (AT&T INC.) | Long | Debt | US | $270K | – | 0.01 |
| AT&T INC 3.500000% 09/15/2053 (AT&T INC.) | Long | Debt | US | $232K | – | 0.01 |
| AT&T INC 3.550000% 09/15/2055 (AT&T INC.) | Long | Debt | US | $1M | – | 0.03 |
| AT&T INC 3.550000% 09/15/2055 (AT&T INC.) | Long | Debt | US | $268K | – | 0.01 |
| AT&T INC 3.550000% 09/15/2055 (AT&T INC.) | Long | Debt | US | $102K | – | 0.00 |
| AT&T INC 3.650000% 09/15/2059 (AT&T INC.) | Long | Debt | US | $168K | – | 0.00 |
| AT&T INC 3.650000% 09/15/2059 (AT&T INC.) | Long | Debt | US | $94K | – | 0.00 |
| AT&T INC 3.800000% 02/15/2027 (AT&T INC.) | Long | Debt | US | $307K | – | 0.01 |
| AT&T INC 3.800000% 12/01/2057 (AT&T INC.) | Long | Debt | US | $504K | – | 0.01 |
| AT&T INC 3.800000% 12/01/2057 (AT&T INC.) | Long | Debt | US | $217K | – | 0.01 |
| AT&T INC 4.350000% 06/15/2045 (AT&T INC.) | Long | Debt | US | $290K | – | 0.01 |
| AT&T INC 4.500000% 05/15/2035 (AT&T INC.) | Long | Debt | US | $341K | – | 0.01 |
| AT&T INC 5.150000% 03/15/2042 (AT&T INC.) | Long | Debt | US | $23K | – | 0.00 |
| AT&T INC 5.350000% 09/01/2040 (AT&T INC.) | Long | Debt | US | $125K | – | 0.00 |
| AT&T INC 5.400000% 02/15/2034 (AT&T INC.) | Long | Debt | US | $582K | – | 0.02 |
| AT&T INC 5.550000% 08/15/2041 (AT&T INC.) | Long | Debt | US | $127K | – | 0.00 |
| ATHENAHEALTH GROUP INC. 2/15/2029 | Long | Loan | US | $851K | – | 0.02 |
| ATHENE GLOBAL FUNDING 144A 1.608000% 06/29/2026 | Long | Debt | US | $1M | – | 0.04 |
| ATHENE GLOBAL FUNDING 144A 1.608000% 06/29/2026 | Long | Debt | US | $477K | – | 0.01 |
| ATHENE GLOBAL FUNDING 144A 2.950000% 11/12/2026 | Long | Debt | US | $1M | – | 0.04 |
| ATHENE GLOBAL FUNDING 144A 3.205000% 03/08/2027 | Long | Debt | US | $593K | – | 0.02 |
| ATHENE HOLDING LTD 4.125000% 01/12/2028 (ATHENE HOLDING LTD.) | Long | Debt | US | $583K | – | 0.02 |
| AUTOZONE INC 6.250000% 11/01/2028 (AUTOZONE, INC.) | Long | Debt | US | $490K | – | 0.01 |
| AVALONBAY COMMUNITIES INC MTN 2.450000% 01/15/2031 (AVALONBAY COMMUNITIES, INC.) | Long | Debt | US | $430K | – | 0.01 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2024-3A A | Long | ABS-mortgage backed security | US | $476K | – | 0.01 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2024-3A C | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| AVOLON HOLDINGS FUNDING LTD 144A 2.528000% 11/18/2027 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | IE | $701K | – | 0.02 |
| AVOLON HOLDINGS FUNDING LTD 144A 2.875000% 02/15/2025 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | IE | $955K | – | 0.03 |
| AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 03/01/2029 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | IE | $1M | – | 0.04 |
| AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 11/15/2029 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | IE | $1M | – | 0.04 |
| AVOLON TLB BORROWER 1 (US) LLC 6/22/2028 | Long | Loan | US | $123K | – | 0.00 |
| BA CREDIT CARD TRUST BACCT 2023-A1 A1 | Long | ABS-mortgage backed security | US | $318K | – | 0.01 |
| BA CREDIT CARD TRUST BACCT 2023-A2 A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BA CREDIT CARD TRUST BACCT 2023-A2 A2 | Long | ABS-mortgage backed security | US | $789K | – | 0.02 |
| BA CREDIT CARD TRUST BACCT 2023-A2 A2 | Long | ABS-mortgage backed security | US | $739K | – | 0.02 |
| BA CREDIT CARD TRUST BACCT 2024-A1 A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BACARDI LTD / BACARDI-MARTINI BV 144A 5.400000% 06/15/2033 (BACARDI LIMITED) | Long | Debt | US | $985K | – | 0.03 |
| BACARDI LTD 144A 4.450000% 05/15/2025 (BACARDI LIMITED) | Long | Debt | BM | $2M | – | 0.04 |
| BAE SYSTEMS PLC 144A 5.250000% 03/26/2031 | Long | Debt | GB | $1M | – | 0.03 |
| BALL CORP 3.125000% 09/15/2031 (BALL CORPORATION) | Long | Debt | US | $313K | – | 0.01 |
| BALTIMORE GAS AND ELECTRIC CO 2.250000% 06/15/2031 (BALTIMORE GAS AND ELECTRIC COMPANY) | Long | Debt | US | $297K | – | 0.01 |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PA BAMLL 2018-PARK A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA 6.033000% 03/13/2035 (Banco Bilbao Vizcaya Argentaria, S.A.) | Long | Debt | ES | $598K | – | 0.02 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA 7.883000% 11/15/2034 (Banco Bilbao Vizcaya Argentaria, S.A.) | Long | Debt | ES | $654K | – | 0.02 |
| BANCO SANTANDER SA 1.722000% 09/14/2027 (Banco Santander, S.A.) | Long | Debt | ES | $358K | – | 0.01 |
| BANCO SANTANDER SA 2.746000% 05/28/2025 (Banco Santander, S.A.) | Long | Debt | ES | $1M | – | 0.03 |
| BANCO SANTANDER SA 4.175000% 03/24/2028 (Banco Santander, S.A.) | Long | Debt | ES | $193K | – | 0.01 |
| BANCO SANTANDER SA 5.538000% 03/14/2030 (Banco Santander, S.A.) | Long | Debt | ES | $992K | – | 0.03 |
| BANCO SANTANDER SA 6.527000% 11/07/2027 (Banco Santander, S.A.) | Long | Debt | ES | $409K | – | 0.01 |
| BANCO SANTANDER SA 6.607000% 11/07/2028 (Banco Santander, S.A.) | Long | Debt | ES | $420K | – | 0.01 |
| BANCO SANTANDER SA 6.938000% 11/07/2033 (Banco Santander, S.A.) | Long | Debt | ES | $1M | – | 0.03 |
| BANK 2022-BNK40 BANK 2022-BNK40 A4 | Long | ABS-mortgage backed security | US | $532K | – | 0.01 |
| BANK 2022-BNK44 BANK 2022-BNK44 A5 | Long | ABS-mortgage backed security | US | $443K | – | 0.01 |
| BANK 2023-BNK46 BANK 2023-BNK46 A4 | Long | ABS-mortgage backed security | US | $451K | – | 0.01 |
| BANK 2024-BNK47 BANK 2024-BNK47 A5 | Long | ABS-mortgage backed security | US | $526K | – | 0.01 |
| BANK OF AMERICA CORP 1.658000% 03/11/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $3M | – | 0.10 |
| BANK OF AMERICA CORP 1.734000% 07/22/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| BANK OF AMERICA CORP 1.734000% 07/22/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| BANK OF AMERICA CORP 1.734000% 07/22/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $440K | – | 0.01 |
| BANK OF AMERICA CORP 2.299000% 07/21/2032 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $37K | – | 0.00 |
| BANK OF AMERICA CORP 2.572000% 10/20/2032 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $630K | – | 0.02 |
| BANK OF AMERICA CORP 2.572000% 10/20/2032 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $207K | – | 0.01 |
| BANK OF AMERICA CORP 2.592000% 04/29/2031 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $458K | – | 0.01 |
| BANK OF AMERICA CORP 3.419000% 12/20/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| BANK OF AMERICA CORP 3.419000% 12/20/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $950K | – | 0.03 |
| BANK OF AMERICA CORP 3.419000% 12/20/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $197K | – | 0.01 |
| BANK OF AMERICA CORP 4.571000% 04/27/2033 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| BANK OF AMERICA CORP 5.288000% 04/25/2034 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $618K | – | 0.02 |
| BANK OF AMERICA CORP 5.468000% 01/23/2035 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| BANK OF AMERICA CORP 5.468000% 01/23/2035 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $823K | – | 0.02 |
| BANK OF AMERICA CORP 5.819000% 09/15/2029 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $416K | – | 0.01 |
| BANK OF AMERICA CORP 5.933000% 09/15/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| BANK OF AMERICA CORP MTN 1.197000% 10/24/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $679K | – | 0.02 |
| BANK OF AMERICA CORP MTN 1.922000% 10/24/2031 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $409K | – | 0.01 |
| BANK OF AMERICA CORP MTN 2.087000% 06/14/2029 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| BANK OF AMERICA CORP MTN 2.087000% 06/14/2029 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| BANK OF AMERICA CORP MTN 2.496000% 02/13/2031 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $601K | – | 0.02 |
| BANK OF AMERICA CORP MTN 2.884000% 10/22/2030 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $236K | – | 0.01 |
| BANK OF AMERICA CORP MTN 2.972000% 02/04/2033 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $584K | – | 0.02 |
| BANK OF AMERICA CORP MTN 3.093000% 10/01/2025 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $958K | – | 0.03 |
| BANK OF AMERICA CORP MTN 3.500000% 04/19/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $756K | – | 0.02 |
| BANK OF AMERICA CORP MTN 3.593000% 07/21/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| BANK OF AMERICA CORP MTN 3.824000% 01/20/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $608K | – | 0.02 |
| BANK OF AMERICA CORP MTN 3.970000% 03/05/2029 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $598K | – | 0.02 |
| BANK OF AMERICA CORP MTN 3.974000% 02/07/2030 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| BANK OF AMERICA CORP MTN 4.000000% 01/22/2025 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| BANK OF AMERICA CORP MTN 4.083000% 03/20/2051 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| BANK OF AMERICA CORP MTN 4.200000% 08/26/2024 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.04 |
| BANK OF AMERICA CORP MTN 4.244000% 04/24/2038 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $158K | – | 0.00 |
| BANK OF AMERICA CORP MTN 4.250000% 10/22/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $78K | – | 0.00 |
| BANK OF AMERICA CORP MTN 4.330000% 03/15/2050 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $217K | – | 0.01 |
| BANK OF AMERICA CORP MTN 4.376000% 04/27/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| BANK OF AMERICA CORP MTN 4.450000% 03/03/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $425K | – | 0.01 |
| BANK OF AMERICA CORP MTN 5.000000% 01/21/2044 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $781K | – | 0.02 |
| BANK OF MONTREAL MTN 1.850000% 05/01/2025 (BANQUE DE MONTREAL) | Long | Debt | CA | $854K | – | 0.02 |
| BANK OF NEW YORK MELLON CORP/THE 4.543000% 02/01/2029 (The Bank of New York Mellon Corporation) | Long | Debt | US | $784K | – | 0.02 |
| BANK OF NEW YORK MELLON CORP/THE MTN 1.600000% 04/24/2025 (The Bank of New York Mellon Corporation) | Long | Debt | US | $252K | – | 0.01 |
| BANK OF NEW YORK MELLON CORP/THE MTN 3.250000% 09/11/2024 (The Bank of New York Mellon Corporation) | Long | Debt | US | $100K | – | 0.00 |
| BANK OF NOVA SCOTIA/THE 1.300000% 06/11/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $461K | – | 0.01 |
| BANK OF NOVA SCOTIA/THE 4.588000% 05/04/2037 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $351K | – | 0.01 |
| BANK OF NOVA SCOTIA/THE 4.900000% MATURITY: PERPETUAL (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $500K | – | 0.01 |
| BANK5 2024-5YR7 BANK5 2024-5YR7 A3 | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| BARCLAYS PLC 4.375000% 01/12/2026 | Long | Debt | GB | $2M | – | 0.06 |
| BARCLAYS PLC 5.088000% 06/20/2030 | Long | Debt | GB | $2M | – | 0.04 |
| BARCLAYS PLC 5.674000% 03/12/2028 | Long | Debt | GB | $856K | – | 0.02 |
| BARCLAYS PLC 5.690000% 03/12/2030 | Long | Debt | GB | $857K | – | 0.02 |
| BARCLAYS PLC 6.692000% 09/13/2034 | Long | Debt | GB | $590K | – | 0.02 |
| BARCLAYS PLC MTN 4.972000% 05/16/2029 | Long | Debt | GB | $303K | – | 0.01 |
| BARINGS CLO LTD 2018-IV BABSN 2018-4A A1R | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| BARRICK NORTH AMERICA FINANCE LLC 5.700000% 05/30/2041 | Long | Debt | CA | $503K | – | 0.01 |
| BARRICK NORTH AMERICA FINANCE LLC 5.750000% 05/01/2043 | Long | Debt | CA | $288K | – | 0.01 |
| BAT CAPITAL CORP 3.222000% 08/15/2024 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $97K | – | 0.00 |
| BAT CAPITAL CORP 3.557000% 08/15/2027 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $426K | – | 0.01 |
| BAT CAPITAL CORP 3.557000% 08/15/2027 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $326K | – | 0.01 |
| BAT CAPITAL CORP 3.734000% 09/25/2040 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $7K | – | 0.00 |
| BAT CAPITAL CORP 4.390000% 08/15/2037 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $178K | – | 0.01 |
| BAT CAPITAL CORP 4.390000% 08/15/2037 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $51K | – | 0.00 |
| BAT CAPITAL CORP 4.540000% 08/15/2047 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $591K | – | 0.02 |
| BAT CAPITAL CORP 4.540000% 08/15/2047 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $337K | – | 0.01 |
| BAT CAPITAL CORP 4.758000% 09/06/2049 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $64K | – | 0.00 |
| BAT CAPITAL CORP 5.282000% 04/02/2050 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $1M | – | 0.03 |
| BAT CAPITAL CORP 5.650000% 03/16/2052 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $330K | – | 0.01 |
| BAT CAPITAL CORP 5.834000% 02/20/2031 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $1M | – | 0.04 |
| BAUSCH HEALTH COS INC 144A 5.500000% 11/01/2025 (BAUSCH HEALTH COMPANIES INC.) | Long | Debt | US | $19K | – | 0.00 |
| BAUSCH HEALTH COS INC 144A 6.250000% 02/15/2029 (BAUSCH HEALTH COMPANIES INC.) | Long | Debt | US | $256K | – | 0.01 |
| BAUSCH HEALTH COS INC 144A 7.250000% 05/30/2029 (BAUSCH HEALTH COMPANIES INC.) | Long | Debt | US | $88K | – | 0.00 |
| BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028 | Long | Debt | DE | $4M | – | 0.11 |
| BAYER US FINANCE II LLC 144A 4.625000% 06/25/2038 | Long | Debt | DE | $353K | – | 0.01 |
| BAYER US FINANCE II LLC 144A 4.875000% 06/25/2048 | Long | Debt | DE | $1M | – | 0.04 |
| BAYER US FINANCE LLC 144A 3.375000% 10/08/2024 | Long | Debt | DE | $794K | – | 0.02 |
| BAYER US FINANCE LLC 144A 6.875000% 11/21/2053 | Long | Debt | DE | $514K | – | 0.01 |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV BVINV 2021-5 A5 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| BAYVIEW OPPORTUNITY MASTER FUND VI TRUST 2021-INV6 BVINV 2021-6 A5 (BAYVIEW OPPORTUNITY MASTER FUND TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018-C2 ASB (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020-C6 A2 (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $627K | – | 0.02 |
| BBCMS MORTGAGE TRUST 2022-C18 BBCMS 2022-C18 A5 (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $695K | – | 0.02 |
| BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024-C26 A5 (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH A1 | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| BEAR STEARNS ARM TRUST 2003-7 BSARM 2003-7 9A | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 14A | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005- BSABS 2005-AC6 1A3 (BEAR STEARNS ASSET BACKED SECURITIES INC) | Long | ABS-mortgage backed security | US | $425K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005- BSABS 2005-AC8 A3 (BEAR STEARNS ASSET BACKED SECURITIES INC) | Long | Debt | US | $388K | – | 0.01 |
| BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR3 BSMF 2007-AR3 1A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BECTON DICKINSON & CO 3.700000% 06/06/2027 (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $116K | – | 0.00 |
| BECTON DICKINSON & CO 3.734000% 12/15/2024 (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $221K | – | 0.01 |
| BECTON DICKINSON & CO 3.734000% 12/15/2024 (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $63K | – | 0.00 |
| BECTON DICKINSON & CO 4.685000% 12/15/2044 (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $233K | – | 0.01 |
| BECTON DICKINSON & CO 5.081000% 06/07/2029 (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $546K | – | 0.02 |
| BENCHMARK 2022-B33 MORTGAGE TRUST BMARK 2022-B33 A5 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $704K | – | 0.02 |
| BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 A5 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $448K | – | 0.01 |
| BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 AS (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $474K | – | 0.01 |
| BENCHMARK 2023-B38 MORTGAGE TRUST BMARK 2023-B38 A4 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $457K | – | 0.01 |
| BENCHMARK 2023-V3 MORTGAGE TRUST BMARK 2023-V3 A3 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $464K | – | 0.01 |
| BENCHMARK 2024-V7 MORTGAGE TRUST BMARK 2024-V7 A3 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $798K | – | 0.02 |
| BERKSHIRE HATHAWAY ENERGY CO 2.850000% 05/15/2051 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $646K | – | 0.02 |
| BERKSHIRE HATHAWAY FINANCE CORP 4.250000% 01/15/2049 (BERKSHIRE HATHAWAY FINANCE CORPORATION) | Long | Debt | US | $743K | – | 0.02 |
| BERMUDA GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/15/2032 (Government of Bermuda) | Long | Debt | BM | $327K | – | 0.01 |
| BERRY GLOBAL INC 1.650000% 01/15/2027 (BERRY GLOBAL, INC.) | Long | Debt | US | $3M | – | 0.08 |
| BERRY GLOBAL INC 144A 5.650000% 01/15/2034 (BERRY GLOBAL, INC.) | Long | Debt | US | $440K | – | 0.01 |
| BHP BILLITON FINANCE USA LTD 4.125000% 02/24/2042 (BHP BILLITON FINANCE (USA) LIMITED) | Long | Debt | AU | $34K | – | 0.00 |
| BHP BILLITON FINANCE USA LTD 5.000000% 09/30/2043 (BHP BILLITON FINANCE (USA) LIMITED) | Long | Debt | AU | $383K | – | 0.01 |
| BIRCH GROVE CLO 4 LTD BGCLO 2022-4A A1R (BIRCH GROVE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $750K | – | 0.02 |
| BIRCH GROVE CLO 5 LTD BGCLO 2023-5A A1 (BIRCH GROVE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $411K | – | 0.01 |
| BIRCH GROVE CLO 7 LTD BGCLO 2023-7A A1 (BIRCH GROVE CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $797K | – | 0.02 |
| BLACKROCK FUNDING INC 5.250000% 03/14/2054 (BLACKROCK FUNDING, INC.) | Long | Debt | US | $135K | – | 0.00 |
| BLP COMMERCIAL MORTGAGE TRUST 2023-IND BLP 2023-IND A | Long | ABS-mortgage backed security | US | $449K | – | 0.01 |
| BLUE RACER MIDSTREAM LLC / BLUE RACER FINANCE CORP 7.250000% 07/15/2032 (BLUE RACER MIDSTREAM, LLC) | Long | Debt | US | $236K | – | 0.01 |
| BMO 2022-C1 MORTGAGE TRUST BMO 2022-C1 A1 (BMO MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $447K | – | 0.01 |
| BMO 2024-5C4 MORTGAGE TRUST BMO 2024-5C4 A3 (BMO MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $575K | – | 0.02 |
| BMO 2024-C8 MORTGAGE TRUST BMO 2024-C8 A5 (BMO MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $459K | – | 0.01 |
| BMP 2024-MF23 BMP 2024-MF23 D (BMP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $774K | – | 0.02 |
| BMW VEHICLE LEASE TRUST 2023-1 BMWLT 2023-1 A3 | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3 | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| BNP PARIBAS SA 144A 2.219000% 06/09/2026 | Long | Debt | FR | $580K | – | 0.02 |
| BNP PARIBAS SA 144A 3.375000% 01/09/2025 | Long | Debt | FR | $286K | – | 0.01 |
| BNP PARIBAS SA 144A 4.400000% 08/14/2028 | Long | Debt | FR | $1M | – | 0.03 |
| BNP PARIBAS SA 144A 4.625000% 03/13/2027 | Long | Debt | FR | $195K | – | 0.01 |
| BNP PARIBAS SA 144A 5.125000% 01/13/2029 | Long | Debt | FR | $2M | – | 0.05 |
| BNP PARIBAS SA 144A 5.176000% 01/09/2030 | Long | Debt | FR | $836K | – | 0.02 |
| BNP PARIBAS SA 144A 5.497000% 05/20/2030 | Long | Debt | FR | $1M | – | 0.03 |
| BNP PARIBAS SA 144A 5.894000% 12/05/2034 | Long | Debt | FR | $932K | – | 0.03 |
| BNP PARIBAS SA 144A 5.894000% 12/05/2034 | Long | Debt | FR | $881K | – | 0.02 |
| BNP PARIBAS SA MTN 4.375000% 03/01/2033 | Long | Debt | FR | $378K | – | 0.01 |
| BOEING CO/THE 144A 6.259000% 05/01/2027 (THE BOEING COMPANY) | Long | Debt | US | $284K | – | 0.01 |
| BOEING CO/THE 144A 6.298000% 05/01/2029 (THE BOEING COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| BOEING CO/THE 144A 6.298000% 05/01/2029 (THE BOEING COMPANY) | Long | Debt | US | $430K | – | 0.01 |
| BOEING CO/THE 144A 6.388000% 05/01/2031 (THE BOEING COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| BOEING CO/THE 144A 6.388000% 05/01/2031 (THE BOEING COMPANY) | Long | Debt | US | $287K | – | 0.01 |
| BOEING CO/THE 144A 6.528000% 05/01/2034 (THE BOEING COMPANY) | Long | Debt | US | $543K | – | 0.02 |
| BOEING CO/THE 144A 6.528000% 05/01/2034 (THE BOEING COMPANY) | Long | Debt | US | $434K | – | 0.01 |
| BOEING CO/THE 144A 6.858000% 05/01/2054 (THE BOEING COMPANY) | Long | Debt | US | $435K | – | 0.01 |
| BOEING CO/THE 144A 7.008000% 05/01/2064 (THE BOEING COMPANY) | Long | Debt | US | $290K | – | 0.01 |
| BOEING CO/THE 2.196000% 02/04/2026 (THE BOEING COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| BOEING CO/THE 2.700000% 02/01/2027 (THE BOEING COMPANY) | Long | Debt | US | $129K | – | 0.00 |
| BOEING CO/THE 2.800000% 03/01/2027 (THE BOEING COMPANY) | Long | Debt | US | $175K | – | 0.00 |
| BOEING CO/THE 3.100000% 05/01/2026 (THE BOEING COMPANY) | Long | Debt | US | $152K | – | 0.00 |
| BOEING CO/THE 3.200000% 03/01/2029 (THE BOEING COMPANY) | Long | Debt | US | $373K | – | 0.01 |
| BOEING CO/THE 3.250000% 02/01/2035 (THE BOEING COMPANY) | Long | Debt | US | $92K | – | 0.00 |
| BOEING CO/THE 3.550000% 03/01/2038 (THE BOEING COMPANY) | Long | Debt | US | $142K | – | 0.00 |
| BOEING CO/THE 3.750000% 02/01/2050 (THE BOEING COMPANY) | Long | Debt | US | $111K | – | 0.00 |
| BOEING CO/THE 3.750000% 02/01/2050 (THE BOEING COMPANY) | Long | Debt | US | $65K | – | 0.00 |
| BOEING CO/THE 4.875000% 05/01/2025 (THE BOEING COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| BOEING CO/THE 4.875000% 05/01/2025 (THE BOEING COMPANY) | Long | Debt | US | $569K | – | 0.02 |
| BOEING CO/THE 5.150000% 05/01/2030 (THE BOEING COMPANY) | Long | Debt | US | $86K | – | 0.00 |
| BOEING CO/THE 5.805000% 05/01/2050 (THE BOEING COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| BOEING CO/THE 5.805000% 05/01/2050 (THE BOEING COMPANY) | Long | Debt | US | $636K | – | 0.02 |
| BOOST NEWCO BORROWER, LLC 1/31/2031 | Long | Loan | US | $1M | – | 0.04 |
| BOSTON GAS CO 144A 4.487000% 02/15/2042 (BOSTON GAS COMPANY) | Long | Debt | US | $29K | – | 0.00 |
| BOSTON PROPERTIES LP 3.400000% 06/21/2029 (BOSTON PROPERTIES LIMITED PARTNERSHIP) | Long | Debt | US | $640K | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC 3.000000% 02/24/2050 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $612K | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC 3.119000% 05/04/2026 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $221K | – | 0.01 |
| BP CAPITAL MARKETS AMERICA INC 3.410000% 02/11/2026 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $1M | – | 0.03 |
| BP CAPITAL MARKETS AMERICA INC 3.633000% 04/06/2030 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $298K | – | 0.01 |
| BP CAPITAL MARKETS AMERICA INC 4.699000% 04/10/2029 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $663K | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC 4.812000% 02/13/2033 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $1M | – | 0.03 |
| BP CAPITAL MARKETS AMERICA INC 4.893000% 09/11/2033 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $695K | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC 4.970000% 10/17/2029 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $1M | – | 0.03 |
| BP CAPITAL MARKETS AMERICA INC 4.989000% 04/10/2034 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $315K | – | 0.01 |
| BP CAPITAL MARKETS AMERICA INC 5.017000% 11/17/2027 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $1M | – | 0.03 |
| BPCE SA 144A 5.150000% 07/21/2024 | Long | Debt | FR | $410K | – | 0.01 |
| BPCE SA 144A 5.281000% 05/30/2029 | Long | Debt | FR | $709K | – | 0.02 |
| BPCE SA 144A 5.936000% 05/30/2035 | Long | Debt | FR | $573K | – | 0.02 |
| BPCE SA MTN 5.975000% 01/18/2027 | Long | Debt | FR | $2M | – | 0.04 |
| BPR TRUST 2021-TY BPR 2021-TY A | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| BPR TRUST 2022-STAR BPR 2022-STAR A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BRANDYWINE OPERATING PARTNERSHIP LP 3.950000% 11/15/2027 (BRANDYWINE OPERATING PARTNERSHIP, L.P.) | Long | Debt | US | $15K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 2.900000% 07/26/2024 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $783K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO 3.400000% 07/26/2029 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $116K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 4.350000% 11/15/2047 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $42K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 4.550000% 02/20/2048 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $111K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 5.100000% 02/22/2031 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $291K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 5.200000% 02/22/2034 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $808K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO 5.550000% 02/22/2054 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $158K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 5.650000% 02/22/2064 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $398K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 5.650000% 02/22/2064 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $107K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 5.750000% 02/01/2031 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| BRIXMOR OPERATING PARTNERSHIP LP 2.500000% 08/16/2031 | Long | Debt | US | $363K | – | 0.01 |
| BRK : RBC CAPITAL MARKETS REC : USD-SOFR-OIS COMPOUND (Royal Bank of Canada) | Derivative-interest rate | US | $-500K | – | -0.01 | |
| BRK: CITIGROUP PAY - FIXED 3.52 % (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | US | $236K | – | 0.01 | |
| BRK: CITIGROUP PAY:10.2375 (CITIGROUP GLOBAL MARKETS INC.) | Derivative-interest rate | US | $-632K | – | -0.02 | |
| BRK: GOLDMAN SACHS PAY : 3.05% FIXED (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $721K | – | 0.02 | |
| BRK: MORGAN STANLEY PAY : 0.026% FIXED (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $845K | – | 0.02 | |
| BRK: NOMURA INTERNATIONAL PLC PAY: 3.15% (NOMURA GLOBAL FINANCIAL PRODUCTS) | Derivative-interest rate | US | $2M | – | 0.05 | |
| BRK: NOMURA INTERNATIONAL PLC PAY: 3.87% (NOMURA GLOBAL FINANCIAL PRODUCTS) | Derivative-interest rate | US | $302K | – | 0.01 | |
| BROADCOM INC 144A 2.450000% 02/15/2031 (BROADCOM INC.) | Long | Debt | US | $352K | – | 0.01 |
| BROADCOM INC 144A 3.137000% 11/15/2035 (BROADCOM INC.) | Long | Debt | US | $833K | – | 0.02 |
| BROADCOM INC 144A 3.187000% 11/15/2036 (BROADCOM INC.) | Long | Debt | US | $8K | – | 0.00 |
| BROADCOM INC 144A 3.419000% 04/15/2033 (BROADCOM INC.) | Long | Debt | US | $456K | – | 0.01 |
| BROADCOM INC 144A 4.926000% 05/15/2037 (BROADCOM INC.) | Long | Debt | US | $621K | – | 0.02 |
| BROADCOM INC 144A 4.926000% 05/15/2037 (BROADCOM INC.) | Long | Debt | US | $359K | – | 0.01 |
| BROADCOM INC 144A 4.926000% 05/15/2037 (BROADCOM INC.) | Long | Debt | US | $102K | – | 0.00 |
| BROADCOM INC 3.150000% 11/15/2025 (BROADCOM INC.) | Long | Debt | US | $304K | – | 0.01 |
| BROADCOM INC 4.150000% 11/15/2030 (BROADCOM INC.) | Long | Debt | US | $273K | – | 0.01 |
| BROADCOM INC 4.150000% 11/15/2030 (BROADCOM INC.) | Long | Debt | US | $77K | – | 0.00 |
| BROOKLYN UNION GAS CO/THE 144A 6.388000% 09/15/2033 (THE BROOKLYN UNION GAS COMPANY) | Long | Debt | US | $204K | – | 0.01 |
| BROWN GROUP HOLDINGS, LLC 6/7/2028 | Long | Loan | US | $564K | – | 0.02 |
| BUILDERS FIRSTSOURCE INC 144A 4.250000% 02/01/2032 (BUILDERS FIRSTSOURCE, INC.) | Long | Debt | US | $71K | – | 0.00 |
| BUNGE LTD FINANCE CORP 1.630000% 08/17/2025 (BUNGE LIMITED FINANCE CORP.) | Long | Debt | US | $263K | – | 0.01 |
| BUNKER HILL LOAN DEPOSITARY TRUST 2019-2 BHLD 2019-2 A1 | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| BUNKER HILL LOAN DEPOSITARY TRUST 2019-3 BHLD 2019-3 A1 | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $76K | – | 0.00 |
| BURLINGTON NORTHERN SANTA FE LLC 4.050000% 06/15/2048 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $100K | – | 0.00 |
| BURLINGTON NORTHERN SANTA FE LLC 4.150000% 12/15/2048 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $122K | – | 0.00 |
| BURLINGTON NORTHERN SANTA FE LLC 4.450000% 01/15/2053 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $92K | – | 0.00 |
| BURLINGTON NORTHERN SANTA FE LLC 5.200000% 04/15/2054 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $272K | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC 5.400000% 06/01/2041 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $49K | – | 0.00 |
| BURLINGTON NORTHERN SANTA FE LLC 7.290000% 06/01/2036 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $106K | – | 0.00 |
| BX COMMERCIAL MORTGAGE TRUST 2020-VIV4 BX 2020-VIV4 A (BX TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 2020-VIV4 BX 2020-VIV4 A (BX TRUST) | Long | ABS-mortgage backed security | US | $961K | – | 0.03 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BX COMMERCIAL MORTGAGE TRUST 2023-XL3 BX 2023-XL3 A | Long | ABS-mortgage backed security | US | $851K | – | 0.02 |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL5 BX 2024-XL5 A | Long | ABS-mortgage backed security | US | $687K | – | 0.02 |
| BX TRUST 2019-MMP BX 2019-MMP A | Long | ABS-mortgage backed security | US | $386K | – | 0.01 |
| BX TRUST 2019-OC11 BX 2019-OC11 A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BX TRUST 2021-LBA BX 2021-LBA AV | Long | ABS-mortgage backed security | US | $352K | – | 0.01 |
| CAESARS ENTERTAINMENT INC 144A 7.000000% 02/15/2030 (CAESARS ENTERTAINMENT, INC.) | Long | Debt | US | $470K | – | 0.01 |
| CAESARS ENTERTAINMENT, INC. 2/6/2030 | Long | Loan | US | $69K | – | 0.00 |
| CAESARS ENTERTAINMENT, INC. 2/6/2031 | Long | Loan | US | $1M | – | 0.03 |
| CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY (CALIFORNIA HEALTH FACS FING AUTH REV) | Long | Debt | US | $520K | – | 0.01 |
| CALIFORNIA ST UNIV REVENUE CALIFORNIA STATE UNIVERSITY | Long | Debt | US | $489K | – | 0.01 |
| CAMDEN PROPERTY TRUST 2.800000% 05/15/2030 | Long | Debt | US | $235K | – | 0.01 |
| CAMERON LNG LLC 144A 2.902000% 07/15/2031 (CAMERON LNG, LLC) | Long | Debt | US | $121K | – | 0.00 |
| CAMERON LNG LLC 144A 3.302000% 01/15/2035 (CAMERON LNG, LLC) | Long | Debt | US | $543K | – | 0.02 |
| CANADIAN NATURAL RESOURCES LTD 6.450000% 06/30/2033 (CANADIAN NATURAL RESOURCES LIMITED) | Long | Debt | CA | $53K | – | 0.00 |
| CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115 (COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE) | Long | Debt | CA | $45K | – | 0.00 |
| CANTOR FITZGERALD LP 144A 4.500000% 04/14/2027 (CANTOR FITZGERALD, L.P.) | Long | Debt | US | $766K | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 7.624000% 10/30/2031 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $594K | – | 0.02 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 COPAR 2022-2 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 COPAR 2023-1 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 A3 | Long | ABS-mortgage backed security | US | $691K | – | 0.02 |
| CARRIER GLOBAL CORP 3.577000% 04/05/2050 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $22K | – | 0.00 |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-FRE1 CARR 2006-FRE1 A4 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CASTLELAKE AVIATION ONE 10/22/2026 | Long | Loan | US | $391K | – | 0.01 |
| CATERPILLAR FINANCIAL SERVICES CORP 4.500000% 01/08/2027 (CATERPILLAR FINANCIAL SERVICES CORPORATION) | Long | Debt | US | $662K | – | 0.02 |
| CATERPILLAR FINANCIAL SERVICES CORP MTN 4.850000% 02/27/2029 (CATERPILLAR FINANCIAL SERVICES CORPORATION) | Long | Debt | US | $812K | – | 0.02 |
| CATERPILLAR FINANCIAL SERVICES CORP MTN 5.000000% 05/14/2027 (CATERPILLAR FINANCIAL SERVICES CORPORATION) | Long | Debt | US | $815K | – | 0.02 |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.500000% 08/15/2030 (CCO HOLDINGS, LLC) | Long | Debt | US | $42K | – | 0.00 |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032 (CCO HOLDINGS, LLC) | Long | Debt | US | $205K | – | 0.01 |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 4.500000% 05/01/2032 (CCO HOLDINGS, LLC) | Long | Debt | US | $999K | – | 0.03 |
| CD 2006-CD2 MORTGAGE TRUST CD 2006-CD2 X (CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES) | Long | Debt | US | $0.02 | – | 0.00 |
| CD 2017-CD3 MORTGAGE TRUST CD 2017-CD3 A4 (CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES) | Long | ABS-mortgage backed security | US | $445K | – | 0.01 |
| CEDAR FUNDING XII CLO LTD CEDF 2020-12A BR (CEDAR FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| CELANESE US HOLDINGS LLC 6.050000% 03/15/2025 | Long | Debt | US | $345K | – | 0.01 |
| CELANESE US HOLDINGS LLC 6.379000% 07/15/2032 | Long | Debt | US | $639K | – | 0.02 |
| CELANESE US HOLDINGS LLC 6.550000% 11/15/2030 | Long | Debt | US | $2M | – | 0.05 |
| CELANESE US HOLDINGS LLC 6.550000% 11/15/2030 | Long | Debt | US | $167K | – | 0.00 |
| CENTENE CORP 2.625000% 08/01/2031 (CENTENE CORPORATION) | Long | Debt | US | $33K | – | 0.00 |
| CENTENE CORP 3.000000% 10/15/2030 (CENTENE CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| CENTENE CORP 3.000000% 10/15/2030 (CENTENE CORPORATION) | Long | Debt | US | $26K | – | 0.00 |
| CENTENE CORP 3.375000% 02/15/2030 (CENTENE CORPORATION) | Long | Debt | US | $204K | – | 0.01 |
| CENTENE CORP 4.250000% 12/15/2027 (CENTENE CORPORATION) | Long | Debt | US | $248K | – | 0.01 |
| CENTENE CORP 4.625000% 12/15/2029 (CENTENE CORPORATION) | Long | Debt | US | $369K | – | 0.01 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.600000% 03/01/2052 (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $191K | – | 0.01 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.150000% 03/01/2034 (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $2M | – | 0.06 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.150000% 03/01/2034 (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $322K | – | 0.01 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.200000% 10/01/2028 (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $402K | – | 0.01 |
| CFCRE COMMERCIAL MORTGAGE TRUST 2016-C4 CFCRE 2016-C4 AM | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 CFCRE 2017-C8 A4 | Long | ABS-mortgage backed security | US | $349K | – | 0.01 |
| CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 CFCRE 2017-C8 ASB | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| CFK TRUST 2020-MF2 CFK 2020-MF2 E | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CFK TRUST 2020-MF2 CFK 2020-MF2 F | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CHARLES SCHWAB CORP/THE 5.643000% 05/19/2029 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| CHARLES SCHWAB CORP/THE 5.875000% 08/24/2026 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| CHARLES SCHWAB CORP/THE 6.136000% 08/24/2034 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $208K | – | 0.01 |
| CHARLES SCHWAB CORP/THE 6.196000% 11/17/2029 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $749K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $448K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $120K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 06/01/2041 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $93K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.700000% 04/01/2051 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $760K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.750000% 02/15/2028 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $79K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $726K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $123K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.200000% 03/15/2028 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $1M | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.400000% 04/01/2033 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $705K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $2M | – | 0.06 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $117K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $88K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.908000% 07/23/2025 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $263K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $123K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.250000% 04/01/2053 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $265K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $473K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $104K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 05/01/2047 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $153K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $248K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $108K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $727K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $190K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $1M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $1M | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.150000% 11/10/2026 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $1M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.150000% 11/10/2026 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $562K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.384000% 10/23/2035 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $10K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $100K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.550000% 06/01/2034 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $712K | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.550000% 06/01/2034 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $230K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.834000% 10/23/2055 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $66K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING, LLC 12/7/2030 | Long | Loan | US | $358K | – | 0.01 |
| CHASE AUTO OWNER TRUST 2022-A CHAOT 2022-AA A4 | Long | ABS-mortgage backed security | US | $429K | – | 0.01 |
| CHASE FUNDING TRUST SERIES 2003-6 CFAB 2003-6 1A5 (CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-3 CHASE 2024-3 A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CHASE ISSUANCE TRUST CHAIT 2024-A2 A | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| CHASE MORTGAGE FINANCE CORP CHASE 2016-SH2 M4 (CHASE MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $585K | – | 0.02 |
| CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 2A1 (CHASE MORTGAGE FINANCE CORPORATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 9A1 (CHASE MORTGAGE FINANCE CORPORATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 CHASE 2007-A2 1A1 (CHASE MORTGAGE FINANCE CORPORATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC 3.700000% 11/15/2029 (CHENIERE CORPUS CHRISTI HOLDINGS, LLC) | Long | Debt | US | $867K | – | 0.02 |
| CHENIERE ENERGY INC 4.625000% 10/15/2028 (CHENIERE ENERGY, INC.) | Long | Debt | US | $252K | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP 3.250000% 01/31/2032 (CHENIERE ENERGY PARTNERS, L.P.) | Long | Debt | US | $452K | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP 4.000000% 03/01/2031 (CHENIERE ENERGY PARTNERS, L.P.) | Long | Debt | US | $91K | – | 0.00 |
| CHEVRON CORP 1.995000% 05/11/2027 (CHEVRON CORPORATION) | Long | Debt | US | $166K | – | 0.00 |
| CHEVRON USA INC 3.250000% 10/15/2029 (Chevron U.S.A. Inc.) | Long | Debt | US | $46K | – | 0.00 |
| CHEVRON USA INC 3.850000% 01/15/2028 (Chevron U.S.A. Inc.) | Long | Debt | US | $194K | – | 0.01 |
| CHILE ELECTRICITY LUX MPC SARL 144A 6.010000% 01/20/2033 (Chile Electricity Lux MPC S.a r.l.) | Long | Debt | CL | $896K | – | 0.03 |
| CHUBB INA HOLDINGS LLC 3.150000% 03/15/2025 | Long | Debt | US | $73K | – | 0.00 |
| CHUBB INA HOLDINGS LLC 3.350000% 05/03/2026 | Long | Debt | US | $194K | – | 0.01 |
| CHUBB INA HOLDINGS LLC MTN 5.000000% 03/15/2034 | Long | Debt | US | $678K | – | 0.02 |
| CI FINANCIAL CORP 3.200000% 12/17/2030 (CI Financial Corp.) | Long | Debt | CA | $733K | – | 0.02 |
| CIFC FUNDING 2021-VII LTD CIFC 2021-7A A1 (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.10 |
| CIGNA GROUP/THE 3.400000% 03/01/2027 (THE CIGNA GROUP) | Long | Debt | US | $363K | – | 0.01 |
| CIGNA GROUP/THE 3.400000% 03/15/2051 (THE CIGNA GROUP) | Long | Debt | US | $400K | – | 0.01 |
| CIGNA GROUP/THE 4.375000% 10/15/2028 (THE CIGNA GROUP) | Long | Debt | US | $787K | – | 0.02 |
| CIGNA GROUP/THE 4.800000% 08/15/2038 (THE CIGNA GROUP) | Long | Debt | US | $459K | – | 0.01 |
| CIGNA GROUP/THE 4.900000% 12/15/2048 (THE CIGNA GROUP) | Long | Debt | US | $729K | – | 0.02 |
| CIM TRUST 2018-INV1 CIM 2018-INV1 A4 | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| CINTAS CORP NO 2 3.700000% 04/01/2027 | Long | Debt | US | $385K | – | 0.01 |
| CINTAS CORP NO 2 4.000000% 05/01/2032 | Long | Debt | US | $1M | – | 0.03 |
| CISCO SYSTEMS INC 4.800000% 02/26/2027 (CISCO SYSTEMS, INC.) | Long | Debt | US | $810K | – | 0.02 |
| CISCO SYSTEMS INC 4.950000% 02/26/2031 (CISCO SYSTEMS, INC.) | Long | Debt | US | $541K | – | 0.02 |
| CISCO SYSTEMS INC 5.050000% 02/26/2034 (CISCO SYSTEMS, INC.) | Long | Debt | US | $1M | – | 0.03 |
| CISCO SYSTEMS INC 5.050000% 02/26/2034 (CISCO SYSTEMS, INC.) | Long | Debt | US | $947K | – | 0.03 |
| CISCO SYSTEMS INC 5.300000% 02/26/2054 (CISCO SYSTEMS, INC.) | Long | Debt | US | $398K | – | 0.01 |
| CIT EDUCATION LOAN TRUST 2007-1 CITEL 2007-1 A | Long | ABS-mortgage backed security | US | $561K | – | 0.02 |
| CITADEL LP 144A 4.875000% 01/15/2027 (CITADEL LIMITED PARTNERSHIP) | Long | Debt | US | $644K | – | 0.02 |
| CITADEL SECURITIES LP 7/29/2030 | Long | Loan | US | $560K | – | 0.02 |
| CITIBANK NA 5.488000% 12/04/2026 (Citibank National Association) | Long | Debt | US | $950K | – | 0.03 |
| CITIBANK NA 5.570000% 04/30/2034 (Citibank National Association) | Long | Debt | US | $2M | – | 0.05 |
| CITICORP RESIDENTIAL MORTGAGE TRUST SERIES 2007-1 CRMSI 2007-1 A5 | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P CGCMT 2013-375P A | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C5 CGCMT 2018-C5 AS | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 CGCMT 2019-GC41 A5 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII I SBM7 2003-HYB1 A (SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CITIGROUP INC 1.462000% 06/09/2027 (CITIGROUP INC.) | Long | Debt | US | $97K | – | 0.00 |
| CITIGROUP INC 2.520000% 11/03/2032 (CITIGROUP INC.) | Long | Debt | US | $296K | – | 0.01 |
| CITIGROUP INC 2.561000% 05/01/2032 (CITIGROUP INC.) | Long | Debt | US | $1M | – | 0.03 |
| CITIGROUP INC 2.561000% 05/01/2032 (CITIGROUP INC.) | Long | Debt | US | $600K | – | 0.02 |
| CITIGROUP INC 2.572000% 06/03/2031 (CITIGROUP INC.) | Long | Debt | US | $1M | – | 0.03 |
| CITIGROUP INC 2.572000% 06/03/2031 (CITIGROUP INC.) | Long | Debt | US | $215K | – | 0.01 |
| CITIGROUP INC 2.666000% 01/29/2031 (CITIGROUP INC.) | Long | Debt | US | $496K | – | 0.01 |
| CITIGROUP INC 2.976000% 11/05/2030 (CITIGROUP INC.) | Long | Debt | US | $637K | – | 0.02 |
| CITIGROUP INC 3.106000% 04/08/2026 (CITIGROUP INC.) | Long | Debt | US | $343K | – | 0.01 |
| CITIGROUP INC 3.300000% 04/27/2025 (CITIGROUP INC.) | Long | Debt | US | $118K | – | 0.00 |
| CITIGROUP INC 3.785000% 03/17/2033 (CITIGROUP INC.) | Long | Debt | US | $864K | – | 0.02 |
| CITIGROUP INC 3.878000% 01/24/2039 (CITIGROUP INC.) | Long | Debt | US | $49K | – | 0.00 |
| CITIGROUP INC 3.980000% 03/20/2030 (CITIGROUP INC.) | Long | Debt | US | $2M | – | 0.05 |
| CITIGROUP INC 4.075000% 04/23/2029 (CITIGROUP INC.) | Long | Debt | US | $78K | – | 0.00 |
| CITIGROUP INC 4.125000% 07/25/2028 (CITIGROUP INC.) | Long | Debt | US | $202K | – | 0.01 |
| CITIGROUP INC 4.300000% 11/20/2026 (CITIGROUP INC.) | Long | Debt | US | $234K | – | 0.01 |
| CITIGROUP INC 4.400000% 06/10/2025 (CITIGROUP INC.) | Long | Debt | US | $1M | – | 0.03 |
| CITIGROUP INC 4.412000% 03/31/2031 (CITIGROUP INC.) | Long | Debt | US | $610K | – | 0.02 |
| CITIGROUP INC 4.450000% 09/29/2027 (CITIGROUP INC.) | Long | Debt | US | $980K | – | 0.03 |
| CITIGROUP INC 4.650000% 07/30/2045 (CITIGROUP INC.) | Long | Debt | US | $788K | – | 0.02 |
| CITIGROUP INC 4.658000% 05/24/2028 (CITIGROUP INC.) | Long | Debt | US | $335K | – | 0.01 |
| CITIGROUP INC 4.750000% 05/18/2046 (CITIGROUP INC.) | Long | Debt | US | $86K | – | 0.00 |
| CITIGROUP INC 4.910000% 05/24/2033 (CITIGROUP INC.) | Long | Debt | US | $355K | – | 0.01 |
| CITIGROUP INC 5.174000% 02/13/2030 (CITIGROUP INC.) | Long | Debt | US | $3M | – | 0.07 |
| CITIGROUP INC 5.300000% 05/06/2044 (CITIGROUP INC.) | Long | Debt | US | $210K | – | 0.01 |
| CITIGROUP INC 5.500000% 09/13/2025 (CITIGROUP INC.) | Long | Debt | US | $689K | – | 0.02 |
| CITIGROUP INC 5.610000% 09/29/2026 (CITIGROUP INC.) | Long | Debt | US | $914K | – | 0.03 |
| CITIGROUP INC 5.610000% 09/29/2026 (CITIGROUP INC.) | Long | Debt | US | $850K | – | 0.02 |
| CITIGROUP INC 5.827000% 02/13/2035 (CITIGROUP INC.) | Long | Debt | US | $294K | – | 0.01 |
| CITIGROUP INC 5.950000% MATURITY: PERPETUAL (CITIGROUP INC.) | Long | Debt | US | $586K | – | 0.02 |
| CITIGROUP INC 6.174000% 05/25/2034 (CITIGROUP INC.) | Long | Debt | US | $647K | – | 0.02 |
| CITIGROUP INC 6.174000% 05/25/2034 (CITIGROUP INC.) | Long | Debt | US | $417K | – | 0.01 |
| CITIGROUP INC 6.300000% MATURITY: PERPETUAL (CITIGROUP INC.) | Long | Debt | US | $249K | – | 0.01 |
| CITIGROUP INC 6.625000% 06/15/2032 (CITIGROUP INC.) | Long | Debt | US | $107K | – | 0.00 |
| CITIGROUP INC 6.675000% 09/13/2043 (CITIGROUP INC.) | Long | Debt | US | $76K | – | 0.00 |
| CITIGROUP INC 8.125000% 07/15/2039 (CITIGROUP INC.) | Long | Debt | US | $781K | – | 0.02 |
| CITIZENS FINANCIAL GROUP INC 5.841000% 01/23/2030 (CITIZENS FINANCIAL GROUP, INC.) | Long | Debt | US | $673K | – | 0.02 |
| CITIZENS FINANCIAL GROUP INC 6.645000% 04/25/2035 (CITIZENS FINANCIAL GROUP, INC.) | Long | Debt | US | $338K | – | 0.01 |
| CLARIOS GLOBAL LP 5/6/2030 | Long | Loan | US | $260K | – | 0.01 |
| CLARK CNTY NV ARPT REVENUE COUNTY OF CLARK DEPARTMENT OF AVIATION (CLARK CNTY NEV ARPT REV) | Long | Debt | US | $819K | – | 0.02 |
| CLECO POWER LLC 6.000000% 12/01/2040 | Long | Debt | US | $693K | – | 0.02 |
| CLOUDERA, INC. 10/8/2028 | Long | Loan | US | $244K | – | 0.01 |
| CLOVER CLO 2018-1 LLC CLVR 2018-1A A1RR (CLOVER CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| CNH EQUIPMENT TRUST 2022-B CNH 2022-B A3 | Long | ABS-mortgage backed security | US | $660K | – | 0.02 |
| CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| COCA-COLA CO/THE 2.500000% 06/01/2040 (THE COCA-COLA COMPANY) | Long | Debt | US | $14K | – | 0.00 |
| COCA-COLA CO/THE 5.000000% 05/13/2034 (THE COCA-COLA COMPANY) | Long | Debt | US | $412K | – | 0.01 |
| COCA-COLA CO/THE 5.300000% 05/13/2054 (THE COCA-COLA COMPANY) | Long | Debt | US | $353K | – | 0.01 |
| COCA-COLA CO/THE 5.400000% 05/13/2064 (THE COCA-COLA COMPANY) | Long | Debt | US | $137K | – | 0.00 |
| COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A2 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| COLLEGE AVE STUDENT LOANS 2019-A LLC CASL 2019-A A2 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $299K | – | 0.01 |
| COLLEGE AVE STUDENT LOANS 2021-B LLC CASL 2021-B A2 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C A2 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $531K | – | 0.01 |
| COLLEGE AVENUE STUDENT LOANS LLC CASL 2017-A A1 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $482K | – | 0.01 |
| COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $521K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 144A 6.036000% 11/15/2033 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $961K | – | 0.03 |
| COLUMBIA PIPELINES OPERATING CO LLC 144A 6.544000% 11/15/2053 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $200K | – | 0.01 |
| COMCAST CORP 1.500000% 02/15/2031 (COMCAST CORPORATION) | Long | Debt | US | $851K | – | 0.02 |
| COMCAST CORP 2.800000% 01/15/2051 (COMCAST CORPORATION) | Long | Debt | US | $173K | – | 0.00 |
| COMCAST CORP 2.887000% 11/01/2051 (COMCAST CORPORATION) | Long | Debt | US | $256K | – | 0.01 |
| COMCAST CORP 2.937000% 11/01/2056 (COMCAST CORPORATION) | Long | Debt | US | $356K | – | 0.01 |
| COMCAST CORP 2.937000% 11/01/2056 (COMCAST CORPORATION) | Long | Debt | US | $74K | – | 0.00 |
| COMCAST CORP 2.987000% 11/01/2063 (COMCAST CORPORATION) | Long | Debt | US | $176K | – | 0.00 |
| COMCAST CORP 3.150000% 03/01/2026 (COMCAST CORPORATION) | Long | Debt | US | $377K | – | 0.01 |
| COMCAST CORP 3.250000% 11/01/2039 (COMCAST CORPORATION) | Long | Debt | US | $46K | – | 0.00 |
| COMCAST CORP 3.300000% 04/01/2027 (COMCAST CORPORATION) | Long | Debt | US | $182K | – | 0.01 |
| COMCAST CORP 3.400000% 04/01/2030 (COMCAST CORPORATION) | Long | Debt | US | $257K | – | 0.01 |
| COMCAST CORP 3.400000% 07/15/2046 (COMCAST CORPORATION) | Long | Debt | US | $43K | – | 0.00 |
| COMCAST CORP 3.450000% 02/01/2050 (COMCAST CORPORATION) | Long | Debt | US | $99K | – | 0.00 |
| COMCAST CORP 3.750000% 04/01/2040 (COMCAST CORPORATION) | Long | Debt | US | $163K | – | 0.00 |
| COMCAST CORP 3.950000% 10/15/2025 (COMCAST CORPORATION) | Long | Debt | US | $89K | – | 0.00 |
| COMCAST CORP 3.969000% 11/01/2047 (COMCAST CORPORATION) | Long | Debt | US | $326K | – | 0.01 |
| COMCAST CORP 3.999000% 11/01/2049 (COMCAST CORPORATION) | Long | Debt | US | $202K | – | 0.01 |
| COMCAST CORP 4.000000% 03/01/2048 (COMCAST CORPORATION) | Long | Debt | US | $55K | – | 0.00 |
| COMCAST CORP 4.000000% 08/15/2047 (COMCAST CORPORATION) | Long | Debt | US | $71K | – | 0.00 |
| COMCAST CORP 4.049000% 11/01/2052 (COMCAST CORPORATION) | Long | Debt | US | $201K | – | 0.01 |
| COMCAST CORP 4.150000% 10/15/2028 (COMCAST CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| COMCAST CORP 4.200000% 08/15/2034 (COMCAST CORPORATION) | Long | Debt | US | $202K | – | 0.01 |
| COMCAST CORP 4.250000% 10/15/2030 (COMCAST CORPORATION) | Long | Debt | US | $700K | – | 0.02 |
| COMCAST CORP 4.400000% 08/15/2035 (COMCAST CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| COMCAST CORP 4.400000% 08/15/2035 (COMCAST CORPORATION) | Long | Debt | US | $449K | – | 0.01 |
| COMCAST CORP 4.950000% 10/15/2058 (COMCAST CORPORATION) | Long | Debt | US | $54K | – | 0.00 |
| COMCAST CORP 5.300000% 06/01/2034 (COMCAST CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| COMCAST CORP 5.350000% 11/15/2027 (COMCAST CORPORATION) | Long | Debt | US | $534K | – | 0.02 |
| COMCAST CORP 5.650000% 06/01/2054 (COMCAST CORPORATION) | Long | Debt | US | $548K | – | 0.02 |
| COMCAST CORP 7.050000% 03/15/2033 (COMCAST CORPORATION) | Long | Debt | US | $101K | – | 0.00 |
| COMISION FEDERAL DE ELECTRICIDAD 144A 3.875000% 07/26/2033 | Long | Debt | MX | $216K | – | 0.01 |
| COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 B (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $455K | – | 0.01 |
| COMM 2014-UBS3 MORTGAGE TRUST COMM 2014-UBS3 AM (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $277K | – | 0.01 |
| COMM 2014-UBS4 MORTGAGE TRUST COMM 2014-UBS4 A4 (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| COMM 2015-CCRE26 MORTGAGE TRUST COMM 2015-CR26 C (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $780K | – | 0.02 |
| COMM 2015-LC19 MORTGAGE TRUST COMM 2015-LC19 XA (COMM MORTGAGE TRUST) | Long | Debt | US | $7K | – | 0.00 |
| COMM 2015-LC23 MORTGAGE TRUST COMM 2015-LC23 A3 (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $345K | – | 0.01 |
| COMM 2017-PANW MORTGAGE TRUST COMM 2017-PANW A (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $378K | – | 0.01 |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018-COR3 B (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $464K | – | 0.01 |
| COMM 2020-CBM MORTGAGE TRUST COMM 2020-CBM A2 (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| COMMONSPIRIT HEALTH 2.782000% 10/01/2030 | Long | Debt | US | $983K | – | 0.03 |
| COMMONSPIRIT HEALTH 3.347000% 10/01/2029 | Long | Debt | US | $230K | – | 0.01 |
| COMMONSPIRIT HEALTH 4.350000% 11/01/2042 | Long | Debt | US | $93K | – | 0.00 |
| COMMSCOPE INC 144A 4.750000% 09/01/2029 (COMMSCOPE, LLC) | Long | Debt | US | $97K | – | 0.00 |
| CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 CAS 2019-R03 1B1 | Long | ABS-mortgage backed security | US | $763K | – | 0.02 |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1B1 | Long | ABS-mortgage backed security | US | $476K | – | 0.01 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 CAS 2022-R07 1M1 | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R06 CAS 2023-R06 1M2 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CONOCO FUNDING CO 7.250000% 10/15/2031 (CONOCO FUNDING COMPANY) | Long | Debt | US | $202K | – | 0.01 |
| CONOCOPHILLIPS 5.900000% 05/15/2038 | Long | Debt | US | $435K | – | 0.01 |
| CONOCOPHILLIPS 5.900000% 10/15/2032 | Long | Debt | US | $11K | – | 0.00 |
| CONOCOPHILLIPS CO 4.150000% 11/15/2034 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $72K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 3.200000% 12/01/2051 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $53K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 3.350000% 04/01/2030 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $165K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 04/01/2050 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $101K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $686K | – | 0.02 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 5.375000% 05/15/2034 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $413K | – | 0.01 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 5.500000% 03/15/2034 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $692K | – | 0.02 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 5.700000% 05/15/2054 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $272K | – | 0.01 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 5.900000% 11/15/2053 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $273K | – | 0.01 |
| CONSTELLATION BRANDS INC 2.250000% 08/01/2031 (CONSTELLATION BRANDS, INC.) | Long | Debt | US | $66K | – | 0.00 |
| CONSTELLATION BRANDS INC 4.350000% 05/09/2027 (CONSTELLATION BRANDS, INC.) | Long | Debt | US | $312K | – | 0.01 |
| CONSTELLATION BRANDS INC 5.250000% 11/15/2048 (CONSTELLATION BRANDS, INC.) | Long | Debt | US | $518K | – | 0.01 |
| CONSTELLATION ENERGY GENERATION LLC 5.600000% 03/01/2028 (CONSTELLATION ENERGY GENERATION, LLC) | Long | Debt | US | $947K | – | 0.03 |
| CONSTELLATION INSURANCE INC 144A 6.800000% 01/24/2030 (CONSTELLATION INSURANCE, INC.) | Long | Debt | US | $611K | – | 0.02 |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028 (CONSUMERS SECURITIZATION FUNDING LLC) | Long | Debt | US | $810K | – | 0.02 |
| CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $2M | – | 0.05 |
| CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $204K | – | 0.01 |
| CONTINENTAL RESOURCES INC/OK 144A 5.750000% 01/15/2031 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $364K | – | 0.01 |
| CONTINENTAL RESOURCES INC/OK 4.375000% 01/15/2028 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $500K | – | 0.01 |
| CONTINENTAL RESOURCES INC/OK 4.900000% 06/01/2044 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $65K | – | 0.00 |
| COOPERATIEVE RABOBANK UA 144A 3.649000% 04/06/2028 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $401K | – | 0.01 |
| COOPERATIEVE RABOBANK UA 144A 3.758000% 04/06/2033 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $1M | – | 0.03 |
| COOPERATIEVE RABOBANK UA 144A 3.758000% 04/06/2033 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $452K | – | 0.01 |
| COOPERATIEVE RABOBANK UA 4.375000% 08/04/2025 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $2M | – | 0.05 |
| COSTCO WHOLESALE CORP 1.375000% 06/20/2027 (COSTCO WHOLESALE CORPORATION) | Long | Debt | US | $708K | – | 0.02 |
| COSTCO WHOLESALE CORP 1.600000% 04/20/2030 (COSTCO WHOLESALE CORPORATION) | Long | Debt | US | $378K | – | 0.01 |
| COSTCO WHOLESALE CORP 3.000000% 05/18/2027 (COSTCO WHOLESALE CORPORATION) | Long | Debt | US | $271K | – | 0.01 |
| COTERRA ENERGY INC 3.900000% 05/15/2027 (Coterra Energy Inc.) | Long | Debt | US | $933K | – | 0.03 |
| COTERRA ENERGY INC 4.375000% 03/15/2029 (Coterra Energy Inc.) | Long | Debt | US | $746K | – | 0.02 |
| Cotiviti Hldgs Inc TL 05/01/2031 | Long | Loan | US | $2M | – | 0.05 |
| CREDIT AGRICOLE SA MTN 4.000000% 01/10/2033 | Long | Debt | FR | $232K | – | 0.01 |
| CREDIT AGRICOLE SA/LONDON MTN 1.907000% 06/16/2026 (CREDIT AGRICOLE S.A. LONDON BRANCH) | Long | Debt | FR | $385K | – | 0.01 |
| Credit Default Swap (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $2M | – | 0.06 | |
| Credit Default Swap (BNP Paribas) | Derivative-credit | US | $-501K | – | -0.01 | |
| CROSS 2024-H2 MORTGAGE TRUST CROSS 2024-H2 A1 (CROSS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| CROWLEY CONRO LLC 4.181000% 08/15/2043 (CROWLEY CONRO, LLC) | Long | Debt | US | $346K | – | 0.01 |
| CROWN CASTLE INC 2.100000% 04/01/2031 (CROWN CASTLE INC.) | Long | Debt | US | $367K | – | 0.01 |
| CROWN CASTLE INC 2.900000% 04/01/2041 (CROWN CASTLE INC.) | Long | Debt | US | $169K | – | 0.00 |
| CROWN CASTLE INC 5.800000% 03/01/2034 (CROWN CASTLE INC.) | Long | Debt | US | $835K | – | 0.02 |
| CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C3 A3 (CSAIL COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $452K | – | 0.01 |
| CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C3 ASB (CSAIL COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST CSAIL 2021-C20 A3 (CSAIL COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $694K | – | 0.02 |
| CSC HOLDINGS LLC 144A 3.375000% 02/15/2031 (CSC HOLDINGS, LLC) | Long | Debt | US | $125K | – | 0.00 |
| CSC HOLDINGS LLC 144A 4.125000% 12/01/2030 (CSC HOLDINGS, LLC) | Long | Debt | US | $381K | – | 0.01 |
| CSC HOLDINGS LLC 144A 4.500000% 11/15/2031 (CSC HOLDINGS, LLC) | Long | Debt | US | $774K | – | 0.02 |
| CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER CSFB 2003-29 5A1 (CREDIT SUISSE FIRST BOSTON CORPORATION) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER CSFB 2003-AR24 2A4 (CREDIT SUISSE FIRST BOSTON CORPORATION) | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| CSMC 2014-USA OA LLC CSMC 2014-USA A2 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $471K | – | 0.01 |
| CSMC 2014-USA OA LLC CSMC 2014-USA A2 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| CSMC 2014-USA OA LLC CSMC 2014-USA E (CSMC TRUST) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| CSMC 2017-RPL1 TRUST CSMC 2017-RPL1 M2 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CSMC 2020-RPL4 TRUST CSMC 2020-RPL4 A1 (CSMC MORTGAGE BACKED TRUST) | Long | ABS-mortgage backed security | US | $432K | – | 0.01 |
| CSMC 2021-RPL3 TRUST CSMC 2021-RPL3 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $929K | – | 0.03 |
| CSMC 2021-RPL3 TRUST CSMC 2021-RPL3 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| CSMC 2021-RPL4 TRUST CSMC 2021-RPL4 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CSMC 2021-RPL6 TRUST CSMC 2021-RPL6 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| CSMC 2022-ATH2 CSMC 2022-ATH2 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| CSMC SERIES 2014-11R CSMC 2014-11R 9A2 (CSMC MORTGAGE BACKED TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CSMC SERIES 2022-7R CSMC 2022-7R 1A1 (CSMC MORTGAGE BACKED TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CSMC TRUST 2017-CHOP CSMC 2017-CHOP G | Long | ABS-mortgage backed security | US | $922K | – | 0.03 |
| CSMC TRUST 2017-PFHP CSMC 2017-PFHP A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CSMC TRUST 2018-J1 TRUST CSMC 2018-J1 A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CVS HEALTH CORP 1.875000% 02/28/2031 (CVS HEALTH CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| CVS HEALTH CORP 1.875000% 02/28/2031 (CVS HEALTH CORPORATION) | Long | Debt | US | $88K | – | 0.00 |
| CVS HEALTH CORP 2.125000% 09/15/2031 (CVS HEALTH CORPORATION) | Long | Debt | US | $297K | – | 0.01 |
| CVS HEALTH CORP 2.700000% 08/21/2040 (CVS HEALTH CORPORATION) | Long | Debt | US | $332K | – | 0.01 |
| CVS HEALTH CORP 3.625000% 04/01/2027 (CVS HEALTH CORPORATION) | Long | Debt | US | $211K | – | 0.01 |
| CVS HEALTH CORP 3.625000% 04/01/2027 (CVS HEALTH CORPORATION) | Long | Debt | US | $134K | – | 0.00 |
| CVS HEALTH CORP 3.750000% 04/01/2030 (CVS HEALTH CORPORATION) | Long | Debt | US | $497K | – | 0.01 |
| CVS HEALTH CORP 3.875000% 07/20/2025 (CVS HEALTH CORPORATION) | Long | Debt | US | $506K | – | 0.01 |
| CVS HEALTH CORP 4.125000% 04/01/2040 (CVS HEALTH CORPORATION) | Long | Debt | US | $129K | – | 0.00 |
| CVS HEALTH CORP 4.250000% 04/01/2050 (CVS HEALTH CORPORATION) | Long | Debt | US | $23K | – | 0.00 |
| CVS HEALTH CORP 4.300000% 03/25/2028 (CVS HEALTH CORPORATION) | Long | Debt | US | $781K | – | 0.02 |
| CVS HEALTH CORP 4.780000% 03/25/2038 (CVS HEALTH CORPORATION) | Long | Debt | US | $295K | – | 0.01 |
| CVS HEALTH CORP 4.780000% 03/25/2038 (CVS HEALTH CORPORATION) | Long | Debt | US | $210K | – | 0.01 |
| CVS HEALTH CORP 5.000000% 02/20/2026 (CVS HEALTH CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| CVS HEALTH CORP 5.050000% 03/25/2048 (CVS HEALTH CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| CVS HEALTH CORP 5.050000% 03/25/2048 (CVS HEALTH CORPORATION) | Long | Debt | US | $753K | – | 0.02 |
| CVS HEALTH CORP 5.050000% 03/25/2048 (CVS HEALTH CORPORATION) | Long | Debt | US | $655K | – | 0.02 |
| CVS HEALTH CORP 5.125000% 07/20/2045 (CVS HEALTH CORPORATION) | Long | Debt | US | $590K | – | 0.02 |
| CVS HEALTH CORP 6.050000% 06/01/2054 (CVS HEALTH CORPORATION) | Long | Debt | US | $868K | – | 0.02 |
| CVS PASS-THROUGH TRUST 144A 5.926000% 01/10/2034 (CVS HEALTH CORPORATION) | Long | Debt | US | $57K | – | 0.00 |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 CWL 2007-13 2A2 | Long | ABS-mortgage backed security | US | $936K | – | 0.03 |
| CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 CWL 2007-12 2A4 (CWABS ASSET-BACKED CERTIFICATES TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-5 CWL 2004-5 1A (CWABS ASSET-BACKED CERTIFICATES TRUST) | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 CWL 2004-6 1A1 (CWABS ASSET-BACKED CERTIFICATES TRUST) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006 CWHEL 2006-F 2A1A | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| CYRUSONE DATA CENTERS ISSUER I LLC CYRUS 2024-1A A2 (CYRUSONE DATA CENTER ISSUER LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 5.125000% 09/25/2029 | Long | Debt | DE | $227K | – | 0.01 |
| DANSKE BANK A/S 144A 3.244000% 12/20/2025 | Long | Debt | DK | $217K | – | 0.01 |
| DANSKE BANK A/S 144A 6.466000% 01/09/2026 | Long | Debt | DK | $1M | – | 0.03 |
| DANSKE BANK A/S MTN 4.375000% 06/12/2028 | Long | Debt | DK | $193K | – | 0.01 |
| DANSKE BANK A/S MTN 6.259000% 09/22/2026 | Long | Debt | DK | $252K | – | 0.01 |
| DC OFFICE TRUST 2019-MTC DCOT 2019-MTC A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| DCP MIDSTREAM OPERATING LP 144A 6.450000% 11/03/2036 (DCP MIDSTREAM OPERATING, LP) | Long | Debt | US | $116K | – | 0.00 |
| DEERE & CO 3.100000% 04/15/2030 (DEERE & COMPANY) | Long | Debt | US | $91K | – | 0.00 |
| DEERE & CO 3.750000% 04/15/2050 (DEERE & COMPANY) | Long | Debt | US | $149K | – | 0.00 |
| DEERFIELD DAKOTA HOLDING LLC 4/9/2027 | Long | Loan | US | $779K | – | 0.02 |
| DELL INTERNATIONAL LLC / EMC CORP 6.020000% 06/15/2026 (DELL INTERNATIONAL L.L.C.) | Long | Debt | US | $29K | – | 0.00 |
| DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST 2.000000% 06/10/2028 (DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.08 |
| DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025 (SkyMiles IP Ltd.) | Long | Debt | US | $242K | – | 0.01 |
| DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028 (SkyMiles IP Ltd.) | Long | Debt | US | $858K | – | 0.02 |
| DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028 (SkyMiles IP Ltd.) | Long | Debt | US | $429K | – | 0.01 |
| DELTA AIR LINES INC 2.900000% 10/28/2024 (DELTA AIR LINES, INC.) | Long | Debt | US | $59K | – | 0.00 |
| DELTA AIR LINES INC 4.375000% 04/19/2028 (DELTA AIR LINES, INC.) | Long | Debt | US | $147K | – | 0.00 |
| DELTA AIR LINES INC 7.375000% 01/15/2026 (DELTA AIR LINES, INC.) | Long | Debt | US | $592K | – | 0.02 |
| DEUTSCHE BANK AG/NEW YORK NY 3.742000% 01/07/2033 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $652K | – | 0.02 |
| DEUTSCHE BANK AG/NEW YORK NY 5.414000% 05/10/2029 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $978K | – | 0.03 |
| DEUTSCHE BANK AG/NEW YORK NY 6.819000% 11/20/2029 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $759K | – | 0.02 |
| DEUTSCHE BANK AG/NEW YORK NY 7.079000% 02/10/2034 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $313K | – | 0.01 |
| DEVON ENERGY CORP 4.500000% 01/15/2030 (DEVON ENERGY CORPORATION) | Long | Debt | US | $292K | – | 0.01 |
| DEVON ENERGY CORP 4.750000% 05/15/2042 (DEVON ENERGY CORPORATION) | Long | Debt | US | $157K | – | 0.00 |
| DEVON ENERGY CORP 5.000000% 06/15/2045 (DEVON ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| DEVON ENERGY CORP 5.250000% 10/15/2027 (DEVON ENERGY CORPORATION) | Long | Debt | US | $46K | – | 0.00 |
| DEVON ENERGY CORP 5.600000% 07/15/2041 (DEVON ENERGY CORPORATION) | Long | Debt | US | $456K | – | 0.01 |
| DEVON ENERGY CORP 5.850000% 12/15/2025 (DEVON ENERGY CORPORATION) | Long | Debt | US | $50K | – | 0.00 |
| DEVON ENERGY CORP 5.875000% 06/15/2028 (DEVON ENERGY CORPORATION) | Long | Debt | US | $40K | – | 0.00 |
| DEVON ENERGY CORP 7.875000% 09/30/2031 (DEVON FINANCING COMPANY, L.L.C.) | Long | Debt | US | $1M | – | 0.03 |
| DH EUROPE FINANCE II SARL 2.200000% 11/15/2024 (DH Europe Finance II S.a r.l.) | Long | Debt | US | $649K | – | 0.02 |
| DIAMONDBACK ENERGY INC 3.250000% 12/01/2026 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $29K | – | 0.00 |
| DIAMONDBACK ENERGY INC 3.500000% 12/01/2029 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $461K | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.150000% 01/30/2030 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $503K | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.200000% 04/18/2027 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $271K | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.400000% 04/18/2034 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $506K | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.750000% 04/18/2054 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $645K | – | 0.02 |
| DIAMONDBACK ENERGY INC 5.750000% 04/18/2054 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $446K | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.750000% 04/18/2054 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $263K | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.900000% 04/18/2064 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $372K | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.900000% 04/18/2064 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $132K | – | 0.00 |
| DIAMONDBACK ENERGY INC 6.250000% 03/15/2033 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $2M | – | 0.05 |
| DIGICERT HOLDINGS INC. 10/16/2026 | Long | Loan | US | $1M | – | 0.03 |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT 2023-A1 A | Long | ABS-mortgage backed security | US | $824K | – | 0.02 |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT 2023-A2 A | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| DISH DBS CORP 144A 5.250000% 12/01/2026 (DISH DBS Corporation) | Long | Debt | US | $134K | – | 0.00 |
| DISH DBS CORP 144A 5.750000% 12/01/2028 (DISH DBS Corporation) | Long | Debt | US | $21K | – | 0.00 |
| DISH DBS CORP 5.125000% 06/01/2029 (DISH DBS Corporation) | Long | Debt | US | $111K | – | 0.00 |
| DISH DBS CORP 5.875000% 11/15/2024 (DISH DBS Corporation) | Long | Debt | US | $389K | – | 0.01 |
| DISH DBS CORP 7.750000% 07/01/2026 (DISH DBS Corporation) | Long | Debt | US | $74K | – | 0.00 |
| DIVIDEND SOLAR LOANS 2019-1 LLC DIV 2019-1 A (DIVIDEND SOLAR LOANS LLC) | Long | ABS-mortgage backed security | US | $779K | – | 0.02 |
| DLLAA 2023-1 LLC DLLAA 2023-1A A3 (DLLAA LLC) | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| DLLAD 2024-1 LLC DLLAD 2024-1A A3 (DLLAD LLC) | Long | ABS-mortgage backed security | US | $888K | – | 0.02 |
| DLLST 2022-1 LLC DLLST 2022-1A A3 (DLLST LLC) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| DLLST 2024-1 LLC DLLST 2024-1A A3 (DLLST LLC) | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| DOC DR LLC 2.625000% 11/01/2031 (DOC DR, LLC) | Long | Debt | US | $410K | – | 0.01 |
| DOC DR LLC 3.950000% 01/15/2028 (DOC DR, LLC) | Long | Debt | US | $29K | – | 0.00 |
| DOMINION ENERGY INC 3.071000% 08/15/2024 (Dominion Energy, Inc.) | Long | Debt | US | $976K | – | 0.03 |
| DOW CHEMICAL CO/THE 4.800000% 05/15/2049 (THE DOW CHEMICAL COMPANY) | Long | Debt | US | $307K | – | 0.01 |
| DOW CHEMICAL CO/THE 5.150000% 02/15/2034 (THE DOW CHEMICAL COMPANY) | Long | Debt | US | $530K | – | 0.01 |
| DOW CHEMICAL CO/THE 5.250000% 11/15/2041 (THE DOW CHEMICAL COMPANY) | Long | Debt | US | $23K | – | 0.00 |
| DOW CHEMICAL CO/THE 5.600000% 02/15/2054 (THE DOW CHEMICAL COMPANY) | Long | Debt | US | $389K | – | 0.01 |
| DP WORLD LTD/UNITED ARAB EMIRATES MTN 5.625000% 09/25/2048 (DP World Limited) | Long | Debt | AE | $941K | – | 0.03 |
| DRYDEN 55 CLO LTD DRSLF 2018-55A A1 (DRYDEN SENIOR LOAN FUND) | Long | ABS-collateralized bond/debt obligation | KY | $518K | – | 0.01 |
| DRYDEN XXVI SENIOR LOAN FUND DRSLF 2013-26A AR (DRYDEN SENIOR LOAN FUND) | Long | ABS-collateralized bond/debt obligation | KY | $764K | – | 0.02 |
| DSLA MORTGAGE LOAN TRUST 2004-AR2 DSLA 2004-AR2 A2B | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| DTE ELECTRIC CO 2.950000% 03/01/2050 (DTE ELECTRIC COMPANY) | Long | Debt | US | $269K | – | 0.01 |
| DTE ELECTRIC CO 3.650000% 03/01/2052 (DTE ELECTRIC COMPANY) | Long | Debt | US | $141K | – | 0.00 |
| DTE ENERGY CO 1.050000% 06/01/2025 (DTE ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| DTE ENERGY CO 2.529000% 10/01/2024 (DTE ENERGY COMPANY) | Long | Debt | US | $822K | – | 0.02 |
| DTE ENERGY CO 5.850000% 06/01/2034 (DTE ENERGY COMPANY) | Long | Debt | US | $389K | – | 0.01 |
| DTP COMMERCIAL MORTGAGE TRUST 2023-STE2 DTP 2023-STE2 A | Long | ABS-mortgage backed security | US | $870K | – | 0.02 |
| DUKE ENERGY CAROLINAS LLC 2.550000% 04/15/2031 (Duke Energy Carolinas, LLC) | Long | Debt | US | $139K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 2.850000% 03/15/2032 (Duke Energy Carolinas, LLC) | Long | Debt | US | $380K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 3.550000% 03/15/2052 (Duke Energy Carolinas, LLC) | Long | Debt | US | $228K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 4.000000% 09/30/2042 (Duke Energy Carolinas, LLC) | Long | Debt | US | $805K | – | 0.02 |
| DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041 (Duke Energy Carolinas, LLC) | Long | Debt | US | $734K | – | 0.02 |
| DUKE ENERGY CAROLINAS LLC 4.950000% 01/15/2033 (Duke Energy Carolinas, LLC) | Long | Debt | US | $1M | – | 0.03 |
| DUKE ENERGY CAROLINAS LLC 4.950000% 01/15/2033 (Duke Energy Carolinas, LLC) | Long | Debt | US | $267K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 5.350000% 01/15/2053 (Duke Energy Carolinas, LLC) | Long | Debt | US | $508K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 5.350000% 01/15/2053 (Duke Energy Carolinas, LLC) | Long | Debt | US | $237K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 5.400000% 01/15/2054 (Duke Energy Carolinas, LLC) | Long | Debt | US | $256K | – | 0.01 |
| DUKE ENERGY CORP 0.900000% 09/15/2025 (DUKE ENERGY CORPORATION) | Long | Debt | US | $668K | – | 0.02 |
| DUKE ENERGY CORP 3.150000% 08/15/2027 (DUKE ENERGY CORPORATION) | Long | Debt | US | $264K | – | 0.01 |
| DUKE ENERGY CORP 3.500000% 06/15/2051 (DUKE ENERGY CORPORATION) | Long | Debt | US | $149K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 2.400000% 12/15/2031 (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $296K | – | 0.01 |
| DUKE ENERGY FLORIDA LLC 3.200000% 01/15/2027 (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $282K | – | 0.01 |
| DUKE ENERGY FLORIDA LLC 5.875000% 11/15/2033 (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $146K | – | 0.00 |
| DUKE ENERGY INDIANA LLC 2.750000% 04/01/2050 (DUKE ENERGY INDIANA, LLC) | Long | Debt | US | $169K | – | 0.00 |
| DUKE ENERGY INDIANA LLC 4.200000% 03/15/2042 (DUKE ENERGY INDIANA, LLC) | Long | Debt | US | $25K | – | 0.00 |
| DUKE ENERGY OHIO INC 5.250000% 04/01/2033 (DUKE ENERGY OHIO, INC.) | Long | Debt | US | $981K | – | 0.03 |
| DUKE ENERGY PROGRESS LLC 2.500000% 08/15/2050 (Duke Energy Progress, LLC) | Long | Debt | US | $207K | – | 0.01 |
| DUKE ENERGY PROGRESS LLC 4.100000% 05/15/2042 (Duke Energy Progress, LLC) | Long | Debt | US | $327K | – | 0.01 |
| DUKE ENERGY PROGRESS LLC 4.100000% 05/15/2042 (Duke Energy Progress, LLC) | Long | Debt | US | $20K | – | 0.00 |
| DUPONT DE NEMOURS INC 4.493000% 11/15/2025 (DUPONT DE NEMOURS, INC.) | Long | Debt | US | $818K | – | 0.02 |
| EATON CORP 4.150000% 11/02/2042 (EATON CORPORATION) | Long | Debt | US | $119K | – | 0.00 |
| ECOPETROL SA 4.625000% 11/02/2031 (ECOPETROL S.A.) | Long | Debt | CO | $131K | – | 0.00 |
| ECOPETROL SA 5.375000% 06/26/2026 (ECOPETROL S.A.) | Long | Debt | CO | $196K | – | 0.01 |
| ECOPETROL SA 5.875000% 05/28/2045 (ECOPETROL S.A.) | Long | Debt | CO | $915K | – | 0.03 |
| EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 4 LLC EDVES 2022-A A (EDVESTINU PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $527K | – | 0.01 |
| EFMT 2023-1 EFMT 2023-1 A3 (ELLINGTON FINANCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| ELECTRICITE DE FRANCE SA 144A 6.000000% 04/22/2064 | Long | Debt | FR | $781K | – | 0.02 |
| ELEVANCE HEALTH INC 3.350000% 12/01/2024 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $580K | – | 0.02 |
| ELEVANCE HEALTH INC 3.350000% 12/01/2024 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $159K | – | 0.00 |
| ELEVANCE HEALTH INC 3.500000% 08/15/2024 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $90K | – | 0.00 |
| ELEVANCE HEALTH INC 3.650000% 12/01/2027 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $210K | – | 0.01 |
| ELEVANCE HEALTH INC 4.100000% 05/15/2032 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $250K | – | 0.01 |
| ELEVANCE HEALTH INC 4.550000% 05/15/2052 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $210K | – | 0.01 |
| ELEVANCE HEALTH INC 4.625000% 05/15/2042 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $36K | – | 0.00 |
| ELEVANCE HEALTH INC 5.150000% 06/15/2029 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $592K | – | 0.02 |
| ELEVANCE HEALTH INC 5.375000% 06/15/2034 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $414K | – | 0.01 |
| ELEVATION CLO 2021-13 LTD AWPT 2021-13A A1 (ELEVATION CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $530K | – | 0.01 |
| ELI LILLY & CO 4.700000% 02/09/2034 (ELI LILLY AND COMPANY) | Long | Debt | US | $726K | – | 0.02 |
| ELI LILLY & CO 4.700000% 02/09/2034 (ELI LILLY AND COMPANY) | Long | Debt | US | $528K | – | 0.01 |
| ELI LILLY & CO 5.000000% 02/09/2054 (ELI LILLY AND COMPANY) | Long | Debt | US | $387K | – | 0.01 |
| ELI LILLY & CO 5.000000% 02/09/2054 (ELI LILLY AND COMPANY) | Long | Debt | US | $76K | – | 0.00 |
| ELI LILLY & CO 5.100000% 02/09/2064 (ELI LILLY AND COMPANY) | Long | Debt | US | $583K | – | 0.02 |
| ELI LILLY & CO 5.100000% 02/09/2064 (ELI LILLY AND COMPANY) | Long | Debt | US | $258K | – | 0.01 |
| ELMWOOD CLO 29 LTD ELM29 2024-5A AR1 | Long | ABS-collateralized bond/debt obligation | KY | $760K | – | 0.02 |
| ELMWOOD CLO I LTD ELMW1 2019-1A A1RR | Long | ABS-collateralized bond/debt obligation | KY | $554K | – | 0.02 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP 2021-ELP C | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| EMERSON ELECTRIC CO 2.800000% 12/21/2051 (EMERSON ELECTRIC CO.) | Long | Debt | US | $176K | – | 0.00 |
| ENBRIDGE INC 5.625000% 04/05/2034 (Enbridge Inc.) | Long | Debt | CA | $404K | – | 0.01 |
| ENBRIDGE INC 5.950000% 04/05/2054 (Enbridge Inc.) | Long | Debt | CA | $135K | – | 0.00 |
| ENBRIDGE INC 6.000000% 11/15/2028 (Enbridge Inc.) | Long | Debt | CA | $413K | – | 0.01 |
| ENBRIDGE INC 6.200000% 11/15/2030 (Enbridge Inc.) | Long | Debt | CA | $421K | – | 0.01 |
| ENERGY TRANSFER LP 3.750000% 05/15/2030 | Long | Debt | US | $1M | – | 0.03 |
| ENERGY TRANSFER LP 4.000000% 10/01/2027 | Long | Debt | US | $576K | – | 0.02 |
| ENERGY TRANSFER LP 4.950000% 06/15/2028 | Long | Debt | US | $178K | – | 0.00 |
| ENERGY TRANSFER LP 5.250000% 04/15/2029 | Long | Debt | US | $1M | – | 0.03 |
| ENERGY TRANSFER LP 5.250000% 04/15/2029 | Long | Debt | US | $129K | – | 0.00 |
| ENERGY TRANSFER LP 5.250000% 07/01/2029 | Long | Debt | US | $679K | – | 0.02 |
| ENERGY TRANSFER LP 5.300000% 04/01/2044 | Long | Debt | US | $576K | – | 0.02 |
| ENERGY TRANSFER LP 5.300000% 04/15/2047 | Long | Debt | US | $241K | – | 0.01 |
| ENERGY TRANSFER LP 5.500000% 06/01/2027 | Long | Debt | US | $118K | – | 0.00 |
| ENERGY TRANSFER LP 5.550000% 05/15/2034 | Long | Debt | US | $366K | – | 0.01 |
| ENERGY TRANSFER LP 5.600000% 09/01/2034 | Long | Debt | US | $677K | – | 0.02 |
| ENERGY TRANSFER LP 5.950000% 05/15/2054 | Long | Debt | US | $755K | – | 0.02 |
| ENERGY TRANSFER LP 5.950000% 05/15/2054 | Long | Debt | US | $660K | – | 0.02 |
| ENERGY TRANSFER LP 6.050000% 09/01/2054 | Long | Debt | US | $403K | – | 0.01 |
| ENERGY TRANSFER LP 6.250000% 04/15/2049 | Long | Debt | US | $129K | – | 0.00 |
| ENERGY TRANSFER LP 6.400000% 12/01/2030 | Long | Debt | US | $2M | – | 0.05 |
| ENERGY TRANSFER LP 6.400000% 12/01/2030 | Long | Debt | US | $710K | – | 0.02 |
| ENERGY TRANSFER LP 6.500000% MATURITY: PERPETUAL | Long | Debt | US | $197K | – | 0.01 |
| ENERGY TRANSFER LP 6.750000% MATURITY: PERPETUAL | Long | Debt | US | $497K | – | 0.01 |
| ENERGY TRANSFER LP 7.125000% MATURITY: PERPETUAL | Long | Debt | US | $575K | – | 0.02 |
| ENI SPA 144A 5.950000% 05/15/2054 (ENI S.P.A.) | Long | Debt | IT | $196K | – | 0.01 |
| ENTAIN PLC 3/29/2027 | Long | Loan | US | $115K | – | 0.00 |
| ENTERGY ARKANSAS LLC 2.650000% 06/15/2051 (ENTERGY ARKANSAS, LLC) | Long | Debt | US | $187K | – | 0.01 |
| ENTERGY ARKANSAS LLC 5.150000% 01/15/2033 (ENTERGY ARKANSAS, LLC) | Long | Debt | US | $529K | – | 0.01 |
| ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $748K | – | 0.02 |
| ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| ENTERPRISE FLEET FUNDING 2021-1 LLC EFF 2021-1 A3 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $371K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC 2.800000% 01/31/2030 | Long | Debt | US | $482K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC 3.125000% 07/31/2029 | Long | Debt | US | $156K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC 3.700000% 01/31/2051 | Long | Debt | US | $199K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC 3.950000% 01/31/2060 | Long | Debt | US | $161K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC 4.150000% 10/16/2028 | Long | Debt | US | $2M | – | 0.04 |
| ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 01/31/2034 | Long | Debt | US | $845K | – | 0.02 |
| ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 03/15/2044 | Long | Debt | US | $387K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC 5.375000% 02/15/2078 | Long | Debt | US | $140K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC 5.700000% 02/15/2042 | Long | Debt | US | $40K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC 6.650000% 10/15/2034 | Long | Debt | US | $241K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC 7.550000% 04/15/2038 | Long | Debt | US | $47K | – | 0.00 |
| EOG RESOURCES INC 3.900000% 04/01/2035 (EOG RESOURCES, INC.) | Long | Debt | US | $349K | – | 0.01 |
| EOG RESOURCES INC 4.150000% 01/15/2026 (EOG RESOURCES, INC.) | Long | Debt | US | $335K | – | 0.01 |
| EOG RESOURCES INC 4.375000% 04/15/2030 (EOG RESOURCES, INC.) | Long | Debt | US | $117K | – | 0.00 |
| EOG RESOURCES INC 4.950000% 04/15/2050 (EOG RESOURCES, INC.) | Long | Debt | US | $367K | – | 0.01 |
| EQM MIDSTREAM PARTNERS LP 5.500000% 07/15/2028 (EQM MIDSTREAM PARTNERS, LP) | Long | Debt | US | $473K | – | 0.01 |
| EQT CORP 144A 3.125000% 05/15/2026 (EQT CORPORATION) | Long | Debt | US | $10K | – | 0.00 |
| EQT CORP 144A 3.625000% 05/15/2031 (EQT CORPORATION) | Long | Debt | US | $282K | – | 0.01 |
| EQT CORP 3.900000% 10/01/2027 (EQT CORPORATION) | Long | Debt | US | $975K | – | 0.03 |
| EQT CORP 5.000000% 01/15/2029 (EQT CORPORATION) | Long | Debt | US | $147K | – | 0.00 |
| EQUINIX INC 3.900000% 04/15/2032 (EQUINIX, INC.) | Long | Debt | US | $2M | – | 0.04 |
| EQUS 2021-EQAZ MORTGAGE TRUST EQUS 2021-EQAZ A (EQUS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| EQUS 2021-EQAZ MORTGAGE TRUST EQUS 2021-EQAZ B (EQUS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $780K | – | 0.02 |
| ESSEX PORTFOLIO LP 2.550000% 06/15/2031 (ESSEX PORTFOLIO, L.P.) | Long | Debt | US | $198K | – | 0.01 |
| EVERBANK MORTGAGE LOAN TRUST 18-1 EVER 2018-1 A22 | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| EVERGY METRO INC 5.300000% 10/01/2041 (Evergy Metro, Inc.) | Long | Debt | US | $95K | – | 0.00 |
| EVERSOURCE ENERGY 5.850000% 04/15/2031 | Long | Debt | US | $550K | – | 0.02 |
| EVERSOURCE ENERGY 5.950000% 02/01/2029 | Long | Debt | US | $3M | – | 0.07 |
| EVERSOURCE ENERGY 5.950000% 02/01/2029 | Long | Debt | US | $1M | – | 0.03 |
| EVERSOURCE ENERGY 5.950000% 07/15/2034 | Long | Debt | US | $329K | – | 0.01 |
| EXELON CORP 5.625000% 06/15/2035 (EXELON CORPORATION) | Long | Debt | US | $758K | – | 0.02 |
| EXPORT FINANCE & INSURANCE CORP 144A 4.625000% 10/26/2027 (Export Finance Australia) | Long | Debt | AU | $877K | – | 0.02 |
| EXPORT-IMPORT BANK OF INDIA 144A 3.375000% 08/05/2026 | Long | Debt | IN | $337K | – | 0.01 |
| EXTRA SPACE STORAGE LP 2.200000% 10/15/2030 | Long | Debt | US | $308K | – | 0.01 |
| EXTRA SPACE STORAGE LP 2.400000% 10/15/2031 | Long | Debt | US | $431K | – | 0.01 |
| EXTRA SPACE STORAGE LP 2.550000% 06/01/2031 | Long | Debt | US | $612K | – | 0.02 |
| EXTRA SPACE STORAGE LP 3.875000% 12/15/2027 | Long | Debt | US | $5K | – | 0.00 |
| EXTRA SPACE STORAGE LP 3.900000% 04/01/2029 | Long | Debt | US | $213K | – | 0.01 |
| EXXON MOBIL CORP 3.452000% 04/15/2051 (EXXON MOBIL CORPORATION) | Long | Debt | US | $144K | – | 0.00 |
| EXXON MOBIL CORP 3.482000% 03/19/2030 (EXXON MOBIL CORPORATION) | Long | Debt | US | $429K | – | 0.01 |
| EXXON MOBIL CORP 4.114000% 03/01/2046 (EXXON MOBIL CORPORATION) | Long | Debt | US | $440K | – | 0.01 |
| EXXON MOBIL CORP 4.327000% 03/19/2050 (EXXON MOBIL CORPORATION) | Long | Debt | US | $51K | – | 0.00 |
| F&G GLOBAL FUNDING 144A 1.750000% 06/30/2026 | Long | Debt | US | $745K | – | 0.02 |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2014-C03 1M2 (CONNECTICUT AVENUE SECURITIES) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE GRANTOR TRUST 2017-T1 FNGT 2017-T1 A (Federal National Mortgage Association) | Long | Debt | US | $187K | – | 0.01 |
| FANNIE MAE INTEREST STRIP FNS 360 2 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 409 C13 (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 409 C2 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 409 C22 (Federal National Mortgage Association) | Long | Debt | US | $24K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 411 A3 (Federal National Mortgage Association) | Long | Debt | US | $468K | – | 0.01 |
| FANNIE MAE INTEREST STRIP FNS 414 A35 (Federal National Mortgage Association) | Long | Debt | US | $727K | – | 0.02 |
| FANNIE MAE INTEREST STRIP FNS 424 C11 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 427 C21 (Federal National Mortgage Association) | Long | Debt | US | $196K | – | 0.01 |
| FANNIE MAE INTEREST STRIP FNS 427 C73 (Federal National Mortgage Association) | Long | Debt | US | $277K | – | 0.01 |
| FANNIE MAE INTEREST STRIP FNS 428 C14 (Federal National Mortgage Association) | Long | Debt | US | $99K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 436 C32 (Federal National Mortgage Association) | Long | Debt | US | $216K | – | 0.01 |
| FANNIE MAE INTEREST STRIP FNS 440 C6 (Federal National Mortgage Association) | Long | Debt | US | $236K | – | 0.01 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (AUGUST) (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $41M | – | 1.16 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $22M | – | 0.61 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $18M | – | 0.52 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $18M | – | 0.51 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $17M | – | 0.48 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $15M | – | 0.42 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $14M | – | 0.40 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $13M | – | 0.36 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $11M | – | 0.32 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.13 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.11 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.10 |
| FANNIE MAE POOL FN 253777 (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.00 |
| FANNIE MAE POOL FN 310037 (Federal National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| FANNIE MAE POOL FN 310088 (Federal National Mortgage Association) | Long | Debt | US | $24K | – | 0.00 |
| FANNIE MAE POOL FN 310206 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN 310209 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.07 |
| FANNIE MAE POOL FN 394854 (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| FANNIE MAE POOL FN 527247 (Federal National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| FANNIE MAE POOL FN 545646 (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE POOL FN 641546 (Federal National Mortgage Association) | Long | Debt | US | $37K | – | 0.00 |
| FANNIE MAE POOL FN 641546 (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE POOL FN 725162 (Federal National Mortgage Association) | Long | Debt | US | $115K | – | 0.00 |
| FANNIE MAE POOL FN 735227 (Federal National Mortgage Association) | Long | Debt | US | $25K | – | 0.00 |
| FANNIE MAE POOL FN 735651 (Federal National Mortgage Association) | Long | Debt | US | $220K | – | 0.01 |
| FANNIE MAE POOL FN 836641 (Federal National Mortgage Association) | Long | Debt | US | $35K | – | 0.00 |
| FANNIE MAE POOL FN 836852 (Federal National Mortgage Association) | Long | Debt | US | $123K | – | 0.00 |
| FANNIE MAE POOL FN 843823 (Federal National Mortgage Association) | Long | Debt | US | $137K | – | 0.00 |
| FANNIE MAE POOL FN 843997 (Federal National Mortgage Association) | Long | Debt | US | $28K | – | 0.00 |
| FANNIE MAE POOL FN 885569 (Federal National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| FANNIE MAE POOL FN 888707 (Federal National Mortgage Association) | Long | Debt | US | $20K | – | 0.00 |
| FANNIE MAE POOL FN 890604 (Federal National Mortgage Association) | Long | Debt | US | $636K | – | 0.02 |
| FANNIE MAE POOL FN 890827 (Federal National Mortgage Association) | Long | Debt | US | $65K | – | 0.00 |
| FANNIE MAE POOL FN 890843 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN 902745 (Federal National Mortgage Association) | Long | Debt | US | $41K | – | 0.00 |
| FANNIE MAE POOL FN 919384 (Federal National Mortgage Association) | Long | Debt | US | $42K | – | 0.00 |
| FANNIE MAE POOL FN 930559 (Federal National Mortgage Association) | Long | Debt | US | $212K | – | 0.01 |
| FANNIE MAE POOL FN 930559 (Federal National Mortgage Association) | Long | Debt | US | $47K | – | 0.00 |
| FANNIE MAE POOL FN 939685 (Federal National Mortgage Association) | Long | Debt | US | $17K | – | 0.00 |
| FANNIE MAE POOL FN 941684 (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE POOL FN 960150 (Federal National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| FANNIE MAE POOL FN 969824 (Federal National Mortgage Association) | Long | Debt | US | $20K | – | 0.00 |
| FANNIE MAE POOL FN 995072 (Federal National Mortgage Association) | Long | Debt | US | $37K | – | 0.00 |
| FANNIE MAE POOL FN 995149 (Federal National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| FANNIE MAE POOL FN 995504 (Federal National Mortgage Association) | Long | Debt | US | $22K | – | 0.00 |
| FANNIE MAE POOL FN AB3685 (Federal National Mortgage Association) | Long | Debt | US | $979K | – | 0.03 |
| FANNIE MAE POOL FN AB5617 (Federal National Mortgage Association) | Long | Debt | US | $41K | – | 0.00 |
| FANNIE MAE POOL FN AB5692 (Federal National Mortgage Association) | Long | Debt | US | $134K | – | 0.00 |
| FANNIE MAE POOL FN AB6912 (Federal National Mortgage Association) | Long | Debt | US | $0.03 | – | 0.00 |
| FANNIE MAE POOL FN AB9597 (Federal National Mortgage Association) | Long | Debt | US | $18K | – | 0.00 |
| FANNIE MAE POOL FN AB9683 (Federal National Mortgage Association) | Long | Debt | US | $141K | – | 0.00 |
| FANNIE MAE POOL FN AB9953 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN AD0753 (Federal National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| FANNIE MAE POOL FN AD0761 (Federal National Mortgage Association) | Long | Debt | US | $822K | – | 0.02 |
| FANNIE MAE POOL FN AD0780 (Federal National Mortgage Association) | Long | Debt | US | $20K | – | 0.00 |
| FANNIE MAE POOL FN AD3830 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN AD9151 (Federal National Mortgage Association) | Long | Debt | US | $53K | – | 0.00 |
| FANNIE MAE POOL FN AE0758 (Federal National Mortgage Association) | Long | Debt | US | $91K | – | 0.00 |
| FANNIE MAE POOL FN AE8778 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE POOL FN AE9965 (Federal National Mortgage Association) | Long | Debt | US | $34K | – | 0.00 |
| FANNIE MAE POOL FN AK5856 (Federal National Mortgage Association) | Long | Debt | US | $27K | – | 0.00 |
| FANNIE MAE POOL FN AK8441 (Federal National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| FANNIE MAE POOL FN AL0149 (Federal National Mortgage Association) | Long | Debt | US | $595K | – | 0.02 |
| FANNIE MAE POOL FN AL2983 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN AL3026 (Federal National Mortgage Association) | Long | Debt | US | $26K | – | 0.00 |
| FANNIE MAE POOL FN AL3188 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN AL3508 (Federal National Mortgage Association) | Long | Debt | US | $59K | – | 0.00 |
| FANNIE MAE POOL FN AL4324 (Federal National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| FANNIE MAE POOL FN AL4664 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN AL4741 (Federal National Mortgage Association) | Long | Debt | US | $70K | – | 0.00 |
| FANNIE MAE POOL FN AL5151 (Federal National Mortgage Association) | Long | Debt | US | $620K | – | 0.02 |
| FANNIE MAE POOL FN AL5760 (Federal National Mortgage Association) | Long | Debt | US | $143K | – | 0.00 |
| FANNIE MAE POOL FN AL5890 (Federal National Mortgage Association) | Long | Debt | US | $417K | – | 0.01 |
| FANNIE MAE POOL FN AL5925 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.08 |
| FANNIE MAE POOL FN AL7500 (Federal National Mortgage Association) | Long | Debt | US | $115K | – | 0.00 |
| FANNIE MAE POOL FN AL7667 (Federal National Mortgage Association) | Long | Debt | US | $672K | – | 0.02 |
| FANNIE MAE POOL FN AL8076 (Federal National Mortgage Association) | Long | Debt | US | $603K | – | 0.02 |
| FANNIE MAE POOL FN AL9150 (Federal National Mortgage Association) | Long | Debt | US | $514K | – | 0.01 |
| FANNIE MAE POOL FN AL9397 (Federal National Mortgage Association) | Long | Debt | US | $53K | – | 0.00 |
| FANNIE MAE POOL FN AL9468 (Federal National Mortgage Association) | Long | Debt | US | $849K | – | 0.02 |
| FANNIE MAE POOL FN AL9615 (Federal National Mortgage Association) | Long | Debt | US | $308K | – | 0.01 |
| FANNIE MAE POOL FN AL9631 (Federal National Mortgage Association) | Long | Debt | US | $334K | – | 0.01 |
| FANNIE MAE POOL FN AL9865 (Federal National Mortgage Association) | Long | Debt | US | $370K | – | 0.01 |
| FANNIE MAE POOL FN AN6164 (Federal National Mortgage Association) | Long | Debt | US | $511K | – | 0.01 |
| FANNIE MAE POOL FN AO2711 (Federal National Mortgage Association) | Long | Debt | US | $27K | – | 0.00 |
| FANNIE MAE POOL FN AO9747 (Federal National Mortgage Association) | Long | Debt | US | $301K | – | 0.01 |
| FANNIE MAE POOL FN AP0692 (Federal National Mortgage Association) | Long | Debt | US | $26K | – | 0.00 |
| FANNIE MAE POOL FN AP1919 (Federal National Mortgage Association) | Long | Debt | US | $86K | – | 0.00 |
| FANNIE MAE POOL FN AP4781 (Federal National Mortgage Association) | Long | Debt | US | $108K | – | 0.00 |
| FANNIE MAE POOL FN AP7399 (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| FANNIE MAE POOL FN AP9229 (Federal National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| FANNIE MAE POOL FN AP9766 (Federal National Mortgage Association) | Long | Debt | US | $131K | – | 0.00 |
| FANNIE MAE POOL FN AQ0225 (Federal National Mortgage Association) | Long | Debt | US | $506K | – | 0.01 |
| FANNIE MAE POOL FN AQ3599 (Federal National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| FANNIE MAE POOL FN AQ4078 (Federal National Mortgage Association) | Long | Debt | US | $56K | – | 0.00 |
| FANNIE MAE POOL FN AQ4080 (Federal National Mortgage Association) | Long | Debt | US | $52K | – | 0.00 |
| FANNIE MAE POOL FN AQ4555 (Federal National Mortgage Association) | Long | Debt | US | $109K | – | 0.00 |
| FANNIE MAE POOL FN AQ4573 (Federal National Mortgage Association) | Long | Debt | US | $22K | – | 0.00 |
| FANNIE MAE POOL FN AQ7003 (Federal National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| FANNIE MAE POOL FN AQ7048 (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.00 |
| FANNIE MAE POOL FN AQ7082 (Federal National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| FANNIE MAE POOL FN AR1397 (Federal National Mortgage Association) | Long | Debt | US | $104K | – | 0.00 |
| FANNIE MAE POOL FN AR7399 (Federal National Mortgage Association) | Long | Debt | US | $60K | – | 0.00 |
| FANNIE MAE POOL FN AS0038 (Federal National Mortgage Association) | Long | Debt | US | $132K | – | 0.00 |
| FANNIE MAE POOL FN AS0039 (Federal National Mortgage Association) | Long | Debt | US | $409K | – | 0.01 |
| FANNIE MAE POOL FN AS0070 (Federal National Mortgage Association) | Long | Debt | US | $51K | – | 0.00 |
| FANNIE MAE POOL FN AS4271 (Federal National Mortgage Association) | Long | Debt | US | $58K | – | 0.00 |
| FANNIE MAE POOL FN AS4347 (Federal National Mortgage Association) | Long | Debt | US | $115K | – | 0.00 |
| FANNIE MAE POOL FN AS6541 (Federal National Mortgage Association) | Long | Debt | US | $183K | – | 0.01 |
| FANNIE MAE POOL FN AS6562 (Federal National Mortgage Association) | Long | Debt | US | $148K | – | 0.00 |
| FANNIE MAE POOL FN AS7533 (Federal National Mortgage Association) | Long | Debt | US | $446K | – | 0.01 |
| FANNIE MAE POOL FN AS7844 (Federal National Mortgage Association) | Long | Debt | US | $47K | – | 0.00 |
| FANNIE MAE POOL FN AS8204 (Federal National Mortgage Association) | Long | Debt | US | $916K | – | 0.03 |
| FANNIE MAE POOL FN AS8269 (Federal National Mortgage Association) | Long | Debt | US | $653K | – | 0.02 |
| FANNIE MAE POOL FN AS8623 (Federal National Mortgage Association) | Long | Debt | US | $187K | – | 0.01 |
| FANNIE MAE POOL FN AS8650 (Federal National Mortgage Association) | Long | Debt | US | $626K | – | 0.02 |
| FANNIE MAE POOL FN AS8740 (Federal National Mortgage Association) | Long | Debt | US | $88K | – | 0.00 |
| FANNIE MAE POOL FN AS8745 (Federal National Mortgage Association) | Long | Debt | US | $715K | – | 0.02 |
| FANNIE MAE POOL FN AS8784 (Federal National Mortgage Association) | Long | Debt | US | $335K | – | 0.01 |
| FANNIE MAE POOL FN AS9334 (Federal National Mortgage Association) | Long | Debt | US | $0.07 | – | 0.00 |
| FANNIE MAE POOL FN AS9599 (Federal National Mortgage Association) | Long | Debt | US | $111K | – | 0.00 |
| FANNIE MAE POOL FN AS9830 (Federal National Mortgage Association) | Long | Debt | US | $284K | – | 0.01 |
| FANNIE MAE POOL FN AS9972 (Federal National Mortgage Association) | Long | Debt | US | $259K | – | 0.01 |
| FANNIE MAE POOL FN AT3870 (Federal National Mortgage Association) | Long | Debt | US | $24K | – | 0.00 |
| FANNIE MAE POOL FN AT3874 (Federal National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| FANNIE MAE POOL FN AT4281 (Federal National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| FANNIE MAE POOL FN AT4961 (Federal National Mortgage Association) | Long | Debt | US | $51K | – | 0.00 |
| FANNIE MAE POOL FN AT6549 (Federal National Mortgage Association) | Long | Debt | US | $18K | – | 0.00 |
| FANNIE MAE POOL FN AT7101 (Federal National Mortgage Association) | Long | Debt | US | $41K | – | 0.00 |
| FANNIE MAE POOL FN AT7139 (Federal National Mortgage Association) | Long | Debt | US | $44K | – | 0.00 |
| FANNIE MAE POOL FN AT7167 (Federal National Mortgage Association) | Long | Debt | US | $50K | – | 0.00 |
| FANNIE MAE POOL FN AT7208 (Federal National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| FANNIE MAE POOL FN AT7698 (Federal National Mortgage Association) | Long | Debt | US | $39K | – | 0.00 |
| FANNIE MAE POOL FN AT8394 (Federal National Mortgage Association) | Long | Debt | US | $145K | – | 0.00 |
| FANNIE MAE POOL FN AT9627 (Federal National Mortgage Association) | Long | Debt | US | $33K | – | 0.00 |
| FANNIE MAE POOL FN AT9637 (Federal National Mortgage Association) | Long | Debt | US | $128K | – | 0.00 |
| FANNIE MAE POOL FN AT9653 (Federal National Mortgage Association) | Long | Debt | US | $194K | – | 0.01 |
| FANNIE MAE POOL FN AT9657 (Federal National Mortgage Association) | Long | Debt | US | $133K | – | 0.00 |
| FANNIE MAE POOL FN AT9839 (Federal National Mortgage Association) | Long | Debt | US | $26K | – | 0.00 |
| FANNIE MAE POOL FN AU3735 (Federal National Mortgage Association) | Long | Debt | US | $558K | – | 0.02 |
| FANNIE MAE POOL FN AU6735 (Federal National Mortgage Association) | Long | Debt | US | $122K | – | 0.00 |
| FANNIE MAE POOL FN AV7116 (Federal National Mortgage Association) | Long | Debt | US | $20K | – | 0.00 |
| FANNIE MAE POOL FN AX5505 (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.00 |
| FANNIE MAE POOL FN BC1509 (Federal National Mortgage Association) | Long | Debt | US | $26K | – | 0.00 |
| FANNIE MAE POOL FN BC2817 (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.00 |
| FANNIE MAE POOL FN BC9003 (Federal National Mortgage Association) | Long | Debt | US | $627K | – | 0.02 |
| FANNIE MAE POOL FN BC9077 (Federal National Mortgage Association) | Long | Debt | US | $157K | – | 0.00 |
| FANNIE MAE POOL FN BD2435 (Federal National Mortgage Association) | Long | Debt | US | $0.04 | – | 0.00 |
| FANNIE MAE POOL FN BD2455 (Federal National Mortgage Association) | Long | Debt | US | $579K | – | 0.02 |
| FANNIE MAE POOL FN BD5046 (Federal National Mortgage Association) | Long | Debt | US | $295K | – | 0.01 |
| FANNIE MAE POOL FN BE2310 (Federal National Mortgage Association) | Long | Debt | US | $443K | – | 0.01 |
| FANNIE MAE POOL FN BE2369 (Federal National Mortgage Association) | Long | Debt | US | $207K | – | 0.01 |
| FANNIE MAE POOL FN BE2981 (Federal National Mortgage Association) | Long | Debt | US | $564K | – | 0.02 |
| FANNIE MAE POOL FN BF0104 (Federal National Mortgage Association) | Long | Debt | US | $130K | – | 0.00 |
| FANNIE MAE POOL FN BF0133 (Federal National Mortgage Association) | Long | Debt | US | $996K | – | 0.03 |
| FANNIE MAE POOL FN BF0141 (Federal National Mortgage Association) | Long | Debt | US | $387K | – | 0.01 |
| FANNIE MAE POOL FN BF0183 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.00 |
| FANNIE MAE POOL FN BF0191 (Federal National Mortgage Association) | Long | Debt | US | $309K | – | 0.01 |
| FANNIE MAE POOL FN BF0222 (Federal National Mortgage Association) | Long | Debt | US | $576K | – | 0.02 |
| FANNIE MAE POOL FN BF0234 (Federal National Mortgage Association) | Long | Debt | US | $352K | – | 0.01 |
| FANNIE MAE POOL FN BF0278 (Federal National Mortgage Association) | Long | Debt | US | $193K | – | 0.01 |
| FANNIE MAE POOL FN BF0284 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE POOL FN BF0301 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.00 |
| FANNIE MAE POOL FN BF0307 (Federal National Mortgage Association) | Long | Debt | US | $531K | – | 0.01 |
| FANNIE MAE POOL FN BF0319 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE POOL FN BF0328 (Federal National Mortgage Association) | Long | Debt | US | $532K | – | 0.01 |
| FANNIE MAE POOL FN BF0451 (Federal National Mortgage Association) | Long | Debt | US | $429K | – | 0.01 |
| FANNIE MAE POOL FN BF0496 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.10 |
| FANNIE MAE POOL FN BF0513 (Federal National Mortgage Association) | Long | Debt | US | $302K | – | 0.01 |
| FANNIE MAE POOL FN BF0546 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN BF0555 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN BF0560 (Federal National Mortgage Association) | Long | Debt | US | $132K | – | 0.00 |
| FANNIE MAE POOL FN BF0569 (Federal National Mortgage Association) | Long | Debt | US | $505K | – | 0.01 |
| FANNIE MAE POOL FN BF0597 (Federal National Mortgage Association) | Long | Debt | US | $196K | – | 0.01 |
| FANNIE MAE POOL FN BF0685 (Federal National Mortgage Association) | Long | Debt | US | $370K | – | 0.01 |
| FANNIE MAE POOL FN BH0222 (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.00 |
| FANNIE MAE POOL FN BH2719 (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| FANNIE MAE POOL FN BJ1763 (Federal National Mortgage Association) | Long | Debt | US | $82K | – | 0.00 |
| FANNIE MAE POOL FN BK2620 (Federal National Mortgage Association) | Long | Debt | US | $49K | – | 0.00 |
| FANNIE MAE POOL FN BK5150 (Federal National Mortgage Association) | Long | Debt | US | $27K | – | 0.00 |
| FANNIE MAE POOL FN BK8309 (Federal National Mortgage Association) | Long | Debt | US | $34K | – | 0.00 |
| FANNIE MAE POOL FN BL1300 (Federal National Mortgage Association) | Long | Debt | US | $754K | – | 0.02 |
| FANNIE MAE POOL FN BL2356 (Federal National Mortgage Association) | Long | Debt | US | $529K | – | 0.01 |
| FANNIE MAE POOL FN BL6060 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN BM3139 (Federal National Mortgage Association) | Long | Debt | US | $160K | – | 0.00 |
| FANNIE MAE POOL FN BM3325 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN BM3330 (Federal National Mortgage Association) | Long | Debt | US | $147K | – | 0.00 |
| FANNIE MAE POOL FN BM3799 (Federal National Mortgage Association) | Long | Debt | US | $32K | – | 0.00 |
| FANNIE MAE POOL FN BM4751 (Federal National Mortgage Association) | Long | Debt | US | $296K | – | 0.01 |
| FANNIE MAE POOL FN BM5175 (Federal National Mortgage Association) | Long | Debt | US | $303K | – | 0.01 |
| FANNIE MAE POOL FN BM5178 (Federal National Mortgage Association) | Long | Debt | US | $238K | – | 0.01 |
| FANNIE MAE POOL FN BM5227 (Federal National Mortgage Association) | Long | Debt | US | $862K | – | 0.02 |
| FANNIE MAE POOL FN BM5598 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.08 |
| FANNIE MAE POOL FN BM5919 (Federal National Mortgage Association) | Long | Debt | US | $496K | – | 0.01 |
| FANNIE MAE POOL FN BM6054 (Federal National Mortgage Association) | Long | Debt | US | $221K | – | 0.01 |
| FANNIE MAE POOL FN BM6400 (Federal National Mortgage Association) | Long | Debt | US | $335K | – | 0.01 |
| FANNIE MAE POOL FN BM6623 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.00 |
| FANNIE MAE POOL FN BM6886 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.07 |
| FANNIE MAE POOL FN BM6912 (Federal National Mortgage Association) | Long | Debt | US | $69K | – | 0.00 |
| FANNIE MAE POOL FN BM7019 (Federal National Mortgage Association) | Long | Debt | US | $843K | – | 0.02 |
| FANNIE MAE POOL FN BM7102 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN BN1623 (Federal National Mortgage Association) | Long | Debt | US | $182K | – | 0.01 |
| FANNIE MAE POOL FN BN4752 (Federal National Mortgage Association) | Long | Debt | US | $41K | – | 0.00 |
| FANNIE MAE POOL FN BN8087 (Federal National Mortgage Association) | Long | Debt | US | $32K | – | 0.00 |
| FANNIE MAE POOL FN BO6798 (Federal National Mortgage Association) | Long | Debt | US | $208K | – | 0.01 |
| FANNIE MAE POOL FN BP0361 (Federal National Mortgage Association) | Long | Debt | US | $93K | – | 0.00 |
| FANNIE MAE POOL FN BP4037 (Federal National Mortgage Association) | Long | Debt | US | $91K | – | 0.00 |
| FANNIE MAE POOL FN BQ0254 (Federal National Mortgage Association) | Long | Debt | US | $49K | – | 0.00 |
| FANNIE MAE POOL FN BQ1528 (Federal National Mortgage Association) | Long | Debt | US | $49K | – | 0.00 |
| FANNIE MAE POOL FN BQ3004 (Federal National Mortgage Association) | Long | Debt | US | $688K | – | 0.02 |
| FANNIE MAE POOL FN BQ5112 (Federal National Mortgage Association) | Long | Debt | US | $598K | – | 0.02 |
| FANNIE MAE POOL FN BQ5876 (Federal National Mortgage Association) | Long | Debt | US | $126K | – | 0.00 |
| FANNIE MAE POOL FN BQ6913 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.13 |
| FANNIE MAE POOL FN BQ8435 (Federal National Mortgage Association) | Long | Debt | US | $90K | – | 0.00 |
| FANNIE MAE POOL FN BQ8482 (Federal National Mortgage Association) | Long | Debt | US | $129K | – | 0.00 |
| FANNIE MAE POOL FN BQ8993 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN BQ9453 (Federal National Mortgage Association) | Long | Debt | US | $243K | – | 0.01 |
| FANNIE MAE POOL FN BR0001 (Federal National Mortgage Association) | Long | Debt | US | $56K | – | 0.00 |
| FANNIE MAE POOL FN BR1823 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN BR2641 (Federal National Mortgage Association) | Long | Debt | US | $56K | – | 0.00 |
| FANNIE MAE POOL FN BR2643 (Federal National Mortgage Association) | Long | Debt | US | $107K | – | 0.00 |
| FANNIE MAE POOL FN BR2644 (Federal National Mortgage Association) | Long | Debt | US | $52K | – | 0.00 |
| FANNIE MAE POOL FN BR2664 (Federal National Mortgage Association) | Long | Debt | US | $262K | – | 0.01 |
| FANNIE MAE POOL FN BR3256 (Federal National Mortgage Association) | Long | Debt | US | $53K | – | 0.00 |
| FANNIE MAE POOL FN BR3257 (Federal National Mortgage Association) | Long | Debt | US | $110K | – | 0.00 |
| FANNIE MAE POOL FN BR3286 (Federal National Mortgage Association) | Long | Debt | US | $58K | – | 0.00 |
| FANNIE MAE POOL FN BR4035 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN BR4052 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN BR4722 (Federal National Mortgage Association) | Long | Debt | US | $108K | – | 0.00 |
| FANNIE MAE POOL FN BR4753 (Federal National Mortgage Association) | Long | Debt | US | $61K | – | 0.00 |
| FANNIE MAE POOL FN BR6496 (Federal National Mortgage Association) | Long | Debt | US | $110K | – | 0.00 |
| FANNIE MAE POOL FN BR6515 (Federal National Mortgage Association) | Long | Debt | US | $60K | – | 0.00 |
| FANNIE MAE POOL FN BR7562 (Federal National Mortgage Association) | Long | Debt | US | $664K | – | 0.02 |
| FANNIE MAE POOL FN BR7744 (Federal National Mortgage Association) | Long | Debt | US | $55K | – | 0.00 |
| FANNIE MAE POOL FN BR7745 (Federal National Mortgage Association) | Long | Debt | US | $111K | – | 0.00 |
| FANNIE MAE POOL FN BR8478 (Federal National Mortgage Association) | Long | Debt | US | $62K | – | 0.00 |
| FANNIE MAE POOL FN BR8518 (Federal National Mortgage Association) | Long | Debt | US | $115K | – | 0.00 |
| FANNIE MAE POOL FN BS2363 (Federal National Mortgage Association) | Long | Debt | US | $440K | – | 0.01 |
| FANNIE MAE POOL FN BT0846 (Federal National Mortgage Association) | Long | Debt | US | $128K | – | 0.00 |
| FANNIE MAE POOL FN BT0972 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.00 |
| FANNIE MAE POOL FN BT1205 (Federal National Mortgage Association) | Long | Debt | US | $245K | – | 0.01 |
| FANNIE MAE POOL FN BT2371 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN BT3244 (Federal National Mortgage Association) | Long | Debt | US | $202K | – | 0.01 |
| FANNIE MAE POOL FN BT3270 (Federal National Mortgage Association) | Long | Debt | US | $64K | – | 0.00 |
| FANNIE MAE POOL FN BT3290 (Federal National Mortgage Association) | Long | Debt | US | $143K | – | 0.00 |
| FANNIE MAE POOL FN BT3303 (Federal National Mortgage Association) | Long | Debt | US | $64K | – | 0.00 |
| FANNIE MAE POOL FN BT4392 (Federal National Mortgage Association) | Long | Debt | US | $960K | – | 0.03 |
| FANNIE MAE POOL FN BT6666 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN BT8269 (Federal National Mortgage Association) | Long | Debt | US | $207K | – | 0.01 |
| FANNIE MAE POOL FN BT9402 (Federal National Mortgage Association) | Long | Debt | US | $310K | – | 0.01 |
| FANNIE MAE POOL FN BU0500 (Federal National Mortgage Association) | Long | Debt | US | $474K | – | 0.01 |
| FANNIE MAE POOL FN BU1325 (Federal National Mortgage Association) | Long | Debt | US | $637K | – | 0.02 |
| FANNIE MAE POOL FN BU1421 (Federal National Mortgage Association) | Long | Debt | US | $436K | – | 0.01 |
| FANNIE MAE POOL FN BU1842 (Federal National Mortgage Association) | Long | Debt | US | $280K | – | 0.01 |
| FANNIE MAE POOL FN BU2599 (Federal National Mortgage Association) | Long | Debt | US | $136K | – | 0.00 |
| FANNIE MAE POOL FN BU2639 (Federal National Mortgage Association) | Long | Debt | US | $277K | – | 0.01 |
| FANNIE MAE POOL FN BU3608 (Federal National Mortgage Association) | Long | Debt | US | $58K | – | 0.00 |
| FANNIE MAE POOL FN BU6901 (Federal National Mortgage Association) | Long | Debt | US | $303K | – | 0.01 |
| FANNIE MAE POOL FN BU7552 (Federal National Mortgage Association) | Long | Debt | US | $220K | – | 0.01 |
| FANNIE MAE POOL FN BU7751 (Federal National Mortgage Association) | Long | Debt | US | $343K | – | 0.01 |
| FANNIE MAE POOL FN BU8028 (Federal National Mortgage Association) | Long | Debt | US | $768K | – | 0.02 |
| FANNIE MAE POOL FN BU8750 (Federal National Mortgage Association) | Long | Debt | US | $82K | – | 0.00 |
| FANNIE MAE POOL FN BU9510 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN BU9511 (Federal National Mortgage Association) | Long | Debt | US | $827K | – | 0.02 |
| FANNIE MAE POOL FN BU9924 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN BV0541 (Federal National Mortgage Association) | Long | Debt | US | $147K | – | 0.00 |
| FANNIE MAE POOL FN BV3089 (Federal National Mortgage Association) | Long | Debt | US | $133K | – | 0.00 |
| FANNIE MAE POOL FN BV3101 (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.16 |
| FANNIE MAE POOL FN BV3167 (Federal National Mortgage Association) | Long | Debt | US | $77K | – | 0.00 |
| FANNIE MAE POOL FN BV3208 (Federal National Mortgage Association) | Long | Debt | US | $350K | – | 0.01 |
| FANNIE MAE POOL FN BV4142 (Federal National Mortgage Association) | Long | Debt | US | $136K | – | 0.00 |
| FANNIE MAE POOL FN BV4185 (Federal National Mortgage Association) | Long | Debt | US | $255K | – | 0.01 |
| FANNIE MAE POOL FN BV4188 (Federal National Mortgage Association) | Long | Debt | US | $377K | – | 0.01 |
| FANNIE MAE POOL FN BV5373 (Federal National Mortgage Association) | Long | Debt | US | $70K | – | 0.00 |
| FANNIE MAE POOL FN BV5395 (Federal National Mortgage Association) | Long | Debt | US | $132K | – | 0.00 |
| FANNIE MAE POOL FN BV5405 (Federal National Mortgage Association) | Long | Debt | US | $144K | – | 0.00 |
| FANNIE MAE POOL FN BV7891 (Federal National Mortgage Association) | Long | Debt | US | $710K | – | 0.02 |
| FANNIE MAE POOL FN BV7895 (Federal National Mortgage Association) | Long | Debt | US | $924K | – | 0.03 |
| FANNIE MAE POOL FN BV7897 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN BV7993 (Federal National Mortgage Association) | Long | Debt | US | $823K | – | 0.02 |
| FANNIE MAE POOL FN BV7995 (Federal National Mortgage Association) | Long | Debt | US | $839K | – | 0.02 |
| FANNIE MAE POOL FN BV8042 (Federal National Mortgage Association) | Long | Debt | US | $710K | – | 0.02 |
| FANNIE MAE POOL FN BV8464 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN BV8477 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.13 |
| FANNIE MAE POOL FN BV8546 (Federal National Mortgage Association) | Long | Debt | US | $289K | – | 0.01 |
| FANNIE MAE POOL FN BV9900 (Federal National Mortgage Association) | Long | Debt | US | $72K | – | 0.00 |
| FANNIE MAE POOL FN BW0048 (Federal National Mortgage Association) | Long | Debt | US | $233K | – | 0.01 |
| FANNIE MAE POOL FN BW1302 (Federal National Mortgage Association) | Long | Debt | US | $604K | – | 0.02 |
| FANNIE MAE POOL FN BW1448 (Federal National Mortgage Association) | Long | Debt | US | $316K | – | 0.01 |
| FANNIE MAE POOL FN BW5041 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN BW6266 (Federal National Mortgage Association) | Long | Debt | US | $0.03 | – | 0.00 |
| FANNIE MAE POOL FN BW6331 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN BW9916 (Federal National Mortgage Association) | Long | Debt | US | $431K | – | 0.01 |
| FANNIE MAE POOL FN BX0553 (Federal National Mortgage Association) | Long | Debt | US | $85K | – | 0.00 |
| FANNIE MAE POOL FN BX1790 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN BX6441 (Federal National Mortgage Association) | Long | Debt | US | $65K | – | 0.00 |
| FANNIE MAE POOL FN BX7702 (Federal National Mortgage Association) | Long | Debt | US | $171K | – | 0.00 |
| FANNIE MAE POOL FN CA0995 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN CA1530 (Federal National Mortgage Association) | Long | Debt | US | $153K | – | 0.00 |
| FANNIE MAE POOL FN CA1710 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN CA1711 (Federal National Mortgage Association) | Long | Debt | US | $642K | – | 0.02 |
| FANNIE MAE POOL FN CA2047 (Federal National Mortgage Association) | Long | Debt | US | $225K | – | 0.01 |
| FANNIE MAE POOL FN CA2208 (Federal National Mortgage Association) | Long | Debt | US | $531K | – | 0.01 |
| FANNIE MAE POOL FN CA2407 (Federal National Mortgage Association) | Long | Debt | US | $236K | – | 0.01 |
| FANNIE MAE POOL FN CA2472 (Federal National Mortgage Association) | Long | Debt | US | $253K | – | 0.01 |
| FANNIE MAE POOL FN CA3485 (Federal National Mortgage Association) | Long | Debt | US | $0.03 | – | 0.00 |
| FANNIE MAE POOL FN CA3633 (Federal National Mortgage Association) | Long | Debt | US | $335K | – | 0.01 |
| FANNIE MAE POOL FN CA4819 (Federal National Mortgage Association) | Long | Debt | US | $127K | – | 0.00 |
| FANNIE MAE POOL FN CA5379 (Federal National Mortgage Association) | Long | Debt | US | $37K | – | 0.00 |
| FANNIE MAE POOL FN CA5746 (Federal National Mortgage Association) | Long | Debt | US | $505K | – | 0.01 |
| FANNIE MAE POOL FN CA5964 (Federal National Mortgage Association) | Long | Debt | US | $448K | – | 0.01 |
| FANNIE MAE POOL FN CA5967 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN CA5968 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN CA6301 (Federal National Mortgage Association) | Long | Debt | US | $79K | – | 0.00 |
| FANNIE MAE POOL FN CA6943 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN CA7023 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN CA7224 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN CA7225 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN CA7228 (Federal National Mortgage Association) | Long | Debt | US | $899K | – | 0.03 |
| FANNIE MAE POOL FN CA7257 (Federal National Mortgage Association) | Long | Debt | US | $175K | – | 0.00 |
| FANNIE MAE POOL FN CA7422 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN CA7531 (Federal National Mortgage Association) | Long | Debt | US | $302K | – | 0.01 |
| FANNIE MAE POOL FN CA8118 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN CA8305 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.09 |
| FANNIE MAE POOL FN CA9358 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.00 |
| FANNIE MAE POOL FN CB0100 (Federal National Mortgage Association) | Long | Debt | US | $392K | – | 0.01 |
| FANNIE MAE POOL FN CB0101 (Federal National Mortgage Association) | Long | Debt | US | $127K | – | 0.00 |
| FANNIE MAE POOL FN CB0114 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.00 |
| FANNIE MAE POOL FN CB0288 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN CB0470 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN CB0470 (Federal National Mortgage Association) | Long | Debt | US | $856K | – | 0.02 |
| FANNIE MAE POOL FN CB0573 (Federal National Mortgage Association) | Long | Debt | US | $220K | – | 0.01 |
| FANNIE MAE POOL FN CB0610 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.13 |
| FANNIE MAE POOL FN CB0983 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN CB0985 (Federal National Mortgage Association) | Long | Debt | US | $920K | – | 0.03 |
| FANNIE MAE POOL FN CB1273 (Federal National Mortgage Association) | Long | Debt | US | $394K | – | 0.01 |
| FANNIE MAE POOL FN CB1684 (Federal National Mortgage Association) | Long | Debt | US | $269K | – | 0.01 |
| FANNIE MAE POOL FN CB1704 (Federal National Mortgage Association) | Long | Debt | US | $515K | – | 0.01 |
| FANNIE MAE POOL FN CB1805 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN CB1878 (Federal National Mortgage Association) | Long | Debt | US | $472K | – | 0.01 |
| FANNIE MAE POOL FN CB2115 (Federal National Mortgage Association) | Long | Debt | US | $138K | – | 0.00 |
| FANNIE MAE POOL FN CB2344 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.07 |
| FANNIE MAE POOL FN CB2434 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN CB2437 (Federal National Mortgage Association) | Long | Debt | US | $732K | – | 0.02 |
| FANNIE MAE POOL FN CB2664 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN CB2910 (Federal National Mortgage Association) | Long | Debt | US | $318K | – | 0.01 |
| FANNIE MAE POOL FN CB2929 (Federal National Mortgage Association) | Long | Debt | US | $726K | – | 0.02 |
| FANNIE MAE POOL FN CB3031 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN CB3044 (Federal National Mortgage Association) | Long | Debt | US | $291K | – | 0.01 |
| FANNIE MAE POOL FN CB3077 (Federal National Mortgage Association) | Long | Debt | US | $431K | – | 0.01 |
| FANNIE MAE POOL FN CB3282 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN CB3320 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN CB3369 (Federal National Mortgage Association) | Long | Debt | US | $420K | – | 0.01 |
| FANNIE MAE POOL FN CB3386 (Federal National Mortgage Association) | Long | Debt | US | $78K | – | 0.00 |
| FANNIE MAE POOL FN CB3426 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.09 |
| FANNIE MAE POOL FN CB3495 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN CB3614 (Federal National Mortgage Association) | Long | Debt | US | $236K | – | 0.01 |
| FANNIE MAE POOL FN CB3880 (Federal National Mortgage Association) | Long | Debt | US | $153K | – | 0.00 |
| FANNIE MAE POOL FN CB4103 (Federal National Mortgage Association) | Long | Debt | US | $669K | – | 0.02 |
| FANNIE MAE POOL FN CB4386 (Federal National Mortgage Association) | Long | Debt | US | $158K | – | 0.00 |
| FANNIE MAE POOL FN CB4393 (Federal National Mortgage Association) | Long | Debt | US | $900K | – | 0.03 |
| FANNIE MAE POOL FN CB4418 (Federal National Mortgage Association) | Long | Debt | US | $80K | – | 0.00 |
| FANNIE MAE POOL FN CB4613 (Federal National Mortgage Association) | Long | Debt | US | $846.31 | – | 0.00 |
| FANNIE MAE POOL FN CB4630 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE POOL FN CB5108 (Federal National Mortgage Association) | Long | Debt | US | $894K | – | 0.03 |
| FANNIE MAE POOL FN CB5257 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN CB5316 (Federal National Mortgage Association) | Long | Debt | US | $773K | – | 0.02 |
| FANNIE MAE POOL FN CB5497 (Federal National Mortgage Association) | Long | Debt | US | $524K | – | 0.01 |
| FANNIE MAE POOL FN CB5916 (Federal National Mortgage Association) | Long | Debt | US | $616K | – | 0.02 |
| FANNIE MAE POOL FN CB6110 (Federal National Mortgage Association) | Long | Debt | US | $911K | – | 0.03 |
| FANNIE MAE POOL FN CB6322 (Federal National Mortgage Association) | Long | Debt | US | $452K | – | 0.01 |
| FANNIE MAE POOL FN CB6471 (Federal National Mortgage Association) | Long | Debt | US | $343K | – | 0.01 |
| FANNIE MAE POOL FN CB6540 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN CB6753 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN CB7109 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN CB7229 (Federal National Mortgage Association) | Long | Debt | US | $837K | – | 0.02 |
| FANNIE MAE POOL FN CB7424 (Federal National Mortgage Association) | Long | Debt | US | $700K | – | 0.02 |
| FANNIE MAE POOL FN CB7480 (Federal National Mortgage Association) | Long | Debt | US | $0.03 | – | 0.00 |
| FANNIE MAE POOL FN CB7873 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.09 |
| FANNIE MAE POOL FN CB7876 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN CB8001 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN CB8149 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN CB8226 (Federal National Mortgage Association) | Long | Debt | US | $203K | – | 0.01 |
| FANNIE MAE POOL FN CB8708 (Federal National Mortgage Association) | Long | Debt | US | $614K | – | 0.02 |
| FANNIE MAE POOL FN CB8726 (Federal National Mortgage Association) | Long | Debt | US | $535K | – | 0.02 |
| FANNIE MAE POOL FN FM0068 (Federal National Mortgage Association) | Long | Debt | US | $204K | – | 0.01 |
| FANNIE MAE POOL FN FM0071 (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.00 |
| FANNIE MAE POOL FN FM1263 (Federal National Mortgage Association) | Long | Debt | US | $106K | – | 0.00 |
| FANNIE MAE POOL FN FM2256 (Federal National Mortgage Association) | Long | Debt | US | $327K | – | 0.01 |
| FANNIE MAE POOL FN FM2310 (Federal National Mortgage Association) | Long | Debt | US | $717K | – | 0.02 |
| FANNIE MAE POOL FN FM2348 (Federal National Mortgage Association) | Long | Debt | US | $707K | – | 0.02 |
| FANNIE MAE POOL FN FM2465 (Federal National Mortgage Association) | Long | Debt | US | $396K | – | 0.01 |
| FANNIE MAE POOL FN FM2548 (Federal National Mortgage Association) | Long | Debt | US | $488K | – | 0.01 |
| FANNIE MAE POOL FN FM2847 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN FM3049 (Federal National Mortgage Association) | Long | Debt | US | $572K | – | 0.02 |
| FANNIE MAE POOL FN FM3123 (Federal National Mortgage Association) | Long | Debt | US | $430K | – | 0.01 |
| FANNIE MAE POOL FN FM3173 (Federal National Mortgage Association) | Long | Debt | US | $0.03 | – | 0.00 |
| FANNIE MAE POOL FN FM3558 (Federal National Mortgage Association) | Long | Debt | US | $631K | – | 0.02 |
| FANNIE MAE POOL FN FM3773 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN FM4252 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN FM4311 (Federal National Mortgage Association) | Long | Debt | US | $111K | – | 0.00 |
| FANNIE MAE POOL FN FM4577 (Federal National Mortgage Association) | Long | Debt | US | $228K | – | 0.01 |
| FANNIE MAE POOL FN FM4790 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FM4816 (Federal National Mortgage Association) | Long | Debt | US | $177K | – | 0.00 |
| FANNIE MAE POOL FN FM4868 (Federal National Mortgage Association) | Long | Debt | US | $89K | – | 0.00 |
| FANNIE MAE POOL FN FM4899 (Federal National Mortgage Association) | Long | Debt | US | $410K | – | 0.01 |
| FANNIE MAE POOL FN FM5265 (Federal National Mortgage Association) | Long | Debt | US | $184K | – | 0.01 |
| FANNIE MAE POOL FN FM5313 (Federal National Mortgage Association) | Long | Debt | US | $126K | – | 0.00 |
| FANNIE MAE POOL FN FM5423 (Federal National Mortgage Association) | Long | Debt | US | $393K | – | 0.01 |
| FANNIE MAE POOL FN FM5754 (Federal National Mortgage Association) | Long | Debt | US | $40K | – | 0.00 |
| FANNIE MAE POOL FN FM5783 (Federal National Mortgage Association) | Long | Debt | US | $248K | – | 0.01 |
| FANNIE MAE POOL FN FM5904 (Federal National Mortgage Association) | Long | Debt | US | $44K | – | 0.00 |
| FANNIE MAE POOL FN FM5940 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN FM6015 (Federal National Mortgage Association) | Long | Debt | US | $86K | – | 0.00 |
| FANNIE MAE POOL FN FM6134 (Federal National Mortgage Association) | Long | Debt | US | $246K | – | 0.01 |
| FANNIE MAE POOL FN FM6184 (Federal National Mortgage Association) | Long | Debt | US | $828K | – | 0.02 |
| FANNIE MAE POOL FN FM6343 (Federal National Mortgage Association) | Long | Debt | US | $62K | – | 0.00 |
| FANNIE MAE POOL FN FM6418 (Federal National Mortgage Association) | Long | Debt | US | $60K | – | 0.00 |
| FANNIE MAE POOL FN FM6448 (Federal National Mortgage Association) | Long | Debt | US | $439K | – | 0.01 |
| FANNIE MAE POOL FN FM6460 (Federal National Mortgage Association) | Long | Debt | US | $178K | – | 0.01 |
| FANNIE MAE POOL FN FM6598 (Federal National Mortgage Association) | Long | Debt | US | $0.03 | – | 0.00 |
| FANNIE MAE POOL FN FM6650 (Federal National Mortgage Association) | Long | Debt | US | $397K | – | 0.01 |
| FANNIE MAE POOL FN FM6651 (Federal National Mortgage Association) | Long | Debt | US | $231K | – | 0.01 |
| FANNIE MAE POOL FN FM6754 (Federal National Mortgage Association) | Long | Debt | US | $327K | – | 0.01 |
| FANNIE MAE POOL FN FM6780 (Federal National Mortgage Association) | Long | Debt | US | $57K | – | 0.00 |
| FANNIE MAE POOL FN FM7100 (Federal National Mortgage Association) | Long | Debt | US | $622K | – | 0.02 |
| FANNIE MAE POOL FN FM7114 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN FM7641 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN FM7675 (Federal National Mortgage Association) | Long | Debt | US | $264K | – | 0.01 |
| FANNIE MAE POOL FN FM7676 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.00 |
| FANNIE MAE POOL FN FM7727 (Federal National Mortgage Association) | Long | Debt | US | $60K | – | 0.00 |
| FANNIE MAE POOL FN FM7796 (Federal National Mortgage Association) | Long | Debt | US | $211K | – | 0.01 |
| FANNIE MAE POOL FN FM7869 (Federal National Mortgage Association) | Long | Debt | US | $61K | – | 0.00 |
| FANNIE MAE POOL FN FM7900 (Federal National Mortgage Association) | Long | Debt | US | $127K | – | 0.00 |
| FANNIE MAE POOL FN FM7910 (Federal National Mortgage Association) | Long | Debt | US | $263K | – | 0.01 |
| FANNIE MAE POOL FN FM8025 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN FM8166 (Federal National Mortgage Association) | Long | Debt | US | $120K | – | 0.00 |
| FANNIE MAE POOL FN FM8460 (Federal National Mortgage Association) | Long | Debt | US | $553K | – | 0.02 |
| FANNIE MAE POOL FN FM8576 (Federal National Mortgage Association) | Long | Debt | US | $991K | – | 0.03 |
| FANNIE MAE POOL FN FM8576 (Federal National Mortgage Association) | Long | Debt | US | $204K | – | 0.01 |
| FANNIE MAE POOL FN FM8577 (Federal National Mortgage Association) | Long | Debt | US | $695K | – | 0.02 |
| FANNIE MAE POOL FN FM8627 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE POOL FN FM8628 (Federal National Mortgage Association) | Long | Debt | US | $330K | – | 0.01 |
| FANNIE MAE POOL FN FM8648 (Federal National Mortgage Association) | Long | Debt | US | $251K | – | 0.01 |
| FANNIE MAE POOL FN FM8685 (Federal National Mortgage Association) | Long | Debt | US | $62K | – | 0.00 |
| FANNIE MAE POOL FN FM8694 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.07 |
| FANNIE MAE POOL FN FM8786 (Federal National Mortgage Association) | Long | Debt | US | $133K | – | 0.00 |
| FANNIE MAE POOL FN FM8864 (Federal National Mortgage Association) | Long | Debt | US | $380K | – | 0.01 |
| FANNIE MAE POOL FN FM8968 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE POOL FN FM8977 (Federal National Mortgage Association) | Long | Debt | US | $62K | – | 0.00 |
| FANNIE MAE POOL FN FM9131 (Federal National Mortgage Association) | Long | Debt | US | $451K | – | 0.01 |
| FANNIE MAE POOL FN FM9205 (Federal National Mortgage Association) | Long | Debt | US | $64K | – | 0.00 |
| FANNIE MAE POOL FN FM9263 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FM9365 (Federal National Mortgage Association) | Long | Debt | US | $201K | – | 0.01 |
| FANNIE MAE POOL FN FM9416 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.13 |
| FANNIE MAE POOL FN FM9464 (Federal National Mortgage Association) | Long | Debt | US | $471K | – | 0.01 |
| FANNIE MAE POOL FN FM9597 (Federal National Mortgage Association) | Long | Debt | US | $615K | – | 0.02 |
| FANNIE MAE POOL FN FM9916 (Federal National Mortgage Association) | Long | Debt | US | $277K | – | 0.01 |
| FANNIE MAE POOL FN FP0028 (Federal National Mortgage Association) | Long | Debt | US | $232K | – | 0.01 |
| FANNIE MAE POOL FN FS0024 (Federal National Mortgage Association) | Long | Debt | US | $179K | – | 0.01 |
| FANNIE MAE POOL FN FS0028 (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.00 |
| FANNIE MAE POOL FN FS0034 (Federal National Mortgage Association) | Long | Debt | US | $275K | – | 0.01 |
| FANNIE MAE POOL FN FS0037 (Federal National Mortgage Association) | Long | Debt | US | $174K | – | 0.00 |
| FANNIE MAE POOL FN FS0067 (Federal National Mortgage Association) | Long | Debt | US | $181K | – | 0.01 |
| FANNIE MAE POOL FN FS0191 (Federal National Mortgage Association) | Long | Debt | US | $136K | – | 0.00 |
| FANNIE MAE POOL FN FS0225 (Federal National Mortgage Association) | Long | Debt | US | $414K | – | 0.01 |
| FANNIE MAE POOL FN FS0240 (Federal National Mortgage Association) | Long | Debt | US | $413K | – | 0.01 |
| FANNIE MAE POOL FN FS0301 (Federal National Mortgage Association) | Long | Debt | US | $660K | – | 0.02 |
| FANNIE MAE POOL FN FS0331 (Federal National Mortgage Association) | Long | Debt | US | $283K | – | 0.01 |
| FANNIE MAE POOL FN FS0349 (Federal National Mortgage Association) | Long | Debt | US | $337K | – | 0.01 |
| FANNIE MAE POOL FN FS0357 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.00 |
| FANNIE MAE POOL FN FS0366 (Federal National Mortgage Association) | Long | Debt | US | $136K | – | 0.00 |
| FANNIE MAE POOL FN FS0400 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS0408 (Federal National Mortgage Association) | Long | Debt | US | $142K | – | 0.00 |
| FANNIE MAE POOL FN FS0424 (Federal National Mortgage Association) | Long | Debt | US | $410K | – | 0.01 |
| FANNIE MAE POOL FN FS0434 (Federal National Mortgage Association) | Long | Debt | US | $133K | – | 0.00 |
| FANNIE MAE POOL FN FS0523 (Federal National Mortgage Association) | Long | Debt | US | $426K | – | 0.01 |
| FANNIE MAE POOL FN FS0534 (Federal National Mortgage Association) | Long | Debt | US | $70K | – | 0.00 |
| FANNIE MAE POOL FN FS0549 (Federal National Mortgage Association) | Long | Debt | US | $783K | – | 0.02 |
| FANNIE MAE POOL FN FS0551 (Federal National Mortgage Association) | Long | Debt | US | $139K | – | 0.00 |
| FANNIE MAE POOL FN FS0582 (Federal National Mortgage Association) | Long | Debt | US | $137K | – | 0.00 |
| FANNIE MAE POOL FN FS0583 (Federal National Mortgage Association) | Long | Debt | US | $146K | – | 0.00 |
| FANNIE MAE POOL FN FS0584 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.00 |
| FANNIE MAE POOL FN FS0612 (Federal National Mortgage Association) | Long | Debt | US | $67K | – | 0.00 |
| FANNIE MAE POOL FN FS0658 (Federal National Mortgage Association) | Long | Debt | US | $856K | – | 0.02 |
| FANNIE MAE POOL FN FS0697 (Federal National Mortgage Association) | Long | Debt | US | $414K | – | 0.01 |
| FANNIE MAE POOL FN FS0741 (Federal National Mortgage Association) | Long | Debt | US | $994K | – | 0.03 |
| FANNIE MAE POOL FN FS0751 (Federal National Mortgage Association) | Long | Debt | US | $636K | – | 0.02 |
| FANNIE MAE POOL FN FS0774 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.14 |
| FANNIE MAE POOL FN FS0896 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN FS0948 (Federal National Mortgage Association) | Long | Debt | US | $504K | – | 0.01 |
| FANNIE MAE POOL FN FS0984 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN FS0995 (Federal National Mortgage Association) | Long | Debt | US | $356K | – | 0.01 |
| FANNIE MAE POOL FN FS1014 (Federal National Mortgage Association) | Long | Debt | US | $198K | – | 0.01 |
| FANNIE MAE POOL FN FS1015 (Federal National Mortgage Association) | Long | Debt | US | $682K | – | 0.02 |
| FANNIE MAE POOL FN FS1074 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE POOL FN FS1092 (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.00 |
| FANNIE MAE POOL FN FS1104 (Federal National Mortgage Association) | Long | Debt | US | $132K | – | 0.00 |
| FANNIE MAE POOL FN FS1112 (Federal National Mortgage Association) | Long | Debt | US | $602K | – | 0.02 |
| FANNIE MAE POOL FN FS1204 (Federal National Mortgage Association) | Long | Debt | US | $376K | – | 0.01 |
| FANNIE MAE POOL FN FS1237 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN FS1240 (Federal National Mortgage Association) | Long | Debt | US | $216K | – | 0.01 |
| FANNIE MAE POOL FN FS1289 (Federal National Mortgage Association) | Long | Debt | US | $354K | – | 0.01 |
| FANNIE MAE POOL FN FS1393 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN FS1403 (Federal National Mortgage Association) | Long | Debt | US | $138K | – | 0.00 |
| FANNIE MAE POOL FN FS1442 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE POOL FN FS1450 (Federal National Mortgage Association) | Long | Debt | US | $602K | – | 0.02 |
| FANNIE MAE POOL FN FS1454 (Federal National Mortgage Association) | Long | Debt | US | $225K | – | 0.01 |
| FANNIE MAE POOL FN FS1456 (Federal National Mortgage Association) | Long | Debt | US | $0.03 | – | 0.00 |
| FANNIE MAE POOL FN FS1462 (Federal National Mortgage Association) | Long | Debt | US | $292K | – | 0.01 |
| FANNIE MAE POOL FN FS1482 (Federal National Mortgage Association) | Long | Debt | US | $643K | – | 0.02 |
| FANNIE MAE POOL FN FS1539 (Federal National Mortgage Association) | Long | Debt | US | $141K | – | 0.00 |
| FANNIE MAE POOL FN FS1543 (Federal National Mortgage Association) | Long | Debt | US | $676K | – | 0.02 |
| FANNIE MAE POOL FN FS1553 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.00 |
| FANNIE MAE POOL FN FS1556 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS1557 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN FS1574 (Federal National Mortgage Association) | Long | Debt | US | $284K | – | 0.01 |
| FANNIE MAE POOL FN FS1598 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.13 |
| FANNIE MAE POOL FN FS1603 (Federal National Mortgage Association) | Long | Debt | US | $228K | – | 0.01 |
| FANNIE MAE POOL FN FS1626 (Federal National Mortgage Association) | Long | Debt | US | $429K | – | 0.01 |
| FANNIE MAE POOL FN FS1681 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN FS1726 (Federal National Mortgage Association) | Long | Debt | US | $140K | – | 0.00 |
| FANNIE MAE POOL FN FS1831 (Federal National Mortgage Association) | Long | Debt | US | $357K | – | 0.01 |
| FANNIE MAE POOL FN FS1918 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.12 |
| FANNIE MAE POOL FN FS1940 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN FS1972 (Federal National Mortgage Association) | Long | Debt | US | $531K | – | 0.01 |
| FANNIE MAE POOL FN FS2023 (Federal National Mortgage Association) | Long | Debt | US | $247K | – | 0.01 |
| FANNIE MAE POOL FN FS2041 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN FS2061 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN FS2066 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS2067 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS2244 (Federal National Mortgage Association) | Long | Debt | US | $562K | – | 0.02 |
| FANNIE MAE POOL FN FS2252 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.07 |
| FANNIE MAE POOL FN FS2296 (Federal National Mortgage Association) | Long | Debt | US | $876K | – | 0.02 |
| FANNIE MAE POOL FN FS2401 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN FS2442 (Federal National Mortgage Association) | Long | Debt | US | $491K | – | 0.01 |
| FANNIE MAE POOL FN FS2463 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.08 |
| FANNIE MAE POOL FN FS2648 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.19 |
| FANNIE MAE POOL FN FS2707 (Federal National Mortgage Association) | Long | Debt | US | $607K | – | 0.02 |
| FANNIE MAE POOL FN FS2709 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN FS2740 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN FS2836 (Federal National Mortgage Association) | Long | Debt | US | $687K | – | 0.02 |
| FANNIE MAE POOL FN FS2880 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN FS2914 (Federal National Mortgage Association) | Long | Debt | US | $420K | – | 0.01 |
| FANNIE MAE POOL FN FS3006 (Federal National Mortgage Association) | Long | Debt | US | $268K | – | 0.01 |
| FANNIE MAE POOL FN FS3009 (Federal National Mortgage Association) | Long | Debt | US | $74K | – | 0.00 |
| FANNIE MAE POOL FN FS3098 (Federal National Mortgage Association) | Long | Debt | US | $539K | – | 0.02 |
| FANNIE MAE POOL FN FS3249 (Federal National Mortgage Association) | Long | Debt | US | $484K | – | 0.01 |
| FANNIE MAE POOL FN FS3324 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS3338 (Federal National Mortgage Association) | Long | Debt | US | $532K | – | 0.01 |
| FANNIE MAE POOL FN FS3339 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN FS3368 (Federal National Mortgage Association) | Long | Debt | US | $441K | – | 0.01 |
| FANNIE MAE POOL FN FS3396 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS3411 (Federal National Mortgage Association) | Long | Debt | US | $169K | – | 0.00 |
| FANNIE MAE POOL FN FS3589 (Federal National Mortgage Association) | Long | Debt | US | $88K | – | 0.00 |
| FANNIE MAE POOL FN FS3672 (Federal National Mortgage Association) | Long | Debt | US | $93K | – | 0.00 |
| FANNIE MAE POOL FN FS3752 (Federal National Mortgage Association) | Long | Debt | US | $585K | – | 0.02 |
| FANNIE MAE POOL FN FS3819 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS3835 (Federal National Mortgage Association) | Long | Debt | US | $263K | – | 0.01 |
| FANNIE MAE POOL FN FS3836 (Federal National Mortgage Association) | Long | Debt | US | $426K | – | 0.01 |
| FANNIE MAE POOL FN FS3977 (Federal National Mortgage Association) | Long | Debt | US | $258K | – | 0.01 |
| FANNIE MAE POOL FN FS3978 (Federal National Mortgage Association) | Long | Debt | US | $269K | – | 0.01 |
| FANNIE MAE POOL FN FS4000 (Federal National Mortgage Association) | Long | Debt | US | $504K | – | 0.01 |
| FANNIE MAE POOL FN FS4132 (Federal National Mortgage Association) | Long | Debt | US | $94K | – | 0.00 |
| FANNIE MAE POOL FN FS4145 (Federal National Mortgage Association) | Long | Debt | US | $438K | – | 0.01 |
| FANNIE MAE POOL FN FS4166 (Federal National Mortgage Association) | Long | Debt | US | $363K | – | 0.01 |
| FANNIE MAE POOL FN FS4184 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS4233 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.14 |
| FANNIE MAE POOL FN FS4269 (Federal National Mortgage Association) | Long | Debt | US | $512K | – | 0.01 |
| FANNIE MAE POOL FN FS4270 (Federal National Mortgage Association) | Long | Debt | US | $872K | – | 0.02 |
| FANNIE MAE POOL FN FS4314 (Federal National Mortgage Association) | Long | Debt | US | $145K | – | 0.00 |
| FANNIE MAE POOL FN FS4426 (Federal National Mortgage Association) | Long | Debt | US | $380K | – | 0.01 |
| FANNIE MAE POOL FN FS4448 (Federal National Mortgage Association) | Long | Debt | US | $82K | – | 0.00 |
| FANNIE MAE POOL FN FS4471 (Federal National Mortgage Association) | Long | Debt | US | $157K | – | 0.00 |
| FANNIE MAE POOL FN FS4480 (Federal National Mortgage Association) | Long | Debt | US | $168K | – | 0.00 |
| FANNIE MAE POOL FN FS4521 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS4570 (Federal National Mortgage Association) | Long | Debt | US | $416K | – | 0.01 |
| FANNIE MAE POOL FN FS4573 (Federal National Mortgage Association) | Long | Debt | US | $541K | – | 0.02 |
| FANNIE MAE POOL FN FS4606 (Federal National Mortgage Association) | Long | Debt | US | $438K | – | 0.01 |
| FANNIE MAE POOL FN FS4609 (Federal National Mortgage Association) | Long | Debt | US | $772K | – | 0.02 |
| FANNIE MAE POOL FN FS4701 (Federal National Mortgage Association) | Long | Debt | US | $0.06 | – | 0.00 |
| FANNIE MAE POOL FN FS4716 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN FS4805 (Federal National Mortgage Association) | Long | Debt | US | $286K | – | 0.01 |
| FANNIE MAE POOL FN FS4839 (Federal National Mortgage Association) | Long | Debt | US | $865K | – | 0.02 |
| FANNIE MAE POOL FN FS4963 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS5059 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN FS5127 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN FS5155 (Federal National Mortgage Association) | Long | Debt | US | $626K | – | 0.02 |
| FANNIE MAE POOL FN FS5191 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS5236 (Federal National Mortgage Association) | Long | Debt | US | $491K | – | 0.01 |
| FANNIE MAE POOL FN FS5306 (Federal National Mortgage Association) | Long | Debt | US | $368K | – | 0.01 |
| FANNIE MAE POOL FN FS5313 (Federal National Mortgage Association) | Long | Debt | US | $249K | – | 0.01 |
| FANNIE MAE POOL FN FS5313 (Federal National Mortgage Association) | Long | Debt | US | $0.03 | – | 0.00 |
| FANNIE MAE POOL FN FS5322 (Federal National Mortgage Association) | Long | Debt | US | $434K | – | 0.01 |
| FANNIE MAE POOL FN FS5412 (Federal National Mortgage Association) | Long | Debt | US | $464K | – | 0.01 |
| FANNIE MAE POOL FN FS5621 (Federal National Mortgage Association) | Long | Debt | US | $427K | – | 0.01 |
| FANNIE MAE POOL FN FS5647 (Federal National Mortgage Association) | Long | Debt | US | $280K | – | 0.01 |
| FANNIE MAE POOL FN FS5708 (Federal National Mortgage Association) | Long | Debt | US | $89K | – | 0.00 |
| FANNIE MAE POOL FN FS5722 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.09 |
| FANNIE MAE POOL FN FS5876 (Federal National Mortgage Association) | Long | Debt | US | $390K | – | 0.01 |
| FANNIE MAE POOL FN FS5903 (Federal National Mortgage Association) | Long | Debt | US | $924K | – | 0.03 |
| FANNIE MAE POOL FN FS5930 (Federal National Mortgage Association) | Long | Debt | US | $221K | – | 0.01 |
| FANNIE MAE POOL FN FS6158 (Federal National Mortgage Association) | Long | Debt | US | $255K | – | 0.01 |
| FANNIE MAE POOL FN FS6257 (Federal National Mortgage Association) | Long | Debt | US | $804K | – | 0.02 |
| FANNIE MAE POOL FN FS6451 (Federal National Mortgage Association) | Long | Debt | US | $565K | – | 0.02 |
| FANNIE MAE POOL FN FS6640 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN FS6681 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN FS6778 (Federal National Mortgage Association) | Long | Debt | US | $297K | – | 0.01 |
| FANNIE MAE POOL FN FS6779 (Federal National Mortgage Association) | Long | Debt | US | $848K | – | 0.02 |
| FANNIE MAE POOL FN FS6928 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.20 |
| FANNIE MAE POOL FN FS7005 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN FS7036 (Federal National Mortgage Association) | Long | Debt | US | $270K | – | 0.01 |
| FANNIE MAE POOL FN FS7122 (Federal National Mortgage Association) | Long | Debt | US | $463K | – | 0.01 |
| FANNIE MAE POOL FN FS7170 (Federal National Mortgage Association) | Long | Debt | US | $247K | – | 0.01 |
| FANNIE MAE POOL FN FS7180 (Federal National Mortgage Association) | Long | Debt | US | $724K | – | 0.02 |
| FANNIE MAE POOL FN FS7221 (Federal National Mortgage Association) | Long | Debt | US | $836K | – | 0.02 |
| FANNIE MAE POOL FN FS7294 (Federal National Mortgage Association) | Long | Debt | US | $96K | – | 0.00 |
| FANNIE MAE POOL FN FS7419 (Federal National Mortgage Association) | Long | Debt | US | $163K | – | 0.00 |
| FANNIE MAE POOL FN FS7502 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN FS7624 (Federal National Mortgage Association) | Long | Debt | US | $499K | – | 0.01 |
| FANNIE MAE POOL FN MA1125 (Federal National Mortgage Association) | Long | Debt | US | $158K | – | 0.00 |
| FANNIE MAE POOL FN MA1146 (Federal National Mortgage Association) | Long | Debt | US | $578K | – | 0.02 |
| FANNIE MAE POOL FN MA1177 (Federal National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| FANNIE MAE POOL FN MA1217 (Federal National Mortgage Association) | Long | Debt | US | $25K | – | 0.00 |
| FANNIE MAE POOL FN MA1221 (Federal National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| FANNIE MAE POOL FN MA1253 (Federal National Mortgage Association) | Long | Debt | US | $162K | – | 0.00 |
| FANNIE MAE POOL FN MA1404 (Federal National Mortgage Association) | Long | Debt | US | $231K | – | 0.01 |
| FANNIE MAE POOL FN MA1510 (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| FANNIE MAE POOL FN MA1527 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN MA1547 (Federal National Mortgage Association) | Long | Debt | US | $59K | – | 0.00 |
| FANNIE MAE POOL FN MA1584 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN MA1591 (Federal National Mortgage Association) | Long | Debt | US | $164K | – | 0.00 |
| FANNIE MAE POOL FN MA1629 (Federal National Mortgage Association) | Long | Debt | US | $126K | – | 0.00 |
| FANNIE MAE POOL FN MA1664 (Federal National Mortgage Association) | Long | Debt | US | $76K | – | 0.00 |
| FANNIE MAE POOL FN MA1711 (Federal National Mortgage Association) | Long | Debt | US | $124K | – | 0.00 |
| FANNIE MAE POOL FN MA1715 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN MA1772 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.00 |
| FANNIE MAE POOL FN MA2110 (Federal National Mortgage Association) | Long | Debt | US | $91K | – | 0.00 |
| FANNIE MAE POOL FN MA2138 (Federal National Mortgage Association) | Long | Debt | US | $58K | – | 0.00 |
| FANNIE MAE POOL FN MA2320 (Federal National Mortgage Association) | Long | Debt | US | $59K | – | 0.00 |
| FANNIE MAE POOL FN MA2523 (Federal National Mortgage Association) | Long | Debt | US | $291K | – | 0.01 |
| FANNIE MAE POOL FN MA2579 (Federal National Mortgage Association) | Long | Debt | US | $214K | – | 0.01 |
| FANNIE MAE POOL FN MA2670 (Federal National Mortgage Association) | Long | Debt | US | $338K | – | 0.01 |
| FANNIE MAE POOL FN MA2672 (Federal National Mortgage Association) | Long | Debt | US | $516K | – | 0.01 |
| FANNIE MAE POOL FN MA2707 (Federal National Mortgage Association) | Long | Debt | US | $183K | – | 0.01 |
| FANNIE MAE POOL FN MA2771 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN MA2773 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN MA2806 (Federal National Mortgage Association) | Long | Debt | US | $922K | – | 0.03 |
| FANNIE MAE POOL FN MA2833 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE POOL FN MA2833 (Federal National Mortgage Association) | Long | Debt | US | $131K | – | 0.00 |
| FANNIE MAE POOL FN MA2863 (Federal National Mortgage Association) | Long | Debt | US | $406K | – | 0.01 |
| FANNIE MAE POOL FN MA2920 (Federal National Mortgage Association) | Long | Debt | US | $290K | – | 0.01 |
| FANNIE MAE POOL FN MA2956 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN MA3029 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN MA3058 (Federal National Mortgage Association) | Long | Debt | US | $366K | – | 0.01 |
| FANNIE MAE POOL FN MA3088 (Federal National Mortgage Association) | Long | Debt | US | $859K | – | 0.02 |
| FANNIE MAE POOL FN MA3088 (Federal National Mortgage Association) | Long | Debt | US | $407K | – | 0.01 |
| FANNIE MAE POOL FN MA3210 (Federal National Mortgage Association) | Long | Debt | US | $844K | – | 0.02 |
| FANNIE MAE POOL FN MA3306 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN MA3384 (Federal National Mortgage Association) | Long | Debt | US | $201K | – | 0.01 |
| FANNIE MAE POOL FN MA3846 (Federal National Mortgage Association) | Long | Debt | US | $552K | – | 0.02 |
| FANNIE MAE POOL FN MA4017 (Federal National Mortgage Association) | Long | Debt | US | $998K | – | 0.03 |
| FANNIE MAE POOL FN MA4019 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN MA4031 (Federal National Mortgage Association) | Long | Debt | US | $202K | – | 0.01 |
| FANNIE MAE POOL FN MA4071 (Federal National Mortgage Association) | Long | Debt | US | $989K | – | 0.03 |
| FANNIE MAE POOL FN MA4119 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN MA4128 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN MA4130 (Federal National Mortgage Association) | Long | Debt | US | $36K | – | 0.00 |
| FANNIE MAE POOL FN MA4152 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN MA4158 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.10 |
| FANNIE MAE POOL FN MA4176 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.07 |
| FANNIE MAE POOL FN MA4177 (Federal National Mortgage Association) | Long | Debt | US | $244K | – | 0.01 |
| FANNIE MAE POOL FN MA4204 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.14 |
| FANNIE MAE POOL FN MA4208 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.12 |
| FANNIE MAE POOL FN MA4209 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN MA4232 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.08 |
| FANNIE MAE POOL FN MA4236 (Federal National Mortgage Association) | Long | Debt | US | $357K | – | 0.01 |
| FANNIE MAE POOL FN MA4255 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.09 |
| FANNIE MAE POOL FN MA4268 (Federal National Mortgage Association) | Long | Debt | US | $0.03 | – | 0.00 |
| FANNIE MAE POOL FN MA4280 (Federal National Mortgage Association) | Long | Debt | US | $872K | – | 0.02 |
| FANNIE MAE POOL FN MA4305 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.08 |
| FANNIE MAE POOL FN MA4306 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN MA4310 (Federal National Mortgage Association) | Long | Debt | US | $186K | – | 0.01 |
| FANNIE MAE POOL FN MA4311 (Federal National Mortgage Association) | Long | Debt | US | $292K | – | 0.01 |
| FANNIE MAE POOL FN MA4325 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE POOL FN MA4333 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN MA4333 (Federal National Mortgage Association) | Long | Debt | US | $786K | – | 0.02 |
| FANNIE MAE POOL FN MA4333 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.00 |
| FANNIE MAE POOL FN MA4364 (Federal National Mortgage Association) | Long | Debt | US | $326K | – | 0.01 |
| FANNIE MAE POOL FN MA4364 (Federal National Mortgage Association) | Long | Debt | US | $241K | – | 0.01 |
| FANNIE MAE POOL FN MA4377 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE POOL FN MA4387 (Federal National Mortgage Association) | Long | Debt | US | $0.04 | – | 0.00 |
| FANNIE MAE POOL FN MA4422 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.00 |
| FANNIE MAE POOL FN MA4435 (Federal National Mortgage Association) | Long | Debt | US | $712K | – | 0.02 |
| FANNIE MAE POOL FN MA4437 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.07 |
| FANNIE MAE POOL FN MA4473 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN MA4474 (Federal National Mortgage Association) | Long | Debt | US | $337K | – | 0.01 |
| FANNIE MAE POOL FN MA4474 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN MA4481 (Federal National Mortgage Association) | Long | Debt | US | $510K | – | 0.01 |
| FANNIE MAE POOL FN MA4492 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.13 |
| FANNIE MAE POOL FN MA4501 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN MA4512 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.13 |
| FANNIE MAE POOL FN MA4519 (Federal National Mortgage Association) | Long | Debt | US | $272K | – | 0.01 |
| FANNIE MAE POOL FN MA4520 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN MA4520 (Federal National Mortgage Association) | Long | Debt | US | $674K | – | 0.02 |
| FANNIE MAE POOL FN MA4540 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.12 |
| FANNIE MAE POOL FN MA4540 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN MA4548 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.13 |
| FANNIE MAE POOL FN MA4562 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.21 |
| FANNIE MAE POOL FN MA4570 (Federal National Mortgage Association) | Long | Debt | US | $140K | – | 0.00 |
| FANNIE MAE POOL FN MA4571 (Federal National Mortgage Association) | Long | Debt | US | $141K | – | 0.00 |
| FANNIE MAE POOL FN MA4586 (Federal National Mortgage Association) | Long | Debt | US | $641K | – | 0.02 |
| FANNIE MAE POOL FN MA4587 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN MA4587 (Federal National Mortgage Association) | Long | Debt | US | $439K | – | 0.01 |
| FANNIE MAE POOL FN MA4599 (Federal National Mortgage Association) | Long | Debt | US | $760K | – | 0.02 |
| FANNIE MAE POOL FN MA4606 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.00 |
| FANNIE MAE POOL FN MA4607 (Federal National Mortgage Association) | Long | Debt | US | $774K | – | 0.02 |
| FANNIE MAE POOL FN MA4607 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.00 |
| FANNIE MAE POOL FN MA4607 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN MA4617 (Federal National Mortgage Association) | Long | Debt | US | $147K | – | 0.00 |
| FANNIE MAE POOL FN MA4628 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE POOL FN MA4631 (Federal National Mortgage Association) | Long | Debt | US | $678K | – | 0.02 |
| FANNIE MAE POOL FN MA4632 (Federal National Mortgage Association) | Long | Debt | US | $464K | – | 0.01 |
| FANNIE MAE POOL FN MA4643 (Federal National Mortgage Association) | Long | Debt | US | $985K | – | 0.03 |
| FANNIE MAE POOL FN MA4653 (Federal National Mortgage Association) | Long | Debt | US | $564K | – | 0.02 |
| FANNIE MAE POOL FN MA4701 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN MA4840 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.20 |
| FANNIE MAE POOL FN MA4869 (Federal National Mortgage Association) | Long | Debt | US | $524K | – | 0.01 |
| FANNIE MAE POOL FN MA4917 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.08 |
| FANNIE MAE POOL FN MA5341 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE POOL FN MA5352 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.13 |
| FANNIE MAE POOL FN MA5353 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.24 |
| FANNIE MAE POOL FN MA5354 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.11 |
| FANNIE MAE REMICS FNR 1999-11 Z (Federal National Mortgage Association) | Long | Debt | US | $41K | – | 0.00 |
| FANNIE MAE REMICS FNR 2005-29 ZA (Federal National Mortgage Association) | Long | Debt | US | $105K | – | 0.00 |
| FANNIE MAE REMICS FNR 2006-112 ST (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE REMICS FNR 2009-103 MB (Federal National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| FANNIE MAE REMICS FNR 2009-86 BO (Federal National Mortgage Association) | Long | Debt | US | $240K | – | 0.01 |
| FANNIE MAE REMICS FNR 2010-107 FB (Federal National Mortgage Association) | Long | Debt | US | $194K | – | 0.01 |
| FANNIE MAE REMICS FNR 2011-111 DB (Federal National Mortgage Association) | Long | Debt | US | $358K | – | 0.01 |
| FANNIE MAE REMICS FNR 2011-117 AF (Federal National Mortgage Association) | Long | Debt | US | $171K | – | 0.00 |
| FANNIE MAE REMICS FNR 2011-117 FA (Federal National Mortgage Association) | Long | Debt | US | $394K | – | 0.01 |
| FANNIE MAE REMICS FNR 2011-127 FC (Federal National Mortgage Association) | Long | Debt | US | $182K | – | 0.01 |
| FANNIE MAE REMICS FNR 2011-142 EF (Federal National Mortgage Association) | Long | Debt | US | $208K | – | 0.01 |
| FANNIE MAE REMICS FNR 2011-59 NZ (Federal National Mortgage Association) | Long | Debt | US | $721K | – | 0.02 |
| FANNIE MAE REMICS FNR 2011-87 SG (Federal National Mortgage Association) | Long | Debt | US | $406.05 | – | 0.00 |
| FANNIE MAE REMICS FNR 2011-96 SA (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-101 AI (Federal National Mortgage Association) | Long | Debt | US | $278.27 | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-101 BI (Federal National Mortgage Association) | Long | Debt | US | $23.43 | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-106 FA (Federal National Mortgage Association) | Long | Debt | US | $168K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-118 VZ (Federal National Mortgage Association) | Long | Debt | US | $329K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-12 FA (Federal National Mortgage Association) | Long | Debt | US | $181K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-133 CS (Federal National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-133 JF (Federal National Mortgage Association) | Long | Debt | US | $341K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-151 NX (Federal National Mortgage Association) | Long | Debt | US | $234K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-28 B (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-35 FL (Federal National Mortgage Association) | Long | Debt | US | $147K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-35 SC (Federal National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-46 BA (Federal National Mortgage Association) | Long | Debt | US | $91K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-47 JF (Federal National Mortgage Association) | Long | Debt | US | $243K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-74 OA (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-74 SA (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-75 AO (Federal National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-9 FA (Federal National Mortgage Association) | Long | Debt | US | $139K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-9 WF (Federal National Mortgage Association) | Long | Debt | US | $141K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-11 AP (Federal National Mortgage Association) | Long | Debt | US | $761K | – | 0.02 |
| FANNIE MAE REMICS FNR 2013-111 PL (Federal National Mortgage Association) | Long | Debt | US | $206K | – | 0.01 |
| FANNIE MAE REMICS FNR 2013-124 SB (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-126 CS (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-15 FA (Federal National Mortgage Association) | Long | Debt | US | $411K | – | 0.01 |
| FANNIE MAE REMICS FNR 2013-35 CL (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.18 |
| FANNIE MAE REMICS FNR 2013-43 BP (Federal National Mortgage Association) | Long | Debt | US | $270K | – | 0.01 |
| FANNIE MAE REMICS FNR 2013-49 AP (Federal National Mortgage Association) | Long | Debt | US | $163K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-54 BS (Federal National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-73 IA (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-73 IB (Federal National Mortgage Association) | Long | Debt | US | $538.61 | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-9 BC (Federal National Mortgage Association) | Long | Debt | US | $111K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-9 CB (Federal National Mortgage Association) | Long | Debt | US | $863K | – | 0.02 |
| FANNIE MAE REMICS FNR 2013-9 SA (Federal National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| FANNIE MAE REMICS FNR 2014-17 DY (Federal National Mortgage Association) | Long | Debt | US | $456K | – | 0.01 |
| FANNIE MAE REMICS FNR 2014-25 EL (Federal National Mortgage Association) | Long | Debt | US | $362K | – | 0.01 |
| FANNIE MAE REMICS FNR 2014-47 AI (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE REMICS FNR 2014-6 Z (Federal National Mortgage Association) | Long | Debt | US | $219K | – | 0.01 |
| FANNIE MAE REMICS FNR 2014-74 PC (Federal National Mortgage Association) | Long | Debt | US | $286K | – | 0.01 |
| FANNIE MAE REMICS FNR 2015-20 EF (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE REMICS FNR 2015-26 GF (Federal National Mortgage Association) | Long | Debt | US | $598K | – | 0.02 |
| FANNIE MAE REMICS FNR 2015-32 FA (Federal National Mortgage Association) | Long | Debt | US | $368K | – | 0.01 |
| FANNIE MAE REMICS FNR 2015-48 FB (Federal National Mortgage Association) | Long | Debt | US | $446K | – | 0.01 |
| FANNIE MAE REMICS FNR 2015-55 IO (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE REMICS FNR 2015-56 AS (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE REMICS FNR 2015-65 CZ (Federal National Mortgage Association) | Long | Debt | US | $226K | – | 0.01 |
| FANNIE MAE REMICS FNR 2015-8 AP (Federal National Mortgage Association) | Long | Debt | US | $619K | – | 0.02 |
| FANNIE MAE REMICS FNR 2015-84 PA (Federal National Mortgage Association) | Long | Debt | US | $904K | – | 0.03 |
| FANNIE MAE REMICS FNR 2016-11 CF (Federal National Mortgage Association) | Long | Debt | US | $189K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-11 FG (Federal National Mortgage Association) | Long | Debt | US | $261K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-19 FD (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE REMICS FNR 2016-22 FA (Federal National Mortgage Association) | Long | Debt | US | $494K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-22 FG (Federal National Mortgage Association) | Long | Debt | US | $416K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-3 PL (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.06 |
| FANNIE MAE REMICS FNR 2016-37 MJ (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.00 |
| FANNIE MAE REMICS FNR 2016-45 PB (Federal National Mortgage Association) | Long | Debt | US | $211K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-48 MA (Federal National Mortgage Association) | Long | Debt | US | $938K | – | 0.03 |
| FANNIE MAE REMICS FNR 2016-57 PC (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| FANNIE MAE REMICS FNR 2016-69 BF (Federal National Mortgage Association) | Long | Debt | US | $396K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-75 FE (Federal National Mortgage Association) | Long | Debt | US | $307K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-78 FA (Federal National Mortgage Association) | Long | Debt | US | $202K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-79 FH (Federal National Mortgage Association) | Long | Debt | US | $307K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-82 FE (Federal National Mortgage Association) | Long | Debt | US | $704K | – | 0.02 |
| FANNIE MAE REMICS FNR 2016-82 FH (Federal National Mortgage Association) | Long | Debt | US | $629K | – | 0.02 |
| FANNIE MAE REMICS FNR 2016-84 FB (Federal National Mortgage Association) | Long | Debt | US | $300K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-86 FE (Federal National Mortgage Association) | Long | Debt | US | $765K | – | 0.02 |
| FANNIE MAE REMICS FNR 2016-88 CF (Federal National Mortgage Association) | Long | Debt | US | $545K | – | 0.02 |
| FANNIE MAE REMICS FNR 2016-91 AF (Federal National Mortgage Association) | Long | Debt | US | $295K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-12 FD (Federal National Mortgage Association) | Long | Debt | US | $325K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-13 PA (Federal National Mortgage Association) | Long | Debt | US | $401K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-23 FA (Federal National Mortgage Association) | Long | Debt | US | $347K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-24 PG (Federal National Mortgage Association) | Long | Debt | US | $938K | – | 0.03 |
| FANNIE MAE REMICS FNR 2017-26 FA (Federal National Mortgage Association) | Long | Debt | US | $843K | – | 0.02 |
| FANNIE MAE REMICS FNR 2017-30 FA (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE REMICS FNR 2017-76 SB (Federal National Mortgage Association) | Long | Debt | US | $80K | – | 0.00 |
| FANNIE MAE REMICS FNR 2017-78 FC (Federal National Mortgage Association) | Long | Debt | US | $0.04 | – | 0.00 |
| FANNIE MAE REMICS FNR 2017-79 FB (Federal National Mortgage Association) | Long | Debt | US | $662K | – | 0.02 |
| FANNIE MAE REMICS FNR 2017-85 SC (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.00 |
| FANNIE MAE REMICS FNR 2017-9 BF (Federal National Mortgage Association) | Long | Debt | US | $371K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-9 DF (Federal National Mortgage Association) | Long | Debt | US | $268K | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-14 KC (Federal National Mortgage Association) | Long | Debt | US | $705K | – | 0.02 |
| FANNIE MAE REMICS FNR 2018-36 FD (Federal National Mortgage Association) | Long | Debt | US | $688K | – | 0.02 |
| FANNIE MAE REMICS FNR 2018-38 MA (Federal National Mortgage Association) | Long | Debt | US | $540K | – | 0.02 |
| FANNIE MAE REMICS FNR 2018-43 CT (Federal National Mortgage Association) | Long | Debt | US | $540K | – | 0.02 |
| FANNIE MAE REMICS FNR 2018-45 TM (Federal National Mortgage Association) | Long | Debt | US | $392K | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-54 KA (Federal National Mortgage Association) | Long | Debt | US | $173K | – | 0.00 |
| FANNIE MAE REMICS FNR 2018-55 GA (Federal National Mortgage Association) | Long | Debt | US | $404K | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-64 A (Federal National Mortgage Association) | Long | Debt | US | $337K | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-8 KL (Federal National Mortgage Association) | Long | Debt | US | $189K | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-85 EA (Federal National Mortgage Association) | Long | Debt | US | $311K | – | 0.01 |
| FANNIE MAE REMICS FNR 2019-13 PE (Federal National Mortgage Association) | Long | Debt | US | $233K | – | 0.01 |
| FANNIE MAE REMICS FNR 2019-15 FA (Federal National Mortgage Association) | Long | Debt | US | $232K | – | 0.01 |
| FANNIE MAE REMICS FNR 2019-25 PA (Federal National Mortgage Association) | Long | Debt | US | $634K | – | 0.02 |
| FANNIE MAE REMICS FNR 2019-41 FG (Federal National Mortgage Association) | Long | Debt | US | $542K | – | 0.02 |
| FANNIE MAE REMICS FNR 2019-43 FC (Federal National Mortgage Association) | Long | Debt | US | $447K | – | 0.01 |
| FANNIE MAE REMICS FNR 2019-67 FB (Federal National Mortgage Association) | Long | Debt | US | $234K | – | 0.01 |
| FANNIE MAE REMICS FNR 2019-79 FA (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.03 |
| FANNIE MAE REMICS FNR 2020-12 FL (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-25 BI (Federal National Mortgage Association) | Long | Debt | US | $108K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-34 F (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-37 DA (Federal National Mortgage Association) | Long | Debt | US | $201K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-45 JL (Federal National Mortgage Association) | Long | Debt | US | $816K | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-47 GZ (Federal National Mortgage Association) | Long | Debt | US | $253K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-48 AB (Federal National Mortgage Association) | Long | Debt | US | $292K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-48 DA (Federal National Mortgage Association) | Long | Debt | US | $910K | – | 0.03 |
| FANNIE MAE REMICS FNR 2020-56 AQ (Federal National Mortgage Association) | Long | Debt | US | $684K | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-56 DI (Federal National Mortgage Association) | Long | Debt | US | $48K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-57 LJ (Federal National Mortgage Association) | Long | Debt | US | $344K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-57 TA (Federal National Mortgage Association) | Long | Debt | US | $799K | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-59 NC (Federal National Mortgage Association) | Long | Debt | US | $444K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-61 NI (Federal National Mortgage Association) | Long | Debt | US | $202K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-62 AI (Federal National Mortgage Association) | Long | Debt | US | $110K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-64 IB (Federal National Mortgage Association) | Long | Debt | US | $169K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-65 DI (Federal National Mortgage Association) | Long | Debt | US | $192K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-65 EI (Federal National Mortgage Association) | Long | Debt | US | $272K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-73 KI (Federal National Mortgage Association) | Long | Debt | US | $110K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-96 IN (Federal National Mortgage Association) | Long | Debt | US | $115K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-1 IG (Federal National Mortgage Association) | Long | Debt | US | $27K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-22 MN (Federal National Mortgage Association) | Long | Debt | US | $483K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-26 BD (Federal National Mortgage Association) | Long | Debt | US | $251K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-27 EC (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE REMICS FNR 2021-3 NI (Federal National Mortgage Association) | Long | Debt | US | $211K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-33 AV (Federal National Mortgage Association) | Long | Debt | US | $163K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-42 AC (Federal National Mortgage Association) | Long | Debt | US | $365K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-42 DC (Federal National Mortgage Association) | Long | Debt | US | $873K | – | 0.02 |
| FANNIE MAE REMICS FNR 2021-43 IO (Federal National Mortgage Association) | Long | Debt | US | $220K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-52 CI (Federal National Mortgage Association) | Long | Debt | US | $111K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-62 GI (Federal National Mortgage Association) | Long | Debt | US | $114K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-65 JA (Federal National Mortgage Association) | Long | Debt | US | $240K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-73 A (Federal National Mortgage Association) | Long | Debt | US | $500K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-73 DJ (Federal National Mortgage Association) | Long | Debt | US | $490K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-76 KB (Federal National Mortgage Association) | Long | Debt | US | $205K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-77 WI (Federal National Mortgage Association) | Long | Debt | US | $112K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-78 ND (Federal National Mortgage Association) | Long | Debt | US | $709K | – | 0.02 |
| FANNIE MAE REMICS FNR 2021-86 MA (Federal National Mortgage Association) | Long | Debt | US | $820K | – | 0.02 |
| FANNIE MAE REMICS FNR 2021-91 AB (Federal National Mortgage Association) | Long | Debt | US | $473K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-95 MA (Federal National Mortgage Association) | Long | Debt | US | $0.03 | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-96 AH (Federal National Mortgage Association) | Long | Debt | US | $512K | – | 0.01 |
| FANNIE MAE REMICS FNR 2022-11 D (Federal National Mortgage Association) | Long | Debt | US | $535K | – | 0.02 |
| FANNIE MAE REMICS FNR 2022-18 DL (Federal National Mortgage Association) | Long | Debt | US | $699K | – | 0.02 |
| FANNIE MAE REMICS FNR 2022-18 PI (Federal National Mortgage Association) | Long | Debt | US | $212K | – | 0.01 |
| FANNIE MAE REMICS FNR 2022-22 IO (Federal National Mortgage Association) | Long | Debt | US | $227K | – | 0.01 |
| FANNIE MAE REMICS FNR 2022-28 CA (Federal National Mortgage Association) | Long | Debt | US | $492K | – | 0.01 |
| FANNIE MAE REMICS FNR 2022-3 N (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.04 |
| FANNIE MAE REMICS FNR 2022-4 MH (Federal National Mortgage Association) | Long | Debt | US | $556K | – | 0.02 |
| FANNIE MAE REMICS FNR 2022-49 NQ (Federal National Mortgage Association) | Long | Debt | US | $243K | – | 0.01 |
| FANNIE MAE REMICS FNR 2022-86 IO (Federal National Mortgage Association) | Long | Debt | US | $102K | – | 0.00 |
| FANNIE MAE REMICS FNR 2022-89 AY (Federal National Mortgage Association) | Long | Debt | US | $496K | – | 0.01 |
| FANNIE MAE REMICS FNR 2022-9 DJ (Federal National Mortgage Association) | Long | Debt | US | $391K | – | 0.01 |
| FANNIE MAE REMICS FNR 2023-14 EJ (Federal National Mortgage Association) | Long | Debt | US | $467K | – | 0.01 |
| FANNIE MAE REMICS FNR 2023-2 CI (Federal National Mortgage Association) | Long | Debt | US | $347K | – | 0.01 |
| FANNIE MAE REMICS FNR 2023-37 FH (Federal National Mortgage Association) | Long | Debt | US | $909K | – | 0.03 |
| FANNIE MAE REMICS FNR 2023-38 FC (Federal National Mortgage Association) | Long | Debt | US | $591K | – | 0.02 |
| FANNIE MAE REMICS FNR 2024-26 KY (Federal National Mortgage Association) | Long | Debt | US | $384K | – | 0.01 |
| FANNIE MAE REMICS FNR 2024-5 DI (Federal National Mortgage Association) | Long | Debt | US | $370K | – | 0.01 |
| FANNIE MAE ZERO COUPON 11/15/2030 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.07 |
| FANNIE MAE-ACES FNA 2018-M15 1A2 (Federal National Mortgage Association) | Long | Debt | US | $92K | – | 0.00 |
| FANNIE MAE-ACES FNA 2020-M36 X1 (Federal National Mortgage Association) | Long | Debt | US | $30K | – | 0.00 |
| FARMERS EXCHANGE CAPITAL 144A 7.050000% 07/15/2028 | Long | Debt | US | $1M | – | 0.03 |
| FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048 | Long | Debt | US | $973K | – | 0.03 |
| FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053 | Long | Debt | US | $1M | – | 0.04 |
| FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050 (Republica Federativa do Brasil) | Long | Debt | BR | $530K | – | 0.01 |
| FEDERAL HOME LOAN BANK 1.250000% 09/30/2031 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $1M | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP MTN ZERO COUPON 12/14/2029 (Freddie Mac) | Long | Debt | US | $951K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATON REMIC POOL # 4194 BI IO (Freddie Mac) | Long | Debt | US | $8K | – | 0.00 |
| First Eagle 2/24 Extended Cov-Lite TLB 2/22/2029 | Long | Loan | US | $248K | – | 0.01 |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF5 FFML 2004-FF5 A3C | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| FIRST QUANTUM MINERALS LTD 144A 6.875000% 10/15/2027 (FIRST QUANTUM MINERALS LTD.) | Long | Debt | ZM | $215K | – | 0.01 |
| FIRST QUANTUM MINERALS LTD 144A 9.375000% 03/01/2029 (FIRST QUANTUM MINERALS LTD.) | Long | Debt | ZM | $209K | – | 0.01 |
| FIRSTENERGY CORP 1.600000% 01/15/2026 (FIRSTENERGY CORP.) | Long | Debt | US | $169K | – | 0.00 |
| FIRSTENERGY CORP 4.150000% 07/15/2027 (FIRSTENERGY CORP.) | Long | Debt | US | $902K | – | 0.03 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 3.250000% 03/15/2028 (FirstEnergy Pennsylvania Electric Company) | Long | Debt | US | $326K | – | 0.01 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.300000% 01/15/2029 (METROPOLITAN EDISON COMPANY) | Long | Debt | US | $404K | – | 0.01 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 5.150000% 03/30/2026 (FirstEnergy Pennsylvania Electric Company) | Long | Debt | US | $266K | – | 0.01 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 5.200000% 04/01/2028 (METROPOLITAN EDISON COMPANY) | Long | Debt | US | $275K | – | 0.01 |
| FIRSTENERGY TRANSMISSION LLC 144A 5.450000% 07/15/2044 (FIRSTENERGY TRANSMISSION, LLC) | Long | Debt | US | $33K | – | 0.00 |
| FLAGSTAR MORTGAGE TRUST 2018-2 FSMT 2018-2 A4 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FLORIDA POWER & LIGHT CO 4.400000% 05/15/2028 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| FLORIDA POWER & LIGHT CO 5.600000% 06/15/2054 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $361K | – | 0.01 |
| FLUTTER ENTERTAINMENT PLC 11/25/2030 | Long | Loan | US | $977K | – | 0.03 |
| FOCUS FINANCIAL PARTNERS, LLC 6/30/2028 | Long | Loan | US | $777K | – | 0.02 |
| FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A4 | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST 2022-D FORDO 2022-D A4 | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST 2023-A FORDO 2023-A A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FORD CREDIT AUTO OWNER TRUST 2023-REV2 FORDR 2023-2 B | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FORD CREDIT AUTO OWNER TRUST 2023-REV2 FORDR 2023-2 C | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FORD CREDIT AUTO OWNER TRUST 2024-REV1 FORDR 2024-1 A | Long | ABS-mortgage backed security | US | $878K | – | 0.02 |
| FORD CREDIT AUTO OWNER TRUST 2024-REV1 FORDR 2024-1 A | Long | ABS-mortgage backed security | US | $531K | – | 0.01 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2018-4 A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FORD MOTOR CO 3.250000% 02/12/2032 (FORD MOTOR COMPANY) | Long | Debt | US | $397K | – | 0.01 |
| FORD MOTOR CO 6.100000% 08/19/2032 (FORD MOTOR COMPANY) | Long | Debt | US | $379K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC 2.900000% 02/10/2029 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC 2.900000% 02/16/2028 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $181K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC 3.625000% 06/17/2031 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $328K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC 3.815000% 11/02/2027 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $245K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC 4.000000% 11/13/2030 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $687K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC 4.000000% 11/13/2030 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $420K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC 4.125000% 08/17/2027 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $190K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC 4.950000% 05/28/2027 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $830K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC 5.125000% 06/16/2025 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $397K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC 6.050000% 03/05/2031 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $756K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC 7.350000% 03/06/2030 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.03 |
| FOUR SEASONS HOLDINGS INC. 11/30/2029 | Long | Loan | US | $400K | – | 0.01 |
| FOX CORP 5.476000% 01/25/2039 (FOX CORPORATION) | Long | Debt | US | $496K | – | 0.01 |
| FOX CORP 6.500000% 10/13/2033 (FOX CORPORATION) | Long | Debt | US | $409K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG A24156 | Long | Debt | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A24156 | Long | Debt | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A34552 | Long | Debt | US | $810.96 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A40879 | Long | Debt | US | $16K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A45076 | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A46280 | Long | Debt | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A47404 | Long | Debt | US | $19K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A47971 | Long | Debt | US | $274K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG A47971 | Long | Debt | US | $217K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG A52174 | Long | Debt | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A61164 | Long | Debt | US | $50K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A61527 | Long | Debt | US | $159K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A70089 | Long | Debt | US | $39K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A72670 | Long | Debt | US | $36K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG B70786 | Long | Debt | US | $28K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG B70787 | Long | Debt | US | $33K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG B90491 | Long | Debt | US | $31K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C01241 | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C01292 | Long | Debt | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C01429 | Long | Debt | US | $67K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C58634 | Long | Debt | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C62771 | Long | Debt | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C68825 | Long | Debt | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C79902 | Long | Debt | US | $11K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G01228 | Long | Debt | US | $90.37 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G02188 | Long | Debt | US | $85K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G02444 | Long | Debt | US | $23K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G04386 | Long | Debt | US | $15K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G04710 | Long | Debt | US | $35K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G05119 | Long | Debt | US | $19K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G05716 | Long | Debt | US | $333K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G06669 | Long | Debt | US | $21K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G07335 | Long | Debt | US | $47K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G07848 | Long | Debt | US | $856K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G07849 | Long | Debt | US | $679K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G07924 | Long | Debt | US | $280K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08091 | Long | Debt | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08631 | Long | Debt | US | $200K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08687 | Long | Debt | US | $205K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08706 | Long | Debt | US | $236K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08710 | Long | Debt | US | $560K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08711 | Long | Debt | US | $627K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08715 | Long | Debt | US | $753K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08716 | Long | Debt | US | $789K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08721 | Long | Debt | US | $765K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08721 | Long | Debt | US | $311K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08722 | Long | Debt | US | $440K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08726 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC GOLD POOL FG G08732 | Long | Debt | US | $795K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08741 | Long | Debt | US | $832K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08741 | Long | Debt | US | $646K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08741 | Long | Debt | US | $568K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08742 | Long | Debt | US | $517K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08747 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G08747 | Long | Debt | US | $523K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08748 | Long | Debt | US | $76K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08750 | Long | Debt | US | $258K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08757 | Long | Debt | US | $84K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08762 | Long | Debt | US | $80K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08779 | Long | Debt | US | $473K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08792 | Long | Debt | US | $110K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08833 | Long | Debt | US | $118K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08843 | Long | Debt | US | $572K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08844 | Long | Debt | US | $221K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08844 | Long | Debt | US | $21K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08849 | Long | Debt | US | $100K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08859 | Long | Debt | US | $250K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G15963 | Long | Debt | US | $467K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G16756 | Long | Debt | US | $0.05 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G18592 | Long | Debt | US | $0.01 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G18716 | Long | Debt | US | $0.08 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G20028 | Long | Debt | US | $17K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G60138 | Long | Debt | US | $224K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G60278 | Long | Debt | US | $612K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G60397 | Long | Debt | US | $70K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G61605 | Long | Debt | US | $521K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G61748 | Long | Debt | US | $2M | – | 0.06 |
| FREDDIE MAC GOLD POOL FG G61859 | Long | Debt | US | $642K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G67700 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC GOLD POOL FG G67706 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G67707 | Long | Debt | US | $2M | – | 0.06 |
| FREDDIE MAC GOLD POOL FG G67708 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G67711 | Long | Debt | US | $2M | – | 0.06 |
| FREDDIE MAC GOLD POOL FG G67713 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC GOLD POOL FG G67713 | Long | Debt | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G67714 | Long | Debt | US | $645K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G67717 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG Q02771 | Long | Debt | US | $191K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q05261 | Long | Debt | US | $614K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG Q17792 | Long | Debt | US | $371K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q18473 | Long | Debt | US | $19K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19131 | Long | Debt | US | $19K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19134 | Long | Debt | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19135 | Long | Debt | US | $38K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19254 | Long | Debt | US | $35K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19611 | Long | Debt | US | $168K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19615 | Long | Debt | US | $132K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q31934 | Long | Debt | US | $91K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q41209 | Long | Debt | US | $39K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q45560 | Long | Debt | US | $341K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q45737 | Long | Debt | US | $770K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG Q45819 | Long | Debt | US | $211K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q45827 | Long | Debt | US | $197K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q50962 | Long | Debt | US | $143K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q52319 | Long | Debt | US | $792K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG Q56092 | Long | Debt | US | $665K | – | 0.02 |
| FREDDIE MAC GOLD POOL FG Q63613 | Long | Debt | US | $164K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U90245 | Long | Debt | US | $39K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U90316 | Long | Debt | US | $39K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U90598 | Long | Debt | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U90778 | Long | Debt | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U90841 | Long | Debt | US | $12K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U90903 | Long | Debt | US | $19K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U91254 | Long | Debt | US | $176K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U92272 | Long | Debt | US | $43K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U95137 | Long | Debt | US | $60K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U99045 | Long | Debt | US | $392K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG U99076 | Long | Debt | US | $284K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG U99084 | Long | Debt | US | $237K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG U99091 | Long | Debt | US | $78K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U99114 | Long | Debt | US | $18K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U99124 | Long | Debt | US | $252K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Z40209 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P009 A2 | Long | Debt | US | $421K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-150 X1 | Long | Debt | US | $201K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-152 X1 | Long | Debt | US | $214K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-154 X1 | Long | Debt | US | $381K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-155 X1 | Long | Debt | US | $198K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-160 X1 | Long | Debt | US | $98K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K047 A2 | Long | Debt | US | $274K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K064 X1 | Long | Debt | US | $61K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 X1 | Long | Debt | US | $72K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 XAM | Long | Debt | US | $245K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K095 XAM | Long | Debt | US | $38K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K106 X1 | Long | Debt | US | $200K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K110 X1 | Long | Debt | US | $135K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K120 X1 | Long | Debt | US | $273K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K128 X1 | Long | Debt | US | $243K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K136 X1 | Long | Debt | US | $254K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K149 X1 | Long | Debt | US | $234K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K736 X1 | Long | Debt | US | $19K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K741 X1 | Long | Debt | US | $48K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K743 X1 | Long | Debt | US | $120K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KC05 X1 | Long | Debt | US | $35K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG2 A2 | Long | Debt | US | $593K | – | 0.02 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS S8FX A2 | Long | Debt | US | $306K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 2B0811 | Long | Debt | US | $0.08 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 2B1277 | Long | Debt | US | $0.08 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 2B1538 | Long | Debt | US | $0.08 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 840915 | Long | Debt | US | $382K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 841073 | Long | Debt | US | $0.08 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 841076 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC NON GOLD POOL FH 841077 | Long | Debt | US | $367K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 841081 | Long | Debt | US | $199K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 841249 | Long | Debt | US | $293K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 841383 | Long | Debt | US | $732K | – | 0.02 |
| FREDDIE MAC NON GOLD POOL FH 841384 | Long | Debt | US | $0.1 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 841563 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC NON GOLD POOL FH 841624 | Long | Debt | US | $493K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 841703 | Long | Debt | US | $428K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 848954 | Long | Debt | US | $0.09 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849128 | Long | Debt | US | $0.06 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849147 | Long | Debt | US | $0.07 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849154 | Long | Debt | US | $0.05 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849198 | Long | Debt | US | $0.08 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849218 | Long | Debt | US | $0.1 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849266 | Long | Debt | US | $0.09 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 8B6027 | Long | Debt | US | $0.06 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 8B6029 | Long | Debt | US | $0.06 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 8C0292 | Long | Debt | US | $0.1 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 8C0293 | Long | Debt | US | $0.1 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 8C0372 | Long | Debt | US | $0.08 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 8D0268 | Long | Debt | US | $490K | – | 0.01 |
| FREDDIE MAC POOL FR QA0311 | Long | Debt | US | $228K | – | 0.01 |
| FREDDIE MAC POOL FR QA4217 | Long | Debt | US | $165K | – | 0.00 |
| FREDDIE MAC POOL FR QA5770 | Long | Debt | US | $22K | – | 0.00 |
| FREDDIE MAC POOL FR QA9353 | Long | Debt | US | $308K | – | 0.01 |
| FREDDIE MAC POOL FR QB4240 | Long | Debt | US | $194K | – | 0.01 |
| FREDDIE MAC POOL FR QB4985 | Long | Debt | US | $0.01 | – | 0.00 |
| FREDDIE MAC POOL FR QB5092 | Long | Debt | US | $171K | – | 0.00 |
| FREDDIE MAC POOL FR QB5093 | Long | Debt | US | $119K | – | 0.00 |
| FREDDIE MAC POOL FR QB6893 | Long | Debt | US | $0.03 | – | 0.00 |
| FREDDIE MAC POOL FR QB8602 | Long | Debt | US | $57K | – | 0.00 |
| FREDDIE MAC POOL FR QB8604 | Long | Debt | US | $52K | – | 0.00 |
| FREDDIE MAC POOL FR QB8773 | Long | Debt | US | $51K | – | 0.00 |
| FREDDIE MAC POOL FR QB8975 | Long | Debt | US | $134K | – | 0.00 |
| FREDDIE MAC POOL FR QB8988 | Long | Debt | US | $185K | – | 0.01 |
| FREDDIE MAC POOL FR QB9087 | Long | Debt | US | $321K | – | 0.01 |
| FREDDIE MAC POOL FR QB9290 | Long | Debt | US | $246K | – | 0.01 |
| FREDDIE MAC POOL FR QB9391 | Long | Debt | US | $18K | – | 0.00 |
| FREDDIE MAC POOL FR QB9482 | Long | Debt | US | $111K | – | 0.00 |
| FREDDIE MAC POOL FR QB9485 | Long | Debt | US | $58K | – | 0.00 |
| FREDDIE MAC POOL FR QB9961 | Long | Debt | US | $121K | – | 0.00 |
| FREDDIE MAC POOL FR QC0041 | Long | Debt | US | $115K | – | 0.00 |
| FREDDIE MAC POOL FR QC0160 | Long | Debt | US | $97K | – | 0.00 |
| FREDDIE MAC POOL FR QC0161 | Long | Debt | US | $118K | – | 0.00 |
| FREDDIE MAC POOL FR QC0165 | Long | Debt | US | $116K | – | 0.00 |
| FREDDIE MAC POOL FR QC0423 | Long | Debt | US | $0.02 | – | 0.00 |
| FREDDIE MAC POOL FR QC0885 | Long | Debt | US | $60K | – | 0.00 |
| FREDDIE MAC POOL FR QC1164 | Long | Debt | US | $109K | – | 0.00 |
| FREDDIE MAC POOL FR QC1292 | Long | Debt | US | $611K | – | 0.02 |
| FREDDIE MAC POOL FR QC1565 | Long | Debt | US | $229K | – | 0.01 |
| FREDDIE MAC POOL FR QC1683 | Long | Debt | US | $368K | – | 0.01 |
| FREDDIE MAC POOL FR QC2044 | Long | Debt | US | $64K | – | 0.00 |
| FREDDIE MAC POOL FR QC3242 | Long | Debt | US | $60K | – | 0.00 |
| FREDDIE MAC POOL FR QC3690 | Long | Debt | US | $131K | – | 0.00 |
| FREDDIE MAC POOL FR QC4690 | Long | Debt | US | $133K | – | 0.00 |
| FREDDIE MAC POOL FR QC4818 | Long | Debt | US | $68K | – | 0.00 |
| FREDDIE MAC POOL FR QC4824 | Long | Debt | US | $64K | – | 0.00 |
| FREDDIE MAC POOL FR QC5265 | Long | Debt | US | $230K | – | 0.01 |
| FREDDIE MAC POOL FR QC5830 | Long | Debt | US | $534K | – | 0.02 |
| FREDDIE MAC POOL FR QC6303 | Long | Debt | US | $66K | – | 0.00 |
| FREDDIE MAC POOL FR QC6551 | Long | Debt | US | $265K | – | 0.01 |
| FREDDIE MAC POOL FR QC7086 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR QC7127 | Long | Debt | US | $66K | – | 0.00 |
| FREDDIE MAC POOL FR QC7411 | Long | Debt | US | $70K | – | 0.00 |
| FREDDIE MAC POOL FR QC8737 | Long | Debt | US | $210K | – | 0.01 |
| FREDDIE MAC POOL FR QC9154 | Long | Debt | US | $220K | – | 0.01 |
| FREDDIE MAC POOL FR QD0254 | Long | Debt | US | $137K | – | 0.00 |
| FREDDIE MAC POOL FR QD1954 | Long | Debt | US | $67K | – | 0.00 |
| FREDDIE MAC POOL FR QD2260 | Long | Debt | US | $67K | – | 0.00 |
| FREDDIE MAC POOL FR QD3231 | Long | Debt | US | $450K | – | 0.01 |
| FREDDIE MAC POOL FR QD3644 | Long | Debt | US | $281K | – | 0.01 |
| FREDDIE MAC POOL FR QD3960 | Long | Debt | US | $672K | – | 0.02 |
| FREDDIE MAC POOL FR QD4146 | Long | Debt | US | $66K | – | 0.00 |
| FREDDIE MAC POOL FR QD4867 | Long | Debt | US | $70K | – | 0.00 |
| FREDDIE MAC POOL FR QD5620 | Long | Debt | US | $67K | – | 0.00 |
| FREDDIE MAC POOL FR QD5628 | Long | Debt | US | $71K | – | 0.00 |
| FREDDIE MAC POOL FR QD5960 | Long | Debt | US | $69K | – | 0.00 |
| FREDDIE MAC POOL FR QD6079 | Long | Debt | US | $280K | – | 0.01 |
| FREDDIE MAC POOL FR QD6140 | Long | Debt | US | $216K | – | 0.01 |
| FREDDIE MAC POOL FR QD6142 | Long | Debt | US | $71K | – | 0.00 |
| FREDDIE MAC POOL FR QD7333 | Long | Debt | US | $150K | – | 0.00 |
| FREDDIE MAC POOL FR QD7414 | Long | Debt | US | $5M | – | 0.14 |
| FREDDIE MAC POOL FR QD7594 | Long | Debt | US | $160K | – | 0.00 |
| FREDDIE MAC POOL FR QD7947 | Long | Debt | US | $264K | – | 0.01 |
| FREDDIE MAC POOL FR QD8675 | Long | Debt | US | $140K | – | 0.00 |
| FREDDIE MAC POOL FR QD9170 | Long | Debt | US | $532K | – | 0.01 |
| FREDDIE MAC POOL FR QE0399 | Long | Debt | US | $437K | – | 0.01 |
| FREDDIE MAC POOL FR QE1492 | Long | Debt | US | $73K | – | 0.00 |
| FREDDIE MAC POOL FR QE2241 | Long | Debt | US | $243K | – | 0.01 |
| FREDDIE MAC POOL FR QE4038 | Long | Debt | US | $2M | – | 0.07 |
| FREDDIE MAC POOL FR QF3705 | Long | Debt | US | $668K | – | 0.02 |
| FREDDIE MAC POOL FR QF5465 | Long | Debt | US | $0.01 | – | 0.00 |
| FREDDIE MAC POOL FR QF6516 | Long | Debt | US | $153K | – | 0.00 |
| FREDDIE MAC POOL FR QF6690 | Long | Debt | US | $72K | – | 0.00 |
| FREDDIE MAC POOL FR QF8222 | Long | Debt | US | $181K | – | 0.01 |
| FREDDIE MAC POOL FR QF8298 | Long | Debt | US | $66K | – | 0.00 |
| FREDDIE MAC POOL FR QG1295 | Long | Debt | US | $282K | – | 0.01 |
| FREDDIE MAC POOL FR QG1799 | Long | Debt | US | $544K | – | 0.02 |
| FREDDIE MAC POOL FR QG5907 | Long | Debt | US | $2M | – | 0.04 |
| FREDDIE MAC POOL FR QG6170 | Long | Debt | US | $546K | – | 0.02 |
| FREDDIE MAC POOL FR QG7311 | Long | Debt | US | $189K | – | 0.01 |
| FREDDIE MAC POOL FR QH5943 | Long | Debt | US | $879K | – | 0.02 |
| FREDDIE MAC POOL FR QH5959 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR QI2723 | Long | Debt | US | $773K | – | 0.02 |
| FREDDIE MAC POOL FR QK0701 | Long | Debt | US | $60K | – | 0.00 |
| FREDDIE MAC POOL FR QK1191 | Long | Debt | US | $295K | – | 0.01 |
| FREDDIE MAC POOL FR QK1204 | Long | Debt | US | $418K | – | 0.01 |
| FREDDIE MAC POOL FR QK1354 | Long | Debt | US | $277K | – | 0.01 |
| FREDDIE MAC POOL FR QU7914 | Long | Debt | US | $74K | – | 0.00 |
| FREDDIE MAC POOL FR RA3053 | Long | Debt | US | $791K | – | 0.02 |
| FREDDIE MAC POOL FR RA3882 | Long | Debt | US | $353K | – | 0.01 |
| FREDDIE MAC POOL FR RA3913 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR RA4142 | Long | Debt | US | $57K | – | 0.00 |
| FREDDIE MAC POOL FR RA4175 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR RA4454 | Long | Debt | US | $437K | – | 0.01 |
| FREDDIE MAC POOL FR RA4537 | Long | Debt | US | $297K | – | 0.01 |
| FREDDIE MAC POOL FR RA4539 | Long | Debt | US | $2M | – | 0.06 |
| FREDDIE MAC POOL FR RA4757 | Long | Debt | US | $140K | – | 0.00 |
| FREDDIE MAC POOL FR RA5373 | Long | Debt | US | $385K | – | 0.01 |
| FREDDIE MAC POOL FR RA6528 | Long | Debt | US | $822K | – | 0.02 |
| FREDDIE MAC POOL FR RA6562 | Long | Debt | US | $267K | – | 0.01 |
| FREDDIE MAC POOL FR RA6606 | Long | Debt | US | $962K | – | 0.03 |
| FREDDIE MAC POOL FR RA6954 | Long | Debt | US | $296K | – | 0.01 |
| FREDDIE MAC POOL FR RA7185 | Long | Debt | US | $467K | – | 0.01 |
| FREDDIE MAC POOL FR RA7186 | Long | Debt | US | $307K | – | 0.01 |
| FREDDIE MAC POOL FR RA7501 | Long | Debt | US | $360K | – | 0.01 |
| FREDDIE MAC POOL FR RA8208 | Long | Debt | US | $3M | – | 0.07 |
| FREDDIE MAC POOL FR RA8382 | Long | Debt | US | $2M | – | 0.07 |
| FREDDIE MAC POOL FR RA8418 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR RA8694 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR RA8790 | Long | Debt | US | $644K | – | 0.02 |
| FREDDIE MAC POOL FR RA8904 | Long | Debt | US | $343K | – | 0.01 |
| FREDDIE MAC POOL FR RA9079 | Long | Debt | US | $192K | – | 0.01 |
| FREDDIE MAC POOL FR RA9080 | Long | Debt | US | $179K | – | 0.01 |
| FREDDIE MAC POOL FR RA9081 | Long | Debt | US | $278K | – | 0.01 |
| FREDDIE MAC POOL FR RA9437 | Long | Debt | US | $283K | – | 0.01 |
| FREDDIE MAC POOL FR RB0714 | Long | Debt | US | $345K | – | 0.01 |
| FREDDIE MAC POOL FR RB5044 | Long | Debt | US | $431K | – | 0.01 |
| FREDDIE MAC POOL FR RB5064 | Long | Debt | US | $976K | – | 0.03 |
| FREDDIE MAC POOL FR RB5065 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR RB5071 | Long | Debt | US | $98K | – | 0.00 |
| FREDDIE MAC POOL FR RB5076 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR RB5084 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR RB5085 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR RB5095 | Long | Debt | US | $349K | – | 0.01 |
| FREDDIE MAC POOL FR RB5095 | Long | Debt | US | $57K | – | 0.00 |
| FREDDIE MAC POOL FR RB5100 | Long | Debt | US | $366K | – | 0.01 |
| FREDDIE MAC POOL FR RB5105 | Long | Debt | US | $792K | – | 0.02 |
| FREDDIE MAC POOL FR RB5108 | Long | Debt | US | $642K | – | 0.02 |
| FREDDIE MAC POOL FR RB5110 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR RB5114 | Long | Debt | US | $127K | – | 0.00 |
| FREDDIE MAC POOL FR RB5117 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR RB5118 | Long | Debt | US | $652K | – | 0.02 |
| FREDDIE MAC POOL FR RB5121 | Long | Debt | US | $861K | – | 0.02 |
| FREDDIE MAC POOL FR RB5125 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR RB5130 | Long | Debt | US | $290K | – | 0.01 |
| FREDDIE MAC POOL FR RB5131 | Long | Debt | US | $269K | – | 0.01 |
| FREDDIE MAC POOL FR RB5134 | Long | Debt | US | $40K | – | 0.00 |
| FREDDIE MAC POOL FR RB5138 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR RB5141 | Long | Debt | US | $297K | – | 0.01 |
| FREDDIE MAC POOL FR RB5141 | Long | Debt | US | $70K | – | 0.00 |
| FREDDIE MAC POOL FR RB5145 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR RB5149 | Long | Debt | US | $144K | – | 0.00 |
| FREDDIE MAC POOL FR RB5153 | Long | Debt | US | $639K | – | 0.02 |
| FREDDIE MAC POOL FR RB5154 | Long | Debt | US | $219K | – | 0.01 |
| FREDDIE MAC POOL FR RB5154 | Long | Debt | US | $211K | – | 0.01 |
| FREDDIE MAC POOL FR RB5154 | Long | Debt | US | $0.01 | – | 0.00 |
| FREDDIE MAC POOL FR RB5157 | Long | Debt | US | $933K | – | 0.03 |
| FREDDIE MAC POOL FR RB5161 | Long | Debt | US | $328K | – | 0.01 |
| FREDDIE MAC POOL FR RC2401 | Long | Debt | US | $3M | – | 0.09 |
| FREDDIE MAC POOL FR RE0026 | Long | Debt | US | $321K | – | 0.01 |
| FREDDIE MAC POOL FR RE0031 | Long | Debt | US | $293K | – | 0.01 |
| FREDDIE MAC POOL FR RJ0313 | Long | Debt | US | $363K | – | 0.01 |
| FREDDIE MAC POOL FR RJ0954 | Long | Debt | US | $199K | – | 0.01 |
| FREDDIE MAC POOL FR RJ1350 | Long | Debt | US | $301K | – | 0.01 |
| FREDDIE MAC POOL FR RJ1358 | Long | Debt | US | $102K | – | 0.00 |
| FREDDIE MAC POOL FR SA0034 | Long | Debt | US | $0.02 | – | 0.00 |
| FREDDIE MAC POOL FR SB0810 | Long | Debt | US | $596K | – | 0.02 |
| FREDDIE MAC POOL FR SC0093 | Long | Debt | US | $794K | – | 0.02 |
| FREDDIE MAC POOL FR SC0112 | Long | Debt | US | $449K | – | 0.01 |
| FREDDIE MAC POOL FR SC0160 | Long | Debt | US | $761K | – | 0.02 |
| FREDDIE MAC POOL FR SC0188 | Long | Debt | US | $196K | – | 0.01 |
| FREDDIE MAC POOL FR SC0206 | Long | Debt | US | $458K | – | 0.01 |
| FREDDIE MAC POOL FR SC0269 | Long | Debt | US | $70K | – | 0.00 |
| FREDDIE MAC POOL FR SC0310 | Long | Debt | US | $74K | – | 0.00 |
| FREDDIE MAC POOL FR SC0313 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR SC0319 | Long | Debt | US | $221K | – | 0.01 |
| FREDDIE MAC POOL FR SC0345 | Long | Debt | US | $151K | – | 0.00 |
| FREDDIE MAC POOL FR SC0384 | Long | Debt | US | $931K | – | 0.03 |
| FREDDIE MAC POOL FR SC0493 | Long | Debt | US | $82K | – | 0.00 |
| FREDDIE MAC POOL FR SD0035 | Long | Debt | US | $810K | – | 0.02 |
| FREDDIE MAC POOL FR SD0225 | Long | Debt | US | $469K | – | 0.01 |
| FREDDIE MAC POOL FR SD0231 | Long | Debt | US | $3M | – | 0.08 |
| FREDDIE MAC POOL FR SD0573 | Long | Debt | US | $106K | – | 0.00 |
| FREDDIE MAC POOL FR SD0615 | Long | Debt | US | $303K | – | 0.01 |
| FREDDIE MAC POOL FR SD0618 | Long | Debt | US | $67K | – | 0.00 |
| FREDDIE MAC POOL FR SD0745 | Long | Debt | US | $262K | – | 0.01 |
| FREDDIE MAC POOL FR SD0777 | Long | Debt | US | $341K | – | 0.01 |
| FREDDIE MAC POOL FR SD0807 | Long | Debt | US | $531K | – | 0.01 |
| FREDDIE MAC POOL FR SD0849 | Long | Debt | US | $136K | – | 0.00 |
| FREDDIE MAC POOL FR SD0952 | Long | Debt | US | $150K | – | 0.00 |
| FREDDIE MAC POOL FR SD1093 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR SD1096 | Long | Debt | US | $2M | – | 0.05 |
| FREDDIE MAC POOL FR SD1104 | Long | Debt | US | $2M | – | 0.04 |
| FREDDIE MAC POOL FR SD1143 | Long | Debt | US | $769K | – | 0.02 |
| FREDDIE MAC POOL FR SD1305 | Long | Debt | US | $0.02 | – | 0.00 |
| FREDDIE MAC POOL FR SD1381 | Long | Debt | US | $840K | – | 0.02 |
| FREDDIE MAC POOL FR SD1457 | Long | Debt | US | $503K | – | 0.01 |
| FREDDIE MAC POOL FR SD1549 | Long | Debt | US | $232K | – | 0.01 |
| FREDDIE MAC POOL FR SD1661 | Long | Debt | US | $2M | – | 0.05 |
| FREDDIE MAC POOL FR SD1749 | Long | Debt | US | $737K | – | 0.02 |
| FREDDIE MAC POOL FR SD1751 | Long | Debt | US | $144K | – | 0.00 |
| FREDDIE MAC POOL FR SD1775 | Long | Debt | US | $513K | – | 0.01 |
| FREDDIE MAC POOL FR SD1807 | Long | Debt | US | $430K | – | 0.01 |
| FREDDIE MAC POOL FR SD1844 | Long | Debt | US | $3M | – | 0.08 |
| FREDDIE MAC POOL FR SD2101 | Long | Debt | US | $190K | – | 0.01 |
| FREDDIE MAC POOL FR SD2138 | Long | Debt | US | $93K | – | 0.00 |
| FREDDIE MAC POOL FR SD2190 | Long | Debt | US | $198K | – | 0.01 |
| FREDDIE MAC POOL FR SD2245 | Long | Debt | US | $179K | – | 0.01 |
| FREDDIE MAC POOL FR SD2284 | Long | Debt | US | $526K | – | 0.01 |
| FREDDIE MAC POOL FR SD2355 | Long | Debt | US | $255K | – | 0.01 |
| FREDDIE MAC POOL FR SD2374 | Long | Debt | US | $0.01 | – | 0.00 |
| FREDDIE MAC POOL FR SD2394 | Long | Debt | US | $338K | – | 0.01 |
| FREDDIE MAC POOL FR SD2395 | Long | Debt | US | $343K | – | 0.01 |
| FREDDIE MAC POOL FR SD2443 | Long | Debt | US | $345K | – | 0.01 |
| FREDDIE MAC POOL FR SD2452 | Long | Debt | US | $358K | – | 0.01 |
| FREDDIE MAC POOL FR SD2474 | Long | Debt | US | $169K | – | 0.00 |
| FREDDIE MAC POOL FR SD2491 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR SD2511 | Long | Debt | US | $529K | – | 0.01 |
| FREDDIE MAC POOL FR SD2549 | Long | Debt | US | $156K | – | 0.00 |
| FREDDIE MAC POOL FR SD2567 | Long | Debt | US | $393K | – | 0.01 |
| FREDDIE MAC POOL FR SD2591 | Long | Debt | US | $443K | – | 0.01 |
| FREDDIE MAC POOL FR SD2629 | Long | Debt | US | $584K | – | 0.02 |
| FREDDIE MAC POOL FR SD2688 | Long | Debt | US | $183K | – | 0.01 |
| FREDDIE MAC POOL FR SD2715 | Long | Debt | US | $82K | – | 0.00 |
| FREDDIE MAC POOL FR SD2723 | Long | Debt | US | $362K | – | 0.01 |
| FREDDIE MAC POOL FR SD2756 | Long | Debt | US | $359K | – | 0.01 |
| FREDDIE MAC POOL FR SD2762 | Long | Debt | US | $463K | – | 0.01 |
| FREDDIE MAC POOL FR SD2792 | Long | Debt | US | $165K | – | 0.00 |
| FREDDIE MAC POOL FR SD2866 | Long | Debt | US | $251K | – | 0.01 |
| FREDDIE MAC POOL FR SD2892 | Long | Debt | US | $89K | – | 0.00 |
| FREDDIE MAC POOL FR SD2901 | Long | Debt | US | $766K | – | 0.02 |
| FREDDIE MAC POOL FR SD2948 | Long | Debt | US | $951K | – | 0.03 |
| FREDDIE MAC POOL FR SD2968 | Long | Debt | US | $0.02 | – | 0.00 |
| FREDDIE MAC POOL FR SD2981 | Long | Debt | US | $173K | – | 0.00 |
| FREDDIE MAC POOL FR SD2991 | Long | Debt | US | $376K | – | 0.01 |
| FREDDIE MAC POOL FR SD3016 | Long | Debt | US | $5M | – | 0.13 |
| FREDDIE MAC POOL FR SD3171 | Long | Debt | US | $367K | – | 0.01 |
| FREDDIE MAC POOL FR SD3304 | Long | Debt | US | $937K | – | 0.03 |
| FREDDIE MAC POOL FR SD3305 | Long | Debt | US | $520K | – | 0.01 |
| FREDDIE MAC POOL FR SD3368 | Long | Debt | US | $3M | – | 0.07 |
| FREDDIE MAC POOL FR SD3432 | Long | Debt | US | $272K | – | 0.01 |
| FREDDIE MAC POOL FR SD3444 | Long | Debt | US | $422K | – | 0.01 |
| FREDDIE MAC POOL FR SD3627 | Long | Debt | US | $3M | – | 0.07 |
| FREDDIE MAC POOL FR SD3632 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR SD3642 | Long | Debt | US | $568K | – | 0.02 |
| FREDDIE MAC POOL FR SD3722 | Long | Debt | US | $173K | – | 0.00 |
| FREDDIE MAC POOL FR SD3737 | Long | Debt | US | $293K | – | 0.01 |
| FREDDIE MAC POOL FR SD3768 | Long | Debt | US | $0.02 | – | 0.00 |
| FREDDIE MAC POOL FR SD4017 | Long | Debt | US | $375K | – | 0.01 |
| FREDDIE MAC POOL FR SD4087 | Long | Debt | US | $847K | – | 0.02 |
| FREDDIE MAC POOL FR SD4219 | Long | Debt | US | $2M | – | 0.05 |
| FREDDIE MAC POOL FR SD4229 | Long | Debt | US | $3M | – | 0.08 |
| FREDDIE MAC POOL FR SD4301 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR SD4365 | Long | Debt | US | $282K | – | 0.01 |
| FREDDIE MAC POOL FR SD4399 | Long | Debt | US | $709K | – | 0.02 |
| FREDDIE MAC POOL FR SD4709 | Long | Debt | US | $2M | – | 0.05 |
| FREDDIE MAC POOL FR SD4850 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR SD5036 | Long | Debt | US | $5M | – | 0.13 |
| FREDDIE MAC POOL FR SD5039 | Long | Debt | US | $210K | – | 0.01 |
| FREDDIE MAC POOL FR SD5089 | Long | Debt | US | $136K | – | 0.00 |
| FREDDIE MAC POOL FR SD5107 | Long | Debt | US | $99K | – | 0.00 |
| FREDDIE MAC POOL FR SD5179 | Long | Debt | US | $193K | – | 0.01 |
| FREDDIE MAC POOL FR SD5219 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR SD5348 | Long | Debt | US | $2M | – | 0.05 |
| FREDDIE MAC POOL FR SD5352 | Long | Debt | US | $183K | – | 0.01 |
| FREDDIE MAC POOL FR SD5734 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR SD7509 | Long | Debt | US | $226K | – | 0.01 |
| FREDDIE MAC POOL FR SD7511 | Long | Debt | US | $404K | – | 0.01 |
| FREDDIE MAC POOL FR SD7521 | Long | Debt | US | $624K | – | 0.02 |
| FREDDIE MAC POOL FR SD7525 | Long | Debt | US | $381K | – | 0.01 |
| FREDDIE MAC POOL FR SD7530 | Long | Debt | US | $651K | – | 0.02 |
| FREDDIE MAC POOL FR SD7534 | Long | Debt | US | $576K | – | 0.02 |
| FREDDIE MAC POOL FR SD7545 | Long | Debt | US | $2M | – | 0.04 |
| FREDDIE MAC POOL FR SD7548 | Long | Debt | US | $3M | – | 0.08 |
| FREDDIE MAC POOL FR SD7548 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR SD7551 | Long | Debt | US | $830K | – | 0.02 |
| FREDDIE MAC POOL FR SD7552 | Long | Debt | US | $3M | – | 0.07 |
| FREDDIE MAC POOL FR SD7554 | Long | Debt | US | $3M | – | 0.09 |
| FREDDIE MAC POOL FR SD7560 | Long | Debt | US | $833K | – | 0.02 |
| FREDDIE MAC POOL FR SD8079 | Long | Debt | US | $670K | – | 0.02 |
| FREDDIE MAC POOL FR SD8112 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR SD8116 | Long | Debt | US | $531K | – | 0.01 |
| FREDDIE MAC POOL FR SD8178 | Long | Debt | US | $5M | – | 0.13 |
| FREDDIE MAC POOL FR SD8178 | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR SD8182 | Long | Debt | US | $771K | – | 0.02 |
| FREDDIE MAC POOL FR SD8193 | Long | Debt | US | $4M | – | 0.13 |
| FREDDIE MAC POOL FR SD8194 | Long | Debt | US | $5M | – | 0.13 |
| FREDDIE MAC POOL FR SD8199 | Long | Debt | US | $2M | – | 0.05 |
| FREDDIE MAC POOL FR SD8205 | Long | Debt | US | $5M | – | 0.14 |
| FREDDIE MAC POOL FR SD8211 | Long | Debt | US | $5M | – | 0.15 |
| FREDDIE MAC POOL FR SD8212 | Long | Debt | US | $5M | – | 0.14 |
| FREDDIE MAC POOL FR SD8267 | Long | Debt | US | $173K | – | 0.00 |
| FREDDIE MAC POOL FR SD8275 | Long | Debt | US | $4M | – | 0.11 |
| FREDDIE MAC POOL FR SI2045 | Long | Debt | US | $866K | – | 0.02 |
| FREDDIE MAC POOL FR SI2048 | Long | Debt | US | $76K | – | 0.00 |
| FREDDIE MAC POOL FR SI2049 | Long | Debt | US | $747K | – | 0.02 |
| FREDDIE MAC POOL FR SI2056 | Long | Debt | US | $161K | – | 0.00 |
| FREDDIE MAC POOL FR SI2090 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR ZA2489 | Long | Debt | US | $38K | – | 0.00 |
| FREDDIE MAC POOL FR ZM1779 | Long | Debt | US | $856K | – | 0.02 |
| FREDDIE MAC POOL FR ZS4602 | Long | Debt | US | $924K | – | 0.03 |
| FREDDIE MAC POOL FR ZS4613 | Long | Debt | US | $546K | – | 0.02 |
| FREDDIE MAC POOL FR ZS4755 | Long | Debt | US | $392K | – | 0.01 |
| FREDDIE MAC POOL FR ZS8673 | Long | Debt | US | $49K | – | 0.00 |
| FREDDIE MAC POOL FR ZS9164 | Long | Debt | US | $254K | – | 0.01 |
| FREDDIE MAC POOL FR ZS9316 | Long | Debt | US | $292K | – | 0.01 |
| FREDDIE MAC POOL FR ZT1257 | Long | Debt | US | $489K | – | 0.01 |
| FREDDIE MAC POOL FR ZT2040 | Long | Debt | US | $306K | – | 0.01 |
| FREDDIE MAC POOL FR ZT2266 | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC POOL FR ZT2378 | Long | Debt | US | $747K | – | 0.02 |
| FREDDIE MAC POOL FR ZT2391 | Long | Debt | US | $81K | – | 0.00 |
| FREDDIE MAC POOL FR ZT2436 | Long | Debt | US | $989K | – | 0.03 |
| FREDDIE MAC REFERENCE REMIC FHRR R006 ZA | Long | Debt | US | $239K | – | 0.01 |
| FREDDIE MAC REFERENCE REMIC FHRR R007 ZA | Long | Debt | US | $222K | – | 0.01 |
| FREDDIE MAC REFERENCE REMIC FHRR R007 ZA | Long | Debt | US | $148K | – | 0.00 |
| FREDDIE MAC REMICS FHR 2277 B | Long | Debt | US | $15K | – | 0.00 |
| FREDDIE MAC REMICS FHR 2399 XG | Long | Debt | US | $125K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3281 AI | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3294 CB | Long | Debt | US | $84K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3316 JO | Long | Debt | US | $604.29 | – | 0.00 |
| FREDDIE MAC REMICS FHR 3451 SB | Long | Debt | US | $225.73 | – | 0.00 |
| FREDDIE MAC REMICS FHR 3621 SB | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3693 FC | Long | Debt | US | $206K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3919 FA | Long | Debt | US | $194K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3947 SG | Long | Debt | US | $15K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3951 FN | Long | Debt | US | $151K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3958 AF | Long | Debt | US | $184K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3975 CF | Long | Debt | US | $147K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3975 FA | Long | Debt | US | $178K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3990 FG | Long | Debt | US | $218K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4047 CX | Long | Debt | US | $734K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4054 SA | Long | Debt | US | $23K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4059 FP | Long | Debt | US | $243K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4091 BX | Long | Debt | US | $373K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4091 EX | Long | Debt | US | $238K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4091 FN | Long | Debt | US | $237K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4091 MX | Long | Debt | US | $294K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4117 HB | Long | Debt | US | $240K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4122 FP | Long | Debt | US | $292K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4146 DI | Long | Debt | US | $7K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4203 PS | Long | Debt | US | $12K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4205 PA | Long | Debt | US | $220K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4210 Z | Long | Debt | US | $58K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4239 IO | Long | Debt | US | $843.76 | – | 0.00 |
| FREDDIE MAC REMICS FHR 4240 FA | Long | Debt | US | $757K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4248 FT | Long | Debt | US | $0.01 | – | 0.00 |
| FREDDIE MAC REMICS FHR 4286 VF | Long | Debt | US | $558K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4335 SW | Long | Debt | US | $3K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4391 MZ | Long | Debt | US | $116K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4415 IO | Long | Debt | US | $6K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4446 CP | Long | Debt | US | $307K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4544 P | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC REMICS FHR 4582 HA | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC REMICS FHR 4587 AF | Long | Debt | US | $396K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4604 FB | Long | Debt | US | $678K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4611 BF | Long | Debt | US | $3M | – | 0.07 |
| FREDDIE MAC REMICS FHR 4614 FG | Long | Debt | US | $0.01 | – | 0.00 |
| FREDDIE MAC REMICS FHR 4620 LF | Long | Debt | US | $375K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4628 KF | Long | Debt | US | $376K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4639 HZ | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC REMICS FHR 4709 FA | Long | Debt | US | $269K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4719 LA | Long | Debt | US | $338K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4719 LM | Long | Debt | US | $258K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4742 PA | Long | Debt | US | $707K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4753 BD | Long | Debt | US | $252K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4793 FD | Long | Debt | US | $0.02 | – | 0.00 |
| FREDDIE MAC REMICS FHR 4813 CJ | Long | Debt | US | $146K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4818 CA | Long | Debt | US | $330K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4826 KF | Long | Debt | US | $242K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4846 PA | Long | Debt | US | $22K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4854 FB | Long | Debt | US | $714K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4857 JA | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC REMICS FHR 4880 DA | Long | Debt | US | $490K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4903 NF | Long | Debt | US | $230K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4927 BG | Long | Debt | US | $459K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4937 MD | Long | Debt | US | $446K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4940 AG | Long | Debt | US | $298K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4941 GA | Long | Debt | US | $241K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4954 LB | Long | Debt | US | $276K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4957 MY | Long | Debt | US | $252K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4979 UC | Long | Debt | US | $741K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4980 KI | Long | Debt | US | $404K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4988 KF | Long | Debt | US | $395K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4991 QV | Long | Debt | US | $220K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4993 KF | Long | Debt | US | $2M | – | 0.06 |
| FREDDIE MAC REMICS FHR 4995 IC | Long | Debt | US | $103K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5004 FM | Long | Debt | US | $451K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5010 IK | Long | Debt | US | $46K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5010 JI | Long | Debt | US | $108K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5012 BI | Long | Debt | US | $520K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5013 IN | Long | Debt | US | $65K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5018 MI | Long | Debt | US | $63K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5020 ET | Long | Debt | US | $385K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5040 IB | Long | Debt | US | $19K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5050 IE | Long | Debt | US | $248K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5058 BC | Long | Debt | US | $301K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5059 IB | Long | Debt | US | $120K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5068 AI | Long | Debt | US | $102K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5070 DI | Long | Debt | US | $436K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5071 IH | Long | Debt | US | $63K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5085 NI | Long | Debt | US | $117K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5091 AB | Long | Debt | US | $695K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5092 AP | Long | Debt | US | $319K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5092 HE | Long | Debt | US | $423K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5093 IY | Long | Debt | US | $218K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5115 IO | Long | Debt | US | $110K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5116 PB | Long | Debt | US | $457K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5118 CA | Long | Debt | US | $416K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5118 NI | Long | Debt | US | $196K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5119 AB | Long | Debt | US | $319K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5119 QF | Long | Debt | US | $638K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5140 NI | Long | Debt | US | $132K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5143 GA | Long | Debt | US | $274K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5159 IP | Long | Debt | US | $102K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5159 UA | Long | Debt | US | $0.02 | – | 0.00 |
| FREDDIE MAC REMICS FHR 5161 IO | Long | Debt | US | $106K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5178 TP | Long | Debt | US | $648K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5182 D | Long | Debt | US | $0.03 | – | 0.00 |
| FREDDIE MAC REMICS FHR 5182 M | Long | Debt | US | $396K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5184 AB | Long | Debt | US | $279K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5201 CA | Long | Debt | US | $591K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5202 BH | Long | Debt | US | $302K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5202 IN | Long | Debt | US | $93K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5202 LA | Long | Debt | US | $595K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5202 MB | Long | Debt | US | $728K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5202 TA | Long | Debt | US | $854K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5206 CD | Long | Debt | US | $579K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5207 PA | Long | Debt | US | $609K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5209 EA | Long | Debt | US | $466K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5209 EJ | Long | Debt | US | $466K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5210 DC | Long | Debt | US | $445K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5214 BY | Long | Debt | US | $383K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5217 CD | Long | Debt | US | $506K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5220 QK | Long | Debt | US | $942K | – | 0.03 |
| FREDDIE MAC REMICS FHR 5224 HL | Long | Debt | US | $2M | – | 0.05 |
| FREDDIE MAC REMICS FHR 5228 TN | Long | Debt | US | $322K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5274 IO | Long | Debt | US | $104K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5282 GI | Long | Debt | US | $106K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5293 CI | Long | Debt | US | $249K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5293 IO | Long | Debt | US | $346K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5293 KI | Long | Debt | US | $239K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5335 FB | Long | Debt | US | $863K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5338 FH | Long | Debt | US | $818K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5377 IO | Long | Debt | US | $113K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5386 DM | Long | Debt | US | $370K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5389 IC | Long | Debt | US | $220K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5396 HF | Long | Debt | US | $1M | – | 0.03 |
| FREDDIE MAC REMICS FHR 5399 FB | Long | Debt | US | $663K | – | 0.02 |
| FREDDIE MAC REMICS FHR 5410 JY | Long | Debt | US | $385K | – | 0.01 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2016-1 M2 | Long | Debt | US | $2M | – | 0.05 |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-1 M | Long | Debt | US | $3M | – | 0.07 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 B1 | Long | Debt | US | $953K | – | 0.03 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2 | Long | Debt | US | $6M | – | 0.16 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1B | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M2 | Long | Debt | US | $462K | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 B1 | Long | Debt | US | $457K | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1A | Long | Debt | US | $1M | – | 0.04 |
| FREDDIE MAC STRIPS FHS 264 30 | Long | Debt | US | $721K | – | 0.02 |
| FREDDIE MAC STRIPS FHS 271 30 | Long | Debt | US | $194K | – | 0.01 |
| FREDDIE MAC STRIPS FHS 271 F5 | Long | Debt | US | $260K | – | 0.01 |
| FREDDIE MAC STRIPS FHS 272 F1 | Long | Debt | US | $416K | – | 0.01 |
| FREDDIE MAC STRIPS FHS 280 F1 | Long | Debt | US | $421K | – | 0.01 |
| FREDDIE MAC STRIPS FHS 283 IO | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC STRIPS FHS 328 S4 | Long | Debt | US | $448.71 | – | 0.00 |
| FREDDIE MAC STRIPS FHS 353 S1 | Long | Debt | US | $23K | – | 0.00 |
| FREDDIE MAC STRIPS FHS 356 300 | Long | Debt | US | $957K | – | 0.03 |
| FREDDIE MAC STRIPS FHS 390 C14 | Long | Debt | US | $116K | – | 0.00 |
| FREDDIE MAC STRIPS FHS 400 C9 | Long | Debt | US | $105K | – | 0.00 |
| FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-76 2A | Long | Debt | US | $53K | – | 0.00 |
| FREDDIE MAC ZERO COUPON 07/15/2031 | Long | Debt | US | $190K | – | 0.01 |
| FREEPORT-MCMORAN INC 4.550000% 11/14/2024 (FREEPORT-MCMORAN INC.) | Long | Debt | US | $40K | – | 0.00 |
| FREEPORT-MCMORAN INC 4.625000% 08/01/2030 (FREEPORT-MCMORAN INC.) | Long | Debt | US | $173K | – | 0.00 |
| FREEPORT-MCMORAN INC 5.450000% 03/15/2043 (FREEPORT-MCMORAN INC.) | Long | Debt | US | $746K | – | 0.02 |
| FREMF 2019-KF58 MORTGAGE TRUST FREMF 2019-KF58 B (FREMF MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $694K | – | 0.02 |
| FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4 (FREMONT HOME LOAN OWNER TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FRESENIUS MEDICAL CARE US FINANCE III INC 144A 1.875000% 12/01/2026 (FRESENIUS MEDICAL CARE US FINANCE III, INC.) | Long | Debt | DE | $1M | – | 0.03 |
| FX Forward Contract: AUD/USD SETTLE 2024-07-19 (AUSTRALIAN DOLLAR) | Derivative-foreign exchange | AU | $154K | – | 0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-5K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-11K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-13K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-13K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-24K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-58K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-72K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-213K | – | -0.01 | |
| FX Forward Contract: BRL/USD SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-734K | – | -0.02 | |
| FX Forward Contract: BRL/USD SETTLE 2024-08-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-8K | – | -0.00 | |
| FX Forward Contract: BRL/USD SETTLE 2024-08-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | BR | $-56K | – | -0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (CANADIAN DOLLAR) | Derivative-foreign exchange | CA | $10K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (CANADIAN DOLLAR) | Derivative-foreign exchange | CA | $9K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (CANADIAN DOLLAR) | Derivative-foreign exchange | CA | $9K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (CANADIAN DOLLAR) | Derivative-foreign exchange | CA | $7K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (CANADIAN DOLLAR) | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (CANADIAN DOLLAR) | Derivative-foreign exchange | CA | $-445.76 | – | -0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-07-19 (SWISS FRANC) | Derivative-foreign exchange | CH | $17K | – | 0.00 | |
| FX Forward Contract: CHF/USD SETTLE 2024-07-19 (SWISS FRANC) | Derivative-foreign exchange | CH | $13K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-07-19 (EURO) | Derivative-foreign exchange | XX | $10K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-07-19 (EURO) | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-07-19 (BRITISH STERLING POUND) | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| FX Forward Contract: GBP/USD SETTLE 2024-07-19 (BRITISH STERLING POUND) | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-07-18 (INDIA RUPEE) | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| FX Forward Contract: INR/USD SETTLE 2024-07-18 (INDIA RUPEE) | Derivative-foreign exchange | IN | $560.53 | – | 0.00 | |
| FX Forward Contract: JPY/USD SETTLE 2024-07-19 (JAPANESE YEN) | Derivative-foreign exchange | JP | $-916K | – | -0.03 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-19 (NORWEIGAN KRONE) | Derivative-foreign exchange | NO | $93K | – | 0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-19 (NORWEIGAN KRONE) | Derivative-foreign exchange | NO | $28K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-07-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $56K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-07-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $30K | – | 0.00 | |
| FX Forward Contract: USD/BRL SETTLE 2024-07-02 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $151.64 | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $936.7 | – | 0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-697.46 | – | -0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| FX Forward Contract: USD/CHF SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $68K | – | 0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| FX Forward Contract: USD/EUR SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-31K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-37K | – | -0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $71K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $44K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $27K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| FX Forward Contract: USD/JPY SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $3.71 | – | 0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-21 | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-478.48 | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-660.19 | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-733.06 | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| GALAXY PIPELINE ASSETS BIDCO LTD 144A 1.750000% 09/30/2027 (GALAXY PIPELINE ASSETS BIDCO LIMITED) | Long | Debt | AE | $470K | – | 0.01 |
| GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.160000% 03/31/2034 (GALAXY PIPELINE ASSETS BIDCO LIMITED) | Long | Debt | AE | $500K | – | 0.01 |
| GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036 (GALAXY PIPELINE ASSETS BIDCO LIMITED) | Long | Debt | AE | $372K | – | 0.01 |
| GARDA WORLD SECURITY CORPORATION 2/1/2029 | Long | Loan | US | $269K | – | 0.01 |
| GENERAL DYNAMICS CORP 4.250000% 04/01/2040 (GENERAL DYNAMICS CORPORATION) | Long | Debt | US | $263K | – | 0.01 |
| GENERAL DYNAMICS CORP 4.250000% 04/01/2040 (GENERAL DYNAMICS CORPORATION) | Long | Debt | US | $26K | – | 0.00 |
| GENERAL DYNAMICS CORP 4.250000% 04/01/2050 (GENERAL DYNAMICS CORPORATION) | Long | Debt | US | $168K | – | 0.00 |
| GENERAL ELECTRIC CO MTN VARIABLE RATE 08/15/2036 (GENERAL ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| GENERAL MILLS INC 5.500000% 10/17/2028 (GENERAL MILLS, INC.) | Long | Debt | US | $669K | – | 0.02 |
| GENERAL MOTORS CO 5.150000% 04/01/2038 (GENERAL MOTORS COMPANY) | Long | Debt | US | $221K | – | 0.01 |
| GENERAL MOTORS CO 5.600000% 10/15/2032 (GENERAL MOTORS COMPANY) | Long | Debt | US | $150K | – | 0.00 |
| GENERAL MOTORS CO 5.950000% 04/01/2049 (GENERAL MOTORS COMPANY) | Long | Debt | US | $78K | – | 0.00 |
| GENERAL MOTORS CO 6.125000% 10/01/2025 (GENERAL MOTORS COMPANY) | Long | Debt | US | $322K | – | 0.01 |
| GENERAL MOTORS CO 6.250000% 10/02/2043 (GENERAL MOTORS COMPANY) | Long | Debt | US | $259K | – | 0.01 |
| GENERAL MOTORS CO 6.600000% 04/01/2036 (GENERAL MOTORS COMPANY) | Long | Debt | US | $42K | – | 0.00 |
| GENERAL MOTORS FINANCIAL CO INC 2.700000% 06/10/2031 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $358K | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC 4.350000% 01/17/2027 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $107K | – | 0.00 |
| GENERAL MOTORS FINANCIAL CO INC 5.950000% 04/04/2034 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $1M | – | 0.03 |
| GENESEE & WYOMING INC. 4/10/2031 | Long | Loan | US | $669K | – | 0.02 |
| GFL ENVIRONMENTAL 5/31/2027 | Long | Loan | US | $32K | – | 0.00 |
| GFL ENVIRONMENTAL INC 144A 6.750000% 01/15/2031 (GFL ENVIRONMENTAL INC.) | Long | Debt | US | $337K | – | 0.01 |
| GILEAD SCIENCES INC 3.650000% 03/01/2026 (GILEAD SCIENCES, INC.) | Long | Debt | US | $447K | – | 0.01 |
| GILEAD SCIENCES INC 4.000000% 09/01/2036 (GILEAD SCIENCES, INC.) | Long | Debt | US | $241K | – | 0.01 |
| GILEAD SCIENCES INC 4.500000% 02/01/2045 (GILEAD SCIENCES, INC.) | Long | Debt | US | $9K | – | 0.00 |
| GILEAD SCIENCES INC 4.750000% 03/01/2046 (GILEAD SCIENCES, INC.) | Long | Debt | US | $339K | – | 0.01 |
| GILEAD SCIENCES INC 5.650000% 12/01/2041 (GILEAD SCIENCES, INC.) | Long | Debt | US | $35K | – | 0.00 |
| GINNIE MAE I POOL GN 421379 (Government National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| GINNIE MAE I POOL GN 429668 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 434316 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 457089 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 462838 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 464591 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 474720 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN 486873 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 487127 (Government National Mortgage Association) | Long | Debt | US | $449.98 | – | 0.00 |
| GINNIE MAE I POOL GN 487225 (Government National Mortgage Association) | Long | Debt | US | $122.22 | – | 0.00 |
| GINNIE MAE I POOL GN 489959 (Government National Mortgage Association) | Long | Debt | US | $562.95 | – | 0.00 |
| GINNIE MAE I POOL GN 494538 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 500269 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 505636 (Government National Mortgage Association) | Long | Debt | US | $374.52 | – | 0.00 |
| GINNIE MAE I POOL GN 510706 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 520234 (Government National Mortgage Association) | Long | Debt | US | $688.16 | – | 0.00 |
| GINNIE MAE I POOL GN 520978 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN 521323 (Government National Mortgage Association) | Long | Debt | US | $25K | – | 0.00 |
| GINNIE MAE I POOL GN 538034 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 538255 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 540739 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 542758 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 544472 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 552885 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 552891 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 555398 (Government National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| GINNIE MAE I POOL GN 555704 (Government National Mortgage Association) | Long | Debt | US | $662.69 | – | 0.00 |
| GINNIE MAE I POOL GN 555732 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 557521 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 562373 (Government National Mortgage Association) | Long | Debt | US | $107.39 | – | 0.00 |
| GINNIE MAE I POOL GN 562385 (Government National Mortgage Association) | Long | Debt | US | $25K | – | 0.00 |
| GINNIE MAE I POOL GN 562491 (Government National Mortgage Association) | Long | Debt | US | $315.55 | – | 0.00 |
| GINNIE MAE I POOL GN 562555 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 564494 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 564637 (Government National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| GINNIE MAE I POOL GN 564700 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 564798 (Government National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| GINNIE MAE I POOL GN 564870 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 565034 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 565047 (Government National Mortgage Association) | Long | Debt | US | $540 | – | 0.00 |
| GINNIE MAE I POOL GN 567448 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 567596 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 568445 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 569552 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN 569703 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 570464 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 570521 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 574575 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 575819 (Government National Mortgage Association) | Long | Debt | US | $863.1 | – | 0.00 |
| GINNIE MAE I POOL GN 576520 (Government National Mortgage Association) | Long | Debt | US | $258.95 | – | 0.00 |
| GINNIE MAE I POOL GN 579166 (Government National Mortgage Association) | Long | Debt | US | $17K | – | 0.00 |
| GINNIE MAE I POOL GN 579702 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 580840 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 580873 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 582415 (Government National Mortgage Association) | Long | Debt | US | $88K | – | 0.00 |
| GINNIE MAE I POOL GN 587360 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 590074 (Government National Mortgage Association) | Long | Debt | US | $47K | – | 0.00 |
| GINNIE MAE I POOL GN 591687 (Government National Mortgage Association) | Long | Debt | US | $22K | – | 0.00 |
| GINNIE MAE I POOL GN 592243 (Government National Mortgage Association) | Long | Debt | US | $951.32 | – | 0.00 |
| GINNIE MAE I POOL GN 592580 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 594173 (Government National Mortgage Association) | Long | Debt | US | $493.03 | – | 0.00 |
| GINNIE MAE I POOL GN 598597 (Government National Mortgage Association) | Long | Debt | US | $20K | – | 0.00 |
| GINNIE MAE I POOL GN 599498 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 599922 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 601489 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 603341 (Government National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| GINNIE MAE I POOL GN 604663 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 604665 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 604706 (Government National Mortgage Association) | Long | Debt | US | $17K | – | 0.00 |
| GINNIE MAE I POOL GN 604714 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 604735 (Government National Mortgage Association) | Long | Debt | US | $20K | – | 0.00 |
| GINNIE MAE I POOL GN 604841 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 604842 (Government National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| GINNIE MAE I POOL GN 605043 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 605268 (Government National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| GINNIE MAE I POOL GN 605279 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 605428 (Government National Mortgage Association) | Long | Debt | US | $744.16 | – | 0.00 |
| GINNIE MAE I POOL GN 605805 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 606898 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 606943 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN 607179 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 607623 (Government National Mortgage Association) | Long | Debt | US | $484.64 | – | 0.00 |
| GINNIE MAE I POOL GN 608282 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 609386 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 611016 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 611201 (Government National Mortgage Association) | Long | Debt | US | $55K | – | 0.00 |
| GINNIE MAE I POOL GN 611990 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 615294 (Government National Mortgage Association) | Long | Debt | US | $55K | – | 0.00 |
| GINNIE MAE I POOL GN 615494 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 616026 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 616093 (Government National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| GINNIE MAE I POOL GN 616094 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 616528 (Government National Mortgage Association) | Long | Debt | US | $24K | – | 0.00 |
| GINNIE MAE I POOL GN 616540 (Government National Mortgage Association) | Long | Debt | US | $27K | – | 0.00 |
| GINNIE MAE I POOL GN 616592 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 618988 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 619017 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN 620617 (Government National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| GINNIE MAE I POOL GN 621331 (Government National Mortgage Association) | Long | Debt | US | $38K | – | 0.00 |
| GINNIE MAE I POOL GN 621723 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 621808 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 622418 (Government National Mortgage Association) | Long | Debt | US | $261.22 | – | 0.00 |
| GINNIE MAE I POOL GN 622506 (Government National Mortgage Association) | Long | Debt | US | $535.31 | – | 0.00 |
| GINNIE MAE I POOL GN 622573 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 623389 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 623602 (Government National Mortgage Association) | Long | Debt | US | $24K | – | 0.00 |
| GINNIE MAE I POOL GN 626164 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 626166 (Government National Mortgage Association) | Long | Debt | US | $24K | – | 0.00 |
| GINNIE MAE I POOL GN 626500 (Government National Mortgage Association) | Long | Debt | US | $18K | – | 0.00 |
| GINNIE MAE I POOL GN 626518 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 626933 (Government National Mortgage Association) | Long | Debt | US | $397K | – | 0.01 |
| GINNIE MAE I POOL GN 627991 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 629077 (Government National Mortgage Association) | Long | Debt | US | $22K | – | 0.00 |
| GINNIE MAE I POOL GN 630007 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 630971 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 631123 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 631145 (Government National Mortgage Association) | Long | Debt | US | $29K | – | 0.00 |
| GINNIE MAE I POOL GN 631671 (Government National Mortgage Association) | Long | Debt | US | $830.49 | – | 0.00 |
| GINNIE MAE I POOL GN 632436 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 633207 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 633556 (Government National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| GINNIE MAE I POOL GN 633625 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 634337 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 634751 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 636795 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 637348 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 644912 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 711731 (Government National Mortgage Association) | Long | Debt | US | $130K | – | 0.00 |
| GINNIE MAE I POOL GN 752200 (Government National Mortgage Association) | Long | Debt | US | $102K | – | 0.00 |
| GINNIE MAE I POOL GN 757374 (Government National Mortgage Association) | Long | Debt | US | $101K | – | 0.00 |
| GINNIE MAE I POOL GN 780958 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 781001 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 781014 (Government National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| GINNIE MAE I POOL GN 781046 (Government National Mortgage Association) | Long | Debt | US | $155.8 | – | 0.00 |
| GINNIE MAE I POOL GN 781257 (Government National Mortgage Association) | Long | Debt | US | $615.8 | – | 0.00 |
| GINNIE MAE I POOL GN 781265 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 781285 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 781328 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 781330 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 781459 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 781484 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN 781530 (Government National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| GINNIE MAE I POOL GN 781538 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 781547 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 781561 (Government National Mortgage Association) | Long | Debt | US | $37K | – | 0.00 |
| GINNIE MAE I POOL GN 781564 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 781566 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 781582 (Government National Mortgage Association) | Long | Debt | US | $174.34 | – | 0.00 |
| GINNIE MAE I POOL GN 781594 (Government National Mortgage Association) | Long | Debt | US | $21K | – | 0.00 |
| GINNIE MAE I POOL GN 781607 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 781668 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 781685 (Government National Mortgage Association) | Long | Debt | US | $58K | – | 0.00 |
| GINNIE MAE I POOL GN 781688 (Government National Mortgage Association) | Long | Debt | US | $19K | – | 0.00 |
| GINNIE MAE I POOL GN 781798 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 781829 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 781834 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 781912 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 781923 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 781963 (Government National Mortgage Association) | Long | Debt | US | $28K | – | 0.00 |
| GINNIE MAE I POOL GN 781976 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 781990 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 782025 (Government National Mortgage Association) | Long | Debt | US | $85K | – | 0.00 |
| GINNIE MAE I POOL GN 782212 (Government National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| GINNIE MAE I POOL GN 783094 (Government National Mortgage Association) | Long | Debt | US | $34K | – | 0.00 |
| GINNIE MAE I POOL GN 783669 (Government National Mortgage Association) | Long | Debt | US | $175K | – | 0.00 |
| GINNIE MAE I POOL GN 784398 (Government National Mortgage Association) | Long | Debt | US | $64K | – | 0.00 |
| GINNIE MAE I POOL GN 784571 (Government National Mortgage Association) | Long | Debt | US | $79K | – | 0.00 |
| GINNIE MAE I POOL GN 786309 (Government National Mortgage Association) | Long | Debt | US | $2M | – | 0.05 |
| GINNIE MAE I POOL GN AA5649 (Government National Mortgage Association) | Long | Debt | US | $114K | – | 0.00 |
| GINNIE MAE I POOL GN AB2892 (Government National Mortgage Association) | Long | Debt | US | $277K | – | 0.01 |
| GINNIE MAE I POOL GN AB9108 (Government National Mortgage Association) | Long | Debt | US | $330K | – | 0.01 |
| GINNIE MAE I POOL GN AB9205 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN BS1754 (Government National Mortgage Association) | Long | Debt | US | $29K | – | 0.00 |
| GINNIE MAE I POOL GN BS8439 (Government National Mortgage Association) | Long | Debt | US | $140K | – | 0.00 |
| GINNIE MAE II POOL 30YR TBA (JULY) (Government National Mortgage Association 2) | Long | Debt | US | $15M | – | 0.41 |
| GINNIE MAE II POOL 30YR TBA (JULY) (Government National Mortgage Association 2) | Long | Debt | US | $14M | – | 0.40 |
| GINNIE MAE II POOL 30YR TBA (JULY) (Government National Mortgage Association 2) | Long | Debt | US | $10M | – | 0.28 |
| GINNIE MAE II POOL 30YR TBA (JULY) (Government National Mortgage Association 2) | Long | Debt | US | $8M | – | 0.22 |
| GINNIE MAE II POOL 30YR TBA (JULY) (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.09 |
| GINNIE MAE II POOL G2 4245 (Government National Mortgage Association 2) | Long | Debt | US | $20K | – | 0.00 |
| GINNIE MAE II POOL G2 4747 (Government National Mortgage Association 2) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE II POOL G2 4802 (Government National Mortgage Association 2) | Long | Debt | US | $37K | – | 0.00 |
| GINNIE MAE II POOL G2 4837 (Government National Mortgage Association 2) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE II POOL G2 4855 (Government National Mortgage Association 2) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE II POOL G2 710087 (Government National Mortgage Association 2) | Long | Debt | US | $26K | – | 0.00 |
| GINNIE MAE II POOL G2 730365 (Government National Mortgage Association 2) | Long | Debt | US | $324.15 | – | 0.00 |
| GINNIE MAE II POOL G2 783050 (Government National Mortgage Association 2) | Long | Debt | US | $116K | – | 0.00 |
| GINNIE MAE II POOL G2 783298 (Government National Mortgage Association 2) | Long | Debt | US | $209K | – | 0.01 |
| GINNIE MAE II POOL G2 784106 (Government National Mortgage Association 2) | Long | Debt | US | $66K | – | 0.00 |
| GINNIE MAE II POOL G2 784667 (Government National Mortgage Association 2) | Long | Debt | US | $405K | – | 0.01 |
| GINNIE MAE II POOL G2 784680 (Government National Mortgage Association 2) | Long | Debt | US | $62K | – | 0.00 |
| GINNIE MAE II POOL G2 784825 (Government National Mortgage Association 2) | Long | Debt | US | $54K | – | 0.00 |
| GINNIE MAE II POOL G2 784894 (Government National Mortgage Association 2) | Long | Debt | US | $484K | – | 0.01 |
| GINNIE MAE II POOL G2 784905 (Government National Mortgage Association 2) | Long | Debt | US | $352K | – | 0.01 |
| GINNIE MAE II POOL G2 784985 (Government National Mortgage Association 2) | Long | Debt | US | $40K | – | 0.00 |
| GINNIE MAE II POOL G2 785192 (Government National Mortgage Association 2) | Long | Debt | US | $164K | – | 0.00 |
| GINNIE MAE II POOL G2 785432 (Government National Mortgage Association 2) | Long | Debt | US | $904K | – | 0.03 |
| GINNIE MAE II POOL G2 785558 (Government National Mortgage Association 2) | Long | Debt | US | $64K | – | 0.00 |
| GINNIE MAE II POOL G2 785559 (Government National Mortgage Association 2) | Long | Debt | US | $515K | – | 0.01 |
| GINNIE MAE II POOL G2 785565 (Government National Mortgage Association 2) | Long | Debt | US | $454K | – | 0.01 |
| GINNIE MAE II POOL G2 785568 (Government National Mortgage Association 2) | Long | Debt | US | $775K | – | 0.02 |
| GINNIE MAE II POOL G2 785657 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.05 |
| GINNIE MAE II POOL G2 785663 (Government National Mortgage Association 2) | Long | Debt | US | $585K | – | 0.02 |
| GINNIE MAE II POOL G2 785667 (Government National Mortgage Association 2) | Long | Debt | US | $596K | – | 0.02 |
| GINNIE MAE II POOL G2 785762 (Government National Mortgage Association 2) | Long | Debt | US | $345K | – | 0.01 |
| GINNIE MAE II POOL G2 785789 (Government National Mortgage Association 2) | Long | Debt | US | $337K | – | 0.01 |
| GINNIE MAE II POOL G2 785791 (Government National Mortgage Association 2) | Long | Debt | US | $404K | – | 0.01 |
| GINNIE MAE II POOL G2 785821 (Government National Mortgage Association 2) | Long | Debt | US | $554K | – | 0.02 |
| GINNIE MAE II POOL G2 785862 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.04 |
| GINNIE MAE II POOL G2 785944 (Government National Mortgage Association 2) | Long | Debt | US | $434K | – | 0.01 |
| GINNIE MAE II POOL G2 786077 (Government National Mortgage Association 2) | Long | Debt | US | $69K | – | 0.00 |
| GINNIE MAE II POOL G2 786082 (Government National Mortgage Association 2) | Long | Debt | US | $141K | – | 0.00 |
| GINNIE MAE II POOL G2 786095 (Government National Mortgage Association 2) | Long | Debt | US | $287K | – | 0.01 |
| GINNIE MAE II POOL G2 786107 (Government National Mortgage Association 2) | Long | Debt | US | $72K | – | 0.00 |
| GINNIE MAE II POOL G2 786108 (Government National Mortgage Association 2) | Long | Debt | US | $158K | – | 0.00 |
| GINNIE MAE II POOL G2 786134 (Government National Mortgage Association 2) | Long | Debt | US | $386K | – | 0.01 |
| GINNIE MAE II POOL G2 786150 (Government National Mortgage Association 2) | Long | Debt | US | $744K | – | 0.02 |
| GINNIE MAE II POOL G2 786216 (Government National Mortgage Association 2) | Long | Debt | US | $232K | – | 0.01 |
| GINNIE MAE II POOL G2 786236 (Government National Mortgage Association 2) | Long | Debt | US | $769K | – | 0.02 |
| GINNIE MAE II POOL G2 786335 (Government National Mortgage Association 2) | Long | Debt | US | $673K | – | 0.02 |
| GINNIE MAE II POOL G2 786340 (Government National Mortgage Association 2) | Long | Debt | US | $267K | – | 0.01 |
| GINNIE MAE II POOL G2 786366 (Government National Mortgage Association 2) | Long | Debt | US | $514K | – | 0.01 |
| GINNIE MAE II POOL G2 786429 (Government National Mortgage Association 2) | Long | Debt | US | $250K | – | 0.01 |
| GINNIE MAE II POOL G2 786474 (Government National Mortgage Association 2) | Long | Debt | US | $439K | – | 0.01 |
| GINNIE MAE II POOL G2 786535 (Government National Mortgage Association 2) | Long | Debt | US | $278K | – | 0.01 |
| GINNIE MAE II POOL G2 786610 (Government National Mortgage Association 2) | Long | Debt | US | $574K | – | 0.02 |
| GINNIE MAE II POOL G2 786709 (Government National Mortgage Association 2) | Long | Debt | US | $274K | – | 0.01 |
| GINNIE MAE II POOL G2 786726 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.03 |
| GINNIE MAE II POOL G2 786764 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.03 |
| GINNIE MAE II POOL G2 786823 (Government National Mortgage Association 2) | Long | Debt | US | $95K | – | 0.00 |
| GINNIE MAE II POOL G2 786831 (Government National Mortgage Association 2) | Long | Debt | US | $190K | – | 0.01 |
| GINNIE MAE II POOL G2 786835 (Government National Mortgage Association 2) | Long | Debt | US | $573K | – | 0.02 |
| GINNIE MAE II POOL G2 786843 (Government National Mortgage Association 2) | Long | Debt | US | $397K | – | 0.01 |
| GINNIE MAE II POOL G2 786916 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.04 |
| GINNIE MAE II POOL G2 786928 (Government National Mortgage Association 2) | Long | Debt | US | $277K | – | 0.01 |
| GINNIE MAE II POOL G2 786963 (Government National Mortgage Association 2) | Long | Debt | US | $941K | – | 0.03 |
| GINNIE MAE II POOL G2 787097 (Government National Mortgage Association 2) | Long | Debt | US | $271K | – | 0.01 |
| GINNIE MAE II POOL G2 787154 (Government National Mortgage Association 2) | Long | Debt | US | $201K | – | 0.01 |
| GINNIE MAE II POOL G2 787214 (Government National Mortgage Association 2) | Long | Debt | US | $6M | – | 0.17 |
| GINNIE MAE II POOL G2 787228 (Government National Mortgage Association 2) | Long | Debt | US | $492K | – | 0.01 |
| GINNIE MAE II POOL G2 787236 (Government National Mortgage Association 2) | Long | Debt | US | $101K | – | 0.00 |
| GINNIE MAE II POOL G2 787259 (Government National Mortgage Association 2) | Long | Debt | US | $78K | – | 0.00 |
| GINNIE MAE II POOL G2 787354 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.05 |
| GINNIE MAE II POOL G2 787355 (Government National Mortgage Association 2) | Long | Debt | US | $5M | – | 0.14 |
| GINNIE MAE II POOL G2 787356 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.08 |
| GINNIE MAE II POOL G2 787362 (Government National Mortgage Association 2) | Long | Debt | US | $560K | – | 0.02 |
| GINNIE MAE II POOL G2 787405 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.04 |
| GINNIE MAE II POOL G2 787406 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.03 |
| GINNIE MAE II POOL G2 80826 (Government National Mortgage Association 2) | Long | Debt | US | $64K | – | 0.00 |
| GINNIE MAE II POOL G2 BC4732 (Government National Mortgage Association 2) | Long | Debt | US | $189K | – | 0.01 |
| GINNIE MAE II POOL G2 BD0384 (Government National Mortgage Association 2) | Long | Debt | US | $177K | – | 0.00 |
| GINNIE MAE II POOL G2 BE6454 (Government National Mortgage Association 2) | Long | Debt | US | $405K | – | 0.01 |
| GINNIE MAE II POOL G2 BF9479 (Government National Mortgage Association 2) | Long | Debt | US | $117K | – | 0.00 |
| GINNIE MAE II POOL G2 BF9523 (Government National Mortgage Association 2) | Long | Debt | US | $160K | – | 0.00 |
| GINNIE MAE II POOL G2 BF9534 (Government National Mortgage Association 2) | Long | Debt | US | $110K | – | 0.00 |
| GINNIE MAE II POOL G2 BF9563 (Government National Mortgage Association 2) | Long | Debt | US | $117K | – | 0.00 |
| GINNIE MAE II POOL G2 BI3167 (Government National Mortgage Association 2) | Long | Debt | US | $29K | – | 0.00 |
| GINNIE MAE II POOL G2 BI3168 (Government National Mortgage Association 2) | Long | Debt | US | $13K | – | 0.00 |
| GINNIE MAE II POOL G2 BL4126 (Government National Mortgage Association 2) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE II POOL G2 BM7534 (Government National Mortgage Association 2) | Long | Debt | US | $49K | – | 0.00 |
| GINNIE MAE II POOL G2 BM9734 (Government National Mortgage Association 2) | Long | Debt | US | $53K | – | 0.00 |
| GINNIE MAE II POOL G2 BM9743 (Government National Mortgage Association 2) | Long | Debt | US | $523K | – | 0.01 |
| GINNIE MAE II POOL G2 BP1928 (Government National Mortgage Association 2) | Long | Debt | US | $145K | – | 0.00 |
| GINNIE MAE II POOL G2 BS1728 (Government National Mortgage Association 2) | Long | Debt | US | $30K | – | 0.00 |
| GINNIE MAE II POOL G2 BS1742 (Government National Mortgage Association 2) | Long | Debt | US | $57K | – | 0.00 |
| GINNIE MAE II POOL G2 BS1757 (Government National Mortgage Association 2) | Long | Debt | US | $28K | – | 0.00 |
| GINNIE MAE II POOL G2 BS8420 (Government National Mortgage Association 2) | Long | Debt | US | $214K | – | 0.01 |
| GINNIE MAE II POOL G2 BS8546 (Government National Mortgage Association 2) | Long | Debt | US | $113K | – | 0.00 |
| GINNIE MAE II POOL G2 CJ9477 (Government National Mortgage Association 2) | Long | Debt | US | $356K | – | 0.01 |
| GINNIE MAE II POOL G2 CK9357 (Government National Mortgage Association 2) | Long | Debt | US | $320K | – | 0.01 |
| GINNIE MAE II POOL G2 CK9415 (Government National Mortgage Association 2) | Long | Debt | US | $371K | – | 0.01 |
| GINNIE MAE II POOL G2 CK9447 (Government National Mortgage Association 2) | Long | Debt | US | $259K | – | 0.01 |
| GINNIE MAE II POOL G2 CK9592 (Government National Mortgage Association 2) | Long | Debt | US | $238K | – | 0.01 |
| GINNIE MAE II POOL G2 CL3644 (Government National Mortgage Association 2) | Long | Debt | US | $110K | – | 0.00 |
| GINNIE MAE II POOL G2 CL5523 (Government National Mortgage Association 2) | Long | Debt | US | $71K | – | 0.00 |
| GINNIE MAE II POOL G2 CL6713 (Government National Mortgage Association 2) | Long | Debt | US | $27K | – | 0.00 |
| GINNIE MAE II POOL G2 CM1041 (Government National Mortgage Association 2) | Long | Debt | US | $41K | – | 0.00 |
| GINNIE MAE II POOL G2 CM2623 (Government National Mortgage Association 2) | Long | Debt | US | $549K | – | 0.02 |
| GINNIE MAE II POOL G2 CM3246 (Government National Mortgage Association 2) | Long | Debt | US | $145K | – | 0.00 |
| GINNIE MAE II POOL G2 CM3318 (Government National Mortgage Association 2) | Long | Debt | US | $106K | – | 0.00 |
| GINNIE MAE II POOL G2 CM3361 (Government National Mortgage Association 2) | Long | Debt | US | $97K | – | 0.00 |
| GINNIE MAE II POOL G2 CM3377 (Government National Mortgage Association 2) | Long | Debt | US | $38K | – | 0.00 |
| GINNIE MAE II POOL G2 CM3436 (Government National Mortgage Association 2) | Long | Debt | US | $33K | – | 0.00 |
| GINNIE MAE II POOL G2 CM5211 (Government National Mortgage Association 2) | Long | Debt | US | $58K | – | 0.00 |
| GINNIE MAE II POOL G2 CN0172 (Government National Mortgage Association 2) | Long | Debt | US | $30K | – | 0.00 |
| GINNIE MAE II POOL G2 CN5874 (Government National Mortgage Association 2) | Long | Debt | US | $143K | – | 0.00 |
| GINNIE MAE II POOL G2 CN6482 (Government National Mortgage Association 2) | Long | Debt | US | $60K | – | 0.00 |
| GINNIE MAE II POOL G2 CN9873 (Government National Mortgage Association 2) | Long | Debt | US | $181K | – | 0.01 |
| GINNIE MAE II POOL G2 CO7019 (Government National Mortgage Association 2) | Long | Debt | US | $52K | – | 0.00 |
| GINNIE MAE II POOL G2 CO7057 (Government National Mortgage Association 2) | Long | Debt | US | $445K | – | 0.01 |
| GINNIE MAE II POOL G2 CO7322 (Government National Mortgage Association 2) | Long | Debt | US | $222K | – | 0.01 |
| GINNIE MAE II POOL G2 CO9408 (Government National Mortgage Association 2) | Long | Debt | US | $33K | – | 0.00 |
| GINNIE MAE II POOL G2 CO9673 (Government National Mortgage Association 2) | Long | Debt | US | $108K | – | 0.00 |
| GINNIE MAE II POOL G2 CP3380 (Government National Mortgage Association 2) | Long | Debt | US | $92K | – | 0.00 |
| GINNIE MAE II POOL G2 CP9544 (Government National Mortgage Association 2) | Long | Debt | US | $152K | – | 0.00 |
| GINNIE MAE II POOL G2 MA2753 (Government National Mortgage Association 2) | Long | Debt | US | $461K | – | 0.01 |
| GINNIE MAE II POOL G2 MA2754 (Government National Mortgage Association 2) | Long | Debt | US | $99K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3244 (Government National Mortgage Association 2) | Long | Debt | US | $110K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3521 (Government National Mortgage Association 2) | Long | Debt | US | $328K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3521 (Government National Mortgage Association 2) | Long | Debt | US | $295K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3597 (Government National Mortgage Association 2) | Long | Debt | US | $176K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3662 (Government National Mortgage Association 2) | Long | Debt | US | $673K | – | 0.02 |
| GINNIE MAE II POOL G2 MA3663 (Government National Mortgage Association 2) | Long | Debt | US | $82K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3663 (Government National Mortgage Association 2) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3666 (Government National Mortgage Association 2) | Long | Debt | US | $32K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3736 (Government National Mortgage Association 2) | Long | Debt | US | $145K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3736 (Government National Mortgage Association 2) | Long | Debt | US | $13K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3803 (Government National Mortgage Association 2) | Long | Debt | US | $85K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3937 (Government National Mortgage Association 2) | Long | Debt | US | $752K | – | 0.02 |
| GINNIE MAE II POOL G2 MA4069 (Government National Mortgage Association 2) | Long | Debt | US | $112K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4126 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.04 |
| GINNIE MAE II POOL G2 MA4196 (Government National Mortgage Association 2) | Long | Debt | US | $563K | – | 0.02 |
| GINNIE MAE II POOL G2 MA4264 (Government National Mortgage Association 2) | Long | Debt | US | $371K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4324 (Government National Mortgage Association 2) | Long | Debt | US | $65K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4382 (Government National Mortgage Association 2) | Long | Debt | US | $208K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4451 (Government National Mortgage Association 2) | Long | Debt | US | $737K | – | 0.02 |
| GINNIE MAE II POOL G2 MA4454 (Government National Mortgage Association 2) | Long | Debt | US | $477K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4510 (Government National Mortgage Association 2) | Long | Debt | US | $95K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4511 (Government National Mortgage Association 2) | Long | Debt | US | $512K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4512 (Government National Mortgage Association 2) | Long | Debt | US | $721K | – | 0.02 |
| GINNIE MAE II POOL G2 MA4513 (Government National Mortgage Association 2) | Long | Debt | US | $73K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4587 (Government National Mortgage Association 2) | Long | Debt | US | $76K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4654 (Government National Mortgage Association 2) | Long | Debt | US | $139K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4718 (Government National Mortgage Association 2) | Long | Debt | US | $61K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4719 (Government National Mortgage Association 2) | Long | Debt | US | $598K | – | 0.02 |
| GINNIE MAE II POOL G2 MA4720 (Government National Mortgage Association 2) | Long | Debt | US | $587K | – | 0.02 |
| GINNIE MAE II POOL G2 MA4720 (Government National Mortgage Association 2) | Long | Debt | US | $237K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4722 (Government National Mortgage Association 2) | Long | Debt | US | $184K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4778 (Government National Mortgage Association 2) | Long | Debt | US | $144K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4836 (Government National Mortgage Association 2) | Long | Debt | US | $525K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4837 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.04 |
| GINNIE MAE II POOL G2 MA4838 (Government National Mortgage Association 2) | Long | Debt | US | $393K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4900 (Government National Mortgage Association 2) | Long | Debt | US | $709K | – | 0.02 |
| GINNIE MAE II POOL G2 MA4901 (Government National Mortgage Association 2) | Long | Debt | US | $370K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5019 (Government National Mortgage Association 2) | Long | Debt | US | $197K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5020 (Government National Mortgage Association 2) | Long | Debt | US | $90K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5078 (Government National Mortgage Association 2) | Long | Debt | US | $691K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5078 (Government National Mortgage Association 2) | Long | Debt | US | $621K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5138 (Government National Mortgage Association 2) | Long | Debt | US | $209K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5192 (Government National Mortgage Association 2) | Long | Debt | US | $97K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5193 (Government National Mortgage Association 2) | Long | Debt | US | $378K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5194 (Government National Mortgage Association 2) | Long | Debt | US | $69K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5265 (Government National Mortgage Association 2) | Long | Debt | US | $620K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5331 (Government National Mortgage Association 2) | Long | Debt | US | $74K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5399 (Government National Mortgage Association 2) | Long | Debt | US | $456K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5399 (Government National Mortgage Association 2) | Long | Debt | US | $207K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5465 (Government National Mortgage Association 2) | Long | Debt | US | $109K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5466 (Government National Mortgage Association 2) | Long | Debt | US | $17K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5467 (Government National Mortgage Association 2) | Long | Debt | US | $303K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5467 (Government National Mortgage Association 2) | Long | Debt | US | $204K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5468 (Government National Mortgage Association 2) | Long | Debt | US | $96K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5528 (Government National Mortgage Association 2) | Long | Debt | US | $164K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5529 (Government National Mortgage Association 2) | Long | Debt | US | $183K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5530 (Government National Mortgage Association 2) | Long | Debt | US | $381K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5530 (Government National Mortgage Association 2) | Long | Debt | US | $134K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5594 (Government National Mortgage Association 2) | Long | Debt | US | $591K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5597 (Government National Mortgage Association 2) | Long | Debt | US | $159K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5652 (Government National Mortgage Association 2) | Long | Debt | US | $198K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5653 (Government National Mortgage Association 2) | Long | Debt | US | $218K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5711 (Government National Mortgage Association 2) | Long | Debt | US | $829K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5712 (Government National Mortgage Association 2) | Long | Debt | US | $147K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5763 (Government National Mortgage Association 2) | Long | Debt | US | $459K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5764 (Government National Mortgage Association 2) | Long | Debt | US | $246K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5817 (Government National Mortgage Association 2) | Long | Debt | US | $157K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5818 (Government National Mortgage Association 2) | Long | Debt | US | $607K | – | 0.02 |
| GINNIE MAE II POOL G2 MA5876 (Government National Mortgage Association 2) | Long | Debt | US | $415K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5876 (Government National Mortgage Association 2) | Long | Debt | US | $132K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5878 (Government National Mortgage Association 2) | Long | Debt | US | $195K | – | 0.01 |
| GINNIE MAE II POOL G2 MA6030 (Government National Mortgage Association 2) | Long | Debt | US | $65K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6157 (Government National Mortgage Association 2) | Long | Debt | US | $100K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6209 (Government National Mortgage Association 2) | Long | Debt | US | $476K | – | 0.01 |
| GINNIE MAE II POOL G2 MA6287 (Government National Mortgage Association 2) | Long | Debt | US | $91K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6413 (Government National Mortgage Association 2) | Long | Debt | US | $134K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6476 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.03 |
| GINNIE MAE II POOL G2 MA6598 (Government National Mortgage Association 2) | Long | Debt | US | $269K | – | 0.01 |
| GINNIE MAE II POOL G2 MA6599 (Government National Mortgage Association 2) | Long | Debt | US | $990K | – | 0.03 |
| GINNIE MAE II POOL G2 MA6645 (Government National Mortgage Association 2) | Long | Debt | US | $509K | – | 0.01 |
| GINNIE MAE II POOL G2 MA6711 (Government National Mortgage Association 2) | Long | Debt | US | $567K | – | 0.02 |
| GINNIE MAE II POOL G2 MA6818 (Government National Mortgage Association 2) | Long | Debt | US | $48K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6864 (Government National Mortgage Association 2) | Long | Debt | US | $579K | – | 0.02 |
| GINNIE MAE II POOL G2 MA6885 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.04 |
| GINNIE MAE II POOL G2 MA6930 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.10 |
| GINNIE MAE II POOL G2 MA6933 (Government National Mortgage Association 2) | Long | Debt | US | $64K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6997 (Government National Mortgage Association 2) | Long | Debt | US | $677K | – | 0.02 |
| GINNIE MAE II POOL G2 MA7042 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.04 |
| GINNIE MAE II POOL G2 MA7051 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.07 |
| GINNIE MAE II POOL G2 MA7051 (Government National Mortgage Association 2) | Long | Debt | US | $910K | – | 0.03 |
| GINNIE MAE II POOL G2 MA7056 (Government National Mortgage Association 2) | Long | Debt | US | $106K | – | 0.00 |
| GINNIE MAE II POOL G2 MA7135 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.05 |
| GINNIE MAE II POOL G2 MA7136 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.05 |
| GINNIE MAE II POOL G2 MA7184 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.03 |
| GINNIE MAE II POOL G2 MA7192 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.06 |
| GINNIE MAE II POOL G2 MA7192 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.05 |
| GINNIE MAE II POOL G2 MA7194 (Government National Mortgage Association 2) | Long | Debt | US | $83K | – | 0.00 |
| GINNIE MAE II POOL G2 MA7303 (Government National Mortgage Association 2) | Long | Debt | US | $957K | – | 0.03 |
| GINNIE MAE II POOL G2 MA7367 (Government National Mortgage Association 2) | Long | Debt | US | $232K | – | 0.01 |
| GINNIE MAE II POOL G2 MA7368 (Government National Mortgage Association 2) | Long | Debt | US | $700K | – | 0.02 |
| GINNIE MAE II POOL G2 MA7409 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.04 |
| GINNIE MAE II POOL G2 MA7589 (Government National Mortgage Association 2) | Long | Debt | US | $0.02 | – | 0.00 |
| GINNIE MAE II POOL G2 MA7590 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.06 |
| GINNIE MAE II POOL G2 MA7638 (Government National Mortgage Association 2) | Long | Debt | US | $512K | – | 0.01 |
| GINNIE MAE II POOL G2 MA7705 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.07 |
| GINNIE MAE II POOL G2 MA7883 (Government National Mortgage Association 2) | Long | Debt | US | $452K | – | 0.01 |
| GINNIE MAE II POOL G2 MA7937 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.09 |
| GINNIE MAE II POOL G2 MA7990 (Government National Mortgage Association 2) | Long | Debt | US | $941K | – | 0.03 |
| GINNIE MAE II POOL G2 MA8044 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.03 |
| GINNIE MAE II POOL G2 MA8199 (Government National Mortgage Association 2) | Long | Debt | US | $79K | – | 0.00 |
| GINNIE MAE II POOL G2 MA8200 (Government National Mortgage Association 2) | Long | Debt | US | $732K | – | 0.02 |
| GINNIE MAE II POOL G2 MA8202 (Government National Mortgage Association 2) | Long | Debt | US | $4M | – | 0.10 |
| GINNIE MAE II POOL G2 MA8269 (Government National Mortgage Association 2) | Long | Debt | US | $86K | – | 0.00 |
| GINNIE MAE II POOL G2 MA8346 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.04 |
| GINNIE MAE II POOL G2 MA8347 (Government National Mortgage Association 2) | Long | Debt | US | $5M | – | 0.15 |
| GINNIE MAE II POOL G2 MA8348 (Government National Mortgage Association 2) | Long | Debt | US | $523K | – | 0.01 |
| GINNIE MAE II POOL G2 MA8427 (Government National Mortgage Association 2) | Long | Debt | US | $174K | – | 0.00 |
| GINNIE MAE II POOL G2 MA8429 (Government National Mortgage Association 2) | Long | Debt | US | $962K | – | 0.03 |
| GINNIE MAE II POOL G2 MA8490 (Government National Mortgage Association 2) | Long | Debt | US | $707K | – | 0.02 |
| GINNIE MAE II POOL G2 MA8726 (Government National Mortgage Association 2) | Long | Debt | US | $449K | – | 0.01 |
| GINNIE MAE II POOL G2 MA8796 (Government National Mortgage Association 2) | Long | Debt | US | $76K | – | 0.00 |
| GINNIE MAE II POOL G2 MA8801 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.05 |
| GINNIE MAE II POOL G2 MA8879 (Government National Mortgage Association 2) | Long | Debt | US | $931K | – | 0.03 |
| GINNIE MAE II POOL G2 MA9016 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.03 |
| GLENCORE FUNDING LLC 144A 3.875000% 10/27/2027 | Long | Debt | AU | $210K | – | 0.01 |
| GLENCORE FUNDING LLC 144A 4.000000% 03/27/2027 | Long | Debt | AU | $1M | – | 0.03 |
| GLENCORE FUNDING LLC 144A 5.371000% 04/04/2029 | Long | Debt | AU | $1M | – | 0.03 |
| GLENCORE FUNDING LLC 144A 5.634000% 04/04/2034 | Long | Debt | AU | $932K | – | 0.03 |
| GLOBAL PAYMENTS INC 4.450000% 06/01/2028 (GLOBAL PAYMENTS INC.) | Long | Debt | US | $2M | – | 0.05 |
| GLOBAL SC FINANCE II SRL SEACO 2014-1A A2 | Long | ABS-mortgage backed security | BB | $14K | – | 0.00 |
| GLP CAPITAL LP / GLP FINANCING II INC 3.250000% 01/15/2032 (GLP Capital, L.P.) | Long | Debt | US | $1M | – | 0.03 |
| GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2030 (GLP Capital, L.P.) | Long | Debt | US | $62K | – | 0.00 |
| GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2031 (GLP Capital, L.P.) | Long | Debt | US | $45K | – | 0.00 |
| GLP CAPITAL LP / GLP FINANCING II INC 5.250000% 06/01/2025 (GLP Capital, L.P.) | Long | Debt | US | $79K | – | 0.00 |
| GLP CAPITAL LP / GLP FINANCING II INC 5.375000% 04/15/2026 (GLP Capital, L.P.) | Long | Debt | US | $640K | – | 0.02 |
| GLP CAPITAL LP / GLP FINANCING II INC 5.375000% 04/15/2026 (GLP Capital, L.P.) | Long | Debt | US | $50K | – | 0.00 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-3 GMALT 2022-3 A3 | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2 GMALT 2023-2 A4 | Long | ABS-mortgage backed security | US | $415K | – | 0.01 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GMALT 2023-3 A4 | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 GMALT 2024-2 A3 | Long | ABS-mortgage backed security | US | $629K | – | 0.02 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2022-4 A3 | Long | ABS-mortgage backed security | US | $510K | – | 0.01 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2024-2 A3 | Long | ABS-mortgage backed security | US | $871K | – | 0.02 |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 GMREV 2024-1 A | Long | ABS-mortgage backed security | US | $417K | – | 0.01 |
| GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD GLM 2020-7A AR (GOLDENTREE LOAN MANAGEMENT US CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $661K | – | 0.02 |
| GOLDMAN SACHS BANK USA/NEW YORK NY 5.283000% 03/18/2027 | Long | Debt | US | $1M | – | 0.04 |
| GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027 | Long | Debt | US | $1M | – | 0.04 |
| GOLDMAN SACHS CAPITAL II MATURITY: PERPETUAL | Long | Debt | US | $9K | – | 0.00 |
| GOLDMAN SACHS GROUP INC/THE 1.431000% 03/09/2027 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $1M | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $4M | – | 0.11 |
| GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $1M | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE 2.383000% 07/21/2032 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $2M | – | 0.06 |
| GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $1M | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE 2.908000% 07/21/2042 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $183K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 3.210000% 04/22/2042 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $89K | – | 0.00 |
| GOLDMAN SACHS GROUP INC/THE 3.272000% 09/29/2025 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $1M | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE 3.500000% 04/01/2025 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $532K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 3.500000% 11/16/2026 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $864K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE 3.615000% 03/15/2028 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $163K | – | 0.00 |
| GOLDMAN SACHS GROUP INC/THE 3.691000% 06/05/2028 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $364K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 3.750000% 02/25/2026 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $336K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 3.814000% 04/23/2029 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $332K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 4.223000% 05/01/2029 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $1M | – | 0.04 |
| GOLDMAN SACHS GROUP INC/THE 4.250000% 10/21/2025 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $835K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE 4.750000% 10/21/2045 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $332K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 5.150000% 05/22/2045 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $767K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE 6.250000% 02/01/2041 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $1M | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE 6.750000% 10/01/2037 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $32K | – | 0.00 |
| GOLDMAN SACHS GROUP INC/THE MTN 3.850000% 07/08/2024 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $330K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE VARIABLE RATE 10/21/2024 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $1M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-17 IB | Long | Debt | US | $6K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-51 SG | Long | Debt | US | $737.9 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-78 SA | Long | Debt | US | $10K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-66 XS | Long | Debt | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-163 NC | Long | Debt | US | $440K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 NS | Long | Debt | US | $161K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-85 HS | Long | Debt | US | $0.67 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-H11 FA | Long | Debt | US | $257K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-H27 FA | Long | Debt | US | $434K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-H28 FE | Long | Debt | US | $123K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-H08 FD | Long | Debt | US | $65K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-H08 FG | Long | Debt | US | $142K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-H09 AF | Long | Debt | US | $72K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-112 IO | Long | Debt | US | $1K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-152 IO | Long | Debt | US | $42K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-27 IO | Long | Debt | US | $752.9 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 SA | Long | Debt | US | $20K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-43 SN | Long | Debt | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-98 SA | Long | Debt | US | $9K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-H25 FA | Long | Debt | US | $6K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-H27 AI | Long | Debt | US | $7K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-107 AD | Long | Debt | US | $173K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-152 HA | Long | Debt | US | $453K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-53 OI | Long | Debt | US | $6K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-69 AI | Long | Debt | US | $35K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-96 IO | Long | Debt | US | $771.47 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-181 L | Long | Debt | US | $293K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-47 IA | Long | Debt | US | $141.23 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-5 SP | Long | Debt | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-50 IO | Long | Debt | US | $6K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-92 IX | Long | Debt | US | $8K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-H10 TA | Long | Debt | US | $418K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-144 CA | Long | Debt | US | $460K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-161 GF | Long | Debt | US | $0.01 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-167 OI | Long | Debt | US | $11K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-5 IK | Long | Debt | US | $16K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-H10 FC | Long | Debt | US | $197K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-H18 FA | Long | Debt | US | $65K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-H20 FA | Long | Debt | US | $182K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-135 SB | Long | Debt | US | $50K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-136 A | Long | Debt | US | $237K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-93 AB | Long | Debt | US | $478K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 TL | Long | Debt | US | $145K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-139 GA | Long | Debt | US | $1M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-167 BQ | Long | Debt | US | $378K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-171 IO | Long | Debt | US | $216K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-41 IO | Long | Debt | US | $11K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H15 KI | Long | Debt | US | $25K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H18 BI | Long | Debt | US | $88K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H20 IB | Long | Debt | US | $7K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H22 IC | Long | Debt | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-45 IO | Long | Debt | US | $244K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-65 DC | Long | Debt | US | $367K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H06 PF | Long | Debt | US | $107K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H07 FD | Long | Debt | US | $222K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-71 PT | Long | Debt | US | $124K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-90 AB | Long | Debt | US | $219K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-103 AD | Long | Debt | US | $556K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-118 IO | Long | Debt | US | $226K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-123 IL | Long | Debt | US | $26K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-123 NI | Long | Debt | US | $77K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-127 IN | Long | Debt | US | $38K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-129 IE | Long | Debt | US | $30K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-133 GA | Long | Debt | US | $514K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-138 LE | Long | Debt | US | $1M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 IH | Long | Debt | US | $21K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 VI | Long | Debt | US | $30K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 YI | Long | Debt | US | $107K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-175 GI | Long | Debt | US | $30K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-181 WI | Long | Debt | US | $212K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-47 MI | Long | Debt | US | $83K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-47 NI | Long | Debt | US | $36K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-68 IO | Long | Debt | US | $278K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-89 IA | Long | Debt | US | $243K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H09 FL | Long | Debt | US | $540K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H09 NF | Long | Debt | US | $185K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H12 F | Long | Debt | US | $48K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H13 FA | Long | Debt | US | $727K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-11 IX | Long | Debt | US | $243K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-110 IO | Long | Debt | US | $154K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-115 MI | Long | Debt | US | $48K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-138 IK | Long | Debt | US | $128K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-14 AB | Long | Debt | US | $372K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-14 IO | Long | Debt | US | $244K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-147 KI | Long | Debt | US | $207K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-169 IO | Long | Debt | US | $231K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-176 IN | Long | Debt | US | $163K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-181 IO | Long | Debt | US | $223K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-188 PA | Long | Debt | US | $1M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-191 NI | Long | Debt | US | $116K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-21 AH | Long | Debt | US | $63K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 GA | Long | Debt | US | $267K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-227 E | Long | Debt | US | $2M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 BD | Long | Debt | US | $449K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 CW | Long | Debt | US | $586K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 NT | Long | Debt | US | $456K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 Q | Long | Debt | US | $404K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-29 TI | Long | Debt | US | $77K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-57 BI | Long | Debt | US | $210K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-60 IO | Long | Debt | US | $139K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 CY | Long | Debt | US | $420K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-96 VI | Long | Debt | US | $108K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-107 C | Long | Debt | US | $2M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-113 Z | Long | Debt | US | $1M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-153 KA | Long | Debt | US | $493K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT | Long | Debt | US | $667K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-191 B | Long | Debt | US | $2M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-191 BY | Long | Debt | US | $2M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-196 BE | Long | Debt | US | $441K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-197 LF | Long | Debt | US | $2M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-205 A | Long | Debt | US | $579K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-210 IO | Long | Debt | US | $90K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-216 IO | Long | Debt | US | $94K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-220 E | Long | Debt | US | $368K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-24 AH | Long | Debt | US | $276K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 B | Long | Debt | US | $154K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 IO | Long | Debt | US | $32K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-31 GH | Long | Debt | US | $1M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-34 DN | Long | Debt | US | $884K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-5 BA | Long | Debt | US | $2M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-50 CA | Long | Debt | US | $1M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-59 IO | Long | Debt | US | $157K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-66 CG | Long | Debt | US | $1M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-81 CI | Long | Debt | US | $106K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-84 A | Long | Debt | US | $3M | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-9 GA | Long | Debt | US | $519K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-99 JW | Long | Debt | US | $159K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-179 IO | Long | Debt | US | $335K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-196 E | Long | Debt | US | $629K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-80 IA | Long | Debt | US | $263K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 AH | Long | Debt | US | $2M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 IA | Long | Debt | US | $115K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 AF | Long | Debt | US | $349K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 DF | Long | Debt | US | $862K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-45 BD | Long | Debt | US | $333K | – | 0.01 |
| GPMT 2021-FL3 LTD GPMT 2021-FL3 A (GPMT LTD) | Long | ABS-collateralized bond/debt obligation | KY | $565K | – | 0.02 |
| GRIFOLS WORLDWIDE OPERATIONS USA 11/15/2027 | Long | Loan | US | $106K | – | 0.00 |
| GS MORTGAGE SECURITIES CORP II GSMS 2023-SHIP A (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GS MORTGAGE SECURITIES CORP II GSMS 2024-70P E (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GS MORTGAGE SECURITIES CORP TRUST 2017-SLP GSMS 2017-SLP C (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GS MORTGAGE SECURITIES CORP TRUST 2018-SRP5 GSMS 2018-SRP5 A (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $761K | – | 0.02 |
| GS MORTGAGE SECURITIES CORP TRUST 2021-ARDN GSMS 2021-ARDN B (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GS MORTGAGE SECURITIES CORP TRUST 2021-ROSS GSMS 2021-ROSS A (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GS MORTGAGE SECURITIES TRUST 2014-GC26 GSMS 2014-GC26 B | Long | ABS-mortgage backed security | US | $633K | – | 0.02 |
| GS MORTGAGE SECURITIES TRUST 2015-GC30 GSMS 2015-GC30 B | Long | ABS-mortgage backed security | US | $454K | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST 2015-GC32 GSMS 2015-GC32 A3 | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 A4 | Long | ABS-mortgage backed security | US | $870K | – | 0.02 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GSAMP TRUST 2003-SEA GSAMP 2003-SEA A1 | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| GSAMP TRUST 2005-WMC3 GSAMP 2005-WMC3 A2C | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| GSAMP TRUST 2006-HE3 GSAMP 2006-HE3 A2D | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 1998-1 A (GS Mortgage Securities Corp. Pass-Through Certificates) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST 2003-13 GSR 2003-13 1A1 | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST 2004-8F GSR 2004-8F 2A3 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST 2007-1F GSR 2007-1F 2A4 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GUARDIAN LIFE GLOBAL FUNDING 144A 1.100000% 06/23/2025 | Long | Debt | US | $182K | – | 0.01 |
| HALEON US CAPITAL LLC 3.375000% 03/24/2027 | Long | Debt | US | $391K | – | 0.01 |
| HALEON US CAPITAL LLC 3.375000% 03/24/2029 | Long | Debt | US | $269K | – | 0.01 |
| HALEON US CAPITAL LLC 3.625000% 03/24/2032 | Long | Debt | US | $439K | – | 0.01 |
| HALEON US CAPITAL LLC 3.625000% 03/24/2032 | Long | Debt | US | $331K | – | 0.01 |
| HALLIBURTON CO 4.850000% 11/15/2035 (HALLIBURTON COMPANY) | Long | Debt | US | $57K | – | 0.00 |
| HALLIBURTON CO 5.000000% 11/15/2045 (HALLIBURTON COMPANY) | Long | Debt | US | $72K | – | 0.00 |
| HARBOR FREIGHT TOOLS 5/24 TLB 6/5/2031 | Long | Loan | US | $797K | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST 2004-3 HVMLT 2004-3 1A | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| HCA INC 2.375000% 07/15/2031 (HCA INC.) | Long | Debt | US | $617K | – | 0.02 |
| HCA INC 3.500000% 07/15/2051 (HCA INC.) | Long | Debt | US | $449K | – | 0.01 |
| HCA INC 3.500000% 09/01/2030 (HCA INC.) | Long | Debt | US | $758K | – | 0.02 |
| HCA INC 3.500000% 09/01/2030 (HCA INC.) | Long | Debt | US | $713K | – | 0.02 |
| HCA INC 4.125000% 06/15/2029 (HCA INC.) | Long | Debt | US | $1M | – | 0.04 |
| HCA INC 4.500000% 02/15/2027 (HCA INC.) | Long | Debt | US | $20K | – | 0.00 |
| HCA INC 5.250000% 04/15/2025 (HCA INC.) | Long | Debt | US | $498K | – | 0.01 |
| HCA INC 5.250000% 04/15/2025 (HCA INC.) | Long | Debt | US | $318K | – | 0.01 |
| HCA INC 5.250000% 06/15/2026 (HCA INC.) | Long | Debt | US | $617K | – | 0.02 |
| HCA INC 5.250000% 06/15/2026 (HCA INC.) | Long | Debt | US | $30K | – | 0.00 |
| HCA INC 5.250000% 06/15/2049 (HCA INC.) | Long | Debt | US | $161K | – | 0.00 |
| HCA INC 5.375000% 02/01/2025 (HCA INC.) | Long | Debt | US | $159K | – | 0.00 |
| HCA INC 5.375000% 09/01/2026 (HCA INC.) | Long | Debt | US | $155K | – | 0.00 |
| HCA INC 5.500000% 06/15/2047 (HCA INC.) | Long | Debt | US | $55K | – | 0.00 |
| HCA INC 5.625000% 09/01/2028 (HCA INC.) | Long | Debt | US | $61K | – | 0.00 |
| HCA INC 5.875000% 02/01/2029 (HCA INC.) | Long | Debt | US | $417K | – | 0.01 |
| HCA INC 5.900000% 06/01/2053 (HCA INC.) | Long | Debt | US | $614K | – | 0.02 |
| HCA INC 6.000000% 04/01/2054 (HCA INC.) | Long | Debt | US | $1M | – | 0.04 |
| HEALTHCARE REALTY HOLDINGS LP 2.050000% 03/15/2031 (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $211K | – | 0.01 |
| HEALTHCARE REALTY HOLDINGS LP 2.400000% 03/15/2030 (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $140K | – | 0.00 |
| HEALTHCARE REALTY HOLDINGS LP 3.100000% 02/15/2030 (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $1M | – | 0.04 |
| HEALTHCARE REALTY HOLDINGS LP 3.625000% 01/15/2028 (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $106K | – | 0.00 |
| HEALTHCARE REALTY HOLDINGS LP 3.875000% 05/01/2025 (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $15K | – | 0.00 |
| HESS CORP 5.800000% 04/01/2047 (HESS CORPORATION) | Long | Debt | US | $779K | – | 0.02 |
| HESS CORP 6.000000% 01/15/2040 (HESS CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| HF SINCLAIR CORP 144A 5.000000% 02/01/2028 (HF SINCLAIR CORPORATION) | Long | Debt | US | $940K | – | 0.03 |
| HF SINCLAIR CORP 5.875000% 04/01/2026 (HF SINCLAIR CORPORATION) | Long | Debt | US | $621K | – | 0.02 |
| HILDENE COMMUNITY FUNDING CDO LTD HCOMF 2015-1A ARR (HILDENE COMMUNITY FUNDING CDO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $800K | – | 0.02 |
| HILTON DOMESTIC OPERATING CO INC 144A 6.125000% 04/01/2032 (HILTON DOMESTIC OPERATING COMPANY INC.) | Long | Debt | US | $271K | – | 0.01 |
| HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A | Long | ABS-mortgage backed security | US | $313K | – | 0.01 |
| HIT TRUST 2022-HI32 HIT 2022-HI32 A | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| HOME DEPOT INC/THE 2.500000% 04/15/2027 (THE HOME DEPOT, INC.) | Long | Debt | US | $262K | – | 0.01 |
| HOME DEPOT INC/THE 2.700000% 04/15/2030 (THE HOME DEPOT, INC.) | Long | Debt | US | $285K | – | 0.01 |
| HOME DEPOT INC/THE 3.300000% 04/15/2040 (THE HOME DEPOT, INC.) | Long | Debt | US | $273K | – | 0.01 |
| HOME DEPOT INC/THE 3.350000% 04/15/2050 (THE HOME DEPOT, INC.) | Long | Debt | US | $504K | – | 0.01 |
| HOME DEPOT INC/THE 3.625000% 04/15/2052 (THE HOME DEPOT, INC.) | Long | Debt | US | $194K | – | 0.01 |
| HOME DEPOT INC/THE 3.900000% 06/15/2047 (THE HOME DEPOT, INC.) | Long | Debt | US | $47K | – | 0.00 |
| HOME DEPOT INC/THE 3.900000% 12/06/2028 (THE HOME DEPOT, INC.) | Long | Debt | US | $39K | – | 0.00 |
| HOME DEPOT INC/THE 4.250000% 04/01/2046 (THE HOME DEPOT, INC.) | Long | Debt | US | $40K | – | 0.00 |
| HOME DEPOT INC/THE 4.750000% 06/25/2029 (THE HOME DEPOT, INC.) | Long | Debt | US | $407K | – | 0.01 |
| HOME DEPOT INC/THE 4.850000% 06/25/2031 (THE HOME DEPOT, INC.) | Long | Debt | US | $540K | – | 0.02 |
| HOME DEPOT INC/THE 5.300000% 06/25/2054 (THE HOME DEPOT, INC.) | Long | Debt | US | $200K | – | 0.01 |
| HONDA AUTO RECEIVABLES 2022-2 OWNER TRUST HAROT 2022-2 A3 (HONDA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $507K | – | 0.01 |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TRUST HAROT 2024-2 A3 (HONDA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TRUST HAROT 2024-2 A4 (HONDA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $990K | – | 0.03 |
| HONEYWELL INTERNATIONAL INC 5.000000% 03/01/2035 (HONEYWELL INTERNATIONAL INCORPORATION) | Long | Debt | US | $793K | – | 0.02 |
| HONEYWELL INTERNATIONAL INC 5.250000% 03/01/2054 (HONEYWELL INTERNATIONAL INCORPORATION) | Long | Debt | US | $271K | – | 0.01 |
| HONEYWELL INTERNATIONAL INC 5.350000% 03/01/2064 (HONEYWELL INTERNATIONAL INCORPORATION) | Long | Debt | US | $271K | – | 0.01 |
| HOUSTON GALLERIA MALL TRUST 2015-HGLR HGMT 2015-HGLR A1A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A A3 | Long | ABS-mortgage backed security | US | $568K | – | 0.02 |
| HPS LOAN MANAGEMENT 15-2019 LTD HLM 15A-19 A1R (HPS LOAN MANAGEMENT LTD) | Long | ABS-collateralized bond/debt obligation | JE | $401K | – | 0.01 |
| HSBC BANK USA NA 7.000000% 01/15/2039 (HSBC BANK USA, NATIONAL ASSOCIATION) | Long | Debt | US | $309K | – | 0.01 |
| HSBC HOLDINGS PLC 1.645000% 04/18/2026 | Long | Debt | GB | $319K | – | 0.01 |
| HSBC HOLDINGS PLC 2.099000% 06/04/2026 | Long | Debt | GB | $2M | – | 0.07 |
| HSBC HOLDINGS PLC 2.099000% 06/04/2026 | Long | Debt | GB | $193K | – | 0.01 |
| HSBC HOLDINGS PLC 2.357000% 08/18/2031 | Long | Debt | GB | $309K | – | 0.01 |
| HSBC HOLDINGS PLC 2.804000% 05/24/2032 | Long | Debt | GB | $305K | – | 0.01 |
| HSBC HOLDINGS PLC 4.250000% 08/18/2025 | Long | Debt | GB | $550K | – | 0.02 |
| HSBC HOLDINGS PLC 4.375000% 11/23/2026 | Long | Debt | GB | $336K | – | 0.01 |
| HSBC HOLDINGS PLC 4.583000% 06/19/2029 | Long | Debt | GB | $251K | – | 0.01 |
| HSBC HOLDINGS PLC 4.755000% 06/09/2028 | Long | Debt | GB | $216K | – | 0.01 |
| HSBC HOLDINGS PLC 4.762000% 03/29/2033 | Long | Debt | GB | $390K | – | 0.01 |
| HSBC HOLDINGS PLC 5.597000% 05/17/2028 | Long | Debt | GB | $1M | – | 0.04 |
| HSBC HOLDINGS PLC 5.597000% 05/17/2028 | Long | Debt | GB | $883K | – | 0.02 |
| HSBC HOLDINGS PLC 5.733000% 05/17/2032 | Long | Debt | GB | $2M | – | 0.05 |
| HSBC HOLDINGS PLC 5.733000% 05/17/2032 | Long | Debt | GB | $1M | – | 0.03 |
| HSBC HOLDINGS PLC 5.887000% 08/14/2027 | Long | Debt | GB | $489K | – | 0.01 |
| HSBC USA INC 5.294000% 03/04/2027 (HSBC USA INC.) | Long | Debt | US | $1M | – | 0.04 |
| HUDSON PACIFIC PROPERTIES LP 3.250000% 01/15/2030 (HUDSON PACIFIC PROPERTIES, L.P.) | Long | Debt | US | $10K | – | 0.00 |
| HUDSON PACIFIC PROPERTIES LP 3.950000% 11/01/2027 (HUDSON PACIFIC PROPERTIES, L.P.) | Long | Debt | US | $981K | – | 0.03 |
| HUDSON PACIFIC PROPERTIES LP 4.650000% 04/01/2029 (HUDSON PACIFIC PROPERTIES, L.P.) | Long | Debt | US | $362K | – | 0.01 |
| HUDSON YARDS 2019-30HY MORTGAGE TRUST HY 2019-30HY A (HUDSON YARDS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY A (HUDSON YARDS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| HUMANA INC 2.150000% 02/03/2032 (HUMANA INC.) | Long | Debt | US | $104K | – | 0.00 |
| HUMANA INC 3.700000% 03/23/2029 (HUMANA INC.) | Long | Debt | US | $3M | – | 0.08 |
| HUMANA INC 3.950000% 03/15/2027 (HUMANA INC.) | Long | Debt | US | $68K | – | 0.00 |
| HUMANA INC 4.500000% 04/01/2025 (HUMANA INC.) | Long | Debt | US | $79K | – | 0.00 |
| HUMANA INC 4.625000% 12/01/2042 (HUMANA INC.) | Long | Debt | US | $143K | – | 0.00 |
| HUMANA INC 4.800000% 03/15/2047 (HUMANA INC.) | Long | Debt | US | $25K | – | 0.00 |
| HUMANA INC 4.950000% 10/01/2044 (HUMANA INC.) | Long | Debt | US | $52K | – | 0.00 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-C HALST 2022-C A3 | Long | ABS-mortgage backed security | US | $481K | – | 0.01 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B HALST 2023-B A4 | Long | ABS-mortgage backed security | US | $660K | – | 0.02 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C HALST 2023-C A4 | Long | ABS-mortgage backed security | US | $440K | – | 0.01 |
| HYUNDAI AUTO RECEIVABLES TRUST 2021-C HART 2021-C A4 | Long | ABS-mortgage backed security | US | $540K | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-A HART 2022-A A3 | Long | ABS-mortgage backed security | US | $655K | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-A HART 2022-A A4 | Long | ABS-mortgage backed security | US | $346K | – | 0.01 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A HART 2023-A A4 | Long | ABS-mortgage backed security | US | $595K | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A3 | Long | ABS-mortgage backed security | US | $343K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A 5.300000% 06/24/2029 | Long | Debt | US | $544K | – | 0.02 |
| HYUNDAI CAPITAL AMERICA 144A 5.300000% 06/24/2029 | Long | Debt | US | $527K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A 5.400000% 01/08/2031 | Long | Debt | US | $432K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A 5.400000% 06/24/2031 | Long | Debt | US | $408K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A 5.600000% 03/30/2028 | Long | Debt | US | $841K | – | 0.02 |
| HYUNDAI CAPITAL AMERICA 144A 5.700000% 06/26/2030 | Long | Debt | US | $270K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A 6.500000% 01/16/2029 | Long | Debt | US | $254K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA MTN 1.300000% 01/08/2026 | Long | Debt | US | $475K | – | 0.01 |
| ILFC E-CAPITAL TRUST II 144A 6.538290% 12/21/2065 | Long | Debt | US | $331K | – | 0.01 |
| IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORT IFUND 2010-1 A1 (IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| IMPERIAL BRANDS FINANCE PLC 144A 3.125000% 07/26/2024 | Long | Debt | GB | $2M | – | 0.06 |
| IMPERIAL BRANDS FINANCE PLC 144A 3.500000% 07/26/2026 | Long | Debt | GB | $610K | – | 0.02 |
| INDIANA MICHIGAN POWER CO 4.550000% 03/15/2046 (INDIANA MICHIGAN POWER COMPANY) | Long | Debt | US | $273K | – | 0.01 |
| INTEL CORP 1.600000% 08/12/2028 (INTEL CORPORATION) | Long | Debt | US | $473K | – | 0.01 |
| INTEL CORP 2.800000% 08/12/2041 (INTEL CORPORATION) | Long | Debt | US | $159K | – | 0.00 |
| INTEL CORP 3.050000% 08/12/2051 (INTEL CORPORATION) | Long | Debt | US | $171K | – | 0.00 |
| INTEL CORP 4.750000% 03/25/2050 (INTEL CORPORATION) | Long | Debt | US | $146K | – | 0.00 |
| INTEL CORP 5.000000% 02/21/2031 (INTEL CORPORATION) | Long | Debt | US | $405K | – | 0.01 |
| INTEL CORP 5.125000% 02/10/2030 (INTEL CORPORATION) | Long | Debt | US | $321K | – | 0.01 |
| INTEL CORP 5.600000% 02/21/2054 (INTEL CORPORATION) | Long | Debt | US | $393K | – | 0.01 |
| INTEL CORP 5.625000% 02/10/2043 (INTEL CORPORATION) | Long | Debt | US | $152K | – | 0.00 |
| INTEL CORP 5.700000% 02/10/2053 (INTEL CORPORATION) | Long | Debt | US | $524K | – | 0.01 |
| INTEL CORP 5.900000% 02/10/2063 (INTEL CORPORATION) | Long | Debt | US | $372K | – | 0.01 |
| INTER-AMERICAN DEVELOPMENT BANK MTN 7.350000% 10/06/2030 (INTER AMERICAN DEVELOPMENT BANK) | Long | Debt | XX | $6M | – | 0.16 |
| INTERCONTINENTAL EXCHANGE INC 4.600000% 03/15/2033 (INTERCONTINENTAL EXCHANGE, INC.) | Long | Debt | US | $677K | – | 0.02 |
| INTERCONTINENTAL EXCHANGE INC 5.250000% 06/15/2031 (INTERCONTINENTAL EXCHANGE, INC.) | Long | Debt | US | $709K | – | 0.02 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 1.832000% 10/15/2027 (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Debt | US | $116K | – | 0.00 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 2.300000% 11/01/2030 (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Debt | US | $1M | – | 0.03 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 3.268000% 11/15/2040 (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Debt | US | $378K | – | 0.01 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 3.468000% 12/01/2050 (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Debt | US | $36K | – | 0.00 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 4.375000% 06/01/2047 (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Debt | US | $177K | – | 0.00 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 5.000000% 09/26/2048 (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Debt | US | $1M | – | 0.04 |
| INTERSTATE POWER AND LIGHT CO 5.700000% 10/15/2033 (INTERSTATE POWER AND LIGHT COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| INTUIT INC 5.125000% 09/15/2028 (INTUIT INC.) | Long | Debt | US | $535K | – | 0.02 |
| INTUIT INC 5.200000% 09/15/2033 (INTUIT INC.) | Long | Debt | US | $532K | – | 0.01 |
| INTUIT INC 5.250000% 09/15/2026 (INTUIT INC.) | Long | Debt | US | $667K | – | 0.02 |
| INTUIT INC 5.500000% 09/15/2053 (INTUIT INC.) | Long | Debt | US | $534K | – | 0.02 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031 | Long | Debt | US | $1M | – | 0.03 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031 | Long | Debt | US | $64K | – | 0.00 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 4.150000% 04/15/2032 | Long | Debt | US | $419K | – | 0.01 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 4.150000% 04/15/2032 | Long | Debt | US | $128K | – | 0.00 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 5.500000% 08/15/2033 | Long | Debt | US | $186K | – | 0.01 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2019-OSB A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JACKSON FINANCIAL INC 3.125000% 11/23/2031 (JACKSON FINANCIAL INC.) | Long | Debt | US | $1M | – | 0.03 |
| JANE STREET GROUP / JSG FINANCE INC 144A 7.125000% 04/30/2031 (JANE STREET GROUP, LLC) | Long | Debt | US | $318K | – | 0.01 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 02/02/2029 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $54K | – | 0.00 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 05/15/2032 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $627K | – | 0.02 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 05/15/2032 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $527K | – | 0.01 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.625000% 01/15/2032 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $236K | – | 0.01 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.750000% 12/01/2031 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $168K | – | 0.00 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $1M | – | 0.03 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $907K | – | 0.03 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.750000% 03/15/2034 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $2M | – | 0.04 |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 7.250000% 11/15/2053 (JBS USA Holding Lux S.a r.l.) | Long | Debt | US | $1M | – | 0.03 |
| JERSEY CENTRAL POWER & LIGHT CO 144A 2.750000% 03/01/2032 (JERSEY CENTRAL POWER & LIGHT COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| JERSEY CENTRAL POWER & LIGHT CO 144A 2.750000% 03/01/2032 (JERSEY CENTRAL POWER & LIGHT COMPANY) | Long | Debt | US | $324K | – | 0.01 |
| JGWPT XXX LLC HENDR 2013-3A A (JGWPT LLC) | Long | ABS-mortgage backed security | US | $577K | – | 0.02 |
| JGWPT XXXII LLC HENDR 2014-2A A (JGWPT LLC) | Long | ABS-mortgage backed security | US | $729K | – | 0.02 |
| JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $927K | – | 0.03 |
| JOHN DEERE CAPITAL CORP 4.500000% 01/16/2029 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $920K | – | 0.03 |
| JOHN DEERE CAPITAL CORP MTN 4.150000% 09/15/2027 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $522K | – | 0.01 |
| JOHN DEERE CAPITAL CORP MTN 4.850000% 06/11/2029 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $953K | – | 0.03 |
| JOHN DEERE CAPITAL CORP MTN 4.900000% 06/11/2027 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $817K | – | 0.02 |
| JOHN DEERE CAPITAL CORP MTN 4.950000% 07/14/2028 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $212K | – | 0.01 |
| JOHN DEERE CAPITAL CORP MTN 5.050000% 06/12/2034 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $852K | – | 0.02 |
| JOHN DEERE CAPITAL CORP MTN 5.100000% 04/11/2034 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $675K | – | 0.02 |
| JOHN DEERE CAPITAL CORP MTN 5.150000% 09/08/2026 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $929K | – | 0.03 |
| JOHN DEERE OWNER TRUST 2024 JDOT 2024-A A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JOHNSON & JOHNSON 3.400000% 01/15/2038 | Long | Debt | US | $145K | – | 0.00 |
| JOHNSON & JOHNSON 3.625000% 03/03/2037 | Long | Debt | US | $227K | – | 0.01 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2014-C20 C (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP4 A3 (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST 2006-A2 JPMMT 2006-A2 4A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2006-A2 JPMMT 2006-A2 5A3 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2018-4 JPMMT 2018-4 A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2018-5 JPMMT 2018-5 A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST 2020-1 JPMMT 2020-1 A3A (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2021-10 JPMMT 2021-10 A3 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.16 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C21 AS | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C30 A5 | Long | ABS-mortgage backed security | US | $550K | – | 0.02 |
| JPMORGAN CHASE & CO 1.045000% 11/19/2026 (JPMORGAN CHASE & CO.) | Long | Debt | US | $869K | – | 0.02 |
| JPMORGAN CHASE & CO 1.561000% 12/10/2025 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.06 |
| JPMORGAN CHASE & CO 1.578000% 04/22/2027 (JPMORGAN CHASE & CO.) | Long | Debt | US | $3M | – | 0.07 |
| JPMORGAN CHASE & CO 1.578000% 04/22/2027 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.04 |
| JPMORGAN CHASE & CO 1.953000% 02/04/2032 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.03 |
| JPMORGAN CHASE & CO 2.005000% 03/13/2026 (JPMORGAN CHASE & CO.) | Long | Debt | US | $643K | – | 0.02 |
| JPMORGAN CHASE & CO 2.069000% 06/01/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.03 |
| JPMORGAN CHASE & CO 2.083000% 04/22/2026 (JPMORGAN CHASE & CO.) | Long | Debt | US | $806K | – | 0.02 |
| JPMORGAN CHASE & CO 2.182000% 06/01/2028 (JPMORGAN CHASE & CO.) | Long | Debt | US | $376K | – | 0.01 |
| JPMORGAN CHASE & CO 2.522000% 04/22/2031 (JPMORGAN CHASE & CO.) | Long | Debt | US | $389K | – | 0.01 |
| JPMORGAN CHASE & CO 2.545000% 11/08/2032 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.03 |
| JPMORGAN CHASE & CO 2.580000% 04/22/2032 (JPMORGAN CHASE & CO.) | Long | Debt | US | $34K | – | 0.00 |
| JPMORGAN CHASE & CO 2.739000% 10/15/2030 (JPMORGAN CHASE & CO.) | Long | Debt | US | $756K | – | 0.02 |
| JPMORGAN CHASE & CO 2.947000% 02/24/2028 (JPMORGAN CHASE & CO.) | Long | Debt | US | $612K | – | 0.02 |
| JPMORGAN CHASE & CO 2.950000% 10/01/2026 (JPMORGAN CHASE & CO.) | Long | Debt | US | $359K | – | 0.01 |
| JPMORGAN CHASE & CO 2.956000% 05/13/2031 (JPMORGAN CHASE & CO.) | Long | Debt | US | $263K | – | 0.01 |
| JPMORGAN CHASE & CO 3.109000% 04/22/2051 (JPMORGAN CHASE & CO.) | Long | Debt | US | $89K | – | 0.00 |
| JPMORGAN CHASE & CO 3.625000% 12/01/2027 (JPMORGAN CHASE & CO.) | Long | Debt | US | $220K | – | 0.01 |
| JPMORGAN CHASE & CO 3.875000% 09/10/2024 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.03 |
| JPMORGAN CHASE & CO 3.882000% 07/24/2038 (JPMORGAN CHASE & CO.) | Long | Debt | US | $279K | – | 0.01 |
| JPMORGAN CHASE & CO 4.203000% 07/23/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $770K | – | 0.02 |
| JPMORGAN CHASE & CO 4.250000% 10/01/2027 (JPMORGAN CHASE & CO.) | Long | Debt | US | $702K | – | 0.02 |
| JPMORGAN CHASE & CO 4.260000% 02/22/2048 (JPMORGAN CHASE & CO.) | Long | Debt | US | $70K | – | 0.00 |
| JPMORGAN CHASE & CO 4.452000% 12/05/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $291K | – | 0.01 |
| JPMORGAN CHASE & CO 4.950000% 06/01/2045 (JPMORGAN CHASE & CO.) | Long | Debt | US | $66K | – | 0.00 |
| JPMORGAN CHASE & CO 5.299000% 07/24/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.05 |
| JPMORGAN CHASE & CO 5.571000% 04/22/2028 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.06 |
| JPMORGAN CHASE & CO 5.581000% 04/22/2030 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.05 |
| JPMORGAN CHASE & CO 5.766000% 04/22/2035 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.04 |
| JPMORGAN CHASE & CO 5.766000% 04/22/2035 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.03 |
| JPMORGAN CHASE & CO 5.766000% 04/22/2035 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.03 |
| JPMORGAN CHASE & CO 8.750000% 09/01/2030 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.03 |
| JPMORGAN CHASE & CO VARIABLE RATE 02/01/2027 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.04 |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021-2 B (CHASE AUTO CREDIT LINKED NOTES) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021-3 B (CHASE AUTO CREDIT LINKED NOTES) | Long | ABS-mortgage backed security | US | $303K | – | 0.01 |
| KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $297K | – | 0.01 |
| KENVUE INC 4.900000% 03/22/2033 (KENVUE INC.) | Long | Debt | US | $554K | – | 0.02 |
| KEURIG DR PEPPER INC 5.300000% 03/15/2034 (KEURIG DR PEPPER INC.) | Long | Debt | US | $1M | – | 0.03 |
| KEYSPAN GAS EAST CORP 144A 2.742000% 08/15/2026 (KEYSPAN GAS EAST CORPORATION) | Long | Debt | US | $966K | – | 0.03 |
| KEYSPAN GAS EAST CORP 144A 3.586000% 01/18/2052 (KEYSPAN GAS EAST CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| KEYSPAN GAS EAST CORP 144A 5.994000% 03/06/2033 (KEYSPAN GAS EAST CORPORATION) | Long | Debt | US | $55K | – | 0.00 |
| KINDER MORGAN ENERGY PARTNERS LP 5.400000% 09/01/2044 (KINDER MORGAN ENERGY PARTNERS, L.P.) | Long | Debt | US | $18K | – | 0.00 |
| KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044 (KINDER MORGAN ENERGY PARTNERS, L.P.) | Long | Debt | US | $337K | – | 0.01 |
| KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044 (KINDER MORGAN ENERGY PARTNERS, L.P.) | Long | Debt | US | $46K | – | 0.00 |
| KINDER MORGAN INC 4.300000% 03/01/2028 (KINDER MORGAN, INC.) | Long | Debt | US | $146K | – | 0.00 |
| KINDER MORGAN INC 4.300000% 06/01/2025 (KINDER MORGAN, INC.) | Long | Debt | US | $355K | – | 0.01 |
| KINDER MORGAN INC 5.050000% 02/15/2046 (KINDER MORGAN, INC.) | Long | Debt | US | $149K | – | 0.00 |
| KINDER MORGAN INC 5.200000% 03/01/2048 (KINDER MORGAN, INC.) | Long | Debt | US | $182K | – | 0.01 |
| KINGS PARK CLO LTD KINGP 2021-1A A | Long | ABS-collateralized bond/debt obligation | KY | $401K | – | 0.01 |
| KKR APPLE BIDCO, LLC 9/22/2028 | Long | Loan | US | $405K | – | 0.01 |
| KKR GROUP FINANCE CO II LLC 144A 5.500000% 02/01/2043 (KKR GROUP FINANCE CO. II LLC) | Long | Debt | US | $76K | – | 0.00 |
| KLA CORP 3.300000% 03/01/2050 (KLA CORPORATION) | Long | Debt | US | $154K | – | 0.00 |
| KLA CORP 4.700000% 02/01/2034 (KLA CORPORATION) | Long | Debt | US | $525K | – | 0.01 |
| KRAFT HEINZ FOODS CO 5.200000% 07/15/2045 (Kraft Heinz Foods Company) | Long | Debt | US | $330K | – | 0.01 |
| KYNDRYL HOLDINGS INC 2.050000% 10/15/2026 (KYNDRYL HOLDINGS, INC.) | Long | Debt | US | $853K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 4.854000% 04/27/2035 (L3HARRIS TECHNOLOGIES, INC.) | Long | Debt | US | $76K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC 5.054000% 04/27/2045 (L3HARRIS TECHNOLOGIES, INC.) | Long | Debt | US | $166K | – | 0.00 |
| LAD AUTO RECEIVABLES TRUST 2024-2 LADAR 2024-2A A3 | Long | ABS-mortgage backed security | US | $766K | – | 0.02 |
| LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023-LAQ A (LAQ MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| LAS VEGAS SANDS CORP 2.900000% 06/25/2025 (LAS VEGAS SANDS CORP.) | Long | Debt | US | $204K | – | 0.01 |
| LAS VEGAS SANDS CORP 3.900000% 08/08/2029 (LAS VEGAS SANDS CORP.) | Long | Debt | US | $137K | – | 0.00 |
| LAS VEGAS SANDS CORP 6.000000% 08/15/2029 (LAS VEGAS SANDS CORP.) | Long | Debt | US | $261K | – | 0.01 |
| LEGACY MORTGAGE ASSET TRUST 2021-GS2 LMAT 2021-GS2 A1 | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| LEHMAN XS TRUST SERIES 2007-16N LXS 2007-16N 2A2 (LEHMAN XS TRUST MORTGAGE PASS-THROUGH CERTIFICATES) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| LENNAR CORP 4.750000% 11/29/2027 (LENNAR CORPORATION) | Long | Debt | US | $404K | – | 0.01 |
| LLOYDS BANKING GROUP PLC 3.870000% 07/09/2025 | Long | Debt | GB | $1M | – | 0.03 |
| LLOYDS BANKING GROUP PLC 4.344000% 01/09/2048 | Long | Debt | GB | $156K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 4.375000% 03/22/2028 | Long | Debt | GB | $378K | – | 0.01 |
| LLOYDS BANKING GROUP PLC 5.462000% 01/05/2028 | Long | Debt | GB | $2M | – | 0.05 |
| LLOYDS BANKING GROUP PLC 5.679000% 01/05/2035 | Long | Debt | GB | $410K | – | 0.01 |
| LOCKHEED MARTIN CORP 3.900000% 06/15/2032 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $215K | – | 0.01 |
| LOCKHEED MARTIN CORP 4.070000% 12/15/2042 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $77K | – | 0.00 |
| LOCKHEED MARTIN CORP 4.150000% 06/15/2053 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $984K | – | 0.03 |
| LOCKHEED MARTIN CORP 4.500000% 05/15/2036 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $84K | – | 0.00 |
| LOCKHEED MARTIN CORP 4.800000% 08/15/2034 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $545K | – | 0.02 |
| LOCKHEED MARTIN CORP 5.200000% 02/15/2064 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $369K | – | 0.01 |
| LOCKHEED MARTIN CORP 5.200000% 02/15/2064 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $151K | – | 0.00 |
| LOUISVILLE GAS AND ELECTRIC CO 5.450000% 04/15/2033 (LOUISVILLE GAS AND ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| LOWE'S COS INC 4.250000% 04/01/2052 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $511K | – | 0.01 |
| LOWE'S COS INC 4.500000% 04/15/2030 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $194K | – | 0.01 |
| LOWE'S COS INC 5.000000% 04/15/2040 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $676K | – | 0.02 |
| LOWE'S COS INC 5.625000% 04/15/2053 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $126K | – | 0.00 |
| LOWE'S COS INC 5.750000% 07/01/2053 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $399K | – | 0.01 |
| LOWE'S COS INC 5.850000% 04/01/2063 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $132K | – | 0.00 |
| LUNAR 2021-1 STRUCTURED AIRCRAFT PORTFOLIO NOTES SOLRR 2021-1 A (SOLRR AIRCRAFT LIMITED) | Long | ABS-mortgage backed security | IE | $799K | – | 0.02 |
| LXP INDUSTRIAL TRUST 6.750000% 11/15/2028 | Long | Debt | US | $306K | – | 0.01 |
| LYB INTERNATIONAL FINANCE III LLC 3.625000% 04/01/2051 (LYB INTERNATIONAL FINANCE III, LLC) | Long | Debt | US | $376K | – | 0.01 |
| LYB INTERNATIONAL FINANCE III LLC 5.500000% 03/01/2034 (LYB INTERNATIONAL FINANCE III, LLC) | Long | Debt | US | $737K | – | 0.02 |
| M&T BANK CORP 6.082000% 03/13/2032 (M&T BANK CORPORATION) | Long | Debt | US | $405K | – | 0.01 |
| MADISON PARK FUNDING XXIX LTD MDPK 2018-29A AR (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| MADISON PARK FUNDING XXVII LTD MDPK 2018-27A A2 (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| MAGNETITE XII LTD MAGNE 2015-12A AR4 (MAGNETITE CLO, LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| MAGNETITE XIV-R LTD MAGNE 2015-14RA A1 (MAGNETITE CLO, LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $0.01 | – | 0.00 |
| MARS INC 144A 2.375000% 07/16/2040 (MARS, INCORPORATED) | Long | Debt | US | $202K | – | 0.01 |
| MARS INC 144A 3.200000% 04/01/2030 (MARS, INCORPORATED) | Long | Debt | US | $192K | – | 0.01 |
| MARVELL TECHNOLOGY INC 5.750000% 02/15/2029 (MARVELL TECHNOLOGY, INC) | Long | Debt | US | $406K | – | 0.01 |
| MARVELL TECHNOLOGY INC 5.950000% 09/15/2033 (MARVELL TECHNOLOGY, INC) | Long | Debt | US | $411K | – | 0.01 |
| MASTERCARD INC 3.850000% 03/26/2050 (MASTERCARD INCORPORATED.) | Long | Debt | US | $63K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES TRUST 2007-HE1 MABS 2007-HE1 A4 (MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC.) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| MASTR REPERFORMING LOAN TRUST 2005-1 MARP 2005-1 1A1 | Long | ABS-mortgage backed security | US | $579K | – | 0.02 |
| MASTR RESECURITIZATION TRUST 2005-PO MARS 2005-PO 3PO | Long | Debt | US | $1K | – | 0.00 |
| MCDONALD'S CORP 4.800000% 08/14/2028 (MCDONALD'S CORPORATION) | Long | Debt | US | $272K | – | 0.01 |
| MCDONALD'S CORP 5.450000% 08/14/2053 (MCDONALD'S CORPORATION) | Long | Debt | US | $643K | – | 0.02 |
| MCDONALD'S CORP MTN 1.450000% 09/01/2025 (MCDONALD'S CORPORATION) | Long | Debt | US | $77K | – | 0.00 |
| MCDONALD'S CORP MTN 3.500000% 03/01/2027 (MCDONALD'S CORPORATION) | Long | Debt | US | $490K | – | 0.01 |
| MCDONALD'S CORP MTN 3.500000% 07/01/2027 (MCDONALD'S CORPORATION) | Long | Debt | US | $192K | – | 0.01 |
| MCDONALD'S CORP MTN 3.600000% 07/01/2030 (MCDONALD'S CORPORATION) | Long | Debt | US | $269K | – | 0.01 |
| MCDONALD'S CORP MTN 3.625000% 09/01/2049 (MCDONALD'S CORPORATION) | Long | Debt | US | $43K | – | 0.00 |
| MCDONALD'S CORP MTN 3.700000% 01/30/2026 (MCDONALD'S CORPORATION) | Long | Debt | US | $215K | – | 0.01 |
| MCDONALD'S CORP MTN 3.800000% 04/01/2028 (MCDONALD'S CORPORATION) | Long | Debt | US | $163K | – | 0.00 |
| MCDONALD'S CORP MTN 4.200000% 04/01/2050 (MCDONALD'S CORPORATION) | Long | Debt | US | $422K | – | 0.01 |
| MCDONALD'S CORP MTN 4.450000% 03/01/2047 (MCDONALD'S CORPORATION) | Long | Debt | US | $201K | – | 0.01 |
| MCDONALD'S CORP MTN 4.450000% 09/01/2048 (MCDONALD'S CORPORATION) | Long | Debt | US | $60K | – | 0.00 |
| MCDONALD'S CORP MTN 4.700000% 12/09/2035 (MCDONALD'S CORPORATION) | Long | Debt | US | $436K | – | 0.01 |
| MCDONALD'S CORP MTN 4.875000% 12/09/2045 (MCDONALD'S CORPORATION) | Long | Debt | US | $234K | – | 0.01 |
| MCDONALD'S CORP MTN 5.000000% 05/17/2029 (MCDONALD'S CORPORATION) | Long | Debt | US | $684K | – | 0.02 |
| MDC HOLDINGS INC 6.000000% 01/15/2043 (M.D.C. HOLDINGS, INC.) | Long | Debt | US | $32K | – | 0.00 |
| MED TRUST 2021-MDLN MED 2021-MDLN G | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 144A 6.250000% 04/01/2029 (MEDLINE BORROWER, LP) | Long | Debt | US | $374K | – | 0.01 |
| MEDTRONIC INC 4.625000% 03/15/2045 | Long | Debt | US | $8K | – | 0.00 |
| MEG ENERGY CORP 144A 5.875000% 02/01/2029 (MEG Energy Corp.) | Long | Debt | CA | $78K | – | 0.00 |
| MEGLOBAL BV MTN 4.250000% 11/03/2026 (MEGlobal B.V.) | Long | Debt | KW | $657K | – | 0.02 |
| MELCO RESORTS FINANCE LTD 144A 7.625000% 04/17/2032 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | HK | $357K | – | 0.01 |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 MBART 2022-1 A4 | Long | ABS-mortgage backed security | US | $712K | – | 0.02 |
| MERCK & CO INC 1.450000% 06/24/2030 (MERCK & CO., INC.) | Long | Debt | US | $248K | – | 0.01 |
| MERCURY GENERAL CORP 4.400000% 03/15/2027 (MERCURY GENERAL CORPORATION) | Long | Debt | US | $902K | – | 0.03 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERIES MLMI 2003-A4 2A (MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| META PLATFORMS INC 4.450000% 08/15/2052 (META PLATFORMS, INC.) | Long | Debt | US | $670K | – | 0.02 |
| METLIFE CAPITAL TRUST IV 144A 7.875000% 12/15/2037 | Long | Debt | US | $857K | – | 0.02 |
| METLIFE INC 5.700000% 06/15/2035 (METLIFE, INC.) | Long | Debt | US | $15K | – | 0.00 |
| METLIFE INC 6.400000% 12/15/2036 (METLIFE, INC.) | Long | Debt | US | $425K | – | 0.01 |
| METROPOLITAN LIFE GLOBAL FUNDING I 144A 3.450000% 12/18/2026 | Long | Debt | US | $2M | – | 0.05 |
| METROPOLITAN LIFE GLOBAL FUNDING I MTN 3.300000% 03/21/2029 | Long | Debt | US | $464K | – | 0.01 |
| METROPOLITAN LIFE GLOBAL FUNDING I MTN 5.000000% 01/06/2026 | Long | Debt | US | $334K | – | 0.01 |
| METROPOLITAN LIFE GLOBAL FUNDING I MTN 5.150000% 03/28/2033 | Long | Debt | US | $691K | – | 0.02 |
| MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044 (Estados Unidos Mexicanos) | Long | Debt | MX | $8M | – | 0.23 |
| MEXICO GOVERNMENT INTERNATIONAL BOND MTN 6.050000% 01/11/2040 (Estados Unidos Mexicanos) | Long | Debt | MX | $1M | – | 0.03 |
| MF1 2020-FL4 LTD MF1 2020-FL4 A (MF1 LTD) | Long | ABS-collateralized bond/debt obligation | US | $348K | – | 0.01 |
| MF1 2021-FL7 LTD MF1 2021-FL7 A (MF1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $419K | – | 0.01 |
| MF1 2022-FL8 LTD MF1 2022-FL8 A (MF1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| MFA 2021-RPL1 TRUST MFRA 2021-RPL1 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| MHC TRUST 2021-MHC2 MHC 2021-MHC2 A (MHC COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $562K | – | 0.02 |
| MICRON TECHNOLOGY INC 5.300000% 01/15/2031 (MICRON TECHNOLOGY, INC.) | Long | Debt | US | $349K | – | 0.01 |
| MICRON TECHNOLOGY INC 5.375000% 04/15/2028 (MICRON TECHNOLOGY, INC.) | Long | Debt | US | $1M | – | 0.04 |
| MICRON TECHNOLOGY INC 5.875000% 02/09/2033 (MICRON TECHNOLOGY, INC.) | Long | Debt | US | $245K | – | 0.01 |
| MICRON TECHNOLOGY INC 5.875000% 02/09/2033 (MICRON TECHNOLOGY, INC.) | Long | Debt | US | $160K | – | 0.00 |
| MICROSOFT CORP 2.921000% 03/17/2052 (MICROSOFT CORPORATION) | Long | Debt | US | $71K | – | 0.00 |
| MICROSOFT CORP 3.450000% 08/08/2036 (MICROSOFT CORPORATION) | Long | Debt | US | $885K | – | 0.02 |
| MICROSOFT CORP 3.450000% 08/08/2036 (MICROSOFT CORPORATION) | Long | Debt | US | $13K | – | 0.00 |
| MID-AMERICA APARTMENTS LP 5.300000% 02/15/2032 (MID-AMERICA APARTMENTS, L.P.) | Long | Debt | US | $408K | – | 0.01 |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC 144A 4.100000% 05/15/2028 (MID-ATLANTIC INTERSTATE TRANSMISSION, LLC) | Long | Debt | US | $156K | – | 0.00 |
| MID-STATE TRUST XI MDST 11 A1 (MIDSTATE TRUST) | Long | ABS-mortgage backed security | US | $640K | – | 0.02 |
| MIDAMERICAN ENERGY CO 2.700000% 08/01/2052 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $186K | – | 0.01 |
| MIDAMERICAN ENERGY CO 4.800000% 09/15/2043 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $749K | – | 0.02 |
| MILANO ACQUISITION 10/1/2027 | Long | Loan | US | $1M | – | 0.04 |
| MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECT 6.500000% 06/20/2027 (MILEAGE PLUS HOLDINGS, LLC) | Long | Debt | US | $332K | – | 0.01 |
| MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1 | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1 | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| MISSISSIPPI POWER CO 3.100000% 07/30/2051 (MISSISSIPPI POWER COMPANY) | Long | Debt | US | $271K | – | 0.01 |
| MISSISSIPPI POWER CO 4.250000% 03/15/2042 (MISSISSIPPI POWER COMPANY) | Long | Debt | US | $150K | – | 0.00 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 3.837000% 04/17/2026 (Mitsubishi UFJ Financial Group, Inc.) | Long | Debt | JP | $374K | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 4.080000% 04/19/2028 (Mitsubishi UFJ Financial Group, Inc.) | Long | Debt | JP | $387K | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 5.063000% 09/12/2025 (Mitsubishi UFJ Financial Group, Inc.) | Long | Debt | JP | $2M | – | 0.05 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 5.719000% 02/20/2026 (Mitsubishi UFJ Financial Group, Inc.) | Long | Debt | JP | $2M | – | 0.05 |
| MONDELEZ INTERNATIONAL INC 1.500000% 05/04/2025 (Mondelez International, Inc.) | Long | Debt | US | $638K | – | 0.02 |
| MORGAN STANLEY 1.593000% 05/04/2027 | Long | Debt | US | $718K | – | 0.02 |
| MORGAN STANLEY 5.449000% 07/20/2029 | Long | Debt | US | $533K | – | 0.02 |
| MORGAN STANLEY 5.449000% 07/20/2029 | Long | Debt | US | $433K | – | 0.01 |
| MORGAN STANLEY 5.466000% 01/18/2035 | Long | Debt | US | $938K | – | 0.03 |
| MORGAN STANLEY 5.466000% 01/18/2035 | Long | Debt | US | $484K | – | 0.01 |
| MORGAN STANLEY 6.342000% 10/18/2033 | Long | Debt | US | $968K | – | 0.03 |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-HE1 MSAC 2005-HE1 M1 (MORGAN STANLEY ABS CAPITAL I, INC.) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| MORGAN STANLEY BANK NA 4.952000% 01/14/2028 (Morgan Stanley Bank, National Association) | Long | Debt | US | $1M | – | 0.04 |
| MORGAN STANLEY BANK NA 5.504000% 05/26/2028 (Morgan Stanley Bank, National Association) | Long | Debt | US | $1M | – | 0.03 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2015-C25 A5 | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2017-C34 B | Long | ABS-mortgage backed security | US | $909K | – | 0.03 |
| MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 MSC 2016-BNK2 XA | Long | Debt | US | $46K | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF MSC 2017-ASHF A | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST 2020-HR8 MSC 2020-HR8 A3 | Long | ABS-mortgage backed security | US | $479K | – | 0.01 |
| MORGAN STANLEY CAPITAL I TRUST 2022-L8 MSC 2022-L8 AS | Long | ABS-mortgage backed security | US | $505K | – | 0.01 |
| MORGAN STANLEY MTN 1.164000% 10/21/2025 | Long | Debt | US | $5M | – | 0.13 |
| MORGAN STANLEY MTN 1.794000% 02/13/2032 | Long | Debt | US | $734K | – | 0.02 |
| MORGAN STANLEY MTN 2.188000% 04/28/2026 | Long | Debt | US | $1M | – | 0.04 |
| MORGAN STANLEY MTN 2.239000% 07/21/2032 | Long | Debt | US | $86K | – | 0.00 |
| MORGAN STANLEY MTN 2.511000% 10/20/2032 | Long | Debt | US | $727K | – | 0.02 |
| MORGAN STANLEY MTN 2.511000% 10/20/2032 | Long | Debt | US | $219K | – | 0.01 |
| MORGAN STANLEY MTN 2.699000% 01/22/2031 | Long | Debt | US | $456K | – | 0.01 |
| MORGAN STANLEY MTN 3.622000% 04/01/2031 | Long | Debt | US | $1M | – | 0.04 |
| MORGAN STANLEY MTN 3.622000% 04/01/2031 | Long | Debt | US | $385K | – | 0.01 |
| MORGAN STANLEY MTN 3.772000% 01/24/2029 | Long | Debt | US | $1M | – | 0.03 |
| MORGAN STANLEY MTN 3.772000% 01/24/2029 | Long | Debt | US | $861K | – | 0.02 |
| MORGAN STANLEY MTN 3.971000% 07/22/2038 | Long | Debt | US | $101K | – | 0.00 |
| MORGAN STANLEY MTN 4.431000% 01/23/2030 | Long | Debt | US | $10K | – | 0.00 |
| MORGAN STANLEY MTN 5.164000% 04/20/2029 | Long | Debt | US | $719K | – | 0.02 |
| MORGAN STANLEY MTN 5.250000% 04/21/2034 | Long | Debt | US | $2M | – | 0.06 |
| MORGAN STANLEY MTN 5.656000% 04/18/2030 | Long | Debt | US | $2M | – | 0.05 |
| MORGAN STANLEY MTN 5.831000% 04/19/2035 | Long | Debt | US | $2M | – | 0.06 |
| MORGAN STANLEY MTN 5.831000% 04/19/2035 | Long | Debt | US | $1M | – | 0.03 |
| MORGAN STANLEY MTN 5.831000% 04/19/2035 | Long | Debt | US | $420K | – | 0.01 |
| MORGAN STANLEY RESECURITIZATION TRUST 2015-R7 MSRR 2015-R7 1BXA | Long | ABS-mortgage backed security | US | $525K | – | 0.01 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2021-2 A3 | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-INV2 A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| MPLX LP 4.500000% 04/15/2038 | Long | Debt | US | $453K | – | 0.01 |
| MPLX LP 4.700000% 04/15/2048 | Long | Debt | US | $354K | – | 0.01 |
| MPLX LP 4.800000% 02/15/2029 | Long | Debt | US | $323K | – | 0.01 |
| MPLX LP 4.875000% 12/01/2024 | Long | Debt | US | $319K | – | 0.01 |
| MPLX LP 5.500000% 02/15/2049 | Long | Debt | US | $258K | – | 0.01 |
| MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012-CK MSBAM 2012-CKSV A2 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST) | Long | ABS-mortgage backed security | US | $604K | – | 0.02 |
| MSCG TRUST 2015-ALDR MSCCG 2015-ALDR A2 (MSCCG TRUST) | Long | ABS-mortgage backed security | US | $344K | – | 0.01 |
| MSCG TRUST 2015-ALDR MSCCG 2015-ALDR A2 (MSCCG TRUST) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2 MSWF 2023-2 A5 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2 MSWF 2023-2 XA | Long | Debt | US | $336K | – | 0.01 |
| MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA (MUNICIPAL ELEC AUTH GA) | Long | Debt | US | $539K | – | 0.02 |
| MVW 2021-1W LLC MVWOT 2021-1WA B (MVW OWNER TRUST) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY (NORTH TEX TWY AUTH REV) | Long | Debt | US | $719K | – | 0.02 |
| NASDAQ INC 5.550000% 02/15/2034 (NASDAQ, INC.) | Long | Debt | US | $1M | – | 0.03 |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 1.875000% 02/07/2025 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $269K | – | 0.01 |
| NATIONAL SECURITIES CLEARING CORP 144A 1.500000% 04/23/2025 (NATIONAL SECURITIES CLEARING CORPORATION) | Long | Debt | US | $320K | – | 0.01 |
| NATIONWIDE BUILDING SOCIETY MTN 2.972000% 02/16/2028 | Long | Debt | GB | $1M | – | 0.04 |
| NATIONWIDE MUTUAL INSURANCE CO 144A VARIABLE RATE 12/15/2024 (NATIONWIDE MUTUAL INSURANCE COMPANY) | Long | Debt | US | $4M | – | 0.11 |
| NATWEST GROUP PLC 1.642000% 06/14/2027 | Long | Debt | GB | $852K | – | 0.02 |
| NATWEST GROUP PLC 4.892000% 05/18/2029 | Long | Debt | GB | $196K | – | 0.01 |
| NATWEST GROUP PLC 7.472000% 11/10/2026 | Long | Debt | GB | $1M | – | 0.03 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2014-A NAVSL 2014-AA A3 | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2016-A NAVSL 2016-AA A2B | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B NAVSL 2018-BA A2A | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-C NAVSL 2018-CA A2 (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $514K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A NAVSL 2019-A A2A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2 (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2 (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D NAVSL 2019-D A2A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $758K | – | 0.02 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2 (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $415K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2 (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $414K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2 (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G NAVSL 2020-GA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $406K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $477K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C NAVSL 2021-CA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $740K | – | 0.02 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E NAVSL 2021-EA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $994K | – | 0.03 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F NAVSL 2021-FA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $648K | – | 0.02 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G NAVSL 2021-GA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A NAVSL 2022-A A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $488K | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST 2014-1 NAVSL 2014-1 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| NAVIENT STUDENT LOAN TRUST 2016-2 NAVSL 2016-2A A3 | Long | ABS-mortgage backed security | US | $869K | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST 2017-1 NAVSL 2017-1A A3 | Long | ABS-mortgage backed security | US | $640K | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST 2017-3 NAVSL 2017-3A A3 | Long | ABS-mortgage backed security | US | $0.04 | – | 0.00 |
| NAVIENT STUDENT LOAN TRUST 2019-B NAVSL 2019-BA A2A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST 2021-1 NAVSL 2021-1A A1A | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST 2021-3 NAVSL 2021-3A A1A | Long | ABS-mortgage backed security | US | $661K | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023-BA A1A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| NCL CORP LTD 144A 8.125000% 01/15/2029 (NCL CORPORATION LTD.) | Long | Debt | US | $335K | – | 0.01 |
| NELNET STUDENT LOAN TRUST 2004-3 NSLT 2004-3 A5 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| NELNET STUDENT LOAN TRUST 2004-4 NSLT 2004-4 A5 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| NELNET STUDENT LOAN TRUST 2005-1 NSLT 2005-1 A5 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| NELNET STUDENT LOAN TRUST 2005-2 NSLT 2005-2 A5 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| NELNET STUDENT LOAN TRUST 2005-3 NSLT 2005-3 A5 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $980K | – | 0.03 |
| NELNET STUDENT LOAN TRUST 2005-4 NSLT 2005-4 A4 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| NELNET STUDENT LOAN TRUST 2019-5 NSLT 2019-5 A (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| NELNET STUDENT LOAN TRUST 2021-A NSLT 2021-A APT1 (NELNET PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| NELNET STUDENT LOAN TRUST 2021-C NSLT 2021-CA AFX (NELNET PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $587K | – | 0.02 |
| NELNET STUDENT LOAN TRUST NSLT 2014-4A A2 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| NEUBERGER BERMAN CLO XX LTD NEUB 2015-20A ARR (NEUBERGER BERMAN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $531K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-1 NRZT 2017-1A A1 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A3 | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 NRZT 2022-NQM4 A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 NRZT 2024-NQM1 A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| NEW YORK AND PRESBYTERIAN HOSPITAL/THE 3.563000% 08/01/2036 (THE NEW YORK AND PRESBYTERIAN HOSPITAL) | Long | Debt | US | $617K | – | 0.02 |
| NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR (NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV) | Long | Debt | US | $736K | – | 0.02 |
| NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR (NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV) | Long | Debt | US | $324K | – | 0.01 |
| NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR (NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV) | Long | Debt | US | $247K | – | 0.01 |
| NEW YORK LIFE GLOBAL FUNDING 144A 0.950000% 06/24/2025 | Long | Debt | US | $325K | – | 0.01 |
| NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY (NEW YORK ST DORM AUTH ST PERS INCOME TAX REV) | Long | Debt | US | $847K | – | 0.02 |
| NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY (NEW YORK ST DORM AUTH ST PERS INCOME TAX REV) | Long | Debt | US | $405K | – | 0.01 |
| NEWELL BRANDS INC 5.700000% 04/01/2026 (NEWELL BRANDS INC.) | Long | Debt | US | $109K | – | 0.00 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 5.250000% 03/15/2034 (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $997K | – | 0.03 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 6.051000% 03/01/2025 (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $1M | – | 0.03 |
| NIGERIA GOVERNMENT INTERNATIONAL BOND 144A 7.143000% 02/23/2030 (Federal Republic of Nigeria) | Long | Debt | NG | $208K | – | 0.01 |
| NIGERIA GOVERNMENT INTERNATIONAL BOND MTN 6.500000% 11/28/2027 (Federal Republic of Nigeria) | Long | Debt | NG | $203K | – | 0.01 |
| NIKE INC 2.750000% 03/27/2027 (NIKE, INC.) | Long | Debt | US | $388K | – | 0.01 |
| NIKE INC 2.850000% 03/27/2030 (NIKE, INC.) | Long | Debt | US | $135K | – | 0.00 |
| NIKE INC 3.250000% 03/27/2040 (NIKE, INC.) | Long | Debt | US | $163K | – | 0.00 |
| NIKE INC 3.375000% 03/27/2050 (NIKE, INC.) | Long | Debt | US | $166K | – | 0.00 |
| NISOURCE INC 5.350000% 04/01/2034 (NISOURCE INC.) | Long | Debt | US | $1M | – | 0.03 |
| NISOURCE INC 5.800000% 02/01/2042 (NISOURCE INC.) | Long | Debt | US | $145K | – | 0.00 |
| NISSAN AUTO LEASE TRUST 2023-B NALT 2023-B A4 | Long | ABS-mortgage backed security | US | $586K | – | 0.02 |
| NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A4 | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| NISSAN AUTO RECEIVABLES 2022-B OWNER TRUST NAROT 2022-B A4 (NISSAN AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $428K | – | 0.01 |
| NISSAN AUTO RECEIVABLES 2024-A OWNER TRUST NAROT 2024-A A3 (NISSAN AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| NISSAN AUTO RECEIVABLES 2024-A OWNER TRUST NAROT 2024-A A4 (NISSAN AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $491K | – | 0.01 |
| NISSAN MOTOR CO LTD 144A 3.522000% 09/17/2025 (NISSAN MOTOR CO., LTD.) | Long | Debt | JP | $1M | – | 0.03 |
| NISSAN MOTOR CO LTD 144A 4.345000% 09/17/2027 (NISSAN MOTOR CO., LTD.) | Long | Debt | JP | $1M | – | 0.03 |
| NJ TRUST 2023-GSP NJ 2023-GSP A | Long | ABS-mortgage backed security | US | $804K | – | 0.02 |
| NORTHERN STATES POWER CO/MN 5.400000% 03/15/2054 (Northern States Power Company (Minnesota)) | Long | Debt | US | $208K | – | 0.01 |
| NORTHROP GRUMMAN CORP 2.930000% 01/15/2025 (Northrop Grumman Corporation) | Long | Debt | US | $798K | – | 0.02 |
| NORTHROP GRUMMAN CORP 3.250000% 01/15/2028 (Northrop Grumman Corporation) | Long | Debt | US | $1M | – | 0.03 |
| NORTHROP GRUMMAN CORP 4.030000% 10/15/2047 (Northrop Grumman Corporation) | Long | Debt | US | $152K | – | 0.00 |
| NORTHROP GRUMMAN CORP 4.900000% 06/01/2034 (Northrop Grumman Corporation) | Long | Debt | US | $875K | – | 0.02 |
| NORTHROP GRUMMAN CORP 5.250000% 05/01/2050 (Northrop Grumman Corporation) | Long | Debt | US | $332K | – | 0.01 |
| NORTHWEST PIPELINE LLC 4.000000% 04/01/2027 | Long | Debt | US | $212K | – | 0.01 |
| NORTHWESTERN MUTUAL GLOBAL FUNDING 144A 5.160000% 05/28/2031 | Long | Debt | US | $1M | – | 0.04 |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.625000% 09/30/2059 (THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $755K | – | 0.02 |
| NRTH 2024-PARK MORTGAGE TRUST NRTH 2024-PARK A (NRTH MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| NRTH 2024-PARK MORTGAGE TRUST NRTH 2024-PARK A (NRTH MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| NSTAR ELECTRIC CO 5.400000% 06/01/2034 (NSTAR ELECTRIC COMPANY) | Long | Debt | US | $412K | – | 0.01 |
| NVIDIA CORP 2.850000% 04/01/2030 (NVIDIA CORPORATION) | Long | Debt | US | $209K | – | 0.01 |
| NVIDIA CORP 3.700000% 04/01/2060 (NVIDIA CORPORATION) | Long | Debt | US | $234K | – | 0.01 |
| NXP BV / NXP FUNDING LLC / NXP USA INC 2.700000% 05/01/2025 (NXP B.V.) | Long | Debt | CN | $273K | – | 0.01 |
| OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES OAKIG 2020-1A A1 (OAK STREET INVESTMENT GRADE NET LEASE FUND LLC.) | Long | ABS-mortgage backed security | US | $972K | – | 0.03 |
| OBX 2019-EXP1 TRUST OBX 2019-EXP1 1A3 (OBX TRUST) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| OBX 2021-NQM2 TRUST OBX 2021-NQM2 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| OBX 2021-NQM3 TRUST OBX 2021-NQM3 A3 (OBX TRUST) | Long | ABS-mortgage backed security | US | $750K | – | 0.02 |
| OBX 2023-NQM3 TRUST OBX 2023-NQM3 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| OBX 2024-NQM1 TRUST OBX 2024-NQM1 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| OBX 2024-NQM10 TRUST OBX 2024-NQM10 A3 (OBX TRUST) | Long | ABS-mortgage backed security | US | $460K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 3.000000% 02/15/2027 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $281K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 3.400000% 04/15/2026 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $259K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 4.100000% 02/15/2047 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $448K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 4.200000% 03/15/2048 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $130K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 4.400000% 04/15/2046 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $94K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 4.625000% 06/15/2045 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $221K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 5.550000% 03/15/2026 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $110K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 6.450000% 09/15/2036 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $292K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 6.600000% 03/15/2046 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $376K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 6.950000% 07/01/2024 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $136K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 7.500000% 05/01/2031 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $960K | – | 0.03 |
| OCCIDENTAL PETROLEUM CORP 7.875000% 09/15/2031 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $684K | – | 0.02 |
| OCCU AUTO RECEIVABLES TRUST 2023-1 OCCU 2023-1A A3 | Long | ABS-mortgage backed security | US | $650K | – | 0.02 |
| OCEANVIEW MORTGAGE TRUST 2021-INV3 BVINV 2021-3 A5 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| OCP SA 144A 3.750000% 06/23/2031 | Long | Debt | MA | $353K | – | 0.01 |
| OCP SA 144A 4.500000% 10/22/2025 | Long | Debt | MA | $392K | – | 0.01 |
| OCP SA 144A 5.125000% 06/23/2051 | Long | Debt | MA | $270K | – | 0.01 |
| OCP SA 144A 6.750000% 05/02/2034 | Long | Debt | MA | $2M | – | 0.04 |
| OCP SA 144A 7.500000% 05/02/2054 | Long | Debt | MA | $235K | – | 0.01 |
| OCTAGON 53 LTD OCT53 2021-1A A (OCTAGON INVESTMENT PARTNERS, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.11 |
| OCTAGON 66 LTD OCT66 2022-1A A1R (OCTAGON LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| OCTAGON INVESTMENT PARTNERS XIV LTD OCT14 2012-1A AARR (OCTAGON INVESTMENT PARTNERS, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A A | Long | ABS-mortgage backed security | US | $430K | – | 0.01 |
| OCTANE RECEIVABLES TRUST 2024-2 OCTL 2024-2A A2 | Long | ABS-mortgage backed security | US | $510K | – | 0.01 |
| OHIO ST UNIV OHIO STATE UNIVERSITY/THE (OHIO ST UNIV GEN RCPTS) | Long | Debt | US | $389K | – | 0.01 |
| ONCOR ELECTRIC DELIVERY CO LLC 144A 5.550000% 06/15/2054 (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $455K | – | 0.01 |
| ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| ONEOK INC 5.550000% 11/01/2026 (ONEOK, INC.) | Long | Debt | US | $181K | – | 0.01 |
| ONEOK INC 5.800000% 11/01/2030 (ONEOK, INC.) | Long | Debt | US | $297K | – | 0.01 |
| ONEOK INC 6.050000% 09/01/2033 (ONEOK, INC.) | Long | Debt | US | $515K | – | 0.01 |
| ONEOK INC 6.625000% 09/01/2053 (ONEOK, INC.) | Long | Debt | US | $854K | – | 0.02 |
| ONEOK INC 6.625000% 09/01/2053 (ONEOK, INC.) | Long | Debt | US | $737K | – | 0.02 |
| OPEN TEXT CORP 144A 6.900000% 12/01/2027 (Open Text Corporation) | Long | Debt | CA | $316K | – | 0.01 |
| ORACLE CORP 1.650000% 03/25/2026 (ORACLE CORPORATION) | Long | Debt | US | $834K | – | 0.02 |
| ORACLE CORP 2.875000% 03/25/2031 (ORACLE CORPORATION) | Long | Debt | US | $898K | – | 0.03 |
| ORACLE CORP 2.950000% 04/01/2030 (ORACLE CORPORATION) | Long | Debt | US | $703K | – | 0.02 |
| ORACLE CORP 2.950000% 04/01/2030 (ORACLE CORPORATION) | Long | Debt | US | $62K | – | 0.00 |
| ORACLE CORP 2.950000% 11/15/2024 (ORACLE CORPORATION) | Long | Debt | US | $312K | – | 0.01 |
| ORACLE CORP 3.600000% 04/01/2040 (ORACLE CORPORATION) | Long | Debt | US | $703K | – | 0.02 |
| ORACLE CORP 3.600000% 04/01/2050 (ORACLE CORPORATION) | Long | Debt | US | $98K | – | 0.00 |
| ORACLE CORP 3.800000% 11/15/2037 (ORACLE CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| ORACLE CORP 3.900000% 05/15/2035 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| ORACLE CORP 3.950000% 03/25/2051 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| ORACLE CORP 4.000000% 07/15/2046 (ORACLE CORPORATION) | Long | Debt | US | $354K | – | 0.01 |
| ORACLE CORP 4.650000% 05/06/2030 (ORACLE CORPORATION) | Long | Debt | US | $323K | – | 0.01 |
| ORACLE CORP 6.900000% 11/09/2052 (ORACLE CORPORATION) | Long | Debt | US | $325K | – | 0.01 |
| ORBIA ADVANCE CORP SAB DE CV 144A 1.875000% 05/11/2026 (Orbia Advance Corporation S.A.B. de CV) | Long | Debt | MX | $764K | – | 0.02 |
| ORBIA ADVANCE CORP SAB DE CV 144A 2.875000% 05/11/2031 (Orbia Advance Corporation S.A.B. de CV) | Long | Debt | MX | $645K | – | 0.02 |
| ORIGEN MANUFACTURED HOUSING CONTRACT TRUST 2006-A ORGN 2006-A A2 | Long | ABS-mortgage backed security | US | $313K | – | 0.01 |
| OTIS WORLDWIDE CORP 2.056000% 04/05/2025 (OTIS WORLDWIDE CORPORATION) | Long | Debt | US | $214K | – | 0.01 |
| OTIS WORLDWIDE CORP 3.112000% 02/15/2040 (OTIS WORLDWIDE CORPORATION) | Long | Debt | US | $234K | – | 0.01 |
| OWENS CORNING 5.700000% 06/15/2034 | Long | Debt | US | $416K | – | 0.01 |
| OWENS CORNING 5.950000% 06/15/2054 | Long | Debt | US | $249K | – | 0.01 |
| OWL ROCK CLO III LTD OR 2020-3A AR (OWL ROCK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $189K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $223K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO 3.300000% 08/01/2040 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $43K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $88K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $85K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 3.950000% 12/01/2047 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $605K | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $162K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 4.750000% 02/15/2044 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $98K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $943K | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO 5.800000% 05/15/2034 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $477K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO 5.800000% 05/15/2034 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $377K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO 6.100000% 01/15/2029 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.04 |
| PACIFICORP 2.900000% 06/15/2052 | Long | Debt | US | $784K | – | 0.02 |
| PALMER SQUARE CLO 2022-5 LTD PLMRS 2022-5A A | Long | ABS-collateralized bond/debt obligation | JE | $401K | – | 0.01 |
| PALMER SQUARE LOAN FUNDING 2022-3 LTD PSTAT 2022-3A A1BR (PALMER SQUARE LOAN FUNDING LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.400000% 03/30/2050 (Republica Del Paraguay) | Long | Debt | PY | $298K | – | 0.01 |
| PARAMOUNT GLOBAL 5.900000% 10/15/2040 | Long | Debt | US | $365K | – | 0.01 |
| PARAMOUNT GLOBAL 6.875000% 04/30/2036 | Long | Debt | US | $581K | – | 0.02 |
| PARKER-HANNIFIN CORP 4.250000% 09/15/2027 (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $740K | – | 0.02 |
| PARSLEY ENERGY LLC / PARSLEY FINANCE CORP 144A 4.125000% 02/15/2028 (Pioneer PE Holding LLC) | Long | Debt | US | $58K | – | 0.00 |
| PAYPAL HOLDINGS INC 1.650000% 06/01/2025 (PAYPAL HOLDINGS, INC.) | Long | Debt | US | $386K | – | 0.01 |
| PAYPAL HOLDINGS INC 2.300000% 06/01/2030 (PAYPAL HOLDINGS, INC.) | Long | Debt | US | $1M | – | 0.03 |
| PAYPAL HOLDINGS INC 2.300000% 06/01/2030 (PAYPAL HOLDINGS, INC.) | Long | Debt | US | $259K | – | 0.01 |
| PCI GAMING AUTHORITY 5/29/2026 | Long | Loan | US | $381K | – | 0.01 |
| PECO ENERGY CO 2.850000% 09/15/2051 (PECO Energy Company) | Long | Debt | US | $266K | – | 0.01 |
| PECO ENERGY CO 4.150000% 10/01/2044 (PECO Energy Company) | Long | Debt | US | $737K | – | 0.02 |
| PENFED AUTO RECEIVABLES OWNER TRUST 2022-A PNFED 2022-A A3 | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| PENFED AUTO RECEIVABLES OWNER TRUST 2022-A PNFED 2022-A A4 | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| PEPSICO INC 1.625000% 05/01/2030 (Pepsico, Inc.) | Long | Debt | US | $368K | – | 0.01 |
| PEPSICO INC 2.625000% 03/19/2027 (Pepsico, Inc.) | Long | Debt | US | $47K | – | 0.00 |
| PEPSICO INC 3.900000% 07/18/2032 (Pepsico, Inc.) | Long | Debt | US | $626K | – | 0.02 |
| PERATON CORP 2/1/2028 | Long | Loan | US | $228K | – | 0.01 |
| PERTAMINA PERSERO PT 144A 6.000000% 05/03/2042 (PT Pertamina (Persero)) | Long | Debt | ID | $300K | – | 0.01 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $493K | – | 0.01 |
| PETROBRAS GLOBAL FINANCE BV 5.299000% 01/27/2025 (PETROBRAS GLOBAL FINANCE B.V.) | Long | Debt | BR | $1M | – | 0.04 |
| PETROBRAS GLOBAL FINANCE BV 6.850000% 06/05/2115 (PETROBRAS GLOBAL FINANCE B.V.) | Long | Debt | BR | $699K | – | 0.02 |
| PETROLEOS MEXICANOS 2.378000% 04/15/2025 | Long | Debt | MX | $98K | – | 0.00 |
| PETROLEOS MEXICANOS 2.460000% 12/15/2025 | Long | Debt | MX | $350K | – | 0.01 |
| PETROLEOS MEXICANOS 6.350000% 02/12/2048 | Long | Debt | MX | $99K | – | 0.00 |
| PETROLEOS MEXICANOS 6.625000% 06/15/2035 | Long | Debt | MX | $76K | – | 0.00 |
| PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047 | Long | Debt | MX | $277K | – | 0.01 |
| PETROLEOS MEXICANOS MTN 6.875000% 08/04/2026 | Long | Debt | MX | $118K | – | 0.00 |
| PFIZER INC 1.700000% 05/28/2030 (PFIZER INC.) | Long | Debt | US | $354K | – | 0.01 |
| PFIZER INC 2.625000% 04/01/2030 (PFIZER INC.) | Long | Debt | US | $390K | – | 0.01 |
| PFIZER INC 4.000000% 12/15/2036 (PFIZER INC.) | Long | Debt | US | $377K | – | 0.01 |
| PFIZER INC 4.000000% 12/15/2036 (PFIZER INC.) | Long | Debt | US | $256K | – | 0.01 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.750000% 05/19/2033 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | US | $2M | – | 0.05 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.750000% 05/19/2033 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | US | $243K | – | 0.01 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.300000% 05/19/2053 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | US | $1M | – | 0.03 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.340000% 05/19/2063 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | US | $505K | – | 0.01 |
| PHH ALTERNATIVE MORTGAGE TRUST SERIES 2007-3 PHHAM 2007-3 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| PHILIP MORRIS INTERNATIONAL INC 2.100000% 05/01/2030 (Philip Morris International Inc.) | Long | Debt | US | $246K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC 4.500000% 03/20/2042 (Philip Morris International Inc.) | Long | Debt | US | $111K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC 4.875000% 02/13/2029 (Philip Morris International Inc.) | Long | Debt | US | $579K | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC 4.875000% 02/13/2029 (Philip Morris International Inc.) | Long | Debt | US | $237K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC 4.875000% 02/15/2028 (Philip Morris International Inc.) | Long | Debt | US | $1M | – | 0.03 |
| PHILIP MORRIS INTERNATIONAL INC 5.000000% 11/17/2025 (Philip Morris International Inc.) | Long | Debt | US | $564K | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC 5.125000% 02/13/2031 (Philip Morris International Inc.) | Long | Debt | US | $435K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC 5.125000% 02/13/2031 (Philip Morris International Inc.) | Long | Debt | US | $59K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC 5.125000% 02/15/2030 (Philip Morris International Inc.) | Long | Debt | US | $2M | – | 0.05 |
| PHILIP MORRIS INTERNATIONAL INC 5.250000% 02/13/2034 (Philip Morris International Inc.) | Long | Debt | US | $177K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC 5.250000% 09/07/2028 (Philip Morris International Inc.) | Long | Debt | US | $581K | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC 5.375000% 02/15/2033 (Philip Morris International Inc.) | Long | Debt | US | $1M | – | 0.03 |
| PHILIP MORRIS INTERNATIONAL INC 5.375000% 02/15/2033 (Philip Morris International Inc.) | Long | Debt | US | $190K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC 5.500000% 09/07/2030 (Philip Morris International Inc.) | Long | Debt | US | $381K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC 5.625000% 09/07/2033 (Philip Morris International Inc.) | Long | Debt | US | $230K | – | 0.01 |
| PHILLIPS 66 1.300000% 02/15/2026 | Long | Debt | US | $379K | – | 0.01 |
| PHOENIX GUARANTOR 2/21/2031 | Long | Loan | US | $1M | – | 0.03 |
| PIEDMONT NATURAL GAS CO INC 3.350000% 06/01/2050 (Piedmont Natural Gas Company, Inc.) | Long | Debt | US | $916K | – | 0.03 |
| PIEDMONT NATURAL GAS CO INC 5.400000% 06/15/2033 (Piedmont Natural Gas Company, Inc.) | Long | Debt | US | $250K | – | 0.01 |
| PILGRIM'S PRIDE CORP 3.500000% 03/01/2032 (PILGRIM'S PRIDE CORPORATION) | Long | Debt | US | $298K | – | 0.01 |
| PIONEER NATURAL RESOURCES CO 1.125000% 01/15/2026 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $103K | – | 0.00 |
| PIONEER NATURAL RESOURCES CO 1.900000% 08/15/2030 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $201K | – | 0.01 |
| PIONEER NATURAL RESOURCES CO 2.150000% 01/15/2031 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $554K | – | 0.02 |
| PNC BANK NA 3.875000% 04/10/2025 (PNC Bank, National Association (Delaware)) | Long | Debt | US | $424K | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.582000% 06/12/2029 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $698K | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.676000% 01/22/2035 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $201K | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.812000% 06/12/2026 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $250K | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP INC/THE 6.037000% 10/28/2033 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $567K | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC/THE 6.875000% 10/20/2034 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $959K | – | 0.03 |
| PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY (PORT AUTH N Y & N J) | Long | Debt | US | $438K | – | 0.01 |
| PRIME MORTGAGE TRUST 2004-CL1 PRIME 2004-CL1 1A1 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| PRIME MORTGAGE TRUST 2004-CL1 PRIME 2004-CL1 1PO | Long | Debt | US | $1K | – | 0.00 |
| PRIME MORTGAGE TRUST 2006-DR1 PRIME 2006-DR1 2A1 | Long | ABS-mortgage backed security | US | $437K | – | 0.01 |
| PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 5.750000% 04/15/2026 (PRIME SECURITY SERVICES BORROWER, LLC) | Long | Debt | US | $318K | – | 0.01 |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 1.250000% 06/23/2025 | Long | Debt | US | $154K | – | 0.00 |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 2.250000% 11/21/2024 | Long | Debt | US | $1M | – | 0.04 |
| PRKCM 2022-AFC1 TRUST PRKCM 2022-AFC1 A1A (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| PRKCM 2023-AFC1 TRUST PRKCM 2023-AFC1 A1 (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| PROCTER & GAMBLE CO/THE 3.000000% 03/25/2030 (THE PROCTER & GAMBLE COMPANY) | Long | Debt | US | $221K | – | 0.01 |
| PROSUS NV 144A 3.832000% 02/08/2051 (Prosus N.V.) | Long | Debt | CN | $208K | – | 0.01 |
| PROSUS NV MTN 3.061000% 07/13/2031 (Prosus N.V.) | Long | Debt | CN | $2M | – | 0.05 |
| PROSUS NV MTN 4.027000% 08/03/2050 (Prosus N.V.) | Long | Debt | CN | $493K | – | 0.01 |
| PROTECTIVE LIFE GLOBAL FUNDING 144A 1.618000% 04/15/2026 | Long | Debt | US | $2M | – | 0.06 |
| PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.375000% 09/01/2037 | Long | Debt | AR | $1M | – | 0.03 |
| PROVINCIA DE BUENOS AIRES/GOVERNMENT BONDS MTN 6.375000% 09/01/2037 | Long | Debt | AR | $194K | – | 0.01 |
| PRUDENTIAL FINANCIAL INC MTN 5.625000% 05/12/2041 (PRUDENTIAL FINANCIAL, INC.) | Long | Debt | US | $10K | – | 0.00 |
| PUBLIC SERVICE CO OF COLORADO 5.250000% 04/01/2053 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $996K | – | 0.03 |
| PUBLIC SERVICE CO OF OKLAHOMA 3.150000% 08/15/2051 (PUBLIC SERVICE COMPANY OF OKLAHOMA) | Long | Debt | US | $155K | – | 0.00 |
| PUBLIC SERVICE ELECTRIC AND GAS CO MTN 1.900000% 08/15/2031 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $496K | – | 0.01 |
| PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.050000% 08/01/2050 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $54K | – | 0.00 |
| PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.700000% 05/01/2050 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $105K | – | 0.00 |
| PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.125000% 03/15/2053 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $517K | – | 0.01 |
| PUBLIC SERVICE ENTERPRISE GROUP INC 5.200000% 04/01/2029 (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $406K | – | 0.01 |
| PUBLIC SERVICE ENTERPRISE GROUP INC 5.450000% 04/01/2034 (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $455K | – | 0.01 |
| PUBLIC SERVICE ENTERPRISE GROUP INC 5.875000% 10/15/2028 (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $559K | – | 0.02 |
| QUALCOMM INC 6.000000% 05/20/2053 (QUALCOMM INCORPORATED) | Long | Debt | US | $651K | – | 0.02 |
| RAD CLO 22 LTD RAD 2023-22A A1 (RAD CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| RANGE RESOURCES CORP 4.875000% 05/15/2025 (RANGE RESOURCES CORPORATION) | Long | Debt | US | $119K | – | 0.00 |
| RATE MORTGAGE TRUST 2021-HB1 RATE 2021-HB1 A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| RCKT MORTGAGE TRUST 2021-3 RCKT 2021-3 A1 | Long | ABS-mortgage backed security | US | $353K | – | 0.01 |
| RCKT MORTGAGE TRUST 2022-2 RCKT 2022-2 A2 | Long | ABS-mortgage backed security | US | $441K | – | 0.01 |
| RCKT MORTGAGE TRUST 2024-INV1 RCKT 2024-INV1 A1 | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| REALTY INCOME CORP 2.100000% 03/15/2028 (REALTY INCOME CORPORATION) | Long | Debt | US | $231K | – | 0.01 |
| REALTY INCOME CORP 2.200000% 06/15/2028 (REALTY INCOME CORPORATION) | Long | Debt | US | $221K | – | 0.01 |
| REALTY INCOME CORP 2.850000% 12/15/2032 (REALTY INCOME CORPORATION) | Long | Debt | US | $275K | – | 0.01 |
| REALTY INCOME CORP 3.400000% 01/15/2030 (REALTY INCOME CORPORATION) | Long | Debt | US | $251K | – | 0.01 |
| REALTY INCOME CORP 4.900000% 07/15/2033 (REALTY INCOME CORPORATION) | Long | Debt | US | $379K | – | 0.01 |
| REALTY INCOME CORP 5.125000% 02/15/2034 (REALTY INCOME CORPORATION) | Long | Debt | US | $561K | – | 0.02 |
| REALTY INCOME CORP 5.625000% 10/13/2032 (REALTY INCOME CORPORATION) | Long | Debt | US | $205K | – | 0.01 |
| REGATTA XII FUNDING LTD REG12 2019-1A BR (REGATTA FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| REGENCY CENTERS LP 2.950000% 09/15/2029 (REGENCY CENTERS, L.P.) | Long | Debt | US | $566K | – | 0.02 |
| REGENCY CENTERS LP 5.250000% 01/15/2034 (REGENCY CENTERS, L.P.) | Long | Debt | US | $527K | – | 0.01 |
| RELIANCE INDUSTRIES LTD 144A 2.875000% 01/12/2032 (RELIANCE INDUSTRIES LIMITED) | Long | Debt | IN | $271K | – | 0.01 |
| RELIANCE INDUSTRIES LTD 144A 3.625000% 01/12/2052 (RELIANCE INDUSTRIES LIMITED) | Long | Debt | IN | $608K | – | 0.02 |
| REPUBLIC OF ARGENTINA 0.750000% 07/09/2030 (Republica Argentina) | Long | Debt | AR | $429K | – | 0.01 |
| REPUBLIC OF ARGENTINA 1.000000% 07/09/2029 (Republica Argentina) | Long | Debt | AR | $116K | – | 0.00 |
| REPUBLIC OF ARGENTINA 3.500000% 07/09/2041 (Republica Argentina) | Long | Debt | AR | $568K | – | 0.02 |
| REPUBLIC OF COLOMBIA 3.250000% 04/22/2032 (Republica de Colombia) | Long | Debt | CO | $742K | – | 0.02 |
| REPUBLIC OF COLOMBIA 4.125000% 02/22/2042 (Republica de Colombia) | Long | Debt | CO | $442K | – | 0.01 |
| REPUBLIC OF COLOMBIA 5.000000% 06/15/2045 (Republica de Colombia) | Long | Debt | CO | $582K | – | 0.02 |
| REPUBLIC OF COLOMBIA 5.625000% 02/26/2044 (Republica de Colombia) | Long | Debt | CO | $505K | – | 0.01 |
| REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 6.300000% 01/23/2034 | Long | Debt | KE | $716K | – | 0.02 |
| REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 7.250000% 02/28/2028 | Long | Debt | KE | $181K | – | 0.01 |
| REPUBLIC OF KENYA GOVERNMENT INTERNATIONAL BOND 14 9.750000% 02/16/2031 | Long | Debt | KE | $192K | – | 0.01 |
| REPUBLIC OF PANAMA 4.500000% 04/16/2050 (Gobierno de la Republica de Panama) | Long | Debt | PA | $134K | – | 0.00 |
| REPUBLIC OF PERU 2.780000% 12/01/2060 (Republica del Peru) | Long | Debt | PE | $240K | – | 0.01 |
| REPUBLIC OF PERU 2.783000% 01/23/2031 (Republica del Peru) | Long | Debt | PE | $258K | – | 0.01 |
| REPUBLIC OF PERU 5.625000% 11/18/2050 (Republica del Peru) | Long | Debt | PE | $330K | – | 0.01 |
| REPUBLIC SERVICES INC 1.450000% 02/15/2031 (REPUBLIC SERVICES, INC.) | Long | Debt | US | $1M | – | 0.03 |
| REPUBLIC SERVICES INC 3.950000% 05/15/2028 (REPUBLIC SERVICES, INC.) | Long | Debt | US | $322K | – | 0.01 |
| REPUBLIC SERVICES INC 5.000000% 11/15/2029 (REPUBLIC SERVICES, INC.) | Long | Debt | US | $545K | – | 0.02 |
| REPUBLIC SERVICES INC 5.200000% 11/15/2034 (REPUBLIC SERVICES, INC.) | Long | Debt | US | $675K | – | 0.02 |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2004-IP2 RAST 2004-IP2 2A1 (RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| RESIDENTIAL MORTGAGE LOAN TRUST 2019-3 RMLT 2019-3 A1 | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| RESOLUTION FUNDING STRIP ZERO COUPON 01/15/2030 (RESOLUTION FUNDING CORPORATION) | Long | Debt | US | $700K | – | 0.02 |
| REXFORD INDUSTRIAL REALTY LP 2.150000% 09/01/2031 (REXFORD INDUSTRIAL REALTY, L.P.) | Long | Debt | US | $408K | – | 0.01 |
| REYNOLDS AMERICAN INC 5.850000% 08/15/2045 (Reynolds American Inc.) | Long | Debt | GB | $2M | – | 0.07 |
| REYNOLDS AMERICAN INC 5.850000% 08/15/2045 (Reynolds American Inc.) | Long | Debt | GB | $452K | – | 0.01 |
| REYNOLDS AMERICAN INC 7.250000% 06/15/2037 (Reynolds American Inc.) | Long | Debt | GB | $421K | – | 0.01 |
| REYNOLDS AMERICAN INC 8.125000% 05/01/2040 (Reynolds American Inc.) | Long | Debt | GB | $648K | – | 0.02 |
| RFC PRINCIPAL STRIP ZERO COUPON 04/15/2030 (RESOLUTION FUNDING CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| ROCKFORD TOWER CLO 2019-2 LTD ROCKT 2019-2A AR | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| ROCKIES EXPRESS PIPELINE LLC 144A 4.950000% 07/15/2029 | Long | Debt | US | $1M | – | 0.03 |
| ROGERS COMMUNICATIONS INC 5.300000% 02/15/2034 | Long | Debt | CA | $957K | – | 0.03 |
| ROGERS COMMUNICATIONS INC 5.300000% 02/15/2034 | Long | Debt | CA | $461K | – | 0.01 |
| ROPER TECHNOLOGIES INC 1.000000% 09/15/2025 (ROPER TECHNOLOGIES, INC.) | Long | Debt | US | $398K | – | 0.01 |
| ROYAL BANK OF CANADA MTN 1.150000% 06/10/2025 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $442K | – | 0.01 |
| ROYAL BANK OF CANADA MTN 5.150000% 02/01/2034 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $387K | – | 0.01 |
| ROYAL CARIBBEAN CRUISES LTD 144A 6.250000% 03/15/2032 (ROYAL CARIBBEAN CRUISES LTD.) | Long | Debt | US | $292K | – | 0.01 |
| ROYALTY PHARMA PLC 1.200000% 09/02/2025 | Long | Debt | US | $508K | – | 0.01 |
| RTX CORP 2.250000% 07/01/2030 (RTX CORPORATION) | Long | Debt | US | $359K | – | 0.01 |
| RTX CORP 3.030000% 03/15/2052 (RTX CORPORATION) | Long | Debt | US | $274K | – | 0.01 |
| RTX CORP 3.150000% 12/15/2024 (RTX CORPORATION) | Long | Debt | US | $197K | – | 0.01 |
| RTX CORP 3.950000% 08/16/2025 (RTX CORPORATION) | Long | Debt | US | $187K | – | 0.01 |
| RTX CORP 4.125000% 11/16/2028 (RTX CORPORATION) | Long | Debt | US | $270K | – | 0.01 |
| RTX CORP 4.150000% 05/15/2045 (RTX CORPORATION) | Long | Debt | US | $48K | – | 0.00 |
| RTX CORP 4.450000% 11/16/2038 (RTX CORPORATION) | Long | Debt | US | $56K | – | 0.00 |
| RTX CORP 4.500000% 06/01/2042 (RTX CORPORATION) | Long | Debt | US | $277K | – | 0.01 |
| RTX CORP 4.625000% 11/16/2048 (RTX CORPORATION) | Long | Debt | US | $44K | – | 0.00 |
| RTX CORP 6.000000% 03/15/2031 (RTX CORPORATION) | Long | Debt | US | $427K | – | 0.01 |
| RTX CORP 6.100000% 03/15/2034 (RTX CORPORATION) | Long | Debt | US | $576K | – | 0.02 |
| RTX CORP 6.400000% 03/15/2054 (RTX CORPORATION) | Long | Debt | US | $602K | – | 0.02 |
| SABINE PASS LIQUEFACTION LLC 5.000000% 03/15/2027 (SABINE PASS LIQUEFACTION, LLC) | Long | Debt | US | $2M | – | 0.05 |
| SABRA HEALTH CARE LP 3.900000% 10/15/2029 (SABRA HEALTH CARE LIMITED PARTNERSHIP) | Long | Debt | US | $645K | – | 0.02 |
| SALESFORCE INC 3.700000% 04/11/2028 (SALESFORCE, INC.) | Long | Debt | US | $646K | – | 0.02 |
| SANDS CHINA LTD 2.300000% 03/08/2027 (SANDS CHINA LTD.) | Long | Debt | MO | $419K | – | 0.01 |
| SANDS CHINA LTD 2.850000% 03/08/2029 (SANDS CHINA LTD.) | Long | Debt | MO | $606K | – | 0.02 |
| SANDS CHINA LTD 4.050000% 01/08/2026 (SANDS CHINA LTD.) | Long | Debt | MO | $406K | – | 0.01 |
| SANDS CHINA LTD 5.125000% 08/08/2025 (SANDS CHINA LTD.) | Long | Debt | MO | $2M | – | 0.04 |
| SANDS CHINA LTD 5.400000% 08/08/2028 (SANDS CHINA LTD.) | Long | Debt | MO | $313K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-3 SDART 2022-3 A3 | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-3 SDART 2022-3 A3 | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 A3 | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 SDART 2022-5 A3 | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 SDART 2022-6 A3 | Long | ABS-mortgage backed security | US | $434K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 SDART 2022-6 A3 | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-7 SDART 2022-7 A3 | Long | ABS-mortgage backed security | US | $281K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SDART 2024-3 A3 | Long | ABS-mortgage backed security | US | $633K | – | 0.02 |
| SANTANDER HOLDINGS USA INC 4.500000% 07/17/2025 (Santander Holdings USA, Inc.) | Long | Debt | US | $79K | – | 0.00 |
| SANTANDER HOLDINGS USA INC 6.342000% 05/31/2035 (Santander Holdings USA, Inc.) | Long | Debt | US | $822K | – | 0.02 |
| SANTANDER RETAIL AUTO LEASE TRUST 2022-B SRT 2022-B A3 | Long | ABS-mortgage backed security | US | $557K | – | 0.02 |
| SANTANDER UK GROUP HOLDINGS PLC 1.532000% 08/21/2026 | Long | Debt | GB | $224K | – | 0.01 |
| SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027 | Long | Debt | GB | $975K | – | 0.03 |
| SANTANDER UK GROUP HOLDINGS PLC 2.469000% 01/11/2028 | Long | Debt | GB | $471K | – | 0.01 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10B 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $312K | – | 0.01 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10B 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10A 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $681K | – | 0.02 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10B 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $416K | – | 0.01 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3 | Long | ABS-mortgage backed security | US | $582K | – | 0.02 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3 | Long | ABS-mortgage backed security | US | $514K | – | 0.01 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3 | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A4 | Long | ABS-mortgage backed security | US | $798K | – | 0.02 |
| SBNA AUTO LEASE TRUST 2024-B SBALT 2024-B A3 | Long | ABS-mortgage backed security | US | $476K | – | 0.01 |
| SBNA AUTO LEASE TRUST 2024-B SBALT 2024-B A3 | Long | ABS-mortgage backed security | US | $441K | – | 0.01 |
| SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A3 | Long | ABS-mortgage backed security | US | $394K | – | 0.01 |
| SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A4 | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2 144A 3.625000% 01/28/2026 | Long | Debt | AU | $618K | – | 0.02 |
| SCHLUMBERGER HOLDINGS CORP 144A 3.900000% 05/17/2028 (SCHLUMBERGER HOLDINGS CORPORATION) | Long | Debt | US | $454K | – | 0.01 |
| Scientific Games/Light & Wonder 1/24 TL 4/14/2029 | Long | Loan | US | $886K | – | 0.02 |
| SCOTT TRUST 2023-SFS SCOTT 2023-SFS A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $196M | 196M | 5.52 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $18M | 18M | 0.52 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $16M | 16M | 0.45 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $14M | 14M | 0.39 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $3M | 3M | 0.08 |
| SEQUOIA INFRASTRUCTURE FUNDING I LTD SEQI 2021-1A A (SEQUOIA INFRASTRUCTURE FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $110K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST 2018-CH4 SEMT 2018-CH4 B1B | Long | ABS-mortgage backed security | US | $948K | – | 0.03 |
| SERVICE PROPERTIES TRUST 8.375000% 06/15/2029 | Long | Debt | US | $344K | – | 0.01 |
| SES GLOBAL AMERICAS HOLDINGS INC 144A 5.300000% 03/25/2044 (SES GLOBAL AMERICAS HOLDINGS INC.) | Long | Debt | LU | $888K | – | 0.02 |
| Setanta Aircraft/AerCap 5/24 11/5/2028 | Long | Loan | US | $533K | – | 0.01 |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A1 | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A3 | Long | ABS-mortgage backed security | US | $867K | – | 0.02 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A4 | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 SFAST 2024-2A A3 | Long | ABS-mortgage backed security | US | $548K | – | 0.02 |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5 SGCMS 2016-C5 A3 | Long | ABS-mortgage backed security | US | $439K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV 2.750000% 04/06/2030 (Shell International Finance B.V.) | Long | Debt | US | $392K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV 3.250000% 04/06/2050 (Shell International Finance B.V.) | Long | Debt | US | $493K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV 4.125000% 05/11/2035 (Shell International Finance B.V.) | Long | Debt | US | $918K | – | 0.03 |
| SHELL INTERNATIONAL FINANCE BV 4.125000% 05/11/2035 (Shell International Finance B.V.) | Long | Debt | US | $326K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV 4.375000% 05/11/2045 (Shell International Finance B.V.) | Long | Debt | US | $298K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV 4.550000% 08/12/2043 (Shell International Finance B.V.) | Long | Debt | US | $250K | – | 0.01 |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A 1.200000% 03/11/2026 (Siemens Financieringsmaatschappij N.V.) | Long | Debt | DE | $234K | – | 0.01 |
| SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC SRFC 2021-2A A (SIERRA TIMESHARE RECEIVABLES FUNDING LLC) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| SLM PRIVATE CREDIT STUDENT LOAN TRUST 2005-A SLMA 2005-A A4 | Long | ABS-mortgage backed security | US | $643K | – | 0.02 |
| SLM STUDENT LOAN TRUST 2003-10 SLMA 2003-10A A4 | Long | ABS-mortgage backed security | US | $611K | – | 0.02 |
| SLM STUDENT LOAN TRUST 2003-7 SLMA 2003-7A A5A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SLM STUDENT LOAN TRUST 2005-4 SLMA 2005-4 A4 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| SLM STUDENT LOAN TRUST 2005-9 SLMA 2005-9 A7A | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| SLM STUDENT LOAN TRUST 2006-8 SLMA 2006-8 A6 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| SLM STUDENT LOAN TRUST 2007-7 SLMA 2007-7 B | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SLM STUDENT LOAN TRUST 2008-2 SLMA 2008-2 B | Long | ABS-mortgage backed security | US | $688K | – | 0.02 |
| SLM STUDENT LOAN TRUST 2008-3 SLMA 2008-3 B | Long | ABS-mortgage backed security | US | $694K | – | 0.02 |
| SLM STUDENT LOAN TRUST 2008-4 SLMA 2008-4 A4 | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| SLM STUDENT LOAN TRUST 2008-4 SLMA 2008-4 B | Long | ABS-mortgage backed security | US | $695K | – | 0.02 |
| SLM STUDENT LOAN TRUST 2008-5 SLMA 2008-5 A4 | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| SLM STUDENT LOAN TRUST 2008-5 SLMA 2008-5 B | Long | ABS-mortgage backed security | US | $684K | – | 0.02 |
| SLM STUDENT LOAN TRUST 2008-6 SLMA 2008-6 A4 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SLM STUDENT LOAN TRUST 2008-6 SLMA 2008-6 B | Long | ABS-mortgage backed security | US | $693K | – | 0.02 |
| SLM STUDENT LOAN TRUST 2008-7 SLMA 2008-7 B | Long | ABS-mortgage backed security | US | $679K | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRUST 2016-B SMB 2016-B A2A | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRUST 2016-C SMB 2016-C A2B | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A SMB 2020-PTA A2A | Long | ABS-mortgage backed security | US | $747K | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2B | Long | ABS-mortgage backed security | US | $313K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A APT1 | Long | ABS-mortgage backed security | US | $900K | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D SMB 2021-D A1A | Long | ABS-mortgage backed security | US | $779K | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A | Long | ABS-mortgage backed security | US | $0.03 | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A SMB 2024-A A1B | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D SMB 2024-D A1A | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST SMB 2020-B A1A | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| SOCIETE GENERALE 7.132000% 01/19/2055 (SOCIETE GENERALE SA) | Long | Debt | US | $295K | – | 0.01 |
| SOCIETE GENERALE SA 144A 5.634000% 01/19/2030 | Long | Debt | FR | $692K | – | 0.02 |
| SOCIETE GENERALE SA MTN 2.625000% 01/22/2025 | Long | Debt | FR | $721K | – | 0.02 |
| SOCIETE GENERALE SA MTN 7.367000% 01/10/2053 | Long | Debt | FR | $665K | – | 0.02 |
| SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST SCLP 2023-1S A (SOFI CONSUMER LOAN PROGRAM LLC) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| SOFI PROFESSIONAL LOAN PROGRAM 2020-C TRUST SOFI 2020-C AFX | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST SOFI 2021-B AFX | Long | ABS-mortgage backed security | US | $498K | – | 0.01 |
| SOLVENTUM CORP 144A 5.400000% 03/01/2029 (SOLVENTUM CORPORATION) | Long | Debt | US | $628K | – | 0.02 |
| SOLVENTUM CORP 144A 5.450000% 03/13/2031 (SOLVENTUM CORPORATION) | Long | Debt | US | $622K | – | 0.02 |
| SOLVENTUM CORP 144A 5.600000% 03/23/2034 (SOLVENTUM CORPORATION) | Long | Debt | US | $815K | – | 0.02 |
| SOLVENTUM CORP 144A 5.900000% 04/30/2054 (SOLVENTUM CORPORATION) | Long | Debt | US | $631K | – | 0.02 |
| SOTERA HEALTH HOLDINGS, LLC 5/23/2031 | Long | Loan | US | $797K | – | 0.02 |
| SOUTH CAROLINA STUDENT LOAN CORP 2015-A SCSLC 2015-A A (SOUTH CAROLINA STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $437K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 3.700000% 08/01/2025 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $97K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 4.050000% 03/15/2042 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $4K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $331K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $209K | – | 0.01 |
| SOUTHERN CALIFORNIA GAS CO 2.550000% 02/01/2030 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $784K | – | 0.02 |
| SOUTHERN CO GAS CAPITAL CORP 4.400000% 05/30/2047 (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $406K | – | 0.01 |
| SOUTHERN CO GAS CAPITAL CORP 5.150000% 09/15/2032 (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $497K | – | 0.01 |
| SOUTHERN COPPER CORP 5.250000% 11/08/2042 (SOUTHERN COPPER CORPORATION) | Long | Debt | MX | $2M | – | 0.07 |
| SOUTHERN NATURAL GAS CO LLC 8.000000% 03/01/2032 (SOUTHERN NATURAL GAS COMPANY, L.L.C.) | Long | Debt | US | $193K | – | 0.01 |
| SOUTHWESTERN ELECTRIC POWER CO 1.650000% 03/15/2026 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| SOUTHWESTERN ELECTRIC POWER CO 3.250000% 11/01/2051 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $252K | – | 0.01 |
| SOUTHWESTERN ELECTRIC POWER CO 5.300000% 04/01/2033 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $896K | – | 0.03 |
| SOUTHWESTERN ENERGY CO 4.750000% 02/01/2032 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $175K | – | 0.00 |
| SOUTHWESTERN ENERGY CO 5.375000% 02/01/2029 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $19K | – | 0.00 |
| SOUTHWESTERN ENERGY CO 5.375000% 03/15/2030 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $77K | – | 0.00 |
| SOUTHWESTERN PUBLIC SERVICE CO 3.750000% 06/15/2049 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $607K | – | 0.02 |
| SPIRIT LOYALTY CAYMAN LTD / SPIRIT IP CAYMAN LTD 1 8.000000% 09/20/2025 (SPIRIT IP CAYMAN LTD.) | Long | Debt | US | $274K | – | 0.01 |
| SPRINT CAPITAL CORP 8.750000% 03/15/2032 (SPRINT CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| SPRINT CAPITAL CORP 8.750000% 03/15/2032 (SPRINT CAPITAL CORPORATION) | Long | Debt | US | $710K | – | 0.02 |
| SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 4.738000% 03/20/2025 | Long | Debt | US | $1M | – | 0.04 |
| SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028 | Long | Debt | US | $2M | – | 0.06 |
| SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028 | Long | Debt | US | $772K | – | 0.02 |
| SREIT TRUST 2021-MFP2 SREIT 2021-MFP2 A (SREIT COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| STACK INFRASTRUCTURE ISSUER LLC SIDC 2021-1A A2 (STACK INFRASTRUCTURE ISSUER, LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| STAR 2021-1 TRUST STAR 2021-1 A1 (STARWOOD MORTGAGE RESIDENTIAL TRUST) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| STARBUCKS CORP 3.500000% 11/15/2050 (STARBUCKS CORPORATION) | Long | Debt | US | $306K | – | 0.01 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1 | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV STAR 2020-INV1 A1 | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 STAR 2021-4 A1 | Long | ABS-mortgage backed security | US | $481K | – | 0.01 |
| STATE OF ISRAEL 2.750000% 07/03/2030 | Long | Debt | IL | $396K | – | 0.01 |
| STATE OF ISRAEL 3.375000% 01/15/2050 | Long | Debt | IL | $178K | – | 0.01 |
| STATE OF ISRAEL 3.875000% 07/03/2050 | Long | Debt | IL | $165K | – | 0.00 |
| STATE OF ISRAEL 4.500000% 01/17/2033 | Long | Debt | IL | $585K | – | 0.02 |
| STATE OF ISRAEL 5.500000% 03/12/2034 | Long | Debt | US | $761K | – | 0.02 |
| STATE OF ISRAEL 5.750000% 03/12/2054 | Long | Debt | US | $281K | – | 0.01 |
| STATE STREET CORP 3.300000% 12/16/2024 (STATE STREET CORPORATION) | Long | Debt | US | $69K | – | 0.00 |
| STORE CAPITAL LLC 2.700000% 12/01/2031 | Long | Debt | US | $128K | – | 0.00 |
| STORE CAPITAL LLC 2.750000% 11/18/2030 | Long | Debt | US | $337K | – | 0.01 |
| STORE CAPITAL LLC 4.500000% 03/15/2028 | Long | Debt | US | $252K | – | 0.01 |
| STORE CAPITAL LLC 4.625000% 03/15/2029 | Long | Debt | US | $278K | – | 0.01 |
| STORM KING PARK CLO LTD STKPK 2022-1A A1 | Long | ABS-collateralized bond/debt obligation | JE | $251K | – | 0.01 |
| STRIP PRINC 0.000000% 05/15/2049 (United States of America) | Long | Debt | US | $2M | – | 0.05 |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A2 | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2007-AR3 2A1 (STRUCTURED ASSET MORTGAGE INVESTORS) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2007-WF1 A1 (STRUCTURED ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THR SASC 2003-24A 3A2 (STRUCTURED ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THR SASC 2003-37A 2A (STRUCTURED ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CORP PASS-THROUGH CERT SASC 2002-AL1 A2 (STRUCTURED ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| STWD 2019-FL1 LTD STWD 2019-FL1 A (STARWOOD PROPERTY MORTGAGE LLC) | Long | ABS-collateralized bond/debt obligation | KY | $18K | – | 0.00 |
| SUN COMMUNITIES OPERATING LP 4.200000% 04/15/2032 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $537K | – | 0.02 |
| SUZANO AUSTRIA GMBH 3.750000% 01/15/2031 | Long | Debt | BR | $1M | – | 0.03 |
| SYMPHONY CLO 40 LTD SYMP 2023-40A A1 (SYMPHONY CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.04 |
| SYNCHRONY CARD FUNDING LLC SYNIT 2023-A1 A (SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| T-MOBILE US TRUST 2022-1 TMUST 2022-1A A | Long | ABS-mortgage backed security | US | $680K | – | 0.02 |
| T-MOBILE US TRUST 2024-1 TMUST 2024-1A A | Long | ABS-mortgage backed security | US | $871K | – | 0.02 |
| T-MOBILE USA INC 2.250000% 02/15/2026 (T-MOBILE USA, INC.) | Long | Debt | US | $532K | – | 0.01 |
| T-MOBILE USA INC 2.250000% 02/15/2026 (T-MOBILE USA, INC.) | Long | Debt | US | $95K | – | 0.00 |
| T-MOBILE USA INC 2.550000% 02/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $586K | – | 0.02 |
| T-MOBILE USA INC 2.550000% 02/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $340K | – | 0.01 |
| T-MOBILE USA INC 2.625000% 02/15/2029 (T-MOBILE USA, INC.) | Long | Debt | US | $296K | – | 0.01 |
| T-MOBILE USA INC 2.700000% 03/15/2032 (T-MOBILE USA, INC.) | Long | Debt | US | $59K | – | 0.00 |
| T-MOBILE USA INC 2.875000% 02/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $208K | – | 0.01 |
| T-MOBILE USA INC 3.375000% 04/15/2029 (T-MOBILE USA, INC.) | Long | Debt | US | $249K | – | 0.01 |
| T-MOBILE USA INC 3.400000% 10/15/2052 (T-MOBILE USA, INC.) | Long | Debt | US | $628K | – | 0.02 |
| T-MOBILE USA INC 3.400000% 10/15/2052 (T-MOBILE USA, INC.) | Long | Debt | US | $212K | – | 0.01 |
| T-MOBILE USA INC 3.500000% 04/15/2025 (T-MOBILE USA, INC.) | Long | Debt | US | $2M | – | 0.05 |
| T-MOBILE USA INC 3.500000% 04/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $638K | – | 0.02 |
| T-MOBILE USA INC 3.750000% 04/15/2027 (T-MOBILE USA, INC.) | Long | Debt | US | $2M | – | 0.06 |
| T-MOBILE USA INC 3.750000% 04/15/2027 (T-MOBILE USA, INC.) | Long | Debt | US | $821K | – | 0.02 |
| T-MOBILE USA INC 3.750000% 04/15/2027 (T-MOBILE USA, INC.) | Long | Debt | US | $87K | – | 0.00 |
| T-MOBILE USA INC 3.875000% 04/15/2030 (T-MOBILE USA, INC.) | Long | Debt | US | $2M | – | 0.04 |
| T-MOBILE USA INC 3.875000% 04/15/2030 (T-MOBILE USA, INC.) | Long | Debt | US | $266K | – | 0.01 |
| T-MOBILE USA INC 4.500000% 04/15/2050 (T-MOBILE USA, INC.) | Long | Debt | US | $743K | – | 0.02 |
| T-MOBILE USA INC 5.150000% 04/15/2034 (T-MOBILE USA, INC.) | Long | Debt | US | $757K | – | 0.02 |
| T-MOBILE USA INC 5.150000% 04/15/2034 (T-MOBILE USA, INC.) | Long | Debt | US | $334K | – | 0.01 |
| TAKE-TWO INTERACTIVE SOFTWARE INC 4.000000% 04/14/2032 (TAKE-TWO INTERACTIVE SOFTWARE, INC.) | Long | Debt | US | $1M | – | 0.03 |
| TARGA RESOURCES CORP 4.200000% 02/01/2033 (TARGA RESOURCES CORP.) | Long | Debt | US | $225K | – | 0.01 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 4.000000% 01/15/2032 | Long | Debt | US | $36K | – | 0.00 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 4.875000% 02/01/2031 | Long | Debt | US | $353K | – | 0.01 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.000000% 01/15/2028 | Long | Debt | US | $98K | – | 0.00 |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PART 5.500000% 03/01/2030 | Long | Debt | US | $129K | – | 0.00 |
| TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 3.300000% 05/15/2050 (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $2M | – | 0.05 |
| TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044 (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $212K | – | 0.01 |
| TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 6.850000% 12/16/2039 (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $138K | – | 0.00 |
| TECK RESOURCES LTD 6.000000% 08/15/2040 (Ressources Teck Limitee) | Long | Debt | CA | $29K | – | 0.00 |
| TECK RESOURCES LTD 6.250000% 07/15/2041 (Ressources Teck Limitee) | Long | Debt | CA | $5K | – | 0.00 |
| TELEFONICA EMISIONES SA 5.213000% 03/08/2047 (Telefonica Emisiones, S.A.U.) | Long | Debt | ES | $132K | – | 0.00 |
| TENNESSEE GAS PIPELINE CO LLC 144A 2.900000% 03/01/2030 (TENNESSEE GAS PIPELINE COMPANY, L.L.C.) | Long | Debt | US | $725K | – | 0.02 |
| TENNESSEE GAS PIPELINE CO LLC 144A 2.900000% 03/01/2030 (TENNESSEE GAS PIPELINE COMPANY, L.L.C.) | Long | Debt | US | $542K | – | 0.02 |
| TENNESSEE GAS PIPELINE CO LLC 8.375000% 06/15/2032 (TENNESSEE GAS PIPELINE COMPANY, L.L.C.) | Long | Debt | US | $1M | – | 0.04 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 3.150000% 10/01/2026 (Teva Pharmaceutical Finance Netherlands III B.V.) | Long | Debt | IL | $1M | – | 0.04 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 4.750000% 05/09/2027 (Teva Pharmaceutical Finance Netherlands III B.V.) | Long | Debt | IL | $193K | – | 0.01 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5.125000% 05/09/2029 (Teva Pharmaceutical Finance Netherlands III B.V.) | Long | Debt | IL | $2M | – | 0.05 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 7.125000% 01/31/2025 (Teva Pharmaceutical Finance Netherlands III B.V.) | Long | Debt | IL | $391K | – | 0.01 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 8.125000% 09/15/2031 (Teva Pharmaceutical Finance Netherlands III B.V.) | Long | Debt | IL | $222K | – | 0.01 |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC 4.265000% 08/01/2034 | Long | Debt | US | $922K | – | 0.03 |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC 4.265000% 08/01/2034 | Long | Debt | US | $795K | – | 0.02 |
| TEXAS INSTRUMENTS INC 1.750000% 05/04/2030 (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $245K | – | 0.01 |
| TEXAS INSTRUMENTS INC 4.150000% 05/15/2048 (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $249K | – | 0.01 |
| TEXAS INSTRUMENTS INC 5.000000% 03/14/2053 (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $553K | – | 0.02 |
| TEXAS INSTRUMENTS INC 5.150000% 02/08/2054 (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $258K | – | 0.01 |
| THE VANGUARD GROUP, INC SERIES CLASS | Long | ABS-mortgage backed security | US | $421K | – | 0.01 |
| TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033 | Long | Debt | US | $298K | – | 0.01 |
| TIME WARNER CABLE LLC 4.500000% 09/15/2042 (TIME WARNER CABLE, LLC) | Long | Debt | US | $26K | – | 0.00 |
| TIME WARNER CABLE LLC 5.500000% 09/01/2041 (TIME WARNER CABLE, LLC) | Long | Debt | US | $1M | – | 0.04 |
| TIME WARNER CABLE LLC 5.500000% 09/01/2041 (TIME WARNER CABLE, LLC) | Long | Debt | US | $37K | – | 0.00 |
| TIME WARNER CABLE LLC 5.875000% 11/15/2040 (TIME WARNER CABLE, LLC) | Long | Debt | US | $1M | – | 0.03 |
| TIME WARNER CABLE LLC 5.875000% 11/15/2040 (TIME WARNER CABLE, LLC) | Long | Debt | US | $113K | – | 0.00 |
| TIME WARNER CABLE LLC 6.550000% 05/01/2037 (TIME WARNER CABLE, LLC) | Long | Debt | US | $254K | – | 0.01 |
| TIME WARNER CABLE LLC 6.750000% 06/15/2039 (TIME WARNER CABLE, LLC) | Long | Debt | US | $10K | – | 0.00 |
| TIME WARNER CABLE LLC 7.300000% 07/01/2038 (TIME WARNER CABLE, LLC) | Long | Debt | US | $536K | – | 0.02 |
| TORONTO-DOMINION BANK/THE MTN 1.150000% 06/12/2025 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $442K | – | 0.01 |
| TORONTO-DOMINION BANK/THE MTN 2.800000% 03/10/2027 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $535K | – | 0.02 |
| TORONTO-DOMINION BANK/THE MTN 4.456000% 06/08/2032 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $481K | – | 0.01 |
| TOTALENERGIES CAPITAL SA 5.150000% 04/05/2034 | Long | Debt | FR | $270K | – | 0.01 |
| TOTALENERGIES CAPITAL SA 5.488000% 04/05/2054 | Long | Debt | FR | $266K | – | 0.01 |
| TOTALENERGIES CAPITAL SA 5.638000% 04/05/2064 | Long | Debt | FR | $135K | – | 0.00 |
| TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1 | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST 2017-5 TPMT 2017-5 A1 | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| TOWD POINT MORTGAGE TRUST 2019-4 TPMT 2019-4 A1 | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| TOWD POINT MORTGAGE TRUST 2020-3 TPMT 2020-3 A1 | Long | ABS-mortgage backed security | US | $598K | – | 0.02 |
| TOWD POINT MORTGAGE TRUST 2021-1 TPMT 2021-1 A1 | Long | ABS-mortgage backed security | US | $368K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST 2022-4 TPMT 2022-4 A1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2020-1 TALNT 2020-1A A | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2021-1 TALNT 2021-1A A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1 TALNT 2023-1A A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2024-1 TALNT 2024-1A A | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2024-1 TALNT 2024-1A A | Long | ABS-mortgage backed security | US | $991K | – | 0.03 |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST TAOT 2022-D A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| TOYOTA AUTO RECEIVABLES 2023-B OWNER TRUST TAOT 2023-B A3 (TOYOTA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $766K | – | 0.02 |
| TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST TAOT 2023-C A3 (TOYOTA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $893K | – | 0.03 |
| TOYOTA AUTO RECEIVABLES 2023-D OWNER TRUST TAOT 2023-D A3 (TOYOTA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $705K | – | 0.02 |
| TOYOTA MOTOR CREDIT CORP 5.100000% 03/21/2031 (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034 (TRANSCANADA PIPELINES LIMITED) | Long | Debt | CA | $806K | – | 0.02 |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC 7.850000% 02/01/2026 (TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC) | Long | Debt | US | $62K | – | 0.00 |
| TRANSDIGM INC 144A 6.375000% 03/01/2029 (TRANSDIGM INC.) | Long | Debt | US | $201K | – | 0.01 |
| TRANSDIGM INC 144A 6.625000% 03/01/2032 (TRANSDIGM INC.) | Long | Debt | US | $222K | – | 0.01 |
| TRANSDIGM INC 144A 7.125000% 12/01/2031 (TRANSDIGM INC.) | Long | Debt | US | $340K | – | 0.01 |
| TRESTLES CLO IV LTD TREST 2021-4A B1 (TRESTLES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| TRITON WATER HOLDINGS, INC. 3/31/2028 | Long | Loan | US | $768K | – | 0.02 |
| TRUIST FINANCIAL CORP MTN 4.260000% 07/28/2026 (Truist Financial Corporation) | Long | Debt | US | $2M | – | 0.04 |
| TRUIST FINANCIAL CORP MTN 5.435000% 01/24/2030 (Truist Financial Corporation) | Long | Debt | US | $948K | – | 0.03 |
| TRUIST FINANCIAL CORP MTN 5.711000% 01/24/2035 (Truist Financial Corporation) | Long | Debt | US | $404K | – | 0.01 |
| TRUIST FINANCIAL CORP MTN 6.047000% 06/08/2027 (Truist Financial Corporation) | Long | Debt | US | $473K | – | 0.01 |
| TRUIST FINANCIAL CORP MTN 7.161000% 10/30/2029 (Truist Financial Corporation) | Long | Debt | US | $1M | – | 0.04 |
| TSMC GLOBAL LTD 144A 1.375000% 09/28/2030 (TSMC Global, Ltd.) | Long | Debt | TW | $546K | – | 0.02 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 (United States of America) | Long | Debt | US | $2M | – | 0.06 |
| UBS AG/LONDON 4.500000% 06/26/2048 (UBS AG LONDON BRANCH) | Long | Debt | CH | $386K | – | 0.01 |
| UBS AG/LONDON 5.650000% 09/11/2028 (UBS AG LONDON BRANCH) | Long | Debt | CH | $661K | – | 0.02 |
| UBS AG/STAMFORD CT 2.950000% 04/09/2025 (UBS AG (New York Branch)) | Long | Debt | CH | $510K | – | 0.01 |
| UBS AG/STAMFORD CT 7.500000% 02/15/2028 (UBS AG (New York Branch)) | Long | Debt | CH | $1M | – | 0.04 |
| UBS AG/STAMFORD CT 7.950000% 01/09/2025 (UBS AG (New York Branch)) | Long | Debt | CH | $1M | – | 0.03 |
| UBS AG/STAMFORD CT MTN 3.700000% 02/21/2025 (UBS AG (New York Branch)) | Long | Debt | CH | $1M | – | 0.04 |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 A3 | Long | ABS-mortgage backed security | US | $374K | – | 0.01 |
| UBS GROUP AG 144A | Long | Debt | CH | $1M | – | 0.03 |
| UBS GROUP AG 144A 2.193000% 06/05/2026 | Long | Debt | CH | $1M | – | 0.03 |
| UBS GROUP AG 144A 2.593000% 09/11/2025 | Long | Debt | CH | $755K | – | 0.02 |
| UBS GROUP AG 144A 2.746000% 02/11/2033 | Long | Debt | CH | $172K | – | 0.00 |
| UBS GROUP AG 144A 3.091000% 05/14/2032 | Long | Debt | CH | $469K | – | 0.01 |
| UBS GROUP AG 144A 3.091000% 05/14/2032 | Long | Debt | CH | $379K | – | 0.01 |
| UBS GROUP AG 144A 4.125000% 09/24/2025 | Long | Debt | CH | $196K | – | 0.01 |
| UBS GROUP AG 144A 4.194000% 04/01/2031 | Long | Debt | CH | $681K | – | 0.02 |
| UBS GROUP AG 144A 4.194000% 04/01/2031 | Long | Debt | CH | $439K | – | 0.01 |
| UBS GROUP AG 144A 4.253000% 03/23/2028 | Long | Debt | CH | $335K | – | 0.01 |
| UBS GROUP AG 144A 4.282000% 01/09/2028 | Long | Debt | CH | $599K | – | 0.02 |
| UBS GROUP AG 144A 4.488000% 05/12/2026 | Long | Debt | CH | $316K | – | 0.01 |
| UBS GROUP AG 144A 4.751000% 05/12/2028 | Long | Debt | CH | $353K | – | 0.01 |
| UBS GROUP AG 144A 5.617000% 09/13/2030 | Long | Debt | CH | $1M | – | 0.03 |
| UBS GROUP AG 144A 5.699000% 02/08/2035 | Long | Debt | CH | $1M | – | 0.03 |
| UBS GROUP AG 144A 5.699000% 02/08/2035 | Long | Debt | CH | $306K | – | 0.01 |
| UBS GROUP AG 144A 7.750000% MATURITY: PERPETUAL | Long | Debt | CH | $224K | – | 0.01 |
| UBS GROUP AG 144A 9.016000% 11/15/2033 | Long | Debt | CH | $362K | – | 0.01 |
| UBS GROUP AG 144A PERPETUAL: 9.250000% | Long | Debt | CH | $258K | – | 0.01 |
| UBS GROUP AG 3.750000% 03/26/2025 | Long | Debt | CH | $1M | – | 0.03 |
| UFC HOLDINGS, LLC 4/29/2026 | Long | Loan | US | $819K | – | 0.02 |
| UNION ELECTRIC CO 5.200000% 04/01/2034 (UNION ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| UNION PACIFIC CORP 2.375000% 05/20/2031 (UNION PACIFIC CORPORATION) | Long | Debt | US | $216K | – | 0.01 |
| UNION PACIFIC CORP 2.800000% 02/14/2032 (UNION PACIFIC CORPORATION) | Long | Debt | US | $298K | – | 0.01 |
| UNION PACIFIC CORP 2.891000% 04/06/2036 (UNION PACIFIC CORPORATION) | Long | Debt | US | $870K | – | 0.02 |
| UNION PACIFIC CORP 2.891000% 04/06/2036 (UNION PACIFIC CORPORATION) | Long | Debt | US | $415K | – | 0.01 |
| UNION PACIFIC CORP 3.250000% 02/05/2050 (UNION PACIFIC CORPORATION) | Long | Debt | US | $335K | – | 0.01 |
| UNION PACIFIC CORP 3.750000% 02/05/2070 (UNION PACIFIC CORPORATION) | Long | Debt | US | $161K | – | 0.00 |
| UNION PACIFIC CORP 3.839000% 03/20/2060 (UNION PACIFIC CORPORATION) | Long | Debt | US | $756K | – | 0.02 |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.800000% 07/15/2036 (UNITED AIRLINES, INC.) | Long | Debt | US | $2M | – | 0.06 |
| UNITED AIRLINES INC 144A 4.375000% 04/15/2026 (UNITED AIRLINES, INC.) | Long | Debt | US | $290K | – | 0.01 |
| UNITED AIRLINES INC 144A 4.625000% 04/15/2029 (UNITED AIRLINES, INC.) | Long | Debt | US | $475K | – | 0.01 |
| UNITED MEXICAN STATES 2.659000% 05/24/2031 (Estados Unidos Mexicanos) | Long | Debt | MX | $5M | – | 0.13 |
| UNITED MEXICAN STATES 2.659000% 05/24/2031 (Estados Unidos Mexicanos) | Long | Debt | MX | $629K | – | 0.02 |
| UNITED MEXICAN STATES 3.250000% 04/16/2030 (Estados Unidos Mexicanos) | Long | Debt | MX | $451K | – | 0.01 |
| UNITED MEXICAN STATES 3.500000% 02/12/2034 (Estados Unidos Mexicanos) | Long | Debt | MX | $1M | – | 0.04 |
| UNITED MEXICAN STATES 3.750000% 01/11/2028 (Estados Unidos Mexicanos) | Long | Debt | MX | $369K | – | 0.01 |
| UNITED MEXICAN STATES 4.600000% 01/23/2046 (Estados Unidos Mexicanos) | Long | Debt | MX | $407K | – | 0.01 |
| UNITED MEXICAN STATES 4.600000% 02/10/2048 (Estados Unidos Mexicanos) | Long | Debt | MX | $211K | – | 0.01 |
| UNITED MEXICAN STATES 4.750000% 04/27/2032 (Estados Unidos Mexicanos) | Long | Debt | MX | $275K | – | 0.01 |
| UNITED PARCEL SERVICE INC 5.200000% 04/01/2040 (UNITED PARCEL SERVICE, INC.) | Long | Debt | US | $235K | – | 0.01 |
| UNITED RENTALS NORTH AMERICA INC 144A 6.125000% 03/15/2034 (UNITED RENTALS (NORTH AMERICA), INC.) | Long | Debt | US | $568K | – | 0.02 |
| UNITED RENTALS NORTH AMERICA INC 3.750000% 01/15/2032 (UNITED RENTALS (NORTH AMERICA), INC.) | Long | Debt | US | $261K | – | 0.01 |
| UNITED RENTALS NORTH AMERICA INC 3.875000% 02/15/2031 (UNITED RENTALS (NORTH AMERICA), INC.) | Long | Debt | US | $821K | – | 0.02 |
| UNITED RENTALS NORTH AMERICA INC 3.875000% 11/15/2027 (UNITED RENTALS (NORTH AMERICA), INC.) | Long | Debt | US | $94K | – | 0.00 |
| UNITED RENTALS NORTH AMERICA INC 4.875000% 01/15/2028 (UNITED RENTALS (NORTH AMERICA), INC.) | Long | Debt | US | $145K | – | 0.00 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-20D 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-25G 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $427K | – | 0.01 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25F 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $641K | – | 0.02 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $0.03 | – | 0.00 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25C 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $477K | – | 0.01 |
| UNITEDHEALTH GROUP INC 1.250000% 01/15/2026 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $160K | – | 0.00 |
| UNITEDHEALTH GROUP INC 2.000000% 05/15/2030 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $119K | – | 0.00 |
| UNITEDHEALTH GROUP INC 2.300000% 05/15/2031 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $67K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.050000% 05/15/2041 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $94K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.125000% 05/15/2060 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $32K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.700000% 08/15/2049 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $113K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.875000% 08/15/2059 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $266K | – | 0.01 |
| UNITEDHEALTH GROUP INC 3.875000% 12/15/2028 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $163K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.000000% 05/15/2029 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $404K | – | 0.01 |
| UNITEDHEALTH GROUP INC 4.200000% 05/15/2032 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $273K | – | 0.01 |
| UNITEDHEALTH GROUP INC 4.250000% 04/15/2047 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $374K | – | 0.01 |
| UNITEDHEALTH GROUP INC 4.250000% 06/15/2048 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $91K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.450000% 12/15/2048 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $77K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.600000% 04/15/2027 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $554K | – | 0.02 |
| UNITEDHEALTH GROUP INC 4.625000% 07/15/2035 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $156K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.900000% 04/15/2031 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $554K | – | 0.02 |
| UNITEDHEALTH GROUP INC 5.000000% 04/15/2034 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $454K | – | 0.01 |
| UNITEDHEALTH GROUP INC 5.375000% 04/15/2054 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $903K | – | 0.03 |
| UNITEDHEALTH GROUP INC 5.500000% 04/15/2064 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $135K | – | 0.00 |
| UNITEDHEALTH GROUP INC 5.800000% 03/15/2036 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $293K | – | 0.01 |
| UNITEDHEALTH GROUP INC 5.875000% 02/15/2053 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $955K | – | 0.03 |
| UNITEDHEALTH GROUP INC 5.875000% 02/15/2053 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $264K | – | 0.01 |
| UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE (UNIV CALIF REGTS MED CTR POOLED REV) | Long | Debt | US | $494K | – | 0.01 |
| UNIV OF TEXAS TX UNIV REVENUES BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM (UNIVERSITY TEX UNIV REVS) | Long | Debt | US | $182K | – | 0.01 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIVERSITY OF VIRGINIA (UNIVERSITY VA UNIV REVS) | Long | Debt | US | $286K | – | 0.01 |
| UNIVERSAL HEALTH SERVICES INC 1.650000% 09/01/2026 (UNIVERSAL HEALTH SERVICES, INC.) | Long | Debt | US | $630K | – | 0.02 |
| US 10Y NOTE W4 OP Jun24C 111 LONG | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W4 OP Jun24C 110.5 SHORT | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W4 OP Jun24P 110 LONG | Derivative-interest rate | US | $5K | – | 0.00 | |
| US 10Y NOTE W4 OP Jun24P 110.5 SHORT | Derivative-interest rate | US | $-50K | – | -0.00 | |
| US 10YR FUT OPTN Aug24P 109.5 SHORT | Derivative-interest rate | US | $-74K | – | -0.00 | |
| US 10YR FUT OPTN Sep24C 113.5 SHORT | Derivative-interest rate | US | $-21K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $166M | – | 4.66 | |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $8M | – | 0.21 | |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $4M | – | 0.11 | |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $2M | – | 0.06 | |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-13M | – | -0.35 | |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-40M | – | -1.12 | |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-49M | – | -1.37 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $232M | – | 6.53 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $123M | – | 3.47 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $49M | – | 1.39 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $41M | – | 1.17 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $103M | – | 2.89 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $23M | – | 0.64 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $12M | – | 0.35 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-8M | – | -0.23 | |
| US 5YR NOTE W4 OP Jun24C 106.5 SHORT | Derivative-interest rate | US | $-6K | – | -0.00 | |
| US 5YR NOTE W4 OP Jun24C106.75 LONG | Derivative-interest rate | US | $2K | – | 0.00 | |
| US 5YR NOTE W4 OP Jun24P 106.5 SHORT | Derivative-interest rate | US | $-562.5 | – | -0.00 | |
| US 5YR NOTE W4 OP Jun24P106.25 LONG | Derivative-interest rate | US | $2K | – | 0.00 | |
| US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST 4.625000% 06/03/2025 (US Airways Pass Through Trusts) | Long | Debt | US | $361K | – | 0.01 |
| US BANCORP 1.450000% 05/12/2025 (U.S. BANCORP) | Long | Debt | US | $753K | – | 0.02 |
| US BANCORP 4.653000% 02/01/2029 (U.S. BANCORP) | Long | Debt | US | $2M | – | 0.05 |
| US BANCORP 4.839000% 02/01/2034 (U.S. BANCORP) | Long | Debt | US | $820K | – | 0.02 |
| US BANCORP 5.384000% 01/23/2030 (U.S. BANCORP) | Long | Debt | US | $582K | – | 0.02 |
| US BANCORP 5.678000% 01/23/2035 (U.S. BANCORP) | Long | Debt | US | $507K | – | 0.01 |
| US BANCORP 5.727000% 10/21/2026 (U.S. BANCORP) | Long | Debt | US | $170K | – | 0.00 |
| US BANCORP 5.775000% 06/12/2029 (U.S. BANCORP) | Long | Debt | US | $497K | – | 0.01 |
| US BANCORP 5.836000% 06/12/2034 (U.S. BANCORP) | Long | Debt | US | $203K | – | 0.01 |
| US BANCORP 5.836000% 06/12/2034 (U.S. BANCORP) | Long | Debt | US | $56K | – | 0.00 |
| US BANCORP 5.850000% 10/21/2033 (U.S. BANCORP) | Long | Debt | US | $939K | – | 0.03 |
| US BANCORP MTN 2.215000% 01/27/2028 (U.S. BANCORP) | Long | Debt | US | $65K | – | 0.00 |
| US LONG BND W4 OP Jun24C 119 SHORT | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W4 OP Jun24C 120 LONG | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W4 OP Jun24C 121 LONG | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W4 OP Jun24C 119.5 LONG | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W4 OP Jun24P 118 LONG | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W4 OP Jun24P 119 LONG | Derivative-interest rate | US | $22K | – | 0.00 | |
| US LONG BND W4 OP Jun24P 120 SHORT | Derivative-interest rate | US | $-46K | – | -0.00 | |
| US LONG BND W4 OP Jun24P 118.5 LONG | Derivative-interest rate | US | $9K | – | 0.00 | |
| US LONG BOND(CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $28M | – | 0.79 | |
| US LONG BOND(CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-22M | – | -0.62 | |
| US TREASURY N/B 0.250000% 08/31/2025 (United States of America) | Long | Structured note | US | $18M | – | 0.50 |
| US TREASURY N/B 0.375000% 07/31/2027 (United States of America) | Long | Structured note | US | $5M | – | 0.14 |
| US TREASURY N/B 0.500000% 08/31/2027 (United States of America) | Long | Structured note | US | $2M | – | 0.05 |
| US TREASURY N/B 0.625000% 11/30/2027 (United States of America) | Long | Structured note | US | $2M | – | 0.04 |
| US TREASURY N/B 0.750000% 03/31/2026 (United States of America) | Long | Structured note | US | $1M | – | 0.04 |
| US TREASURY N/B 1.000000% 07/31/2028 (United States of America) | Long | Structured note | US | $2M | – | 0.06 |
| US TREASURY N/B 1.125000% 05/15/2040 (United States of America) | Long | Debt | US | $535K | – | 0.02 |
| US TREASURY N/B 1.125000% 08/31/2028 (United States of America) | Long | Structured note | US | $7M | – | 0.18 |
| US TREASURY N/B 1.125000% 10/31/2026 (United States of America) | Long | Structured note | US | $3M | – | 0.09 |
| US TREASURY N/B 1.250000% 04/30/2028 (United States of America) | Long | Structured note | US | $4M | – | 0.12 |
| US TREASURY N/B 1.250000% 06/30/2028 (United States of America) | Long | Structured note | US | $2M | – | 0.04 |
| US TREASURY N/B 1.250000% 08/15/2031 (United States of America) | Long | Structured note | US | $24K | – | 0.00 |
| US TREASURY N/B 1.250000% 09/30/2028 (United States of America) | Long | Structured note | US | $1M | – | 0.03 |
| US TREASURY N/B 1.375000% 08/15/2050 (United States of America) | Long | Debt | US | $1M | – | 0.04 |
| US TREASURY N/B 1.375000% 10/31/2028 (United States of America) | Long | Structured note | US | $3M | – | 0.08 |
| US TREASURY N/B 1.375000% 11/15/2040 (United States of America) | Long | Debt | US | $4M | – | 0.10 |
| US TREASURY N/B 1.625000% 11/15/2050 (United States of America) | Long | Debt | US | $4M | – | 0.11 |
| US TREASURY N/B 1.750000% 08/15/2041 (United States of America) | Long | Debt | US | $15M | – | 0.44 |
| US TREASURY N/B 1.750000% 08/15/2041 (United States of America) | Long | Debt | US | $9M | – | 0.26 |
| US TREASURY N/B 1.875000% 02/15/2041 (United States of America) | Long | Debt | US | $6M | – | 0.17 |
| US TREASURY N/B 1.875000% 02/15/2051 (United States of America) | Long | Debt | US | $2M | – | 0.04 |
| US TREASURY N/B 1.875000% 02/28/2027 (United States of America) | Long | Structured note | US | $3M | – | 0.08 |
| US TREASURY N/B 1.875000% 11/15/2051 (United States of America) | Long | Debt | US | $5M | – | 0.14 |
| US TREASURY N/B 2.000000% 02/15/2050 (United States of America) | Long | Debt | US | $3M | – | 0.09 |
| US TREASURY N/B 2.000000% 02/15/2050 (United States of America) | Long | Debt | US | $243K | – | 0.01 |
| US TREASURY N/B 2.000000% 08/15/2051 (United States of America) | Long | Debt | US | $4M | – | 0.11 |
| US TREASURY N/B 2.000000% 11/15/2026 (United States of America) | Long | Structured note | US | $2M | – | 0.06 |
| US TREASURY N/B 2.000000% 11/15/2041 (United States of America) | Long | Debt | US | $19M | – | 0.53 |
| US TREASURY N/B 2.000000% 11/15/2041 (United States of America) | Long | Debt | US | $12M | – | 0.33 |
| US TREASURY N/B 2.250000% 05/15/2041 (United States of America) | Long | Debt | US | $9M | – | 0.26 |
| US TREASURY N/B 2.250000% 08/15/2046 (United States of America) | Long | Debt | US | $2M | – | 0.05 |
| US TREASURY N/B 2.375000% 02/15/2042 (United States of America) | Long | Debt | US | $106K | – | 0.00 |
| US TREASURY N/B 2.375000% 03/31/2029 (United States of America) | Long | Structured note | US | $2M | – | 0.04 |
| US TREASURY N/B 2.375000% 05/15/2027 (United States of America) | Long | Structured note | US | $2M | – | 0.06 |
| US TREASURY N/B 2.375000% 05/15/2051 (United States of America) | Long | Debt | US | $8M | – | 0.23 |
| US TREASURY N/B 2.625000% 07/31/2029 (United States of America) | Long | Structured note | US | $15M | – | 0.42 |
| US TREASURY N/B 2.750000% 04/30/2027 (United States of America) | Long | Structured note | US | $986K | – | 0.03 |
| US TREASURY N/B 2.750000% 07/31/2027 (United States of America) | Long | Structured note | US | $1M | – | 0.04 |
| US TREASURY N/B 2.875000% 04/30/2029 (United States of America) | Long | Structured note | US | $2M | – | 0.06 |
| US TREASURY N/B 2.875000% 05/15/2049 (United States of America) | Long | Debt | US | $2M | – | 0.06 |
| US TREASURY N/B 2.875000% 05/15/2049 (United States of America) | Long | Debt | US | $547K | – | 0.02 |
| US TREASURY N/B 2.875000% 05/15/2052 (United States of America) | Long | Debt | US | $7M | – | 0.20 |
| US TREASURY N/B 2.875000% 08/15/2045 (United States of America) | Long | Debt | US | $243K | – | 0.01 |
| US TREASURY N/B 3.000000% 02/15/2049 (United States of America) | Long | Debt | US | $2M | – | 0.05 |
| US TREASURY N/B 3.000000% 08/15/2052 (United States of America) | Long | Debt | US | $2M | – | 0.04 |
| US TREASURY N/B 3.125000% 05/15/2048 (United States of America) | Long | Debt | US | $4M | – | 0.12 |
| US TREASURY N/B 3.125000% 08/15/2044 (United States of America) | Long | Debt | US | $224K | – | 0.01 |
| US TREASURY N/B 3.125000% 11/15/2041 (United States of America) | Long | Debt | US | $3M | – | 0.09 |
| US TREASURY N/B 3.250000% 05/15/2042 (United States of America) | Long | Debt | US | $3M | – | 0.07 |
| US TREASURY N/B 3.250000% 06/30/2029 (United States of America) | Long | Structured note | US | $5M | – | 0.14 |
| US TREASURY N/B 3.375000% 11/15/2048 (United States of America) | Long | Debt | US | $1M | – | 0.04 |
| US TREASURY N/B 3.375000% 11/15/2048 (United States of America) | Long | Debt | US | $877K | – | 0.02 |
| US TREASURY N/B 3.625000% 02/15/2044 (United States of America) | Long | Debt | US | $43K | – | 0.00 |
| US TREASURY N/B 3.625000% 02/15/2053 (United States of America) | Long | Debt | US | $3M | – | 0.09 |
| US TREASURY N/B 3.625000% 02/15/2053 (United States of America) | Long | Debt | US | $693K | – | 0.02 |
| US TREASURY N/B 3.625000% 03/31/2030 (United States of America) | Long | Structured note | US | $2M | – | 0.04 |
| US TREASURY N/B 3.625000% 08/15/2043 (United States of America) | Long | Debt | US | $2M | – | 0.05 |
| US TREASURY N/B 3.625000% 08/15/2043 (United States of America) | Long | Debt | US | $209K | – | 0.01 |
| US TREASURY N/B 3.750000% 12/31/2028 (United States of America) | Long | Structured note | US | $253K | – | 0.01 |
| US TREASURY N/B 3.875000% 05/15/2043 (United States of America) | Long | Debt | US | $1M | – | 0.03 |
| US TREASURY N/B 3.875000% 11/30/2029 (United States of America) | Long | Structured note | US | $234K | – | 0.01 |
| US TREASURY N/B 4.000000% 01/31/2031 (United States of America) | Long | Structured note | US | $657K | – | 0.02 |
| US TREASURY N/B 4.000000% 02/15/2034 (United States of America) | Long | Structured note | US | $1M | – | 0.03 |
| US TREASURY N/B 4.125000% 02/15/2027 (United States of America) | Long | Structured note | US | $7M | – | 0.20 |
| US TREASURY N/B 4.125000% 03/31/2029 (United States of America) | Long | Structured note | US | $148K | – | 0.00 |
| US TREASURY N/B 4.125000% 08/15/2053 (United States of America) | Long | Debt | US | $3M | – | 0.08 |
| US TREASURY N/B 4.125000% 08/31/2030 (United States of America) | Long | Structured note | US | $79K | – | 0.00 |
| US TREASURY N/B 4.250000% 01/31/2026 (United States of America) | Long | Structured note | US | $5M | – | 0.15 |
| US TREASURY N/B 4.250000% 02/15/2054 (United States of America) | Long | Debt | US | $13M | – | 0.36 |
| US TREASURY N/B 4.250000% 02/15/2054 (United States of America) | Long | Debt | US | $12M | – | 0.33 |
| US TREASURY N/B 4.250000% 02/28/2031 (United States of America) | Long | Structured note | US | $49M | – | 1.38 |
| US TREASURY N/B 4.250000% 06/30/2029 (United States of America) | Long | Structured note | US | $119M | – | 3.36 |
| US TREASURY N/B 4.250000% 06/30/2029 (United States of America) | Long | Structured note | US | $6M | – | 0.17 |
| US TREASURY N/B 4.250000% 06/30/2029 (United States of America) | Long | Structured note | US | $1M | – | 0.04 |
| US TREASURY N/B 4.250000% 10/15/2025 (United States of America) | Long | Structured note | US | $8M | – | 0.23 |
| US TREASURY N/B 4.375000% 05/15/2034 (United States of America) | Long | Structured note | US | $80M | – | 2.25 |
| US TREASURY N/B 4.375000% 05/15/2034 (United States of America) | Long | Structured note | US | $5M | – | 0.13 |
| US TREASURY N/B 4.375000% 05/15/2034 (United States of America) | Long | Structured note | US | $2M | – | 0.05 |
| US TREASURY N/B 4.375000% 08/15/2043 (United States of America) | Long | Debt | US | $695K | – | 0.02 |
| US TREASURY N/B 4.375000% 11/30/2030 (United States of America) | Long | Structured note | US | $871K | – | 0.02 |
| US TREASURY N/B 4.500000% 02/15/2044 (United States of America) | Long | Debt | US | $13M | – | 0.36 |
| US TREASURY N/B 4.500000% 02/15/2044 (United States of America) | Long | Debt | US | $9M | – | 0.26 |
| US TREASURY N/B 4.500000% 02/15/2044 (United States of America) | Long | Debt | US | $2M | – | 0.07 |
| US TREASURY N/B 4.500000% 02/15/2044 (United States of America) | Long | Debt | US | $510K | – | 0.01 |
| US TREASURY N/B 4.500000% 05/15/2027 (United States of America) | Long | Structured note | US | $4M | – | 0.12 |
| US TREASURY N/B 4.500000% 05/31/2029 (United States of America) | Long | Structured note | US | $71M | – | 2.01 |
| US TREASURY N/B 4.500000% 05/31/2029 (United States of America) | Long | Structured note | US | $12M | – | 0.35 |
| US TREASURY N/B 4.500000% 05/31/2029 (United States of America) | Long | Structured note | US | $1M | – | 0.04 |
| US TREASURY N/B 4.500000% 05/31/2029 (United States of America) | Long | Structured note | US | $1M | – | 0.03 |
| US TREASURY N/B 4.500000% 11/30/2024 (United States of America) | Long | Structured note | US | $42K | – | 0.00 |
| US TREASURY N/B 4.625000% 02/28/2026 (United States of America) | Long | Structured note | US | $6M | – | 0.18 |
| US TREASURY N/B 4.625000% 02/28/2026 (United States of America) | Long | Structured note | US | $10K | – | 0.00 |
| US TREASURY N/B 4.625000% 04/30/2029 (United States of America) | Long | Structured note | US | $4M | – | 0.11 |
| US TREASURY N/B 4.625000% 04/30/2029 (United States of America) | Long | Structured note | US | $819K | – | 0.02 |
| US TREASURY N/B 4.625000% 04/30/2031 (United States of America) | Long | Structured note | US | $87K | – | 0.00 |
| US TREASURY N/B 4.625000% 05/15/2044 (United States of America) | Long | Debt | US | $54M | – | 1.51 |
| US TREASURY N/B 4.625000% 05/15/2044 (United States of America) | Long | Debt | US | $10M | – | 0.27 |
| US TREASURY N/B 4.625000% 05/15/2044 (United States of America) | Long | Debt | US | $269K | – | 0.01 |
| US TREASURY N/B 4.625000% 05/15/2044 (United States of America) | Long | Debt | US | $150K | – | 0.00 |
| US TREASURY N/B 4.625000% 05/15/2054 (United States of America) | Long | Debt | US | $54M | – | 1.53 |
| US TREASURY N/B 4.625000% 05/15/2054 (United States of America) | Long | Debt | US | $6M | – | 0.17 |
| US TREASURY N/B 4.625000% 05/15/2054 (United States of America) | Long | Debt | US | $3M | – | 0.08 |
| US TREASURY N/B 4.625000% 05/31/2031 (United States of America) | Long | Structured note | US | $5M | – | 0.15 |
| US TREASURY N/B 4.625000% 05/31/2031 (United States of America) | Long | Structured note | US | $210K | – | 0.01 |
| US TREASURY N/B 4.625000% 06/15/2027 (United States of America) | Long | Structured note | US | $46M | – | 1.31 |
| US TREASURY N/B 4.625000% 06/15/2027 (United States of America) | Long | Structured note | US | $7M | – | 0.19 |
| US TREASURY N/B 4.625000% 06/15/2027 (United States of America) | Long | Structured note | US | $2M | – | 0.05 |
| US TREASURY N/B 4.625000% 06/30/2026 (United States of America) | Long | Structured note | US | $40M | – | 1.12 |
| US TREASURY N/B 4.625000% 09/15/2026 (United States of America) | Long | Structured note | US | $50K | – | 0.00 |
| US TREASURY N/B 4.625000% 11/15/2026 (United States of America) | Long | Structured note | US | $7M | – | 0.19 |
| US TREASURY N/B 4.750000% 07/31/2025 (United States of America) | Long | Structured note | US | $5M | – | 0.13 |
| US TREASURY N/B 4.750000% 07/31/2025 (United States of America) | Long | Structured note | US | $40K | – | 0.00 |
| US TREASURY N/B 4.750000% 11/15/2043 (United States of America) | Long | Debt | US | $6M | – | 0.15 |
| US TREASURY N/B 4.750000% 11/15/2053 (United States of America) | Long | Debt | US | $12M | – | 0.34 |
| US TREASURY N/B 4.875000% 04/30/2026 (United States of America) | Long | Structured note | US | $2M | – | 0.05 |
| US TREASURY N/B 4.875000% 05/31/2026 (United States of America) | Long | Structured note | US | $3M | – | 0.07 |
| US TREASURY N/B 4.875000% 11/30/2025 (United States of America) | Long | Structured note | US | $3M | – | 0.09 |
| US TREASURY N/B 5.000000% 10/31/2025 (United States of America) | Long | Structured note | US | $3M | – | 0.09 |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $44M | – | 1.23 | |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $7M | – | 0.18 | |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $752K | – | 0.02 | |
| VALE OVERSEAS LTD 6.250000% 08/10/2026 (VALE OVERSEAS LIMITED) | Long | Debt | BR | $33K | – | 0.00 |
| VALE OVERSEAS LTD 6.875000% 11/21/2036 (VALE OVERSEAS LIMITED) | Long | Debt | BR | $938K | – | 0.03 |
| VENTURE GLOBAL CALCASIEU PASS LLC 144A 3.875000% 11/01/2033 (VENTURE GLOBAL CALCASIEU PASS, LLC) | Long | Debt | US | $247K | – | 0.01 |
| VERIDIAN AUTO RECEIVABLES TRUST 2023-1 VCU 2023-1A A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| VERIZON COMMUNICATIONS INC 1.750000% 01/20/2031 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $332K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 2.100000% 03/22/2028 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $360K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 2.550000% 03/21/2031 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $662K | – | 0.02 |
| VERIZON COMMUNICATIONS INC 2.625000% 08/15/2026 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $948K | – | 0.03 |
| VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $296K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 3.000000% 03/22/2027 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $132K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3.150000% 03/22/2030 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $325K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 3.400000% 03/22/2041 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $99K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3.850000% 11/01/2042 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $484K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 3.875000% 02/08/2029 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $200K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.000000% 03/22/2050 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $109K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 4.016000% 12/03/2029 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $675K | – | 0.02 |
| VERIZON COMMUNICATIONS INC 4.329000% 09/21/2028 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $1M | – | 0.03 |
| VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $1M | – | 0.04 |
| VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $269K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.500000% 08/10/2033 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $470K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.862000% 08/21/2046 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $45K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 5.250000% 03/16/2037 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $538K | – | 0.02 |
| VERIZON COMMUNICATIONS INC 5.250000% 03/16/2037 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $257K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 5.500000% 02/23/2054 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $477K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 5.500000% 03/16/2047 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $60K | – | 0.00 |
| VERIZON MASTER TRUST SERIES 2024-5 VZMT 2024-5 A | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| VERIZON MASTER TRUST VZMT 2022-4 A | Long | ABS-mortgage backed security | US | $983K | – | 0.03 |
| VERIZON MASTER TRUST VZMT 2022-6 A | Long | ABS-mortgage backed security | US | $754K | – | 0.02 |
| VERIZON MASTER TRUST VZMT 2023-1 A | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| VERIZON MASTER TRUST VZMT 2023-1 A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| VERIZON MASTER TRUST VZMT 2023-2 A | Long | ABS-mortgage backed security | US | $432K | – | 0.01 |
| VERIZON MASTER TRUST VZMT 2023-4 A1A | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| VERIZON MASTER TRUST VZMT 2023-6 A | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| VERIZON MASTER TRUST VZMT 2023-7 A1A | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| VERIZON MASTER TRUST VZMT 2024-1 A1A | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| VERIZON MASTER TRUST VZMT 2024-1 A1A | Long | ABS-mortgage backed security | US | $812K | – | 0.02 |
| VERIZON MASTER TRUST VZMT 2024-2 A | Long | ABS-mortgage backed security | US | $738K | – | 0.02 |
| VERUS SECURITIZATION TRUST 2019-4 VERUS 2019-4 A1 | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2019-INV3 VERUS 2019-INV3 A1 | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2020-2 VERUS 2020-2 A1 | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1 | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1 | Long | ABS-mortgage backed security | US | $426K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-3 VERUS 2021-3 A1 | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A1 | Long | ABS-mortgage backed security | US | $422K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| VERUS SECURITIZATION TRUST 2021-7 VERUS 2021-7 A1 | Long | ABS-mortgage backed security | US | $530K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-8 VERUS 2021-8 A1 | Long | ABS-mortgage backed security | US | $507K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1 | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1 | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.875000% 02/15/2029 (VICI PROPERTIES L.P.) | Long | Debt | US | $282K | – | 0.01 |
| VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.125000% 08/15/2030 (VICI PROPERTIES L.P.) | Long | Debt | US | $35K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.500000% 01/15/2028 (VICI PROPERTIES L.P.) | Long | Debt | US | $200K | – | 0.01 |
| VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.625000% 06/15/2025 (VICI PROPERTIES L.P.) | Long | Debt | US | $74K | – | 0.00 |
| VICI PROPERTIES LP 4.950000% 02/15/2030 (VICI PROPERTIES L.P.) | Long | Debt | US | $154K | – | 0.00 |
| VICI PROPERTIES LP 5.125000% 05/15/2032 (VICI PROPERTIES L.P.) | Long | Debt | US | $396K | – | 0.01 |
| VIRGIN MEDIA BRISTOL LLC 1/31/2028 | Long | Loan | US | $137K | – | 0.00 |
| VIRGIN MEDIA SECURED FINANCE PLC 144A 5.500000% 05/15/2029 | Long | Debt | GB | $229K | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO 2.950000% 11/15/2051 (Virginia Electric and Power Company) | Long | Debt | US | $223K | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO 4.650000% 08/15/2043 (Virginia Electric and Power Company) | Long | Debt | US | $508K | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO 5.000000% 01/15/2034 (Virginia Electric and Power Company) | Long | Debt | US | $846K | – | 0.02 |
| VIRGINIA ELECTRIC AND POWER CO 5.000000% 04/01/2033 (Virginia Electric and Power Company) | Long | Debt | US | $1M | – | 0.03 |
| VIRGINIA POWER FUEL SECURITIZATION LLC 5.088000% 05/01/2027 (VIRGINIA POWER FUEL SECURITIZATION, LLC) | Long | Debt | US | $483K | – | 0.01 |
| VISA INC 3.650000% 09/15/2047 (VISA INC.) | Long | Debt | US | $182K | – | 0.01 |
| VISA INC 4.300000% 12/14/2045 (VISA INC.) | Long | Debt | US | $598K | – | 0.02 |
| VISIO 2020-1R TRUST VISIO 2020-1R A1 (VISIO TRUST) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| VMED O2 UK FINANCING I PLC 144A 4.750000% 07/15/2031 | Long | Debt | GB | $531K | – | 0.01 |
| VMWARE LLC 1.000000% 08/15/2024 | Long | Debt | US | $826K | – | 0.02 |
| VMWARE LLC 1.400000% 08/15/2026 | Long | Debt | US | $345K | – | 0.01 |
| VOC ESCROW LTD 144A 5.000000% 02/15/2028 | Long | Debt | US | $368K | – | 0.01 |
| VOLKSWAGEN AUTO LEASE TRUST 2022-A VWALT 2022-A A3 | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 VALET 2023-1 A3 | Long | ABS-mortgage backed security | US | $854K | – | 0.02 |
| VONTIER CORP 1.800000% 04/01/2026 (VONTIER CORPORATION) | Long | Debt | US | $463K | – | 0.01 |
| VOYA CLO 2016-3 LTD VOYA 2016-3A A1R2 | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| WALMART INC 1.500000% 09/22/2028 (WALMART INC.) | Long | Debt | US | $203K | – | 0.01 |
| WALMART INC 1.800000% 09/22/2031 (WALMART INC.) | Long | Debt | US | $91K | – | 0.00 |
| WALT DISNEY CO/THE 3.500000% 05/13/2040 (THE WALT DISNEY COMPANY) | Long | Debt | US | $782K | – | 0.02 |
| WALT DISNEY CO/THE 6.200000% 12/15/2034 (THE WALT DISNEY COMPANY) | Long | Debt | US | $71K | – | 0.00 |
| WALT DISNEY CO/THE 6.650000% 11/15/2037 (THE WALT DISNEY COMPANY) | Long | Debt | US | $236K | – | 0.01 |
| WALT DISNEY CO/THE 6.650000% 11/15/2037 (THE WALT DISNEY COMPANY) | Long | Debt | US | $28K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR10 A7 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR7 A7 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR9 1A6 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S4 2A10 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S9 A8 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR3 A2 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR13 A1A3 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR15 A1A1 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2007-OA1 A1A (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $758K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 3.755000% 03/15/2027 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $190K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 4.054000% 03/15/2029 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $249K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 4.279000% 03/15/2032 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $681K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 4.279000% 03/15/2032 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $550K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 4.279000% 03/15/2032 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $402K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $2M | – | 0.06 |
| WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $73K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $3M | – | 0.09 |
| WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $1M | – | 0.03 |
| WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $8K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 6.412000% 03/15/2026 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $390K | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICAT WMALT 2007-OA2 2A (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| WASTE CONNECTIONS INC 5.000000% 03/01/2034 (WASTE CONNECTIONS, INC.) | Long | Debt | US | $430K | – | 0.01 |
| WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PL 3.750000% 09/17/2024 | Long | Debt | FR | $983K | – | 0.03 |
| WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PL 4.750000% 09/17/2044 | Long | Debt | FR | $176K | – | 0.00 |
| WELLS FARGO & CO 2.188000% 04/30/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $879K | – | 0.02 |
| WELLS FARGO & CO 2.188000% 04/30/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $835K | – | 0.02 |
| WELLS FARGO & CO 3.000000% 10/23/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $978K | – | 0.03 |
| WELLS FARGO & CO 5.375000% 11/02/2043 (WELLS FARGO & COMPANY) | Long | Debt | US | $319K | – | 0.01 |
| WELLS FARGO & CO 5.389000% 04/24/2034 (WELLS FARGO & COMPANY) | Long | Debt | US | $445K | – | 0.01 |
| WELLS FARGO & CO 6.303000% 10/23/2029 (WELLS FARGO & COMPANY) | Long | Debt | US | $426K | – | 0.01 |
| WELLS FARGO & CO 6.491000% 10/23/2034 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| WELLS FARGO & CO 7.950000% 11/15/2029 (WELLS FARGO & COMPANY) | Long | Debt | US | $549K | – | 0.02 |
| WELLS FARGO & CO MTN 2.164000% 02/11/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| WELLS FARGO & CO MTN 2.393000% 06/02/2028 (WELLS FARGO & COMPANY) | Long | Debt | US | $69K | – | 0.00 |
| WELLS FARGO & CO MTN 2.879000% 10/30/2030 (WELLS FARGO & COMPANY) | Long | Debt | US | $18K | – | 0.00 |
| WELLS FARGO & CO MTN 3.196000% 06/17/2027 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| WELLS FARGO & CO MTN 3.196000% 06/17/2027 (WELLS FARGO & COMPANY) | Long | Debt | US | $187K | – | 0.01 |
| WELLS FARGO & CO MTN 3.350000% 03/02/2033 (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| WELLS FARGO & CO MTN 3.350000% 03/02/2033 (WELLS FARGO & COMPANY) | Long | Debt | US | $191K | – | 0.01 |
| WELLS FARGO & CO MTN 3.526000% 03/24/2028 (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| WELLS FARGO & CO MTN 4.150000% 01/24/2029 (WELLS FARGO & COMPANY) | Long | Debt | US | $971K | – | 0.03 |
| WELLS FARGO & CO MTN 4.400000% 06/14/2046 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| WELLS FARGO & CO MTN 4.478000% 04/04/2031 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| WELLS FARGO & CO MTN 4.478000% 04/04/2031 (WELLS FARGO & COMPANY) | Long | Debt | US | $306K | – | 0.01 |
| WELLS FARGO & CO MTN 4.650000% 11/04/2044 (WELLS FARGO & COMPANY) | Long | Debt | US | $204K | – | 0.01 |
| WELLS FARGO & CO MTN 4.750000% 12/07/2046 (WELLS FARGO & COMPANY) | Long | Debt | US | $550K | – | 0.02 |
| WELLS FARGO & CO MTN 4.897000% 07/25/2033 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| WELLS FARGO & CO MTN 4.897000% 07/25/2033 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| WELLS FARGO & CO MTN 4.900000% 11/17/2045 (WELLS FARGO & COMPANY) | Long | Debt | US | $730K | – | 0.02 |
| WELLS FARGO & CO MTN 5.013000% 04/04/2051 (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.09 |
| WELLS FARGO & CO MTN 5.198000% 01/23/2030 (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.08 |
| WELLS FARGO & CO MTN 5.557000% 07/25/2034 (WELLS FARGO & COMPANY) | Long | Debt | US | $620K | – | 0.02 |
| WELLS FARGO & CO MTN 5.574000% 07/25/2029 (WELLS FARGO & COMPANY) | Long | Debt | US | $505K | – | 0.01 |
| WELLS FARGO & CO MTN 5.574000% 07/25/2029 (WELLS FARGO & COMPANY) | Long | Debt | US | $269K | – | 0.01 |
| WELLS FARGO & CO MTN 5.707000% 04/22/2028 (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| WELLS FARGO & CO VARIABLE RATE 01/15/2027 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC18 WFCM 2014-LC18 A5 | Long | ABS-mortgage backed security | US | $563K | – | 0.02 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C26 WFCM 2015-C26 AS | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36 WFCM 2016-C36 XA | Long | Debt | US | $86K | – | 0.00 |
| WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2006-2 M2 (WELLS FARGO HOME EQUITY TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR7 TR WFMBS 2005-AR7 B1 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $923K | – | 0.03 |
| WESTERN MIDSTREAM OPERATING LP 3.100000% 02/01/2025 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $383K | – | 0.01 |
| WESTERN MIDSTREAM OPERATING LP 4.050000% 02/01/2030 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $1M | – | 0.03 |
| WESTERN MIDSTREAM OPERATING LP 4.500000% 03/01/2028 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $58K | – | 0.00 |
| WESTERN MIDSTREAM OPERATING LP 4.650000% 07/01/2026 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $39K | – | 0.00 |
| WESTERN MIDSTREAM OPERATING LP 5.250000% 02/01/2050 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $184K | – | 0.01 |
| WESTERN MIDSTREAM OPERATING LP 5.300000% 03/01/2048 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $140K | – | 0.00 |
| WESTERN MIDSTREAM OPERATING LP 5.500000% 08/15/2048 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $212K | – | 0.01 |
| WF CARD ISSUANCE TRUST WFCIT 2024-A1 A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 WFRBS 2014-C21 B | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 WFRBS 2014-C22 B | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| WILLIAMS COS INC/THE 3.750000% 06/15/2027 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $1M | – | 0.03 |
| WILLIAMS COS INC/THE 5.150000% 03/15/2034 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $663K | – | 0.02 |
| WILLIAMS COS INC/THE 5.400000% 03/04/2044 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $79K | – | 0.00 |
| WILLIAMS COS INC/THE 5.750000% 06/24/2044 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $50K | – | 0.00 |
| WILLIAMS COS INC/THE 7.500000% 01/15/2031 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $110K | – | 0.00 |
| WILLIAMS COS INC/THE 7.750000% 06/15/2031 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $928K | – | 0.03 |
| WISCONSIN ELECTRIC POWER CO 1.700000% 06/15/2028 (WISCONSIN ELECTRIC POWER COMPANY) | Long | Debt | US | $226K | – | 0.01 |
| WISE CLO 2023-2 LTD WYZE 2023-2A A (WISE CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $464K | – | 0.01 |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT 2024-A A (WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST) | Long | ABS-mortgage backed security | US | $342K | – | 0.01 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-B WOART 2024-B A3 (WORLD OMNI AUTO RECEIVABLE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2023-A A3 | Long | ABS-mortgage backed security | US | $438K | – | 0.01 |
| WORLD OMNI SELECT AUTO TRUST 2023-A WOSAT 2023-A A2A | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| WYETH LLC 5.950000% 04/01/2037 | Long | Debt | US | $495K | – | 0.01 |
| WYNN MACAU LTD 144A 5.625000% 08/26/2028 (Wynn Macau, Limited) | Long | Debt | MO | $469K | – | 0.01 |
| WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CO 7.125000% 02/15/2031 (WYNN RESORTS FINANCE, LLC) | Long | Debt | US | $321K | – | 0.01 |
| ZF NORTH AMERICA CAPITAL INC 144A 6.875000% 04/23/2032 (ZF NORTH AMERICA CAPITAL, INC.) | Long | Debt | DE | $662K | – | 0.02 |
Address
SEI INSTITUTIONAL MANAGED TRUST
1 FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Directors
Mitchell A. Johnson
Hubert L. Harris, Jr.
Robert A. Nesher
Thomas Melendez
Nina Lesavoy
Christine Reynolds
William M. Doran
James B. Taylor
Susan C. Cote
James M. Williams
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
S&P
Thomson Reuters Corporation
IHS Markit
Pricing Direct
Intercontinental Exchange, Inc.
Bloomberg
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI INVESTMENTS Distribution Company
SEI Private Trust Company
NATIONAL FINANCIAL SVCS CORP
WELLS FARGO ADVISORS
UBS SECURITIES LLC
PERSHING LLC
RBC CAPITAL MARKETS CORPORATION
Principal Life Insurance Company
MORGAN STANLEY & CO.
AMERICAN ENTERPRISE INVESTMENT SERVICES, INC.
CHARLES SCHWAB & CO., INC
JP MORGAN SECURITIES
RAYMOND JAMES & ASSOCIATES, INC.
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
CITADEL SECURITIES
JP MORGAN
GOLDMAN, SACHS & CO.
MORGAN STANLEY & CO, INC
PIPER JAFFRAY
CITIGROUP
BARCLAYS CAPITAL INC.
INSTINET
UBS SECURITIES LLC
BANK OF AMERICA