SEI Funds > SEI INSTITUTIONAL INVESTMENTS TRUST
SIIT CORE FIXED INCOME FUND
$7.23B
Avg Monthly Net Assets
$7.97B
Total Assets
$743.59M
Total Liabilities
$7.22B
Net Assets
SIIT CORE FIXED INCOME FUND is a Mutual Fund in SEI INSTITUTIONAL INVESTMENTS TRUST
from SEI Funds,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $7.23B.
On July 30th, 2024 it reported 4,629 holdings, the largest
being United States of America (5.6%), United States of America (4.2%) and United States of America (3.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000018355 | SCOAX |
Holdings
From latest NPORT-P, filed July 30th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3 MONTH SOFR FUT DEC24 FINANCIAL COMMODITY FUTURE. | Derivative-other | US | $51M | – | 0.71 | |
| 3 MONTH SOFR FUT DEC25 FINANCIAL COMMODITY FUTURE. | Derivative-other | US | $101M | – | 1.40 | |
| 3 MONTH SOFR FUT MAR24 FINANCIAL COMMODITY FUTURE. | Derivative-other | US | $-28M | – | -0.39 | |
| 3 Month SOFR Opt Jun25C 97 SHORT | Derivative-interest rate | US | $-259K | – | -0.00 | |
| 3 Month SOFR Opt Sep24C 96.88 SHORT | Derivative-interest rate | US | $-4K | – | -0.00 | |
| AAMES MORTGAGE TRUST 2002-1 AMT 2002-1 A3 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| AB BSL CLO 4 LTD ABBSL 2023-4A A (AB BSL CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $895K | – | 0.01 |
| ABBOTT LABORATORIES 4.750000% 11/30/2036 | Long | Debt | US | $424K | – | 0.01 |
| ABBVIE INC 2.600000% 11/21/2024 (ABBVIE INC.) | Long | Debt | US | $3M | – | 0.04 |
| ABBVIE INC 2.950000% 11/21/2026 (ABBVIE INC.) | Long | Debt | US | $579K | – | 0.01 |
| ABBVIE INC 3.200000% 11/21/2029 (ABBVIE INC.) | Long | Debt | US | $3M | – | 0.04 |
| ABBVIE INC 3.200000% 11/21/2029 (ABBVIE INC.) | Long | Debt | US | $2M | – | 0.03 |
| ABBVIE INC 3.600000% 05/14/2025 (ABBVIE INC.) | Long | Debt | US | $550K | – | 0.01 |
| ABBVIE INC 3.800000% 03/15/2025 (ABBVIE INC.) | Long | Debt | US | $691K | – | 0.01 |
| ABBVIE INC 4.050000% 11/21/2039 (ABBVIE INC.) | Long | Debt | US | $645K | – | 0.01 |
| ABBVIE INC 4.250000% 11/21/2049 (ABBVIE INC.) | Long | Debt | US | $2M | – | 0.03 |
| ABBVIE INC 4.250000% 11/21/2049 (ABBVIE INC.) | Long | Debt | US | $1M | – | 0.02 |
| ABBVIE INC 4.250000% 11/21/2049 (ABBVIE INC.) | Long | Debt | US | $650K | – | 0.01 |
| ABBVIE INC 4.500000% 05/14/2035 (ABBVIE INC.) | Long | Debt | US | $1M | – | 0.02 |
| ABBVIE INC 4.500000% 05/14/2035 (ABBVIE INC.) | Long | Debt | US | $305K | – | 0.00 |
| ABBVIE INC 4.550000% 03/15/2035 (ABBVIE INC.) | Long | Debt | US | $2M | – | 0.02 |
| ABBVIE INC 4.800000% 03/15/2027 (ABBVIE INC.) | Long | Debt | US | $2M | – | 0.02 |
| ABBVIE INC 4.800000% 03/15/2029 (ABBVIE INC.) | Long | Debt | US | $2M | – | 0.02 |
| ABBVIE INC 4.800000% 03/15/2029 (ABBVIE INC.) | Long | Debt | US | $1M | – | 0.01 |
| ABBVIE INC 4.875000% 11/14/2048 (ABBVIE INC.) | Long | Debt | US | $119K | – | 0.00 |
| ABBVIE INC 4.950000% 03/15/2031 (ABBVIE INC.) | Long | Debt | US | $1M | – | 0.01 |
| ABBVIE INC 4.950000% 03/15/2031 (ABBVIE INC.) | Long | Debt | US | $436K | – | 0.01 |
| ABBVIE INC 5.050000% 03/15/2034 (ABBVIE INC.) | Long | Debt | US | $2M | – | 0.02 |
| ABBVIE INC 5.050000% 03/15/2034 (ABBVIE INC.) | Long | Debt | US | $603K | – | 0.01 |
| ABBVIE INC 5.400000% 03/15/2054 (ABBVIE INC.) | Long | Debt | US | $1M | – | 0.02 |
| ABBVIE INC 5.400000% 03/15/2054 (ABBVIE INC.) | Long | Debt | US | $744K | – | 0.01 |
| ABBVIE INC 5.500000% 03/15/2064 (ABBVIE INC.) | Long | Debt | US | $555K | – | 0.01 |
| ABPCI DIRECT LENDING FUND CLO X LP ABPCI 2020-10A A1A (ABPCI DIRECT LENDING FUND CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| ACCESSLEX INSTITUTE ACCSS 2007-A A3 (ACCESS GROUP, INC.) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ADANI INTERNATIONAL CONTAINER TERMINAL PVT LTD 144 3.000000% 02/16/2031 (ADANI INTERNATIONAL CONTAINER TERMINAL PRIVATE LIMITED) | Long | Debt | IN | $446K | – | 0.01 |
| ADOBE INC 4.800000% 04/04/2029 (ADOBE INC.) | Long | Debt | US | $2M | – | 0.02 |
| ADOBE INC 4.950000% 04/04/2034 (ADOBE INC.) | Long | Debt | US | $2M | – | 0.03 |
| AEGON LTD MATURITY: PERPETUAL | Long | Debt | NL | $2M | – | 0.02 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.650000% 10/29/2024 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $902K | – | 0.01 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 2.450000% 10/29/2026 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $4M | – | 0.05 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $4M | – | 0.05 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $4M | – | 0.05 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $3M | – | 0.04 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $1M | – | 0.02 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $3M | – | 0.04 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $1M | – | 0.02 |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.450000% 04/15/2027 (AerCap Ireland Capital Designated Activity Company) | Long | Debt | IE | $2M | – | 0.03 |
| AETNA INC 3.875000% 08/15/2047 (AETNA INC.) | Long | Debt | US | $264K | – | 0.00 |
| AGL CLO 6 LTD AGL 2020-6A AR (AGL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $611K | – | 0.01 |
| AGREE LP 2.000000% 06/15/2028 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $1M | – | 0.02 |
| AGREE LP 2.600000% 06/15/2033 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $234K | – | 0.00 |
| AGREE LP 4.800000% 10/01/2032 (AGREE LIMITED PARTNERSHIP) | Long | Debt | US | $620K | – | 0.01 |
| AIB GROUP PLC MTN 5.871000% 03/28/2035 (AIB GROUP PUBLIC LIMITED COMPANY) | Long | Debt | IE | $2M | – | 0.02 |
| AID-ISRAEL ZERO COUPON 02/15/2025 (State of Israel) | Long | Debt | US | $963K | – | 0.01 |
| AID-ISRAEL ZERO COUPON 08/15/2025 (State of Israel) | Long | Debt | US | $941K | – | 0.01 |
| AID-ISRAEL ZERO COUPON 11/01/2024 (State of Israel) | Long | Debt | US | $977K | – | 0.01 |
| AIMCO CLO 11 LTD AIMCO 2020-11A AR (AIMCO CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| AIR LEASE CORP 3.250000% 03/01/2025 (AIR LEASE CORPORATION) | Long | Debt | US | $515K | – | 0.01 |
| AIR LEASE CORP 3.375000% 07/01/2025 (AIR LEASE CORPORATION) | Long | Debt | US | $478K | – | 0.01 |
| AIR LEASE CORP 5.300000% 02/01/2028 (AIR LEASE CORPORATION) | Long | Debt | US | $826K | – | 0.01 |
| AIR LEASE CORP 5.850000% 12/15/2027 (AIR LEASE CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| AIR LEASE CORP MTN 2.300000% 02/01/2025 (AIR LEASE CORPORATION) | Long | Debt | US | $591K | – | 0.01 |
| AIR LEASE CORP MTN 2.875000% 01/15/2026 (AIR LEASE CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| AIR LEASE CORP MTN 3.000000% 02/01/2030 (AIR LEASE CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| AKER BP ASA 144A 5.600000% 06/13/2028 | Long | Debt | NO | $2M | – | 0.03 |
| AKER BP ASA 144A 6.000000% 06/13/2033 | Long | Debt | NO | $2M | – | 0.03 |
| ALABAMA POWER CO 3.700000% 12/01/2047 (Alabama Power Company) | Long | Debt | US | $1M | – | 0.02 |
| ALCON FINANCE CORP 144A 2.600000% 05/27/2030 (ALCON FINANCE CORPORATION) | Long | Debt | CH | $331K | – | 0.00 |
| ALCON FINANCE CORP 144A 3.000000% 09/23/2029 (ALCON FINANCE CORPORATION) | Long | Debt | CH | $3M | – | 0.05 |
| ALCON FINANCE CORP 144A 5.375000% 12/06/2032 (ALCON FINANCE CORPORATION) | Long | Debt | CH | $2M | – | 0.03 |
| ALIGNED DATA CENTERS ISSUER LLC ADC 2021-1A A2 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| ALLY AUTO RECEIVABLES TRUST 2022-3 ALLYA 2022-3 A4 | Long | ABS-mortgage backed security | US | $870K | – | 0.01 |
| ALPHABET INC 1.900000% 08/15/2040 (ALPHABET INC.) | Long | Debt | US | $255K | – | 0.00 |
| ALTERNATIVE LOAN TRUST 2004-27CB CWALT 2004-27CB A1 (CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| ALTERNATIVE LOAN TRUST 2004-J6 CWALT 2004-J6 2A1 (CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| ALTERNATIVE LOAN TRUST 2004-J6 CWALT 2004-J6 PO (CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)) | Long | Debt | US | $229.81 | – | 0.00 |
| ALTRIA GROUP INC 2.350000% 05/06/2025 (Altria Group, Inc.) | Long | Debt | US | $175K | – | 0.00 |
| ALTRIA GROUP INC 2.450000% 02/04/2032 (Altria Group, Inc.) | Long | Debt | US | $2M | – | 0.03 |
| ALTRIA GROUP INC 3.400000% 02/04/2041 (Altria Group, Inc.) | Long | Debt | US | $695K | – | 0.01 |
| ALTRIA GROUP INC 4.400000% 02/14/2026 (Altria Group, Inc.) | Long | Debt | US | $200K | – | 0.00 |
| ALTRIA GROUP INC 4.800000% 02/14/2029 (Altria Group, Inc.) | Long | Debt | US | $11K | – | 0.00 |
| ALTRIA GROUP INC 5.950000% 02/14/2049 (Altria Group, Inc.) | Long | Debt | US | $371K | – | 0.01 |
| ALTRIA GROUP INC 6.875000% 11/01/2033 (Altria Group, Inc.) | Long | Debt | US | $2M | – | 0.03 |
| AMAZON.COM INC 1.200000% 06/03/2027 (AMAZON.COM, INC.) | Long | Debt | US | $979K | – | 0.01 |
| AMAZON.COM INC 1.500000% 06/03/2030 (AMAZON.COM, INC.) | Long | Debt | US | $447K | – | 0.01 |
| AMAZON.COM INC 2.500000% 06/03/2050 (AMAZON.COM, INC.) | Long | Debt | US | $534K | – | 0.01 |
| AMAZON.COM INC 3.100000% 05/12/2051 (AMAZON.COM, INC.) | Long | Debt | US | $2M | – | 0.02 |
| AMAZON.COM INC 3.150000% 08/22/2027 (AMAZON.COM, INC.) | Long | Debt | US | $152K | – | 0.00 |
| AMAZON.COM INC 3.300000% 04/13/2027 (AMAZON.COM, INC.) | Long | Debt | US | $249K | – | 0.00 |
| AMAZON.COM INC 3.450000% 04/13/2029 (AMAZON.COM, INC.) | Long | Debt | US | $519K | – | 0.01 |
| AMAZON.COM INC 3.600000% 04/13/2032 (AMAZON.COM, INC.) | Long | Debt | US | $2M | – | 0.03 |
| AMAZON.COM INC 3.875000% 08/22/2037 (AMAZON.COM, INC.) | Long | Debt | US | $3M | – | 0.04 |
| AMAZON.COM INC 3.875000% 08/22/2037 (AMAZON.COM, INC.) | Long | Debt | US | $2M | – | 0.02 |
| AMAZON.COM INC 4.250000% 08/22/2057 (AMAZON.COM, INC.) | Long | Debt | US | $133K | – | 0.00 |
| AMAZON.COM INC 4.800000% 12/05/2034 (AMAZON.COM, INC.) | Long | Debt | US | $185K | – | 0.00 |
| AMAZON.COM INC 4.950000% 12/05/2044 (AMAZON.COM, INC.) | Long | Debt | US | $583K | – | 0.01 |
| AMCOR FINANCE USA INC 3.625000% 04/28/2026 (AMCOR FINANCE (USA) INC.) | Long | Debt | US | $2M | – | 0.03 |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUS 3.375000% 05/01/2027 (American Airlines Pass Through Trust) | Long | Debt | US | $70K | – | 0.00 |
| AMERICAN ASSETS TRUST LP 3.375000% 02/01/2031 (AMERICAN ASSETS TRUST, L.P.) | Long | Debt | US | $2M | – | 0.03 |
| AMERICAN ELECTRIC POWER CO INC 5.699000% 08/15/2025 (AMERICAN ELECTRIC POWER COMPANY, INC.) | Long | Debt | US | $2M | – | 0.02 |
| AMERICAN EXPRESS CO 2.500000% 07/30/2024 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $3M | – | 0.04 |
| AMERICAN EXPRESS CO 4.050000% 05/03/2029 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $623K | – | 0.01 |
| AMERICAN EXPRESS CO 4.050000% 12/03/2042 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $59K | – | 0.00 |
| AMERICAN EXPRESS CO 5.389000% 07/28/2027 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $9M | – | 0.12 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2022-2 A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-1 A | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-2 A | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-2 A | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-1 AHM 2005-1 1A2 | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| AMERICAN HOMES 4 RENT 2015-SFR1 TRUST AH4R 2015-SFR1 A (AMERICAN HOMES 4 RENT TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| AMERICAN HOMES 4 RENT LP 2.375000% 07/15/2031 (American Homes 4 Rent, L.P.) | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN HOMES 4 RENT LP 3.375000% 07/15/2051 (American Homes 4 Rent, L.P.) | Long | Debt | US | $725K | – | 0.01 |
| AMERICAN HOMES 4 RENT LP 3.625000% 04/15/2032 (American Homes 4 Rent, L.P.) | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052 (American Homes 4 Rent, L.P.) | Long | Debt | US | $417K | – | 0.01 |
| AMERICAN INTERNATIONAL GROUP INC 3.875000% 01/15/2035 (AMERICAN INTERNATIONAL GROUP, INC.) | Long | Debt | US | $279K | – | 0.00 |
| AMERICAN TOWER CORP 1.875000% 10/15/2030 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| AMERICAN TOWER CORP 2.700000% 04/15/2031 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| AMERICAN TOWER CORP 2.950000% 01/15/2051 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $218K | – | 0.00 |
| AMERICAN TOWER CORP 3.125000% 01/15/2027 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $563K | – | 0.01 |
| AMERICAN TOWER CORP 5.500000% 03/15/2028 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| AMERICAN TOWER CORP 5.550000% 07/15/2033 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| AMERICAN TOWER CORP 5.650000% 03/15/2033 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| AMERICAN TOWER CORP 5.900000% 11/15/2033 (AMERICAN TOWER CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032 (AMERICAN TRANSMISSION SYSTEMS, INCORPORATED) | Long | Debt | US | $594K | – | 0.01 |
| AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032 (AMERICAN TRANSMISSION SYSTEMS, INCORPORATED) | Long | Debt | US | $362K | – | 0.01 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 AMCAR 2023-1 A3 | Long | ABS-mortgage backed security | US | $761K | – | 0.01 |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMCAR 2023-2 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AMGEN INC 2.000000% 01/15/2032 (AMGEN INC.) | Long | Debt | US | $2M | – | 0.03 |
| AMGEN INC 3.150000% 02/21/2040 (AMGEN INC.) | Long | Debt | US | $658K | – | 0.01 |
| AMGEN INC 4.400000% 05/01/2045 (AMGEN INC.) | Long | Debt | US | $759K | – | 0.01 |
| AMGEN INC 4.663000% 06/15/2051 (AMGEN INC.) | Long | Debt | US | $89K | – | 0.00 |
| AMGEN INC 5.250000% 03/02/2033 (AMGEN INC.) | Long | Debt | US | $1M | – | 0.02 |
| AMGEN INC 5.650000% 03/02/2053 (AMGEN INC.) | Long | Debt | US | $2M | – | 0.02 |
| AMGEN INC 5.650000% 03/02/2053 (AMGEN INC.) | Long | Debt | US | $2M | – | 0.02 |
| AMGEN INC 5.650000% 03/02/2053 (AMGEN INC.) | Long | Debt | US | $1M | – | 0.01 |
| AMGEN INC 6.375000% 06/01/2037 (AMGEN INC.) | Long | Debt | US | $2M | – | 0.03 |
| AMMC CLO 15 LTD AMMC 2014-15A BR3 (AMMC CLO LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| ANALOG DEVICES INC 5.050000% 04/01/2034 (ANALOG DEVICES, INC.) | Long | Debt | US | $1M | – | 0.02 |
| ANALOG DEVICES INC 5.300000% 04/01/2054 (ANALOG DEVICES, INC.) | Long | Debt | US | $1M | – | 0.02 |
| ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST 2020-5 AOMT 2020-5 A1 | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST 2021-6 AOMT 2021-6 A1 | Long | ABS-mortgage backed security | US | $867K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2021-7 AOMT 2021-7 A3 | Long | ABS-mortgage backed security | US | $563K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1 | Long | ABS-mortgage backed security | US | $8M | – | 0.10 |
| ANGEL OAK MORTGAGE TRUST 2022-3 AOMT 2022-3 A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| ANGLO AMERICAN CAPITAL PLC 144A 3.625000% 09/11/2024 | Long | Debt | ZA | $2M | – | 0.02 |
| ANGLO AMERICAN CAPITAL PLC 144A 4.000000% 09/11/2027 | Long | Debt | ZA | $268K | – | 0.00 |
| ANGLO AMERICAN CAPITAL PLC 144A 4.750000% 03/16/2052 | Long | Debt | ZA | $788K | – | 0.01 |
| ANGLO AMERICAN CAPITAL PLC 144A 5.750000% 04/05/2034 | Long | Debt | ZA | $2M | – | 0.02 |
| ANGLO AMERICAN CAPITAL PLC 144A 5.750000% 04/05/2034 | Long | Debt | ZA | $1M | – | 0.02 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036 (ANHEUSER-BUSCH COMPANIES, LLC) | Long | Debt | BE | $4M | – | 0.06 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036 (ANHEUSER-BUSCH COMPANIES, LLC) | Long | Debt | BE | $1M | – | 0.02 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046 (ANHEUSER-BUSCH COMPANIES, LLC) | Long | Debt | BE | $2M | – | 0.02 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046 (ANHEUSER-BUSCH COMPANIES, LLC) | Long | Debt | BE | $1M | – | 0.02 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.500000% 06/01/2030 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $277K | – | 0.00 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.350000% 06/01/2040 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $853K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.375000% 04/15/2038 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $826K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.375000% 04/15/2038 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $54K | – | 0.00 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.750000% 01/23/2029 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $2M | – | 0.03 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.000000% 06/15/2034 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $1M | – | 0.02 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $1M | – | 0.02 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.550000% 01/23/2049 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $230K | – | 0.00 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.800000% 01/23/2059 (ANHEUSER-BUSCH INBEV WORLDWIDE INC.) | Long | Debt | BE | $546K | – | 0.01 |
| AON CORP / AON GLOBAL HOLDINGS PLC 3.900000% 02/28/2052 (AON CORPORATION) | Long | Debt | US | $749K | – | 0.01 |
| AON NORTH AMERICA INC 5.150000% 03/01/2029 (AON NORTH AMERICA, INC.) | Long | Debt | US | $3M | – | 0.04 |
| AON NORTH AMERICA INC 5.450000% 03/01/2034 (AON NORTH AMERICA, INC.) | Long | Debt | US | $3M | – | 0.04 |
| AON NORTH AMERICA INC 5.450000% 03/01/2034 (AON NORTH AMERICA, INC.) | Long | Debt | US | $2M | – | 0.03 |
| AON NORTH AMERICA INC 5.450000% 03/01/2034 (AON NORTH AMERICA, INC.) | Long | Debt | US | $2M | – | 0.02 |
| AON NORTH AMERICA INC 5.750000% 03/01/2054 (AON NORTH AMERICA, INC.) | Long | Debt | US | $700K | – | 0.01 |
| APACHE CORP 4.250000% 01/15/2030 (APACHE CORPORATION) | Long | Debt | US | $18K | – | 0.00 |
| APACHE CORP 4.250000% 01/15/2044 (APACHE CORPORATION) | Long | Debt | US | $822K | – | 0.01 |
| APACHE CORP 4.750000% 04/15/2043 (APACHE CORPORATION) | Long | Debt | US | $335K | – | 0.00 |
| APACHE CORP 5.100000% 09/01/2040 (APACHE CORPORATION) | Long | Debt | US | $95K | – | 0.00 |
| APIDOS CLO XXV APID 2016-25A A1R2 | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| APIDOS CLO XXXV APID 2021-35A A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| APOLLO GLOBAL MANAGEMENT INC 5.800000% 05/21/2054 (APOLLO GLOBAL MANAGEMENT, INC.) | Long | Debt | US | $1M | – | 0.01 |
| APOLLO MANAGEMENT HOLDINGS LP 144A 4.400000% 05/27/2026 (APOLLO MANAGEMENT HOLDINGS, L.P.) | Long | Debt | US | $992K | – | 0.01 |
| APPALACHIAN POWER CO 4.450000% 06/01/2045 (Appalachian Power Company) | Long | Debt | US | $1M | – | 0.02 |
| APPALACHIAN POWER CO 4.500000% 03/01/2049 (Appalachian Power Company) | Long | Debt | US | $47K | – | 0.00 |
| APPALACHIAN POWER CO 5.650000% 04/01/2034 (Appalachian Power Company) | Long | Debt | US | $3M | – | 0.04 |
| APPLE INC 2.375000% 02/08/2041 (APPLE INC.) | Long | Debt | US | $352K | – | 0.00 |
| APPLE INC 2.650000% 02/08/2051 (APPLE INC.) | Long | Debt | US | $271K | – | 0.00 |
| APPLE INC 2.650000% 05/11/2050 (APPLE INC.) | Long | Debt | US | $354K | – | 0.00 |
| APPLE INC 3.950000% 08/08/2052 (APPLE INC.) | Long | Debt | US | $1M | – | 0.02 |
| APPLIED MATERIALS INC 1.750000% 06/01/2030 (APPLIED MATERIALS, INC.) | Long | Debt | US | $894K | – | 0.01 |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-M AMMST 2021-MF2 B | Long | ABS-mortgage backed security | US | $959K | – | 0.01 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 ARCLO 2021-FL4 AS (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1 ARCLO 2022-FL1 A (ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| AREIT 2022-CRE6 TRUST AREIT 2022-CRE6 A (AREIT LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| AREIT 2022-CRE7 LLC AREIT 2022-CRE7 A (AREIT LTD.) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| ARES LOAN FUNDING IV LTD ARES 2023-ALF4A A1 | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.03 |
| ARES LXIII CLO LTD ARES 2022-63A A1A (ARES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| ARI FLEET LEASE TRUST 2022-A ARIFL 2022-A A2 | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ASTRAZENECA FINANCE LLC 5.000000% 02/26/2034 | Long | Debt | GB | $1M | – | 0.02 |
| AT&T INC 2.250000% 02/01/2032 (AT&T INC.) | Long | Debt | US | $2M | – | 0.03 |
| AT&T INC 2.300000% 06/01/2027 (AT&T INC.) | Long | Debt | US | $1M | – | 0.02 |
| AT&T INC 2.550000% 12/01/2033 (AT&T INC.) | Long | Debt | US | $300K | – | 0.00 |
| AT&T INC 3.500000% 06/01/2041 (AT&T INC.) | Long | Debt | US | $516K | – | 0.01 |
| AT&T INC 3.500000% 09/15/2053 (AT&T INC.) | Long | Debt | US | $2M | – | 0.02 |
| AT&T INC 3.500000% 09/15/2053 (AT&T INC.) | Long | Debt | US | $708K | – | 0.01 |
| AT&T INC 3.550000% 09/15/2055 (AT&T INC.) | Long | Debt | US | $2M | – | 0.03 |
| AT&T INC 3.550000% 09/15/2055 (AT&T INC.) | Long | Debt | US | $703K | – | 0.01 |
| AT&T INC 3.650000% 09/15/2059 (AT&T INC.) | Long | Debt | US | $442K | – | 0.01 |
| AT&T INC 3.650000% 09/15/2059 (AT&T INC.) | Long | Debt | US | $151K | – | 0.00 |
| AT&T INC 3.800000% 12/01/2057 (AT&T INC.) | Long | Debt | US | $1M | – | 0.02 |
| AT&T INC 3.800000% 12/01/2057 (AT&T INC.) | Long | Debt | US | $56K | – | 0.00 |
| AT&T INC 4.350000% 06/15/2045 (AT&T INC.) | Long | Debt | US | $900K | – | 0.01 |
| AT&T INC 4.500000% 03/09/2048 (AT&T INC.) | Long | Debt | US | $161K | – | 0.00 |
| AT&T INC 4.500000% 05/15/2035 (AT&T INC.) | Long | Debt | US | $3M | – | 0.03 |
| AT&T INC 5.350000% 09/01/2040 (AT&T INC.) | Long | Debt | US | $220K | – | 0.00 |
| AT&T INC 5.400000% 02/15/2034 (AT&T INC.) | Long | Debt | US | $2M | – | 0.02 |
| AT&T INC 5.550000% 08/15/2041 (AT&T INC.) | Long | Debt | US | $234K | – | 0.00 |
| ATHENE GLOBAL FUNDING 144A 1.608000% 06/29/2026 | Long | Debt | US | $940K | – | 0.01 |
| ATHENE GLOBAL FUNDING 144A 1.985000% 08/19/2028 | Long | Debt | US | $17K | – | 0.00 |
| ATHENE GLOBAL FUNDING 144A 2.717000% 01/07/2029 | Long | Debt | US | $1M | – | 0.02 |
| ATHENE GLOBAL FUNDING 144A 2.950000% 11/12/2026 | Long | Debt | US | $3M | – | 0.03 |
| ATHENE GLOBAL FUNDING 144A 3.205000% 03/08/2027 | Long | Debt | US | $1M | – | 0.02 |
| ATHENE HOLDING LTD 4.125000% 01/12/2028 (ATHENE HOLDING LTD.) | Long | Debt | US | $1M | – | 0.02 |
| AUTOZONE INC 6.250000% 11/01/2028 (AUTOZONE, INC.) | Long | Debt | US | $1M | – | 0.02 |
| AVALONBAY COMMUNITIES INC MTN 2.450000% 01/15/2031 (AVALONBAY COMMUNITIES, INC.) | Long | Debt | US | $1M | – | 0.02 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2020-2A A | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2021-1A A | Long | ABS-mortgage backed security | US | $964K | – | 0.01 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2024-3A A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| AVOLON HOLDINGS FUNDING LTD 144A 2.528000% 11/18/2027 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | IE | $959K | – | 0.01 |
| AVOLON HOLDINGS FUNDING LTD 144A 2.875000% 02/15/2025 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | IE | $1M | – | 0.02 |
| AVOLON HOLDINGS FUNDING LTD 144A 3.250000% 02/15/2027 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | IE | $373K | – | 0.01 |
| AVOLON HOLDINGS FUNDING LTD 144A 3.950000% 07/01/2024 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | IE | $534K | – | 0.01 |
| AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 03/01/2029 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | IE | $2M | – | 0.03 |
| AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 11/15/2029 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | IE | $3M | – | 0.04 |
| BA CREDIT CARD TRUST BACCT 2023-A2 A2 | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| BA CREDIT CARD TRUST BACCT 2023-A2 A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BA CREDIT CARD TRUST BACCT 2023-A2 A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BACARDI LTD / BACARDI-MARTINI BV 144A 5.400000% 06/15/2033 (BACARDI LIMITED) | Long | Debt | US | $2M | – | 0.02 |
| BACARDI LTD 144A 4.450000% 05/15/2025 (BACARDI LIMITED) | Long | Debt | BM | $3M | – | 0.04 |
| BAE SYSTEMS PLC 144A 5.250000% 03/26/2031 | Long | Debt | GB | $2M | – | 0.03 |
| BALBOA BAY LOAN FUNDING 2021-2 LTD BOBA 2021-2A A1 | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| BALLYROCK CLO 2019-2 LTD BALLY 2019-2A A1RR (BALLYROCK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| BALTIMORE GAS AND ELECTRIC CO 2.250000% 06/15/2031 (BALTIMORE GAS AND ELECTRIC COMPANY) | Long | Debt | US | $780K | – | 0.01 |
| BALTIMORE GAS AND ELECTRIC CO 5.400000% 06/01/2053 (BALTIMORE GAS AND ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PA BAMLL 2018-PARK A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST 2006-8 BOAA 2006-8 3A1 (BANK OF AMERICA ALTERNATIVE LOAN TRUST) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST 2007-1 BOAA 2007-1 2A1 (BANK OF AMERICA ALTERNATIVE LOAN TRUST) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| BANC OF AMERICA FUNDING 2003-2 TRUST BAFC 2003-2 1A1 (BANC OF AMERICA FUNDING CORPORATION) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BANC OF AMERICA FUNDING 2004-2 TRUST BAFC 2004-2 1CB1 (BANC OF AMERICA FUNDING CORPORATION) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BANC OF AMERICA FUNDING 2005-B TRUST BAFC 2005-B 2A1 (BANC OF AMERICA FUNDING CORPORATION) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA 6.033000% 03/13/2035 (Banco Bilbao Vizcaya Argentaria, S.A.) | Long | Debt | ES | $1M | – | 0.02 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA 7.883000% 11/15/2034 (Banco Bilbao Vizcaya Argentaria, S.A.) | Long | Debt | ES | $2M | – | 0.02 |
| BANCO SANTANDER SA 1.722000% 09/14/2027 (Banco Santander, S.A.) | Long | Debt | ES | $598K | – | 0.01 |
| BANCO SANTANDER SA 2.746000% 05/28/2025 (Banco Santander, S.A.) | Long | Debt | ES | $2M | – | 0.02 |
| BANCO SANTANDER SA 4.175000% 03/24/2028 (Banco Santander, S.A.) | Long | Debt | ES | $192K | – | 0.00 |
| BANCO SANTANDER SA 5.538000% 03/14/2030 (Banco Santander, S.A.) | Long | Debt | ES | $2M | – | 0.03 |
| BANCO SANTANDER SA 6.527000% 11/07/2027 (Banco Santander, S.A.) | Long | Debt | ES | $1M | – | 0.02 |
| BANCO SANTANDER SA 6.607000% 11/07/2028 (Banco Santander, S.A.) | Long | Debt | ES | $1M | – | 0.01 |
| BANCO SANTANDER SA 6.938000% 11/07/2033 (Banco Santander, S.A.) | Long | Debt | ES | $3M | – | 0.04 |
| BANK 2017-BNK5 BANK 2017-BNK5 A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK 2019-BNK19 BANK 2019-BN19 A3 | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| BANK 2019-BNK23 BANK 2019-BN23 A3 | Long | ABS-mortgage backed security | US | $602K | – | 0.01 |
| BANK 2022-BNK40 BANK 2022-BNK40 A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BANK OF AMERICA CORP 1.658000% 03/11/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.06 |
| BANK OF AMERICA CORP 1.734000% 07/22/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $8M | – | 0.11 |
| BANK OF AMERICA CORP 1.734000% 07/22/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.06 |
| BANK OF AMERICA CORP 2.572000% 10/20/2032 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| BANK OF AMERICA CORP 2.592000% 04/29/2031 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $3M | – | 0.03 |
| BANK OF AMERICA CORP 2.592000% 04/29/2031 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| BANK OF AMERICA CORP 3.419000% 12/20/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.06 |
| BANK OF AMERICA CORP 3.419000% 12/20/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| BANK OF AMERICA CORP 4.571000% 04/27/2033 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.06 |
| BANK OF AMERICA CORP 5.288000% 04/25/2034 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| BANK OF AMERICA CORP 5.468000% 01/23/2035 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| BANK OF AMERICA CORP 5.468000% 01/23/2035 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| BANK OF AMERICA CORP 5.819000% 09/15/2029 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| BANK OF AMERICA CORP 5.933000% 09/15/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.05 |
| BANK OF AMERICA CORP MTN 1.319000% 06/19/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $57K | – | 0.00 |
| BANK OF AMERICA CORP MTN 2.087000% 06/14/2029 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $8M | – | 0.12 |
| BANK OF AMERICA CORP MTN 2.087000% 06/14/2029 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.05 |
| BANK OF AMERICA CORP MTN 2.496000% 02/13/2031 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| BANK OF AMERICA CORP MTN 2.884000% 10/22/2030 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $424K | – | 0.01 |
| BANK OF AMERICA CORP MTN 2.972000% 02/04/2033 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| BANK OF AMERICA CORP MTN 3.093000% 10/01/2025 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| BANK OF AMERICA CORP MTN 3.500000% 04/19/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| BANK OF AMERICA CORP MTN 3.593000% 07/21/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $674K | – | 0.01 |
| BANK OF AMERICA CORP MTN 3.970000% 03/05/2029 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| BANK OF AMERICA CORP MTN 4.000000% 01/22/2025 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| BANK OF AMERICA CORP MTN 4.083000% 03/20/2051 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| BANK OF AMERICA CORP MTN 4.200000% 08/26/2024 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| BANK OF AMERICA CORP MTN 4.250000% 10/22/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $127K | – | 0.00 |
| BANK OF AMERICA CORP MTN 4.376000% 04/27/2028 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| BANK OF AMERICA CORP MTN 4.450000% 03/03/2026 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| BANK OF AMERICA CORP MTN 5.000000% 01/21/2044 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| BANK OF MONTREAL MTN 1.850000% 05/01/2025 (BANQUE DE MONTREAL) | Long | Debt | CA | $1M | – | 0.02 |
| BANK OF NEW YORK MELLON CORP/THE 4.543000% 02/01/2029 (The Bank of New York Mellon Corporation) | Long | Debt | US | $2M | – | 0.03 |
| BANK OF NEW YORK MELLON CORP/THE MTN 1.600000% 04/24/2025 (The Bank of New York Mellon Corporation) | Long | Debt | US | $396K | – | 0.01 |
| BANK OF NEW YORK MELLON CORP/THE MTN 3.250000% 05/16/2027 (The Bank of New York Mellon Corporation) | Long | Debt | US | $257K | – | 0.00 |
| BANK OF NEW YORK MELLON CORP/THE MTN 3.250000% 09/11/2024 (The Bank of New York Mellon Corporation) | Long | Debt | US | $268K | – | 0.00 |
| BANK OF NOVA SCOTIA/THE 1.300000% 06/11/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $728K | – | 0.01 |
| BANK OF NOVA SCOTIA/THE 4.588000% 05/04/2037 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $637K | – | 0.01 |
| BANK OF NOVA SCOTIA/THE 4.900000% MATURITY: PERPETUAL (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $1M | – | 0.02 |
| BANK OF NOVA SCOTIA/THE MTN 3.450000% 04/11/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $2M | – | 0.03 |
| BANK5 TRUST 2024-5YR6 BANK5 2024-5YR6 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BARCLAYS PLC 4.375000% 01/12/2026 | Long | Debt | GB | $4M | – | 0.06 |
| BARCLAYS PLC 5.674000% 03/12/2028 | Long | Debt | GB | $2M | – | 0.03 |
| BARCLAYS PLC 5.690000% 03/12/2030 | Long | Debt | GB | $2M | – | 0.03 |
| BARCLAYS PLC 6.692000% 09/13/2034 | Long | Debt | GB | $2M | – | 0.02 |
| BARCLAYS PLC MTN 4.972000% 05/16/2029 | Long | Debt | GB | $625K | – | 0.01 |
| BARINGS CLO LTD 2018-IV BABSN 2018-4A A1R | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| BARRICK NORTH AMERICA FINANCE LLC 5.700000% 05/30/2041 | Long | Debt | CA | $468K | – | 0.01 |
| BAT CAPITAL CORP 3.557000% 08/15/2027 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $844K | – | 0.01 |
| BAT CAPITAL CORP 3.557000% 08/15/2027 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $608K | – | 0.01 |
| BAT CAPITAL CORP 3.557000% 08/15/2027 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $245K | – | 0.00 |
| BAT CAPITAL CORP 4.390000% 08/15/2037 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $574K | – | 0.01 |
| BAT CAPITAL CORP 4.390000% 08/15/2037 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $472K | – | 0.01 |
| BAT CAPITAL CORP 4.540000% 08/15/2047 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $2M | – | 0.02 |
| BAT CAPITAL CORP 4.540000% 08/15/2047 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $854K | – | 0.01 |
| BAT CAPITAL CORP 4.758000% 09/06/2049 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $178K | – | 0.00 |
| BAT CAPITAL CORP 5.650000% 03/16/2052 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $2M | – | 0.03 |
| BAT CAPITAL CORP 5.834000% 02/20/2031 (B.A.T CAPITAL CORPORATION) | Long | Debt | GB | $3M | – | 0.04 |
| BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028 | Long | Debt | DE | $4M | – | 0.05 |
| BAYER US FINANCE II LLC 144A 4.400000% 07/15/2044 | Long | Debt | DE | $2M | – | 0.03 |
| BAYER US FINANCE II LLC 144A 4.625000% 06/25/2038 | Long | Debt | DE | $2M | – | 0.02 |
| BAYER US FINANCE II LLC 144A 4.875000% 06/25/2048 | Long | Debt | DE | $2M | – | 0.02 |
| BAYER US FINANCE LLC 144A 3.375000% 10/08/2024 | Long | Debt | DE | $1M | – | 0.02 |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV BVINV 2021-5 A5 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018-C2 ASB (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $425K | – | 0.01 |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020-C6 A2 (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BBCMS MORTGAGE TRUST 2022-C18 BBCMS 2022-C18 A5 (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024-C26 A5 (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $695K | – | 0.01 |
| BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH A1 | Long | ABS-mortgage backed security | US | $915K | – | 0.01 |
| BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 14A | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BECTON DICKINSON & CO 3.363000% 06/06/2024 (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $531K | – | 0.01 |
| BECTON DICKINSON & CO 3.734000% 12/15/2024 (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $325K | – | 0.00 |
| BECTON DICKINSON & CO 3.734000% 12/15/2024 (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $117K | – | 0.00 |
| BECTON DICKINSON & CO 4.685000% 12/15/2044 (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $363K | – | 0.01 |
| BENCHMARK 2022-B33 MORTGAGE TRUST BMARK 2022-B33 A5 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 A5 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $891K | – | 0.01 |
| BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 AS (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $866K | – | 0.01 |
| BENCHMARK 2024-V7 MORTGAGE TRUST BMARK 2024-V7 A3 (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BERKSHIRE HATHAWAY ENERGY CO 2.850000% 05/15/2051 (BERKSHIRE HATHAWAY ENERGY COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| BERKSHIRE HATHAWAY FINANCE CORP 4.250000% 01/15/2049 (BERKSHIRE HATHAWAY FINANCE CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| BERMUDA GOVERNMENT INTERNATIONAL BOND 144A 5.000000% 07/15/2032 (Government of Bermuda) | Long | Debt | BM | $827K | – | 0.01 |
| BERRY GLOBAL INC 1.650000% 01/15/2027 (BERRY GLOBAL, INC.) | Long | Debt | US | $2M | – | 0.02 |
| BERRY GLOBAL INC 144A 4.875000% 07/15/2026 (BERRY GLOBAL, INC.) | Long | Debt | US | $1M | – | 0.02 |
| BERRY GLOBAL INC 144A 5.650000% 01/15/2034 (BERRY GLOBAL, INC.) | Long | Debt | US | $254K | – | 0.00 |
| BHP BILLITON FINANCE USA LTD 5.000000% 09/30/2043 (BHP BILLITON FINANCE (USA) LIMITED) | Long | Debt | AU | $37K | – | 0.00 |
| BIRCH GROVE CLO 7 LTD BGCLO 2023-7A A1 (BIRCH GROVE CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.02 |
| BIRCH GROVE CLO 8 LTD BGCLO 2024-8A A1 (BIRCH GROVE CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.02 |
| BLACKBIRD CAPITAL II AIRCRAFT LEASE LTD BBIRD 2021-1A A (BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LIMITED) | Long | ABS-mortgage backed security | US | $670K | – | 0.01 |
| BLACKROCK FUNDING INC 5.250000% 03/14/2054 (BLACKROCK FUNDING, INC.) | Long | Debt | US | $328K | – | 0.00 |
| BLUEMOUNTAIN CLO XXXI LTD BLUEM 2021-31A A1 (BLUEMOUNTAIN CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $351K | – | 0.00 |
| BMO 2022-C1 MORTGAGE TRUST BMO 2022-C1 A1 (BMO MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $913K | – | 0.01 |
| BMO 2024-5C4 MORTGAGE TRUST BMO 2024-5C4 A3 (BMO MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BMO 2024-C8 MORTGAGE TRUST BMO 2024-C8 A5 (BMO MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $837K | – | 0.01 |
| BMP 2024-MF23 BMP 2024-MF23 A (BMP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BMW VEHICLE LEASE TRUST 2023-1 BMWLT 2023-1 A3 | Long | ABS-mortgage backed security | US | $525K | – | 0.01 |
| BMW VEHICLE LEASE TRUST 2023-1 BMWLT 2023-1 A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3 | Long | ABS-mortgage backed security | US | $811K | – | 0.01 |
| BNP PARIBAS SA 144A 2.219000% 06/09/2026 | Long | Debt | FR | $917K | – | 0.01 |
| BNP PARIBAS SA 144A 2.871000% 04/19/2032 | Long | Debt | FR | $2M | – | 0.03 |
| BNP PARIBAS SA 144A 3.375000% 01/09/2025 | Long | Debt | FR | $414K | – | 0.01 |
| BNP PARIBAS SA 144A 4.400000% 08/14/2028 | Long | Debt | FR | $1M | – | 0.01 |
| BNP PARIBAS SA 144A 5.125000% 01/13/2029 | Long | Debt | FR | $3M | – | 0.04 |
| BNP PARIBAS SA 144A 5.176000% 01/09/2030 | Long | Debt | FR | $2M | – | 0.03 |
| BNP PARIBAS SA 144A 5.198000% 01/10/2030 | Long | Debt | FR | $1M | – | 0.02 |
| BNP PARIBAS SA 144A 5.497000% 05/20/2030 | Long | Debt | FR | $2M | – | 0.03 |
| BNP PARIBAS SA 144A 5.894000% 12/05/2034 | Long | Debt | FR | $2M | – | 0.03 |
| BNP PARIBAS SA 144A 5.894000% 12/05/2034 | Long | Debt | FR | $2M | – | 0.03 |
| BNP PARIBAS SA MTN 4.375000% 03/01/2033 | Long | Debt | FR | $359K | – | 0.00 |
| BOEING CO/THE 144A 6.259000% 05/01/2027 (THE BOEING COMPANY) | Long | Debt | US | $748K | – | 0.01 |
| BOEING CO/THE 144A 6.298000% 05/01/2029 (THE BOEING COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| BOEING CO/THE 144A 6.298000% 05/01/2029 (THE BOEING COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| BOEING CO/THE 144A 6.388000% 05/01/2031 (THE BOEING COMPANY) | Long | Debt | US | $3M | – | 0.04 |
| BOEING CO/THE 144A 6.388000% 05/01/2031 (THE BOEING COMPANY) | Long | Debt | US | $752K | – | 0.01 |
| BOEING CO/THE 144A 6.528000% 05/01/2034 (THE BOEING COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| BOEING CO/THE 144A 6.528000% 05/01/2034 (THE BOEING COMPANY) | Long | Debt | US | $984K | – | 0.01 |
| BOEING CO/THE 144A 6.858000% 05/01/2054 (THE BOEING COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| BOEING CO/THE 144A 7.008000% 05/01/2064 (THE BOEING COMPANY) | Long | Debt | US | $751K | – | 0.01 |
| BOEING CO/THE 2.196000% 02/04/2026 (THE BOEING COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| BOEING CO/THE 2.700000% 02/01/2027 (THE BOEING COMPANY) | Long | Debt | US | $312K | – | 0.00 |
| BOEING CO/THE 2.800000% 03/01/2027 (THE BOEING COMPANY) | Long | Debt | US | $257K | – | 0.00 |
| BOEING CO/THE 3.100000% 05/01/2026 (THE BOEING COMPANY) | Long | Debt | US | $218K | – | 0.00 |
| BOEING CO/THE 3.200000% 03/01/2029 (THE BOEING COMPANY) | Long | Debt | US | $536K | – | 0.01 |
| BOEING CO/THE 3.250000% 02/01/2035 (THE BOEING COMPANY) | Long | Debt | US | $567K | – | 0.01 |
| BOEING CO/THE 3.750000% 02/01/2050 (THE BOEING COMPANY) | Long | Debt | US | $291K | – | 0.00 |
| BOEING CO/THE 3.750000% 02/01/2050 (THE BOEING COMPANY) | Long | Debt | US | $72K | – | 0.00 |
| BOEING CO/THE 4.875000% 05/01/2025 (THE BOEING COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| BOEING CO/THE 5.150000% 05/01/2030 (THE BOEING COMPANY) | Long | Debt | US | $296K | – | 0.00 |
| BOEING CO/THE 5.805000% 05/01/2050 (THE BOEING COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| BOEING CO/THE 5.805000% 05/01/2050 (THE BOEING COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| BOEING CO/THE 7.250000% 06/15/2025 (THE BOEING COMPANY) | Long | Debt | US | $108K | – | 0.00 |
| BOSTON GAS CO 144A 4.487000% 02/15/2042 (BOSTON GAS COMPANY) | Long | Debt | US | $114K | – | 0.00 |
| BOSTON PROPERTIES LP 2.900000% 03/15/2030 (BOSTON PROPERTIES LIMITED PARTNERSHIP) | Long | Debt | US | $106K | – | 0.00 |
| BOSTON PROPERTIES LP 3.400000% 06/21/2029 (BOSTON PROPERTIES LIMITED PARTNERSHIP) | Long | Debt | US | $1M | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC 3.000000% 02/24/2050 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $931K | – | 0.01 |
| BP CAPITAL MARKETS AMERICA INC 3.633000% 04/06/2030 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $445K | – | 0.01 |
| BP CAPITAL MARKETS AMERICA INC 4.699000% 04/10/2029 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $2M | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC 4.812000% 02/13/2033 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $3M | – | 0.04 |
| BP CAPITAL MARKETS AMERICA INC 4.893000% 09/11/2033 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $1M | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC 4.970000% 10/17/2029 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $3M | – | 0.04 |
| BP CAPITAL MARKETS AMERICA INC 4.989000% 04/10/2034 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $823K | – | 0.01 |
| BP CAPITAL MARKETS AMERICA INC 5.017000% 11/17/2027 (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $3M | – | 0.04 |
| BPCE SA 144A 5.150000% 07/21/2024 | Long | Debt | FR | $2M | – | 0.02 |
| BPCE SA 144A 5.281000% 05/30/2029 | Long | Debt | FR | $2M | – | 0.03 |
| BPCE SA 144A 5.936000% 05/30/2035 | Long | Debt | FR | $1M | – | 0.02 |
| BPCE SA MTN 5.975000% 01/18/2027 | Long | Debt | FR | $3M | – | 0.04 |
| BPR TRUST 2021-TY BPR 2021-TY A | Long | ABS-mortgage backed security | US | $740K | – | 0.01 |
| BPR TRUST 2022-STAR BPR 2022-STAR A | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 BRAVO 2022-NQM1 A1 | Long | ABS-mortgage backed security | US | $681K | – | 0.01 |
| BRAZOS EDUCATION LOAN AUTHORITY INC BELA 2012-1 A1 (BRAZOS EDUCATION LOAN AUTHORITY, INC.) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| BRIGHTHOUSE FINANCIAL INC 4.700000% 06/22/2047 (BRIGHTHOUSE FINANCIAL, INC.) | Long | Debt | US | $3K | – | 0.00 |
| BRIGHTWOOD CAPITAL MM CLO 2023-1 LTD BWCAP 2023-1A A1A | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO 2.900000% 07/26/2024 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO 3.200000% 06/15/2026 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $739K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 3.400000% 07/26/2029 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $172K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 3.400000% 07/26/2029 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $62K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 5.100000% 02/22/2031 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $539K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 5.200000% 02/22/2034 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO 5.550000% 02/22/2054 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $710K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 5.550000% 02/22/2054 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $305K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 5.650000% 02/22/2064 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 5.650000% 02/22/2064 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $215K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 5.750000% 02/01/2031 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $3M | – | 0.04 |
| BRIXMOR OPERATING PARTNERSHIP LP 2.500000% 08/16/2031 | Long | Debt | US | $948K | – | 0.01 |
| BRIXMOR OPERATING PARTNERSHIP LP 2.500000% 08/16/2031 | Long | Debt | US | $592K | – | 0.01 |
| BRK - RBC TORONTO PAY - 4.2% (Royal Bank of Canada) | Derivative-interest rate | US | $-53K | – | -0.00 | |
| BRK: CITADEL PAY 3.52 % FIXED (Citadel Securities) | Derivative-interest rate | US | $863K | – | 0.01 | |
| BRK: GOLDMAN SACHS PAY - 3.05% FIXED (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $937K | – | 0.01 | |
| BRK: J.P. MORGAN CHASE PAY - 3.51% FIXED (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $742K | – | 0.01 | |
| BRK: J.P. MORGAN CHASE PAY: Secured Overnight Financing Rate - SOFR (JP MORGAN CHASE BANK N.A.) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| BRK: MORGAN STANLEY PAY- 2.6% FIXED (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $3M | – | 0.04 | |
| BRK: NOMURA INTERNATIONAL PLC PAY - 3.87% FIXED (NOMURA GLOBAL FINANCIAL PRODUCTS) | Derivative-interest rate | US | $2M | – | 0.02 | |
| BRK: NOMURA INTERNATIONAL PLC PAY: 3.15% FIXED (NOMURA GLOBAL FINANCIAL PRODUCTS) | Derivative-interest rate | US | $4M | – | 0.06 | |
| BROADCOM INC 144A 2.450000% 02/15/2031 (BROADCOM INC.) | Long | Debt | US | $921K | – | 0.01 |
| BROADCOM INC 144A 3.137000% 11/15/2035 (BROADCOM INC.) | Long | Debt | US | $2M | – | 0.03 |
| BROADCOM INC 144A 3.419000% 04/15/2033 (BROADCOM INC.) | Long | Debt | US | $636K | – | 0.01 |
| BROADCOM INC 144A 4.926000% 05/15/2037 (BROADCOM INC.) | Long | Debt | US | $1M | – | 0.01 |
| BROADCOM INC 144A 4.926000% 05/15/2037 (BROADCOM INC.) | Long | Debt | US | $937K | – | 0.01 |
| BROADCOM INC 3.150000% 11/15/2025 (BROADCOM INC.) | Long | Debt | US | $799K | – | 0.01 |
| BROADCOM INC 4.150000% 11/15/2030 (BROADCOM INC.) | Long | Debt | US | $788K | – | 0.01 |
| BUNGE LTD FINANCE CORP 1.630000% 08/17/2025 (BUNGE LIMITED FINANCE CORP.) | Long | Debt | US | $692K | – | 0.01 |
| BUNKER HILL LOAN DEPOSITARY TRUST 2019-2 BHLD 2019-2 A1 | Long | ABS-mortgage backed security | US | $579K | – | 0.01 |
| BUNKER HILL LOAN DEPOSITARY TRUST 2019-3 BHLD 2019-3 A1 | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| BURLINGTON NORTHERN SANTA FE LLC 2.875000% 06/15/2052 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $383K | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC 3.650000% 09/01/2025 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $137K | – | 0.00 |
| BURLINGTON NORTHERN SANTA FE LLC 4.450000% 01/15/2053 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $239K | – | 0.00 |
| BURLINGTON NORTHERN SANTA FE LLC 4.550000% 09/01/2044 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $414K | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC 5.200000% 04/15/2054 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $711K | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC 7.290000% 06/01/2036 (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $234K | – | 0.00 |
| BX COMMERCIAL MORTGAGE TRUST 2021-SOAR BX 2021-SOAR A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT C | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BX COMMERCIAL MORTGAGE TRUST 2021-XL2 BX 2021-XL2 A | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 2021-XL2 BX 2021-XL2 A | Long | ABS-mortgage backed security | US | $912K | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2023-XL3 BX 2023-XL3 A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BX COMMERCIAL MORTGAGE TRUST 2024-XL5 BX 2024-XL5 A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BX TRUST 2019-MMP BX 2019-MMP A | Long | ABS-mortgage backed security | US | $785K | – | 0.01 |
| BX TRUST 2019-OC11 BX 2019-OC11 A | Long | ABS-mortgage backed security | US | $879K | – | 0.01 |
| BX TRUST 2019-OC11 BX 2019-OC11 A | Long | ABS-mortgage backed security | US | $839K | – | 0.01 |
| BX TRUST 2021-ARIA BX 2021-ARIA A | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| BX TRUST 2021-ARIA BX 2021-ARIA B | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| BX TRUST 2021-BXMF BX 2021-BXMF A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY (CALIFORNIA HEALTH FACS FING AUTH REV) | Long | Debt | US | $969K | – | 0.01 |
| CALIFORNIA ST UNIV REVENUE CALIFORNIA STATE UNIVERSITY | Long | Debt | US | $878K | – | 0.01 |
| CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE CAMB 2019-LIFE A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CAMDEN PROPERTY TRUST 2.800000% 05/15/2030 | Long | Debt | US | $421K | – | 0.01 |
| CAMERON LNG LLC 144A 2.902000% 07/15/2031 (CAMERON LNG, LLC) | Long | Debt | US | $1M | – | 0.02 |
| CAMERON LNG LLC 144A 3.302000% 01/15/2035 (CAMERON LNG, LLC) | Long | Debt | US | $1M | – | 0.02 |
| CANADIAN IMPERIAL BANK OF COMMERCE 6.092000% 10/03/2033 (BANQUE CANADIENNE IMPERIALE DE COMMERCE) | Long | Debt | CA | $2M | – | 0.03 |
| CANADIAN NATURAL RESOURCES LTD 6.450000% 06/30/2033 (CANADIAN NATURAL RESOURCES LIMITED) | Long | Debt | CA | $211K | – | 0.00 |
| CANADIAN PACIFIC RAILWAY CO 6.125000% 09/15/2115 (COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE) | Long | Debt | CA | $34K | – | 0.00 |
| CANTOR FITZGERALD LP 144A 4.500000% 04/14/2027 (CANTOR FITZGERALD, L.P.) | Long | Debt | US | $2M | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 7.624000% 10/30/2031 (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 COPAR 2022-2 A3 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 COPAR 2023-1 A3 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3-R LTD CGMS 2014-3RA A1A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $617K | – | 0.01 |
| CARMAX AUTO OWNER TRUST 2024-1 CARMX 2024-1 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CARRIER GLOBAL CORP 3.577000% 04/05/2050 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $51K | – | 0.00 |
| CATERPILLAR FINANCIAL SERVICES CORP 4.500000% 01/08/2027 (CATERPILLAR FINANCIAL SERVICES CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| CATERPILLAR FINANCIAL SERVICES CORP MTN 4.850000% 02/27/2029 (CATERPILLAR FINANCIAL SERVICES CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| CATERPILLAR FINANCIAL SERVICES CORP MTN 5.000000% 05/14/2027 (CATERPILLAR FINANCIAL SERVICES CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| CATERPILLAR INC 4.300000% 05/15/2044 (CATERPILLAR INC.) | Long | Debt | US | $44K | – | 0.00 |
| CATSKILL PARK CLO LTD CATSK 2017-1A A2 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| CAYUGA PARK CLO LTD CYGPK 2020-1A AR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| CBAM 2017-1 LTD CBAM 2017-1A A1 (CBAM LTD) | Long | ABS-collateralized bond/debt obligation | KY | $353K | – | 0.00 |
| CD 2006-CD2 MORTGAGE TRUST CD 2006-CD2 X (CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES) | Long | Debt | US | $0.54 | – | 0.00 |
| CD 2017-CD3 MORTGAGE TRUST CD 2017-CD3 A4 (CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CEDAR FUNDING V CLO LTD CEDF 2016-5A AFRR (CEDAR FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| CELANESE US HOLDINGS LLC 6.050000% 03/15/2025 | Long | Debt | US | $690K | – | 0.01 |
| CELANESE US HOLDINGS LLC 6.379000% 07/15/2032 | Long | Debt | US | $594K | – | 0.01 |
| CELANESE US HOLDINGS LLC 6.550000% 11/15/2030 | Long | Debt | US | $3M | – | 0.04 |
| CELANESE US HOLDINGS LLC 6.550000% 11/15/2030 | Long | Debt | US | $440K | – | 0.01 |
| CENTENE CORP 3.000000% 10/15/2030 (CENTENE CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.600000% 03/01/2052 (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $501K | – | 0.01 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.150000% 03/01/2034 (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $4M | – | 0.05 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.150000% 03/01/2034 (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $842K | – | 0.01 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.200000% 10/01/2028 (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $1M | – | 0.01 |
| CENTEX HOME EQUITY LOAN TRUST 2005-A CXHE 2005-A M1 | Long | ABS-mortgage backed security | US | $723K | – | 0.01 |
| CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 CFCRE 2017-C8 ASB | Long | ABS-mortgage backed security | US | $390K | – | 0.01 |
| CHARLES SCHWAB CORP/THE 5.643000% 05/19/2029 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $3M | – | 0.05 |
| CHARLES SCHWAB CORP/THE 5.875000% 08/24/2026 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| CHARLES SCHWAB CORP/THE 6.136000% 08/24/2034 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $372K | – | 0.01 |
| CHARLES SCHWAB CORP/THE 6.196000% 11/17/2029 (THE CHARLES SCHWAB CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 2.300000% 02/01/2032 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $2M | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $1M | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $213K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 06/01/2041 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $244K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.750000% 02/15/2028 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $390K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.750000% 02/15/2028 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $241K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $361K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $324K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.200000% 03/15/2028 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $922K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.400000% 04/01/2033 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $2M | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $3M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $195K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $170K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.908000% 07/23/2025 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $222K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.050000% 03/30/2029 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $2M | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $238K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.250000% 04/01/2053 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $702K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $926K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $355K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 05/01/2047 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $281K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $454K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $289K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $1M | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $976K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $3M | – | 0.05 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $2M | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.150000% 11/10/2026 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $3M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.150000% 11/10/2026 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $1M | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.384000% 10/23/2035 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $166K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $102K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.550000% 06/01/2034 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $2M | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.550000% 06/01/2034 (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $391K | – | 0.01 |
| CHASE AUTO OWNER TRUST 2022-A CHAOT 2022-AA A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CHASE FUNDING TRUST SERIES 2003-6 CFAB 2003-6 1A5 (CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| CHASE FUNDING TRUST SERIES 2003-6 CFAB 2003-6 1A7 (CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-3 CHASE 2024-3 A4 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CHASE ISSUANCE TRUST CHAIT 2024-A2 A | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 2A1 (CHASE MORTGAGE FINANCE CORPORATION) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 9A1 (CHASE MORTGAGE FINANCE CORPORATION) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 CHASE 2007-A2 1A1 (CHASE MORTGAGE FINANCE CORPORATION) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC 3.700000% 11/15/2029 (CHENIERE CORPUS CHRISTI HOLDINGS, LLC) | Long | Debt | US | $2M | – | 0.02 |
| CHEVRON CORP 3.078000% 05/11/2050 (CHEVRON CORPORATION) | Long | Debt | US | $645K | – | 0.01 |
| CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICAT CCMFC 2003-4X A2 | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| CHILE ELECTRICITY LUX MPC SARL 144A 6.010000% 01/20/2033 (Chile Electricity Lux MPC S.a r.l.) | Long | Debt | CL | $2M | – | 0.02 |
| CHL MORTGAGE PASS-THROUGH TRUST 2004-14 CWHL 2004-14 4A1 (COUNTRYWIDE HOME LOANS INC) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| CHL MORTGAGE PASS-THROUGH TRUST 2005-20 CWHL 2005-20 A7 (COUNTRYWIDE HOME LOANS INC) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| CHUBB INA HOLDINGS LLC 3.350000% 05/03/2026 | Long | Debt | US | $406K | – | 0.01 |
| CHUBB INA HOLDINGS LLC MTN 5.000000% 03/15/2034 | Long | Debt | US | $2M | – | 0.02 |
| CI FINANCIAL CORP 3.200000% 12/17/2030 (CI Financial Corp.) | Long | Debt | CA | $1M | – | 0.02 |
| CI FINANCIAL CORP 4.100000% 06/15/2051 (CI Financial Corp.) | Long | Debt | CA | $1M | – | 0.02 |
| CIFC FUNDING 2015-IV LTD CIFC 2015-4A A1A2 (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $351K | – | 0.00 |
| CIFC FUNDING 2020-III LTD CIFC 2020-3A A1R (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $843K | – | 0.01 |
| CIFC FUNDING 2021-I LTD CIFC 2021-1A A1 (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $731K | – | 0.01 |
| CIFC FUNDING 2021-VII LTD CIFC 2021-7A A1 (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.09 |
| CIFC FUNDING 2024-II LTD CIFC 2024-2A A1 (CIFC FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| CIGNA GROUP/THE 3.250000% 04/15/2025 (THE CIGNA GROUP) | Long | Debt | US | $980K | – | 0.01 |
| CIGNA GROUP/THE 3.400000% 03/15/2050 (THE CIGNA GROUP) | Long | Debt | US | $953K | – | 0.01 |
| CIGNA GROUP/THE 3.400000% 03/15/2050 (THE CIGNA GROUP) | Long | Debt | US | $170K | – | 0.00 |
| CIGNA GROUP/THE 3.400000% 03/15/2051 (THE CIGNA GROUP) | Long | Debt | US | $714K | – | 0.01 |
| CIGNA GROUP/THE 4.375000% 10/15/2028 (THE CIGNA GROUP) | Long | Debt | US | $1M | – | 0.02 |
| CIGNA GROUP/THE 4.900000% 12/15/2048 (THE CIGNA GROUP) | Long | Debt | US | $123K | – | 0.00 |
| CIM TRUST 2018-INV1 CIM 2018-INV1 A4 | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| CIM TRUST 2021-INV1 CIM 2021-INV1 A2 | Long | ABS-mortgage backed security | US | $12M | – | 0.16 |
| CINTAS CORP NO 2 3.700000% 04/01/2027 | Long | Debt | US | $570K | – | 0.01 |
| CINTAS CORP NO 2 4.000000% 05/01/2032 | Long | Debt | US | $2M | – | 0.03 |
| CINTAS CORP NO 2 4.000000% 05/01/2032 | Long | Debt | US | $364K | – | 0.01 |
| CISCO SYSTEMS INC 4.800000% 02/26/2027 (CISCO SYSTEMS, INC.) | Long | Debt | US | $2M | – | 0.03 |
| CISCO SYSTEMS INC 4.850000% 02/26/2029 (CISCO SYSTEMS, INC.) | Long | Debt | US | $2M | – | 0.03 |
| CISCO SYSTEMS INC 4.950000% 02/26/2031 (CISCO SYSTEMS, INC.) | Long | Debt | US | $1M | – | 0.02 |
| CISCO SYSTEMS INC 5.050000% 02/26/2034 (CISCO SYSTEMS, INC.) | Long | Debt | US | $3M | – | 0.04 |
| CISCO SYSTEMS INC 5.050000% 02/26/2034 (CISCO SYSTEMS, INC.) | Long | Debt | US | $2M | – | 0.03 |
| CISCO SYSTEMS INC 5.300000% 02/26/2054 (CISCO SYSTEMS, INC.) | Long | Debt | US | $1M | – | 0.01 |
| CIT EDUCATION LOAN TRUST 2007-1 CITEL 2007-1 A | Long | ABS-mortgage backed security | US | $800K | – | 0.01 |
| CITADEL LP 144A 4.875000% 01/15/2027 (CITADEL LIMITED PARTNERSHIP) | Long | Debt | US | $1M | – | 0.02 |
| CITIBANK NA 5.488000% 12/04/2026 (Citibank National Association) | Long | Debt | US | $2M | – | 0.03 |
| CITIBANK NA 5.570000% 04/30/2034 (Citibank National Association) | Long | Debt | US | $5M | – | 0.06 |
| CITICORP RESIDENTIAL MORTGAGE TRUST SERIES 2007-1 CRMSI 2007-1 A5 | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25 CGCMT 2014-GC25 AS | Long | ABS-mortgage backed security | US | $872K | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 CGCMT 2016-P6 A4 | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 CGCMT 2019-GC41 A5 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII I SBM7 2003-HYB1 A (SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| CITIGROUP INC 2.520000% 11/03/2032 (CITIGROUP INC.) | Long | Debt | US | $746K | – | 0.01 |
| CITIGROUP INC 2.520000% 11/03/2032 (CITIGROUP INC.) | Long | Debt | US | $258K | – | 0.00 |
| CITIGROUP INC 2.561000% 05/01/2032 (CITIGROUP INC.) | Long | Debt | US | $2M | – | 0.03 |
| CITIGROUP INC 2.561000% 05/01/2032 (CITIGROUP INC.) | Long | Debt | US | $133K | – | 0.00 |
| CITIGROUP INC 2.572000% 06/03/2031 (CITIGROUP INC.) | Long | Debt | US | $4M | – | 0.06 |
| CITIGROUP INC 2.572000% 06/03/2031 (CITIGROUP INC.) | Long | Debt | US | $1M | – | 0.02 |
| CITIGROUP INC 2.976000% 11/05/2030 (CITIGROUP INC.) | Long | Debt | US | $2M | – | 0.03 |
| CITIGROUP INC 3.057000% 01/25/2033 (CITIGROUP INC.) | Long | Debt | US | $264K | – | 0.00 |
| CITIGROUP INC 3.106000% 04/08/2026 (CITIGROUP INC.) | Long | Debt | US | $548K | – | 0.01 |
| CITIGROUP INC 3.785000% 03/17/2033 (CITIGROUP INC.) | Long | Debt | US | $2M | – | 0.02 |
| CITIGROUP INC 4.125000% 07/25/2028 (CITIGROUP INC.) | Long | Debt | US | $249K | – | 0.00 |
| CITIGROUP INC 4.300000% 11/20/2026 (CITIGROUP INC.) | Long | Debt | US | $576K | – | 0.01 |
| CITIGROUP INC 4.400000% 06/10/2025 (CITIGROUP INC.) | Long | Debt | US | $2M | – | 0.03 |
| CITIGROUP INC 4.450000% 09/29/2027 (CITIGROUP INC.) | Long | Debt | US | $1M | – | 0.01 |
| CITIGROUP INC 4.600000% 03/09/2026 (CITIGROUP INC.) | Long | Debt | US | $3M | – | 0.04 |
| CITIGROUP INC 4.650000% 07/23/2048 (CITIGROUP INC.) | Long | Debt | US | $247K | – | 0.00 |
| CITIGROUP INC 4.650000% 07/30/2045 (CITIGROUP INC.) | Long | Debt | US | $1M | – | 0.01 |
| CITIGROUP INC 4.658000% 05/24/2028 (CITIGROUP INC.) | Long | Debt | US | $589K | – | 0.01 |
| CITIGROUP INC 4.750000% 05/18/2046 (CITIGROUP INC.) | Long | Debt | US | $131K | – | 0.00 |
| CITIGROUP INC 4.910000% 05/24/2033 (CITIGROUP INC.) | Long | Debt | US | $671K | – | 0.01 |
| CITIGROUP INC 5.174000% 02/13/2030 (CITIGROUP INC.) | Long | Debt | US | $4M | – | 0.06 |
| CITIGROUP INC 5.300000% 05/06/2044 (CITIGROUP INC.) | Long | Debt | US | $242K | – | 0.00 |
| CITIGROUP INC 5.500000% 09/13/2025 (CITIGROUP INC.) | Long | Debt | US | $999K | – | 0.01 |
| CITIGROUP INC 5.610000% 09/29/2026 (CITIGROUP INC.) | Long | Debt | US | $3M | – | 0.04 |
| CITIGROUP INC 5.610000% 09/29/2026 (CITIGROUP INC.) | Long | Debt | US | $2M | – | 0.03 |
| CITIGROUP INC 5.827000% 02/13/2035 (CITIGROUP INC.) | Long | Debt | US | $775K | – | 0.01 |
| CITIGROUP INC 6.174000% 05/25/2034 (CITIGROUP INC.) | Long | Debt | US | $2M | – | 0.02 |
| CITIGROUP INC 6.174000% 05/25/2034 (CITIGROUP INC.) | Long | Debt | US | $1M | – | 0.01 |
| CITIGROUP INC 8.125000% 07/15/2039 (CITIGROUP INC.) | Long | Debt | US | $1M | – | 0.02 |
| CITIGROUP INC 8.125000% 07/15/2039 (CITIGROUP INC.) | Long | Debt | US | $329K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST 2004-UST1 CMLTI 2004-UST1 A6 (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST 2009-10 CMLTI 2009-10 1A1 (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CITIZENS FINANCIAL GROUP INC 5.841000% 01/23/2030 (CITIZENS FINANCIAL GROUP, INC.) | Long | Debt | US | $2M | – | 0.02 |
| CITIZENS FINANCIAL GROUP INC 6.645000% 04/25/2035 (CITIZENS FINANCIAL GROUP, INC.) | Long | Debt | US | $882K | – | 0.01 |
| CLARK CNTY NV ARPT REVENUE COUNTY OF CLARK DEPARTMENT OF AVIATION (CLARK CNTY NEV ARPT REV) | Long | Debt | US | $1M | – | 0.02 |
| CNH EQUIPMENT TRUST 2022-B CNH 2022-B A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| COCA-COLA CO/THE 2.500000% 06/01/2040 (THE COCA-COLA COMPANY) | Long | Debt | US | $218K | – | 0.00 |
| COCA-COLA CO/THE 5.000000% 05/13/2034 (THE COCA-COLA COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| COCA-COLA CO/THE 5.300000% 05/13/2054 (THE COCA-COLA COMPANY) | Long | Debt | US | $923K | – | 0.01 |
| COCA-COLA CO/THE 5.400000% 05/13/2064 (THE COCA-COLA COMPANY) | Long | Debt | US | $355K | – | 0.00 |
| COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A2 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| COLLEGE AVE STUDENT LOANS 2019-A LLC CASL 2019-A A2 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $628K | – | 0.01 |
| COLLEGE AVE STUDENT LOANS 2021-B LLC CASL 2021-B A2 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $488K | – | 0.01 |
| COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C A2 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| COLLEGE AVE STUDENT LOANS 2023-A LLC CASL 2023-A A2 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COLLEGE AVENUE STUDENT LOANS LLC CASL 2017-A A1 (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $411K | – | 0.01 |
| COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COLT 2022-2 MORTGAGE LOAN TRUST COLT 2022-2 A1 (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COLUMBIA PIPELINES OPERATING CO LLC 144A 6.036000% 11/15/2033 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $2M | – | 0.02 |
| COLUMBIA PIPELINES OPERATING CO LLC 144A 6.036000% 11/15/2033 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $148K | – | 0.00 |
| COLUMBIA PIPELINES OPERATING CO LLC 144A 6.544000% 11/15/2053 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $297K | – | 0.00 |
| COMCAST CORP 1.500000% 02/15/2031 (COMCAST CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| COMCAST CORP 2.800000% 01/15/2051 (COMCAST CORPORATION) | Long | Debt | US | $288K | – | 0.00 |
| COMCAST CORP 2.887000% 11/01/2051 (COMCAST CORPORATION) | Long | Debt | US | $429K | – | 0.01 |
| COMCAST CORP 2.937000% 11/01/2056 (COMCAST CORPORATION) | Long | Debt | US | $412K | – | 0.01 |
| COMCAST CORP 2.937000% 11/01/2056 (COMCAST CORPORATION) | Long | Debt | US | $204K | – | 0.00 |
| COMCAST CORP 2.987000% 11/01/2063 (COMCAST CORPORATION) | Long | Debt | US | $462K | – | 0.01 |
| COMCAST CORP 3.150000% 03/01/2026 (COMCAST CORPORATION) | Long | Debt | US | $609K | – | 0.01 |
| COMCAST CORP 3.250000% 11/01/2039 (COMCAST CORPORATION) | Long | Debt | US | $191K | – | 0.00 |
| COMCAST CORP 3.300000% 04/01/2027 (COMCAST CORPORATION) | Long | Debt | US | $296K | – | 0.00 |
| COMCAST CORP 3.400000% 04/01/2030 (COMCAST CORPORATION) | Long | Debt | US | $410K | – | 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 | $198K | – | 0.00 |
| COMCAST CORP 3.750000% 04/01/2040 (COMCAST CORPORATION) | Long | Debt | US | $308K | – | 0.00 |
| COMCAST CORP 3.950000% 10/15/2025 (COMCAST CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| COMCAST CORP 3.969000% 11/01/2047 (COMCAST CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| COMCAST CORP 3.999000% 11/01/2049 (COMCAST CORPORATION) | Long | Debt | US | $93K | – | 0.00 |
| COMCAST CORP 4.000000% 03/01/2048 (COMCAST CORPORATION) | Long | Debt | US | $86K | – | 0.00 |
| COMCAST CORP 4.000000% 08/15/2047 (COMCAST CORPORATION) | Long | Debt | US | $133K | – | 0.00 |
| COMCAST CORP 4.049000% 11/01/2052 (COMCAST CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| COMCAST CORP 4.049000% 11/01/2052 (COMCAST CORPORATION) | Long | Debt | US | $528K | – | 0.01 |
| COMCAST CORP 4.150000% 10/15/2028 (COMCAST CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| COMCAST CORP 4.200000% 08/15/2034 (COMCAST CORPORATION) | Long | Debt | US | $520K | – | 0.01 |
| COMCAST CORP 4.250000% 01/15/2033 (COMCAST CORPORATION) | Long | Debt | US | $334K | – | 0.00 |
| COMCAST CORP 4.250000% 10/15/2030 (COMCAST CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| COMCAST CORP 4.400000% 08/15/2035 (COMCAST CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| COMCAST CORP 4.950000% 10/15/2058 (COMCAST CORPORATION) | Long | Debt | US | $107K | – | 0.00 |
| COMCAST CORP 5.300000% 06/01/2034 (COMCAST CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| COMCAST CORP 5.350000% 11/15/2027 (COMCAST CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| COMCAST CORP 5.650000% 06/01/2054 (COMCAST CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| COMCAST CORP 7.050000% 03/15/2033 (COMCAST CORPORATION) | Long | Debt | US | $56K | – | 0.00 |
| COMISION FEDERAL DE ELECTRICIDAD 144A 3.875000% 07/26/2033 | Long | Debt | MX | $641K | – | 0.01 |
| COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 B (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| COMM 2014-UBS3 MORTGAGE TRUST COMM 2014-UBS3 AM (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $497K | – | 0.01 |
| COMM 2014-UBS4 MORTGAGE TRUST COMM 2014-UBS4 A4 (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $414K | – | 0.01 |
| COMM 2015-CCRE26 MORTGAGE TRUST COMM 2015-CR26 C (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM 2015-CCRE27 MORTGAGE TRUST COMM 2015-CR27 A3 (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| COMM 2015-LC19 MORTGAGE TRUST COMM 2015-LC19 XA (COMM MORTGAGE TRUST) | Long | Debt | US | $26K | – | 0.00 |
| COMM 2015-LC23 MORTGAGE TRUST COMM 2015-LC23 A3 (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $757K | – | 0.01 |
| COMM 2017-PANW MORTGAGE TRUST COMM 2017-PANW A (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018-COR3 A2 (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| COMM 2020-CBM MORTGAGE TRUST COMM 2020-CBM A2 (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COMM 2020-CX MORTGAGE TRUST COMM 2020-CX A (COMM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| COMMONSPIRIT HEALTH 2.782000% 10/01/2030 | Long | Debt | US | $2M | – | 0.02 |
| COMMONSPIRIT HEALTH 3.347000% 10/01/2029 | Long | Debt | US | $604K | – | 0.01 |
| COMMONSPIRIT HEALTH 4.350000% 11/01/2042 | Long | Debt | US | $214K | – | 0.00 |
| COMMONSPIRIT HEALTH 4.350000% 11/01/2042 | Long | Debt | US | $162K | – | 0.00 |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1M2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 CAS 2022-R07 1M1 | Long | ABS-mortgage backed security | US | $766K | – | 0.01 |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R06 CAS 2023-R06 1M2 | Long | ABS-mortgage backed security | US | $801K | – | 0.01 |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 CAS 2024-R01 1M2 | Long | ABS-mortgage backed security | US | $796K | – | 0.01 |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R02 CAS 2024-R02 1M2 | Long | ABS-mortgage backed security | US | $827K | – | 0.01 |
| CONOCOPHILLIPS CO 4.150000% 11/15/2034 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $413K | – | 0.01 |
| CONOCOPHILLIPS CO 6.950000% 04/15/2029 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 3.200000% 12/01/2051 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $139K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 3.350000% 04/01/2030 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $237K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 04/01/2050 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $164K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $2M | – | 0.03 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 5.375000% 05/15/2034 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $1M | – | 0.01 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 5.500000% 03/15/2034 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $2M | – | 0.03 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 5.700000% 05/15/2054 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $717K | – | 0.01 |
| CONSOLIDATED EDISON CO OF NEW YORK INC 5.900000% 11/15/2053 (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $722K | – | 0.01 |
| CONSTELLATION BRANDS INC 2.250000% 08/01/2031 (CONSTELLATION BRANDS, INC.) | Long | Debt | US | $106K | – | 0.00 |
| CONSTELLATION BRANDS INC 4.350000% 05/09/2027 (CONSTELLATION BRANDS, INC.) | Long | Debt | US | $586K | – | 0.01 |
| CONSTELLATION BRANDS INC 5.250000% 11/15/2048 (CONSTELLATION BRANDS, INC.) | Long | Debt | US | $1M | – | 0.02 |
| CONSTELLATION ENERGY GENERATION LLC 5.600000% 03/01/2028 (CONSTELLATION ENERGY GENERATION, LLC) | Long | Debt | US | $2M | – | 0.03 |
| CONSTELLATION INSURANCE INC 144A 6.800000% 01/24/2030 (CONSTELLATION INSURANCE, INC.) | Long | Debt | US | $2M | – | 0.02 |
| CONSTELLATION SOFTWARE INC/CANADA 144A 5.158000% 02/16/2029 (Constellation Software Inc.) | Long | Debt | CA | $3M | – | 0.04 |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028 (CONSUMERS SECURITIZATION FUNDING LLC) | Long | Debt | US | $2M | – | 0.03 |
| CONTINENTAL AIRLINES 2012-2 CLASS A PASS THROUGH T 4.000000% 10/29/2024 | Long | Debt | US | $36K | – | 0.00 |
| CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $3M | – | 0.05 |
| CONTINENTAL RESOURCES INC/OK 3.800000% 06/01/2024 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $770K | – | 0.01 |
| CONTINENTAL RESOURCES INC/OK 4.375000% 01/15/2028 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $778K | – | 0.01 |
| CONTINENTAL RESOURCES INC/OK 4.900000% 06/01/2044 (CONTINENTAL RESOURCES, INC.) | Long | Debt | US | $669K | – | 0.01 |
| COOF SECURITIZATION TRUST 2014-1 LTD COOF 2014-1 A | Long | Debt | US | $6K | – | 0.00 |
| COOPERATIEVE RABOBANK UA 144A 3.649000% 04/06/2028 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $742K | – | 0.01 |
| COOPERATIEVE RABOBANK UA 144A 3.758000% 04/06/2033 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $2M | – | 0.03 |
| COOPERATIEVE RABOBANK UA 144A 3.758000% 04/06/2033 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $629K | – | 0.01 |
| COOPERATIEVE RABOBANK UA 4.375000% 08/04/2025 (Cooperatieve Rabobank U.A.) | Long | Debt | NL | $1M | – | 0.02 |
| COSTCO WHOLESALE CORP 1.375000% 06/20/2027 (COSTCO WHOLESALE CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| COSTCO WHOLESALE CORP 1.750000% 04/20/2032 (COSTCO WHOLESALE CORPORATION) | Long | Debt | US | $447K | – | 0.01 |
| COTERRA ENERGY INC 3.900000% 05/15/2027 (Coterra Energy Inc.) | Long | Debt | US | $2M | – | 0.02 |
| COTERRA ENERGY INC 4.375000% 03/15/2029 (Coterra Energy Inc.) | Long | Debt | US | $2M | – | 0.02 |
| COX ENTERPRISES INC 144A 7.375000% 07/15/2027 (COX ENTERPRISES, INC.) | Long | Debt | US | $3M | – | 0.04 |
| CREDIT AGRICOLE SA/LONDON MTN 1.907000% 06/16/2026 (CREDIT AGRICOLE S.A. LONDON BRANCH) | Long | Debt | FR | $605K | – | 0.01 |
| Credit Default Swap (UBS Group AG) | Derivative-credit | US | $4M | – | 0.05 | |
| CREDIT SUISSE AG/NEW YORK NY 2.950000% 04/09/2025 (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | CH | $772K | – | 0.01 |
| CREDIT SUISSE AG/NEW YORK NY 4.750000% 08/09/2024 (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | CH | $768K | – | 0.01 |
| CREDIT SUISSE AG/NEW YORK NY 5.000000% 07/09/2027 (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | CH | $593K | – | 0.01 |
| CREDIT SUISSE AG/NEW YORK NY 7.500000% 02/15/2028 (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | CH | $3M | – | 0.04 |
| CREDIT SUISSE AG/NEW YORK NY 7.950000% 01/09/2025 (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | CH | $2M | – | 0.02 |
| CREDIT SUISSE AG/NEW YORK NY MTN 3.625000% 09/09/2024 (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | CH | $1M | – | 0.02 |
| CREDIT SUISSE AG/NEW YORK NY MTN 3.700000% 02/21/2025 (CREDIT SUISSE AG (NEW YORK BRANCH)) | Long | Debt | CH | $3M | – | 0.04 |
| CREDIT-BASED ASSET SERVICING AND SECURITIZATION LL CBASS 2003-CB3 AF1 (C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CREDIT-BASED ASSET SERVICING AND SECURITIZATION LL CBASS 2006-CB2 AF2 (C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| CROWLEY CONRO LLC 4.181000% 08/15/2043 (CROWLEY CONRO, LLC) | Long | Debt | US | $639K | – | 0.01 |
| CROWN CASTLE INC 2.100000% 04/01/2031 (CROWN CASTLE INC.) | Long | Debt | US | $2M | – | 0.03 |
| CROWN CASTLE INC 2.100000% 04/01/2031 (CROWN CASTLE INC.) | Long | Debt | US | $959K | – | 0.01 |
| CROWN CASTLE INC 2.900000% 04/01/2041 (CROWN CASTLE INC.) | Long | Debt | US | $444K | – | 0.01 |
| CROWN CASTLE INC 5.800000% 03/01/2034 (CROWN CASTLE INC.) | Long | Debt | US | $2M | – | 0.03 |
| CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C3 A3 (CSAIL COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $829K | – | 0.01 |
| CSAIL 2017-CX9 COMMERCIAL MORTGAGE TRUST CSAIL 2017-CX9 A5 (CSAIL COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER CSFB 2003-29 5A1 (CREDIT SUISSE FIRST BOSTON CORPORATION) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| CSMC 2014-USA OA LLC CSMC 2014-USA A2 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $884K | – | 0.01 |
| CSMC 2017-RPL1 TRUST CSMC 2017-RPL1 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CSMC 2018-RPL9 TRUST CSMC 2018-RPL9 A (CSMC TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CSMC 2019-AFC1 TRUST CSMC 2019-AFC1 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $550K | – | 0.01 |
| CSMC 2020-FACT CSMC 2020-FACT A (CSMC MORTGAGE BACKED TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CSMC 2021-NQM3 CSMC 2021-NQM3 A3 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CSMC 2021-NQM5 TRUST CSMC 2021-NQM5 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CSMC 2021-NQM7 CSMC 2021-NQM7 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| CSMC 2021-RPL2TRUST CSMC 2021-RPL2 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $568K | – | 0.01 |
| CSMC 2021-RPL3 TRUST CSMC 2021-RPL3 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CSMC 2021-RPL6 TRUST CSMC 2021-RPL6 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CSMC 2022-ATH2 CSMC 2022-ATH2 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| CSMC 2022-NQM1 CSMC 2022-NQM1 A1 (CSMC TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CSMC SERIES 2019-NQM1 CSMC 2019-NQM1 A3 (CSMC MORTGAGE BACKED TRUST) | Long | ABS-mortgage backed security | US | $967K | – | 0.01 |
| CSMC TRUST 2018-J1 TRUST CSMC 2018-J1 A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CVS HEALTH CORP 1.875000% 02/28/2031 (CVS HEALTH CORPORATION) | Long | Debt | US | $167K | – | 0.00 |
| CVS HEALTH CORP 2.125000% 09/15/2031 (CVS HEALTH CORPORATION) | Long | Debt | US | $526K | – | 0.01 |
| CVS HEALTH CORP 3.375000% 08/12/2024 (CVS HEALTH CORPORATION) | Long | Debt | US | $95K | – | 0.00 |
| CVS HEALTH CORP 3.625000% 04/01/2027 (CVS HEALTH CORPORATION) | Long | Debt | US | $363K | – | 0.01 |
| CVS HEALTH CORP 3.625000% 04/01/2027 (CVS HEALTH CORPORATION) | Long | Debt | US | $229K | – | 0.00 |
| CVS HEALTH CORP 3.750000% 04/01/2030 (CVS HEALTH CORPORATION) | Long | Debt | US | $557K | – | 0.01 |
| CVS HEALTH CORP 3.875000% 07/20/2025 (CVS HEALTH CORPORATION) | Long | Debt | US | $912K | – | 0.01 |
| CVS HEALTH CORP 4.125000% 04/01/2040 (CVS HEALTH CORPORATION) | Long | Debt | US | $194K | – | 0.00 |
| CVS HEALTH CORP 4.250000% 04/01/2050 (CVS HEALTH CORPORATION) | Long | Debt | US | $477K | – | 0.01 |
| CVS HEALTH CORP 4.300000% 03/25/2028 (CVS HEALTH CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| CVS HEALTH CORP 4.780000% 03/25/2038 (CVS HEALTH CORPORATION) | Long | Debt | US | $881K | – | 0.01 |
| CVS HEALTH CORP 5.000000% 02/20/2026 (CVS HEALTH CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| CVS HEALTH CORP 5.050000% 03/25/2048 (CVS HEALTH CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| CVS HEALTH CORP 5.050000% 03/25/2048 (CVS HEALTH CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| CVS HEALTH CORP 5.050000% 03/25/2048 (CVS HEALTH CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| CVS HEALTH CORP 5.125000% 02/21/2030 (CVS HEALTH CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| CVS HEALTH CORP 5.125000% 07/20/2045 (CVS HEALTH CORPORATION) | Long | Debt | US | $150K | – | 0.00 |
| CVS HEALTH CORP 5.250000% 02/21/2033 (CVS HEALTH CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| CVS HEALTH CORP 6.050000% 06/01/2054 (CVS HEALTH CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| CVS PASS-THROUGH TRUST 144A 5.789000% 01/10/2026 (CVS HEALTH CORPORATION) | Long | Debt | US | $246K | – | 0.00 |
| CVS PASS-THROUGH TRUST 144A 5.926000% 01/10/2034 (CVS HEALTH CORPORATION) | Long | Debt | US | $117K | – | 0.00 |
| CVS PASS-THROUGH TRUST 5.880000% 01/10/2028 (CVS LEASE BACKED PASS THROUGH SERIES TRUST) | Long | Debt | US | $51K | – | 0.00 |
| CVS PASS-THROUGH TRUST 6.036000% 12/10/2028 (CVS LEASE BACKED PASS THROUGH SERIES TRUST) | Long | Debt | US | $896K | – | 0.01 |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 CWL 2007-13 2A1 | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| CWABS ASSET-BACKED NOTES TRUST 2006-SD2 CWL 2006-SD3 A1 (CWABS ASSET-BACKED CERTIFICATES TRUST) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 CWL 2004-6 1A1 (CWABS ASSET-BACKED CERTIFICATES TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2007 CWHEL 2007-A A | Long | ABS-mortgage backed security | US | $911K | – | 0.01 |
| DANONE SA 144A 2.947000% 11/02/2026 | Long | Debt | FR | $427K | – | 0.01 |
| DANSKE BANK A/S 144A 3.244000% 12/20/2025 | Long | Debt | DK | $1M | – | 0.02 |
| DANSKE BANK A/S 144A 6.466000% 01/09/2026 | Long | Debt | DK | $2M | – | 0.03 |
| DANSKE BANK A/S MTN 0.976000% 09/10/2025 | Long | Debt | DK | $1M | – | 0.02 |
| DBJPM 16-C1 MORTGAGE TRUST DBJPM 2016-C1 B (DBJPM MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| DC OFFICE TRUST 2019-MTC DCOT 2019-MTC A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1 DRMT 2022-1 A1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| DEERE & CO 3.100000% 04/15/2030 (DEERE & COMPANY) | Long | Debt | US | $145K | – | 0.00 |
| DEERE & CO 3.750000% 04/15/2050 (DEERE & COMPANY) | Long | Debt | US | $254K | – | 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 | $2M | – | 0.03 |
| DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.500000% 10/20/2025 (SkyMiles IP Ltd.) | Long | Debt | US | $658K | – | 0.01 |
| DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028 (SkyMiles IP Ltd.) | Long | Debt | US | $2M | – | 0.03 |
| DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028 (SkyMiles IP Ltd.) | Long | Debt | US | $1M | – | 0.02 |
| DELTA FUNDING HOME EQUITY LOAN TRUST 1999-3 DELHE 1999-3 A1A | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| DEUTSCHE BANK AG/NEW YORK NY 3.742000% 01/07/2033 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.02 |
| DEUTSCHE BANK AG/NEW YORK NY 5.414000% 05/10/2029 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $3M | – | 0.03 |
| DEUTSCHE BANK AG/NEW YORK NY 6.819000% 11/20/2029 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $1M | – | 0.02 |
| DEUTSCHE BANK AG/NEW YORK NY 7.079000% 02/10/2034 (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | DE | $808K | – | 0.01 |
| DEVON ENERGY CORP 4.500000% 01/15/2030 (DEVON ENERGY CORPORATION) | Long | Debt | US | $245K | – | 0.00 |
| DEVON ENERGY CORP 4.750000% 05/15/2042 (DEVON ENERGY CORPORATION) | Long | Debt | US | $480K | – | 0.01 |
| DEVON ENERGY CORP 5.000000% 06/15/2045 (DEVON ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| DEVON ENERGY CORP 5.250000% 10/15/2027 (DEVON ENERGY CORPORATION) | Long | Debt | US | $97K | – | 0.00 |
| DEVON ENERGY CORP 5.600000% 07/15/2041 (DEVON ENERGY CORPORATION) | Long | Debt | US | $639K | – | 0.01 |
| DEVON ENERGY CORP 5.850000% 12/15/2025 (DEVON ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| DEVON ENERGY CORP 7.875000% 09/30/2031 (DEVON FINANCING COMPANY, L.L.C.) | Long | Debt | US | $2M | – | 0.02 |
| DH EUROPE FINANCE II SARL 2.200000% 11/15/2024 (DH Europe Finance II S.a r.l.) | Long | Debt | US | $2M | – | 0.02 |
| DIAMONDBACK ENERGY INC 3.125000% 03/24/2031 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $280K | – | 0.00 |
| DIAMONDBACK ENERGY INC 3.500000% 12/01/2029 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $1M | – | 0.02 |
| DIAMONDBACK ENERGY INC 5.150000% 01/30/2030 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $1M | – | 0.02 |
| DIAMONDBACK ENERGY INC 5.200000% 04/18/2027 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $711K | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.400000% 04/18/2034 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $1M | – | 0.02 |
| DIAMONDBACK ENERGY INC 5.750000% 04/18/2054 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $1M | – | 0.02 |
| DIAMONDBACK ENERGY INC 5.750000% 04/18/2054 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $1M | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.750000% 04/18/2054 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $689K | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.900000% 04/18/2064 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $892K | – | 0.01 |
| DIAMONDBACK ENERGY INC 5.900000% 04/18/2064 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $345K | – | 0.00 |
| DIAMONDBACK ENERGY INC 6.250000% 03/15/2033 (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $3M | – | 0.04 |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT 2023-A1 A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT 2023-A2 A | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| DISCOVERY COMMUNICATIONS LLC 4.000000% 09/15/2055 (DISCOVERY COMMUNICATIONS, LLC) | Long | Debt | US | $486K | – | 0.01 |
| DLLAA 2023-1 LLC DLLAA 2023-1A A3 (DLLAA LLC) | Long | ABS-mortgage backed security | US | $763K | – | 0.01 |
| DLLAD 2024-1 LLC DLLAD 2024-1A A3 (DLLAD LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| DLLST 2022-1 LLC DLLST 2022-1A A3 (DLLST LLC) | Long | ABS-mortgage backed security | US | $606K | – | 0.01 |
| DLLST 2024-1 LLC DLLST 2024-1A A3 (DLLST LLC) | Long | ABS-mortgage backed security | US | $733K | – | 0.01 |
| DOC DR LLC 2.625000% 11/01/2031 (DOC DR, LLC) | Long | Debt | US | $736K | – | 0.01 |
| DOC DR LLC 3.950000% 01/15/2028 (DOC DR, LLC) | Long | Debt | US | $53K | – | 0.00 |
| DOMINION ENERGY INC 3.071000% 08/15/2024 (Dominion Energy, Inc.) | Long | Debt | US | $2M | – | 0.02 |
| DOW CHEMICAL CO/THE 4.800000% 05/15/2049 (THE DOW CHEMICAL COMPANY) | Long | Debt | US | $501K | – | 0.01 |
| DOW CHEMICAL CO/THE 5.150000% 02/15/2034 (THE DOW CHEMICAL COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| DOW CHEMICAL CO/THE 5.600000% 02/15/2054 (THE DOW CHEMICAL COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| DP WORLD LTD/UNITED ARAB EMIRATES MTN 5.625000% 09/25/2048 (DP World Limited) | Long | Debt | AE | $2M | – | 0.03 |
| DRYDEN XXVI SENIOR LOAN FUND DRSLF 2013-26A AR (DRYDEN SENIOR LOAN FUND) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| DSLA MORTGAGE LOAN TRUST 2004-AR2 DSLA 2004-AR2 A2B | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| DTE ELECTRIC CO 2.950000% 03/01/2050 (DTE ELECTRIC COMPANY) | Long | Debt | US | $710K | – | 0.01 |
| DTE ELECTRIC CO 3.650000% 03/01/2052 (DTE ELECTRIC COMPANY) | Long | Debt | US | $367K | – | 0.01 |
| DTE ENERGY CO 1.050000% 06/01/2025 (DTE ENERGY COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| DTE ENERGY CO 2.529000% 10/01/2024 (DTE ENERGY COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| DTE ENERGY CO 5.850000% 06/01/2034 (DTE ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 2.550000% 04/15/2031 (Duke Energy Carolinas, LLC) | Long | Debt | US | $364K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 2.850000% 03/15/2032 (Duke Energy Carolinas, LLC) | Long | Debt | US | $993K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 3.550000% 03/15/2052 (Duke Energy Carolinas, LLC) | Long | Debt | US | $598K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 4.000000% 09/30/2042 (Duke Energy Carolinas, LLC) | Long | Debt | US | $1M | – | 0.02 |
| DUKE ENERGY CAROLINAS LLC 4.250000% 12/15/2041 (Duke Energy Carolinas, LLC) | Long | Debt | US | $838K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 4.950000% 01/15/2033 (Duke Energy Carolinas, LLC) | Long | Debt | US | $699K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 5.350000% 01/15/2053 (Duke Energy Carolinas, LLC) | Long | Debt | US | $1M | – | 0.02 |
| DUKE ENERGY CAROLINAS LLC 5.400000% 01/15/2054 (Duke Energy Carolinas, LLC) | Long | Debt | US | $677K | – | 0.01 |
| DUKE ENERGY CORP 0.900000% 09/15/2025 (DUKE ENERGY CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| DUKE ENERGY CORP 3.150000% 08/15/2027 (DUKE ENERGY CORPORATION) | Long | Debt | US | $799K | – | 0.01 |
| DUKE ENERGY CORP 3.500000% 06/15/2051 (DUKE ENERGY CORPORATION) | Long | Debt | US | $131K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 2.400000% 12/15/2031 (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $775K | – | 0.01 |
| DUKE ENERGY FLORIDA LLC 5.875000% 11/15/2033 (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $395K | – | 0.01 |
| DUKE ENERGY INDIANA LLC 2.750000% 04/01/2050 (DUKE ENERGY INDIANA, LLC) | Long | Debt | US | $532K | – | 0.01 |
| DUKE ENERGY OHIO INC 5.250000% 04/01/2033 (DUKE ENERGY OHIO, INC.) | Long | Debt | US | $2M | – | 0.02 |
| DUKE ENERGY PROGRESS LLC 2.500000% 08/15/2050 (Duke Energy Progress, LLC) | Long | Debt | US | $546K | – | 0.01 |
| DUKE ENERGY PROGRESS LLC 4.150000% 12/01/2044 (Duke Energy Progress, LLC) | Long | Debt | US | $202K | – | 0.00 |
| DUPONT DE NEMOURS INC 4.493000% 11/15/2025 (DUPONT DE NEMOURS, INC.) | Long | Debt | US | $2M | – | 0.03 |
| EAST OHIO GAS CO/THE 144A 2.000000% 06/15/2030 (THE EAST OHIO GAS COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| EATON CORP 4.000000% 11/02/2032 (EATON CORPORATION) | Long | Debt | US | $92K | – | 0.00 |
| EATON CORP 4.150000% 11/02/2042 (EATON CORPORATION) | Long | Debt | US | $453K | – | 0.01 |
| EATON VANCE CLO 2020-2 LTD EATON 2020-2A AR (EATON VANCE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| ECOPETROL SA 5.875000% 05/28/2045 (ECOPETROL S.A.) | Long | Debt | CO | $2M | – | 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 | $1M | – | 0.02 |
| ELECTRICITE DE FRANCE SA 144A 6.000000% 04/22/2064 | Long | Debt | FR | $1M | – | 0.02 |
| ELEVANCE HEALTH INC 3.350000% 12/01/2024 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $1M | – | 0.02 |
| ELEVANCE HEALTH INC 3.650000% 12/01/2027 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $314K | – | 0.00 |
| ELEVANCE HEALTH INC 4.100000% 05/15/2032 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $1M | – | 0.01 |
| ELEVANCE HEALTH INC 4.550000% 05/15/2052 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $411K | – | 0.01 |
| ELEVANCE HEALTH INC 4.625000% 05/15/2042 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $193K | – | 0.00 |
| ELEVANCE HEALTH INC 5.150000% 06/15/2029 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $2M | – | 0.02 |
| ELEVANCE HEALTH INC 5.375000% 06/15/2034 (ELEVANCE HEALTH, INC.) | Long | Debt | US | $1M | – | 0.01 |
| ELI LILLY & CO 4.700000% 02/09/2034 (ELI LILLY AND COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| ELI LILLY & CO 4.700000% 02/09/2034 (ELI LILLY AND COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| ELI LILLY & CO 5.000000% 02/09/2054 (ELI LILLY AND COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| ELI LILLY & CO 5.000000% 02/09/2054 (ELI LILLY AND COMPANY) | Long | Debt | US | $142K | – | 0.00 |
| ELI LILLY & CO 5.100000% 02/09/2064 (ELI LILLY AND COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| ELI LILLY & CO 5.100000% 02/09/2064 (ELI LILLY AND COMPANY) | Long | Debt | US | $673K | – | 0.01 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 EFMT 2022-1 A1 | Long | ABS-mortgage backed security | US | $680K | – | 0.01 |
| ELMWOOD CLO I LTD ELMW1 2019-1A A1RR | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| EMERSON ELECTRIC CO 2.800000% 12/21/2051 (EMERSON ELECTRIC CO.) | Long | Debt | US | $1M | – | 0.02 |
| EMERSON ELECTRIC CO 2.800000% 12/21/2051 (EMERSON ELECTRIC CO.) | Long | Debt | US | $443K | – | 0.01 |
| EMPOWER CLO 2024-1 LTD EMPWR 2024-1A A1 (EMPOWER CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| ENBRIDGE INC 5.625000% 04/05/2034 (Enbridge Inc.) | Long | Debt | CA | $1M | – | 0.01 |
| ENBRIDGE INC 5.950000% 04/05/2054 (Enbridge Inc.) | Long | Debt | CA | $353K | – | 0.00 |
| ENBRIDGE INC 6.000000% 11/15/2028 (Enbridge Inc.) | Long | Debt | CA | $1M | – | 0.02 |
| ENBRIDGE INC 6.200000% 11/15/2030 (Enbridge Inc.) | Long | Debt | CA | $1M | – | 0.02 |
| ENERGY TRANSFER LP 2.900000% 05/15/2025 | Long | Debt | US | $720K | – | 0.01 |
| ENERGY TRANSFER LP 3.750000% 05/15/2030 | Long | Debt | US | $2M | – | 0.03 |
| ENERGY TRANSFER LP 4.000000% 10/01/2027 | Long | Debt | US | $2M | – | 0.02 |
| ENERGY TRANSFER LP 4.950000% 06/15/2028 | Long | Debt | US | $275K | – | 0.00 |
| ENERGY TRANSFER LP 5.250000% 04/15/2029 | Long | Debt | US | $2M | – | 0.03 |
| ENERGY TRANSFER LP 5.250000% 04/15/2029 | Long | Debt | US | $229K | – | 0.00 |
| ENERGY TRANSFER LP 5.300000% 04/01/2044 | Long | Debt | US | $54K | – | 0.00 |
| ENERGY TRANSFER LP 5.300000% 04/15/2047 | Long | Debt | US | $1M | – | 0.02 |
| ENERGY TRANSFER LP 5.400000% 10/01/2047 | Long | Debt | US | $480K | – | 0.01 |
| ENERGY TRANSFER LP 5.400000% 10/01/2047 | Long | Debt | US | $431K | – | 0.01 |
| ENERGY TRANSFER LP 5.500000% 06/01/2027 | Long | Debt | US | $621K | – | 0.01 |
| ENERGY TRANSFER LP 5.550000% 05/15/2034 | Long | Debt | US | $669K | – | 0.01 |
| ENERGY TRANSFER LP 5.950000% 05/15/2054 | Long | Debt | US | $2M | – | 0.02 |
| ENERGY TRANSFER LP 5.950000% 05/15/2054 | Long | Debt | US | $1M | – | 0.02 |
| ENERGY TRANSFER LP 6.250000% 04/15/2049 | Long | Debt | US | $1M | – | 0.02 |
| ENERGY TRANSFER LP 6.400000% 12/01/2030 | Long | Debt | US | $3M | – | 0.04 |
| ENERGY TRANSFER LP 6.400000% 12/01/2030 | Long | Debt | US | $2M | – | 0.02 |
| ENI SPA 144A 5.950000% 05/15/2054 (ENI S.P.A.) | Long | Debt | IT | $534K | – | 0.01 |
| ENTERGY ARKANSAS LLC 2.650000% 06/15/2051 (ENTERGY ARKANSAS, LLC) | Long | Debt | US | $491K | – | 0.01 |
| ENTERGY ARKANSAS LLC 5.150000% 01/15/2033 (ENTERGY ARKANSAS, LLC) | Long | Debt | US | $1M | – | 0.02 |
| ENTERGY TEXAS INC 3.450000% 12/01/2027 (ENTERGY TEXAS, INC.) | Long | Debt | US | $2M | – | 0.02 |
| ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $547K | – | 0.01 |
| ENTERPRISE FLEET FUNDING 2021-1 LLC EFF 2021-1 A3 (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $879K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC 2.800000% 01/31/2030 | Long | Debt | US | $2M | – | 0.02 |
| ENTERPRISE PRODUCTS OPERATING LLC 3.125000% 07/31/2029 | Long | Debt | US | $320K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC 3.700000% 01/31/2051 | Long | Debt | US | $375K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC 3.950000% 01/31/2060 | Long | Debt | US | $220K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC 4.150000% 10/16/2028 | Long | Debt | US | $2M | – | 0.02 |
| ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 01/31/2034 | Long | Debt | US | $2M | – | 0.02 |
| ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 03/15/2044 | Long | Debt | US | $54K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC 5.375000% 02/15/2078 | Long | Debt | US | $269K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC 6.125000% 10/15/2039 | Long | Debt | US | $152K | – | 0.00 |
| ENTERPRISE PRODUCTS OPERATING LLC 6.650000% 10/15/2034 | Long | Debt | US | $427K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC 7.550000% 04/15/2038 | Long | Debt | US | $71K | – | 0.00 |
| EOG RESOURCES INC 3.900000% 04/01/2035 (EOG RESOURCES, INC.) | Long | Debt | US | $526K | – | 0.01 |
| EOG RESOURCES INC 4.150000% 01/15/2026 (EOG RESOURCES, INC.) | Long | Debt | US | $265K | – | 0.00 |
| EOG RESOURCES INC 4.375000% 04/15/2030 (EOG RESOURCES, INC.) | Long | Debt | US | $832K | – | 0.01 |
| EOG RESOURCES INC 4.950000% 04/15/2050 (EOG RESOURCES, INC.) | Long | Debt | US | $1M | – | 0.02 |
| EQT CORP 7.000000% 02/01/2030 (EQT CORPORATION) | Long | Debt | US | $951K | – | 0.01 |
| EQUINIX INC 3.900000% 04/15/2032 (EQUINIX, INC.) | Long | Debt | US | $4M | – | 0.05 |
| EQUS 2021-EQAZ MORTGAGE TRUST EQUS 2021-EQAZ B (EQUS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ESSEX PORTFOLIO LP 2.550000% 06/15/2031 (ESSEX PORTFOLIO, L.P.) | Long | Debt | US | $516K | – | 0.01 |
| EVERBANK MORTGAGE LOAN TRUST 18-1 EVER 2018-1 A22 | Long | ABS-mortgage backed security | US | $430K | – | 0.01 |
| EVERGY METRO INC 5.300000% 10/01/2041 (Evergy Metro, Inc.) | Long | Debt | US | $236K | – | 0.00 |
| EVERGY MISSOURI WEST INC 144A 5.650000% 06/01/2034 (EVERGY MISSOURI WEST, INC.) | Long | Debt | US | $3M | – | 0.04 |
| EVERSOURCE ENERGY 4.600000% 07/01/2027 | Long | Debt | US | $1M | – | 0.02 |
| EVERSOURCE ENERGY 5.850000% 04/15/2031 | Long | Debt | US | $1M | – | 0.02 |
| EVERSOURCE ENERGY 5.950000% 02/01/2029 | Long | Debt | US | $3M | – | 0.04 |
| EVERSOURCE ENERGY 5.950000% 02/01/2029 | Long | Debt | US | $3M | – | 0.04 |
| EVERSOURCE ENERGY 5.950000% 07/15/2034 | Long | Debt | US | $864K | – | 0.01 |
| EXELON CORP 3.950000% 06/15/2025 (EXELON CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| EXELON CORP 5.625000% 06/15/2035 (EXELON CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| EXPORT FINANCE & INSURANCE CORP 144A 4.625000% 10/26/2027 (Export Finance Australia) | Long | Debt | AU | $2M | – | 0.03 |
| EXPORT-IMPORT BANK OF INDIA 144A 3.375000% 08/05/2026 | Long | Debt | IN | $1M | – | 0.02 |
| EXTRA SPACE STORAGE LP 2.200000% 10/15/2030 | Long | Debt | US | $444K | – | 0.01 |
| EXTRA SPACE STORAGE LP 2.400000% 10/15/2031 | Long | Debt | US | $106K | – | 0.00 |
| EXTRA SPACE STORAGE LP 2.550000% 06/01/2031 | Long | Debt | US | $2M | – | 0.03 |
| EXTRA SPACE STORAGE LP 3.900000% 04/01/2029 | Long | Debt | US | $1M | – | 0.01 |
| EXXON MOBIL CORP 3.482000% 03/19/2030 (EXXON MOBIL CORPORATION) | Long | Debt | US | $677K | – | 0.01 |
| EXXON MOBIL CORP 4.114000% 03/01/2046 (EXXON MOBIL CORPORATION) | Long | Debt | US | $759K | – | 0.01 |
| EXXON MOBIL CORP 4.227000% 03/19/2040 (EXXON MOBIL CORPORATION) | Long | Debt | US | $230K | – | 0.00 |
| EXXON MOBIL CORP 4.327000% 03/19/2050 (EXXON MOBIL CORPORATION) | Long | Debt | US | $85K | – | 0.00 |
| F&G GLOBAL FUNDING 144A 1.750000% 06/30/2026 | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE 2.625000% 09/06/2024 (Federal National Mortgage Association) | Long | Debt | US | $507K | – | 0.01 |
| FANNIE MAE GRANTOR TRUST 2017-T1 FNGT 2017-T1 A (Federal National Mortgage Association) | Long | Debt | US | $167K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 323 16 (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 334 16 (Federal National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 409 C1 (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 409 C13 (Federal National Mortgage Association) | Long | Debt | US | $37K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 409 C17 (Federal National Mortgage Association) | Long | Debt | US | $53K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 409 C2 (Federal National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 409 C22 (Federal National Mortgage Association) | Long | Debt | US | $54K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 411 A3 (Federal National Mortgage Association) | Long | Debt | US | $847K | – | 0.01 |
| FANNIE MAE INTEREST STRIP FNS 414 A35 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE INTEREST STRIP FNS 427 C21 (Federal National Mortgage Association) | Long | Debt | US | $295K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 428 C14 (Federal National Mortgage Association) | Long | Debt | US | $100K | – | 0.00 |
| FANNIE MAE INTEREST STRIP FNS 436 C32 (Federal National Mortgage Association) | Long | Debt | US | $422K | – | 0.01 |
| FANNIE MAE INTEREST STRIP FNS 440 C6 (Federal National Mortgage Association) | Long | Debt | US | $236K | – | 0.00 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $52M | – | 0.72 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $40M | – | 0.56 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JULY) (Federal National Mortgage Association) | Long | Debt | US | $20M | – | 0.28 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE) (Federal National Mortgage Association) | Long | Debt | US | $36M | – | 0.49 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE) (Federal National Mortgage Association) | Long | Debt | US | $23M | – | 0.31 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE) (Federal National Mortgage Association) | Long | Debt | US | $20M | – | 0.27 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE) (Federal National Mortgage Association) | Long | Debt | US | $16M | – | 0.23 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE) (Federal National Mortgage Association) | Long | Debt | US | $16M | – | 0.22 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE) (Federal National Mortgage Association) | Long | Debt | US | $15M | – | 0.21 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE) (Federal National Mortgage Association) | Long | Debt | US | $15M | – | 0.20 |
| FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE) (Federal National Mortgage Association) | Long | Debt | US | $416K | – | 0.01 |
| FANNIE MAE POOL FN 253644 (Federal National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| FANNIE MAE POOL FN 253841 (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE POOL FN 310205 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN 310209 (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.08 |
| FANNIE MAE POOL FN 323862 (Federal National Mortgage Association) | Long | Debt | US | $452.91 | – | 0.00 |
| FANNIE MAE POOL FN 394854 (Federal National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| FANNIE MAE POOL FN 527247 (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE POOL FN 535095 (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE POOL FN 535597 (Federal National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| FANNIE MAE POOL FN 545646 (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE POOL FN 545994 (Federal National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| FANNIE MAE POOL FN 560458 (Federal National Mortgage Association) | Long | Debt | US | $53.7 | – | 0.00 |
| FANNIE MAE POOL FN 562712 (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE POOL FN 589367 (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE POOL FN 596697 (Federal National Mortgage Association) | Long | Debt | US | $30K | – | 0.00 |
| FANNIE MAE POOL FN 625666 (Federal National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| FANNIE MAE POOL FN 627116 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE POOL FN 636885 (Federal National Mortgage Association) | Long | Debt | US | $72K | – | 0.00 |
| FANNIE MAE POOL FN 641546 (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE POOL FN 670551 (Federal National Mortgage Association) | Long | Debt | US | $214.99 | – | 0.00 |
| FANNIE MAE POOL FN 691210 (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE POOL FN 735224 (Federal National Mortgage Association) | Long | Debt | US | $208K | – | 0.00 |
| FANNIE MAE POOL FN 745643 (Federal National Mortgage Association) | Long | Debt | US | $209.06 | – | 0.00 |
| FANNIE MAE POOL FN 776708 (Federal National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| FANNIE MAE POOL FN 794717 (Federal National Mortgage Association) | Long | Debt | US | $31K | – | 0.00 |
| FANNIE MAE POOL FN 840065 (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE POOL FN 843352 (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE POOL FN 844773 (Federal National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| FANNIE MAE POOL FN 845355 (Federal National Mortgage Association) | Long | Debt | US | $57K | – | 0.00 |
| FANNIE MAE POOL FN 847777 (Federal National Mortgage Association) | Long | Debt | US | $802.81 | – | 0.00 |
| FANNIE MAE POOL FN 852294 (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE POOL FN 870977 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE POOL FN 889184 (Federal National Mortgage Association) | Long | Debt | US | $148K | – | 0.00 |
| FANNIE MAE POOL FN 890221 (Federal National Mortgage Association) | Long | Debt | US | $424K | – | 0.01 |
| FANNIE MAE POOL FN 890604 (Federal National Mortgage Association) | Long | Debt | US | $754K | – | 0.01 |
| FANNIE MAE POOL FN 890827 (Federal National Mortgage Association) | Long | Debt | US | $131K | – | 0.00 |
| FANNIE MAE POOL FN 890843 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN 898853 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE POOL FN 901607 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE POOL FN 902336 (Federal National Mortgage Association) | Long | Debt | US | $75K | – | 0.00 |
| FANNIE MAE POOL FN 903242 (Federal National Mortgage Association) | Long | Debt | US | $178K | – | 0.00 |
| FANNIE MAE POOL FN 904864 (Federal National Mortgage Association) | Long | Debt | US | $985.43 | – | 0.00 |
| FANNIE MAE POOL FN 906602 (Federal National Mortgage Association) | Long | Debt | US | $47K | – | 0.00 |
| FANNIE MAE POOL FN 909429 (Federal National Mortgage Association) | Long | Debt | US | $609.01 | – | 0.00 |
| FANNIE MAE POOL FN 910120 (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE POOL FN 916385 (Federal National Mortgage Association) | Long | Debt | US | $685.09 | – | 0.00 |
| FANNIE MAE POOL FN 918023 (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE POOL FN 918834 (Federal National Mortgage Association) | Long | Debt | US | $944.07 | – | 0.00 |
| FANNIE MAE POOL FN 928566 (Federal National Mortgage Association) | Long | Debt | US | $93K | – | 0.00 |
| FANNIE MAE POOL FN 928938 (Federal National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| FANNIE MAE POOL FN 934648 (Federal National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| FANNIE MAE POOL FN 937300 (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE POOL FN 937358 (Federal National Mortgage Association) | Long | Debt | US | $168K | – | 0.00 |
| FANNIE MAE POOL FN 940974 (Federal National Mortgage Association) | Long | Debt | US | $59K | – | 0.00 |
| FANNIE MAE POOL FN 940976 (Federal National Mortgage Association) | Long | Debt | US | $78K | – | 0.00 |
| FANNIE MAE POOL FN 941684 (Federal National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| FANNIE MAE POOL FN 947451 (Federal National Mortgage Association) | Long | Debt | US | $34K | – | 0.00 |
| FANNIE MAE POOL FN 955183 (Federal National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| FANNIE MAE POOL FN 968252 (Federal National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| FANNIE MAE POOL FN 991549 (Federal National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| FANNIE MAE POOL FN 992249 (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE POOL FN 995072 (Federal National Mortgage Association) | Long | Debt | US | $85K | – | 0.00 |
| FANNIE MAE POOL FN 995504 (Federal National Mortgage Association) | Long | Debt | US | $22K | – | 0.00 |
| FANNIE MAE POOL FN 995724 (Federal National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| FANNIE MAE POOL FN AB3864 (Federal National Mortgage Association) | Long | Debt | US | $861K | – | 0.01 |
| FANNIE MAE POOL FN AB3882 (Federal National Mortgage Association) | Long | Debt | US | $402K | – | 0.01 |
| FANNIE MAE POOL FN AB5692 (Federal National Mortgage Association) | Long | Debt | US | $327K | – | 0.00 |
| FANNIE MAE POOL FN AB6228 (Federal National Mortgage Association) | Long | Debt | US | $28K | – | 0.00 |
| FANNIE MAE POOL FN AB9594 (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| FANNIE MAE POOL FN AB9597 (Federal National Mortgage Association) | Long | Debt | US | $37K | – | 0.00 |
| FANNIE MAE POOL FN AB9683 (Federal National Mortgage Association) | Long | Debt | US | $198K | – | 0.00 |
| FANNIE MAE POOL FN AB9953 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN AC1604 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN AD0584 (Federal National Mortgage Association) | Long | Debt | US | $101K | – | 0.00 |
| FANNIE MAE POOL FN AD0753 (Federal National Mortgage Association) | Long | Debt | US | $48K | – | 0.00 |
| FANNIE MAE POOL FN AD0761 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN AD6438 (Federal National Mortgage Association) | Long | Debt | US | $105K | – | 0.00 |
| FANNIE MAE POOL FN AE0758 (Federal National Mortgage Association) | Long | Debt | US | $70K | – | 0.00 |
| FANNIE MAE POOL FN AE9965 (Federal National Mortgage Association) | Long | Debt | US | $54K | – | 0.00 |
| FANNIE MAE POOL FN AL0209 (Federal National Mortgage Association) | Long | Debt | US | $130K | – | 0.00 |
| FANNIE MAE POOL FN AL0851 (Federal National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| FANNIE MAE POOL FN AL1051 (Federal National Mortgage Association) | Long | Debt | US | $75K | – | 0.00 |
| FANNIE MAE POOL FN AL3026 (Federal National Mortgage Association) | Long | Debt | US | $26K | – | 0.00 |
| FANNIE MAE POOL FN AL3508 (Federal National Mortgage Association) | Long | Debt | US | $79K | – | 0.00 |
| FANNIE MAE POOL FN AL4741 (Federal National Mortgage Association) | Long | Debt | US | $112K | – | 0.00 |
| FANNIE MAE POOL FN AL5151 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN AL5579 (Federal National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| FANNIE MAE POOL FN AL5890 (Federal National Mortgage Association) | Long | Debt | US | $634K | – | 0.01 |
| FANNIE MAE POOL FN AL5925 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.10 |
| FANNIE MAE POOL FN AL6406 (Federal National Mortgage Association) | Long | Debt | US | $28K | – | 0.00 |
| FANNIE MAE POOL FN AL7500 (Federal National Mortgage Association) | Long | Debt | US | $186K | – | 0.00 |
| FANNIE MAE POOL FN AL7667 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN AL8076 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN AL9150 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN AL9397 (Federal National Mortgage Association) | Long | Debt | US | $21K | – | 0.00 |
| FANNIE MAE POOL FN AL9468 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN AL9546 (Federal National Mortgage Association) | Long | Debt | US | $307K | – | 0.00 |
| FANNIE MAE POOL FN AL9615 (Federal National Mortgage Association) | Long | Debt | US | $787K | – | 0.01 |
| FANNIE MAE POOL FN AL9631 (Federal National Mortgage Association) | Long | Debt | US | $453K | – | 0.01 |
| FANNIE MAE POOL FN AL9809 (Federal National Mortgage Association) | Long | Debt | US | $28K | – | 0.00 |
| FANNIE MAE POOL FN AL9865 (Federal National Mortgage Association) | Long | Debt | US | $938K | – | 0.01 |
| FANNIE MAE POOL FN AM8674 (Federal National Mortgage Association) | Long | Debt | US | $244K | – | 0.00 |
| FANNIE MAE POOL FN AN8575 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN AO9747 (Federal National Mortgage Association) | Long | Debt | US | $775K | – | 0.01 |
| FANNIE MAE POOL FN AP4781 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN AP9766 (Federal National Mortgage Association) | Long | Debt | US | $285K | – | 0.00 |
| FANNIE MAE POOL FN AQ0225 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN AQ4078 (Federal National Mortgage Association) | Long | Debt | US | $93K | – | 0.00 |
| FANNIE MAE POOL FN AQ4080 (Federal National Mortgage Association) | Long | Debt | US | $77K | – | 0.00 |
| FANNIE MAE POOL FN AQ4555 (Federal National Mortgage Association) | Long | Debt | US | $193K | – | 0.00 |
| FANNIE MAE POOL FN AQ4573 (Federal National Mortgage Association) | Long | Debt | US | $43K | – | 0.00 |
| FANNIE MAE POOL FN AQ7048 (Federal National Mortgage Association) | Long | Debt | US | $23K | – | 0.00 |
| FANNIE MAE POOL FN AR7399 (Federal National Mortgage Association) | Long | Debt | US | $119K | – | 0.00 |
| FANNIE MAE POOL FN AS0038 (Federal National Mortgage Association) | Long | Debt | US | $297K | – | 0.00 |
| FANNIE MAE POOL FN AS0039 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN AS0070 (Federal National Mortgage Association) | Long | Debt | US | $120K | – | 0.00 |
| FANNIE MAE POOL FN AS0560 (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE POOL FN AS4271 (Federal National Mortgage Association) | Long | Debt | US | $39K | – | 0.00 |
| FANNIE MAE POOL FN AS4347 (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| FANNIE MAE POOL FN AS5469 (Federal National Mortgage Association) | Long | Debt | US | $94K | – | 0.00 |
| FANNIE MAE POOL FN AS6340 (Federal National Mortgage Association) | Long | Debt | US | $168K | – | 0.00 |
| FANNIE MAE POOL FN AS6541 (Federal National Mortgage Association) | Long | Debt | US | $161K | – | 0.00 |
| FANNIE MAE POOL FN AS6562 (Federal National Mortgage Association) | Long | Debt | US | $131K | – | 0.00 |
| FANNIE MAE POOL FN AS7533 (Federal National Mortgage Association) | Long | Debt | US | $669K | – | 0.01 |
| FANNIE MAE POOL FN AS7844 (Federal National Mortgage Association) | Long | Debt | US | $280K | – | 0.00 |
| FANNIE MAE POOL FN AS8204 (Federal National Mortgage Association) | Long | Debt | US | $743K | – | 0.01 |
| FANNIE MAE POOL FN AS8269 (Federal National Mortgage Association) | Long | Debt | US | $938K | – | 0.01 |
| FANNIE MAE POOL FN AS8299 (Federal National Mortgage Association) | Long | Debt | US | $199K | – | 0.00 |
| FANNIE MAE POOL FN AS8623 (Federal National Mortgage Association) | Long | Debt | US | $279K | – | 0.00 |
| FANNIE MAE POOL FN AS8650 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN AS8740 (Federal National Mortgage Association) | Long | Debt | US | $123K | – | 0.00 |
| FANNIE MAE POOL FN AS8745 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN AS8784 (Federal National Mortgage Association) | Long | Debt | US | $850K | – | 0.01 |
| FANNIE MAE POOL FN AS8936 (Federal National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| FANNIE MAE POOL FN AS9588 (Federal National Mortgage Association) | Long | Debt | US | $962K | – | 0.01 |
| FANNIE MAE POOL FN AS9599 (Federal National Mortgage Association) | Long | Debt | US | $167K | – | 0.00 |
| FANNIE MAE POOL FN AS9830 (Federal National Mortgage Association) | Long | Debt | US | $404K | – | 0.01 |
| FANNIE MAE POOL FN AS9972 (Federal National Mortgage Association) | Long | Debt | US | $363K | – | 0.01 |
| FANNIE MAE POOL FN AT3870 (Federal National Mortgage Association) | Long | Debt | US | $48K | – | 0.00 |
| FANNIE MAE POOL FN AT3874 (Federal National Mortgage Association) | Long | Debt | US | $43K | – | 0.00 |
| FANNIE MAE POOL FN AT4281 (Federal National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| FANNIE MAE POOL FN AT6546 (Federal National Mortgage Association) | Long | Debt | US | $39K | – | 0.00 |
| FANNIE MAE POOL FN AT6549 (Federal National Mortgage Association) | Long | Debt | US | $36K | – | 0.00 |
| FANNIE MAE POOL FN AT7208 (Federal National Mortgage Association) | Long | Debt | US | $28K | – | 0.00 |
| FANNIE MAE POOL FN AT7698 (Federal National Mortgage Association) | Long | Debt | US | $78K | – | 0.00 |
| FANNIE MAE POOL FN AT8394 (Federal National Mortgage Association) | Long | Debt | US | $234K | – | 0.00 |
| FANNIE MAE POOL FN AT9627 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.00 |
| FANNIE MAE POOL FN AT9637 (Federal National Mortgage Association) | Long | Debt | US | $277K | – | 0.00 |
| FANNIE MAE POOL FN AT9653 (Federal National Mortgage Association) | Long | Debt | US | $301K | – | 0.00 |
| FANNIE MAE POOL FN AT9657 (Federal National Mortgage Association) | Long | Debt | US | $216K | – | 0.00 |
| FANNIE MAE POOL FN AT9839 (Federal National Mortgage Association) | Long | Debt | US | $26K | – | 0.00 |
| FANNIE MAE POOL FN AU1625 (Federal National Mortgage Association) | Long | Debt | US | $101K | – | 0.00 |
| FANNIE MAE POOL FN AU3735 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN AU6735 (Federal National Mortgage Association) | Long | Debt | US | $264K | – | 0.00 |
| FANNIE MAE POOL FN AV6910 (Federal National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| FANNIE MAE POOL FN AV7116 (Federal National Mortgage Association) | Long | Debt | US | $40K | – | 0.00 |
| FANNIE MAE POOL FN AW1555 (Federal National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| FANNIE MAE POOL FN AW7048 (Federal National Mortgage Association) | Long | Debt | US | $30K | – | 0.00 |
| FANNIE MAE POOL FN AX5505 (Federal National Mortgage Association) | Long | Debt | US | $45K | – | 0.00 |
| FANNIE MAE POOL FN AZ0832 (Federal National Mortgage Association) | Long | Debt | US | $102K | – | 0.00 |
| FANNIE MAE POOL FN BA7255 (Federal National Mortgage Association) | Long | Debt | US | $426K | – | 0.01 |
| FANNIE MAE POOL FN BC0167 (Federal National Mortgage Association) | Long | Debt | US | $43K | – | 0.00 |
| FANNIE MAE POOL FN BC1509 (Federal National Mortgage Association) | Long | Debt | US | $237K | – | 0.00 |
| FANNIE MAE POOL FN BC2817 (Federal National Mortgage Association) | Long | Debt | US | $465K | – | 0.01 |
| FANNIE MAE POOL FN BC9003 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN BC9077 (Federal National Mortgage Association) | Long | Debt | US | $288K | – | 0.00 |
| FANNIE MAE POOL FN BD2435 (Federal National Mortgage Association) | Long | Debt | US | $713K | – | 0.01 |
| FANNIE MAE POOL FN BD2455 (Federal National Mortgage Association) | Long | Debt | US | $866K | – | 0.01 |
| FANNIE MAE POOL FN BD5044 (Federal National Mortgage Association) | Long | Debt | US | $578K | – | 0.01 |
| FANNIE MAE POOL FN BD5046 (Federal National Mortgage Association) | Long | Debt | US | $567K | – | 0.01 |
| FANNIE MAE POOL FN BD8104 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.00 |
| FANNIE MAE POOL FN BE2310 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN BE2369 (Federal National Mortgage Association) | Long | Debt | US | $403K | – | 0.01 |
| FANNIE MAE POOL FN BE4223 (Federal National Mortgage Association) | Long | Debt | US | $551K | – | 0.01 |
| FANNIE MAE POOL FN BE5041 (Federal National Mortgage Association) | Long | Debt | US | $143K | – | 0.00 |
| FANNIE MAE POOL FN BE7845 (Federal National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| FANNIE MAE POOL FN BF0104 (Federal National Mortgage Association) | Long | Debt | US | $951K | – | 0.01 |
| FANNIE MAE POOL FN BF0163 (Federal National Mortgage Association) | Long | Debt | US | $848K | – | 0.01 |
| FANNIE MAE POOL FN BF0183 (Federal National Mortgage Association) | Long | Debt | US | $587K | – | 0.01 |
| FANNIE MAE POOL FN BF0191 (Federal National Mortgage Association) | Long | Debt | US | $952K | – | 0.01 |
| FANNIE MAE POOL FN BF0222 (Federal National Mortgage Association) | Long | Debt | US | $924K | – | 0.01 |
| FANNIE MAE POOL FN BF0234 (Federal National Mortgage Association) | Long | Debt | US | $907K | – | 0.01 |
| FANNIE MAE POOL FN BF0278 (Federal National Mortgage Association) | Long | Debt | US | $499K | – | 0.01 |
| FANNIE MAE POOL FN BF0284 (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.08 |
| FANNIE MAE POOL FN BF0301 (Federal National Mortgage Association) | Long | Debt | US | $62K | – | 0.00 |
| FANNIE MAE POOL FN BF0307 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN BF0319 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN BF0328 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN BF0338 (Federal National Mortgage Association) | Long | Debt | US | $839K | – | 0.01 |
| FANNIE MAE POOL FN BF0451 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN BF0496 (Federal National Mortgage Association) | Long | Debt | US | $8M | – | 0.12 |
| FANNIE MAE POOL FN BF0513 (Federal National Mortgage Association) | Long | Debt | US | $707K | – | 0.01 |
| FANNIE MAE POOL FN BF0546 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN BF0555 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN BF0560 (Federal National Mortgage Association) | Long | Debt | US | $851K | – | 0.01 |
| FANNIE MAE POOL FN BF0569 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN BF0597 (Federal National Mortgage Association) | Long | Debt | US | $503K | – | 0.01 |
| FANNIE MAE POOL FN BF0685 (Federal National Mortgage Association) | Long | Debt | US | $964K | – | 0.01 |
| FANNIE MAE POOL FN BH0222 (Federal National Mortgage Association) | Long | Debt | US | $112K | – | 0.00 |
| FANNIE MAE POOL FN BH2719 (Federal National Mortgage Association) | Long | Debt | US | $24K | – | 0.00 |
| FANNIE MAE POOL FN BJ1763 (Federal National Mortgage Association) | Long | Debt | US | $124K | – | 0.00 |
| FANNIE MAE POOL FN BJ1764 (Federal National Mortgage Association) | Long | Debt | US | $105K | – | 0.00 |
| FANNIE MAE POOL FN BK2375 (Federal National Mortgage Association) | Long | Debt | US | $605K | – | 0.01 |
| FANNIE MAE POOL FN BK5150 (Federal National Mortgage Association) | Long | Debt | US | $58K | – | 0.00 |
| FANNIE MAE POOL FN BK7700 (Federal National Mortgage Association) | Long | Debt | US | $604K | – | 0.01 |
| FANNIE MAE POOL FN BK8309 (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| FANNIE MAE POOL FN BL1300 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN BL2356 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN BL6060 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BM1150 (Federal National Mortgage Association) | Long | Debt | US | $106K | – | 0.00 |
| FANNIE MAE POOL FN BM1768 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.06 |
| FANNIE MAE POOL FN BM3139 (Federal National Mortgage Association) | Long | Debt | US | $271K | – | 0.00 |
| FANNIE MAE POOL FN BM3325 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BM3560 (Federal National Mortgage Association) | Long | Debt | US | $341K | – | 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 | $299K | – | 0.00 |
| FANNIE MAE POOL FN BM4897 (Federal National Mortgage Association) | Long | Debt | US | $453K | – | 0.01 |
| FANNIE MAE POOL FN BM5111 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN BM5175 (Federal National Mortgage Association) | Long | Debt | US | $606K | – | 0.01 |
| FANNIE MAE POOL FN BM5178 (Federal National Mortgage Association) | Long | Debt | US | $467K | – | 0.01 |
| FANNIE MAE POOL FN BM5227 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BM5598 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.10 |
| FANNIE MAE POOL FN BM5919 (Federal National Mortgage Association) | Long | Debt | US | $519K | – | 0.01 |
| FANNIE MAE POOL FN BM6054 (Federal National Mortgage Association) | Long | Debt | US | $432K | – | 0.01 |
| FANNIE MAE POOL FN BM6400 (Federal National Mortgage Association) | Long | Debt | US | $856K | – | 0.01 |
| FANNIE MAE POOL FN BM6623 (Federal National Mortgage Association) | Long | Debt | US | $276K | – | 0.00 |
| FANNIE MAE POOL FN BM6886 (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.08 |
| FANNIE MAE POOL FN BM6912 (Federal National Mortgage Association) | Long | Debt | US | $208K | – | 0.00 |
| FANNIE MAE POOL FN BM7019 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BM7102 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.06 |
| FANNIE MAE POOL FN BN1623 (Federal National Mortgage Association) | Long | Debt | US | $278K | – | 0.00 |
| FANNIE MAE POOL FN BN4752 (Federal National Mortgage Association) | Long | Debt | US | $82K | – | 0.00 |
| FANNIE MAE POOL FN BN7755 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN BN8087 (Federal National Mortgage Association) | Long | Debt | US | $76K | – | 0.00 |
| FANNIE MAE POOL FN BO6798 (Federal National Mortgage Association) | Long | Debt | US | $527K | – | 0.01 |
| FANNIE MAE POOL FN BO7843 (Federal National Mortgage Association) | Long | Debt | US | $730K | – | 0.01 |
| FANNIE MAE POOL FN BP0361 (Federal National Mortgage Association) | Long | Debt | US | $206K | – | 0.00 |
| FANNIE MAE POOL FN BP1662 (Federal National Mortgage Association) | Long | Debt | US | $34K | – | 0.00 |
| FANNIE MAE POOL FN BP2120 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN BP4037 (Federal National Mortgage Association) | Long | Debt | US | $192K | – | 0.00 |
| FANNIE MAE POOL FN BP7313 (Federal National Mortgage Association) | Long | Debt | US | $310K | – | 0.00 |
| FANNIE MAE POOL FN BP8713 (Federal National Mortgage Association) | Long | Debt | US | $142K | – | 0.00 |
| FANNIE MAE POOL FN BP9158 (Federal National Mortgage Association) | Long | Debt | US | $564K | – | 0.01 |
| FANNIE MAE POOL FN BQ0254 (Federal National Mortgage Association) | Long | Debt | US | $148K | – | 0.00 |
| FANNIE MAE POOL FN BQ1528 (Federal National Mortgage Association) | Long | Debt | US | $97K | – | 0.00 |
| FANNIE MAE POOL FN BQ3004 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN BQ5112 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN BQ5876 (Federal National Mortgage Association) | Long | Debt | US | $187K | – | 0.00 |
| FANNIE MAE POOL FN BQ6913 (Federal National Mortgage Association) | Long | Debt | US | $8M | – | 0.12 |
| FANNIE MAE POOL FN BQ8993 (Federal National Mortgage Association) | Long | Debt | US | $489K | – | 0.01 |
| FANNIE MAE POOL FN BR1001 (Federal National Mortgage Association) | Long | Debt | US | $126K | – | 0.00 |
| FANNIE MAE POOL FN BR2303 (Federal National Mortgage Association) | Long | Debt | US | $69K | – | 0.00 |
| FANNIE MAE POOL FN BR2641 (Federal National Mortgage Association) | Long | Debt | US | $223K | – | 0.00 |
| FANNIE MAE POOL FN BR2643 (Federal National Mortgage Association) | Long | Debt | US | $264K | – | 0.00 |
| FANNIE MAE POOL FN BR2644 (Federal National Mortgage Association) | Long | Debt | US | $155K | – | 0.00 |
| FANNIE MAE POOL FN BR2664 (Federal National Mortgage Association) | Long | Debt | US | $471K | – | 0.01 |
| FANNIE MAE POOL FN BR3256 (Federal National Mortgage Association) | Long | Debt | US | $161K | – | 0.00 |
| FANNIE MAE POOL FN BR3257 (Federal National Mortgage Association) | Long | Debt | US | $330K | – | 0.00 |
| FANNIE MAE POOL FN BR3286 (Federal National Mortgage Association) | Long | Debt | US | $229K | – | 0.00 |
| FANNIE MAE POOL FN BR4722 (Federal National Mortgage Association) | Long | Debt | US | $215K | – | 0.00 |
| FANNIE MAE POOL FN BR4753 (Federal National Mortgage Association) | Long | Debt | US | $183K | – | 0.00 |
| FANNIE MAE POOL FN BR4756 (Federal National Mortgage Association) | Long | Debt | US | $263K | – | 0.00 |
| FANNIE MAE POOL FN BR5487 (Federal National Mortgage Association) | Long | Debt | US | $120K | – | 0.00 |
| FANNIE MAE POOL FN BR5587 (Federal National Mortgage Association) | Long | Debt | US | $242K | – | 0.00 |
| FANNIE MAE POOL FN BR5633 (Federal National Mortgage Association) | Long | Debt | US | $362K | – | 0.01 |
| FANNIE MAE POOL FN BR6515 (Federal National Mortgage Association) | Long | Debt | US | $120K | – | 0.00 |
| FANNIE MAE POOL FN BR7562 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN BR7744 (Federal National Mortgage Association) | Long | Debt | US | $111K | – | 0.00 |
| FANNIE MAE POOL FN BR7745 (Federal National Mortgage Association) | Long | Debt | US | $166K | – | 0.00 |
| FANNIE MAE POOL FN BR8478 (Federal National Mortgage Association) | Long | Debt | US | $61K | – | 0.00 |
| FANNIE MAE POOL FN BR8518 (Federal National Mortgage Association) | Long | Debt | US | $171K | – | 0.00 |
| FANNIE MAE POOL FN BS2363 (Federal National Mortgage Association) | Long | Debt | US | $878K | – | 0.01 |
| FANNIE MAE POOL FN BS6767 (Federal National Mortgage Association) | Long | Debt | US | $187K | – | 0.00 |
| FANNIE MAE POOL FN BS9106 (Federal National Mortgage Association) | Long | Debt | US | $101K | – | 0.00 |
| FANNIE MAE POOL FN BT0846 (Federal National Mortgage Association) | Long | Debt | US | $254K | – | 0.00 |
| FANNIE MAE POOL FN BT0972 (Federal National Mortgage Association) | Long | Debt | US | $294K | – | 0.00 |
| FANNIE MAE POOL FN BT1862 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BT2371 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN BT3244 (Federal National Mortgage Association) | Long | Debt | US | $404K | – | 0.01 |
| FANNIE MAE POOL FN BT3270 (Federal National Mortgage Association) | Long | Debt | US | $316K | – | 0.00 |
| FANNIE MAE POOL FN BT3290 (Federal National Mortgage Association) | Long | Debt | US | $213K | – | 0.00 |
| FANNIE MAE POOL FN BT3303 (Federal National Mortgage Association) | Long | Debt | US | $129K | – | 0.00 |
| FANNIE MAE POOL FN BT4392 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.03 |
| FANNIE MAE POOL FN BT6229 (Federal National Mortgage Association) | Long | Debt | US | $568K | – | 0.01 |
| FANNIE MAE POOL FN BT6666 (Federal National Mortgage Association) | Long | Debt | US | $0.01 | – | 0.00 |
| FANNIE MAE POOL FN BT8269 (Federal National Mortgage Association) | Long | Debt | US | $525K | – | 0.01 |
| FANNIE MAE POOL FN BT9402 (Federal National Mortgage Association) | Long | Debt | US | $782K | – | 0.01 |
| FANNIE MAE POOL FN BU1421 (Federal National Mortgage Association) | Long | Debt | US | $802K | – | 0.01 |
| FANNIE MAE POOL FN BU1639 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BU1842 (Federal National Mortgage Association) | Long | Debt | US | $703K | – | 0.01 |
| FANNIE MAE POOL FN BU2599 (Federal National Mortgage Association) | Long | Debt | US | $339K | – | 0.00 |
| FANNIE MAE POOL FN BU2639 (Federal National Mortgage Association) | Long | Debt | US | $701K | – | 0.01 |
| FANNIE MAE POOL FN BU3608 (Federal National Mortgage Association) | Long | Debt | US | $121K | – | 0.00 |
| FANNIE MAE POOL FN BU5925 (Federal National Mortgage Association) | Long | Debt | US | $63K | – | 0.00 |
| FANNIE MAE POOL FN BU6901 (Federal National Mortgage Association) | Long | Debt | US | $640K | – | 0.01 |
| FANNIE MAE POOL FN BU7120 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN BU7552 (Federal National Mortgage Association) | Long | Debt | US | $562K | – | 0.01 |
| FANNIE MAE POOL FN BU8741 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BU8750 (Federal National Mortgage Association) | Long | Debt | US | $167K | – | 0.00 |
| FANNIE MAE POOL FN BU9889 (Federal National Mortgage Association) | Long | Debt | US | $65K | – | 0.00 |
| FANNIE MAE POOL FN BU9924 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN BV0541 (Federal National Mortgage Association) | Long | Debt | US | $372K | – | 0.01 |
| FANNIE MAE POOL FN BV3089 (Federal National Mortgage Association) | Long | Debt | US | $330K | – | 0.00 |
| FANNIE MAE POOL FN BV3167 (Federal National Mortgage Association) | Long | Debt | US | $76K | – | 0.00 |
| FANNIE MAE POOL FN BV3208 (Federal National Mortgage Association) | Long | Debt | US | $881K | – | 0.01 |
| FANNIE MAE POOL FN BV4142 (Federal National Mortgage Association) | Long | Debt | US | $202K | – | 0.00 |
| FANNIE MAE POOL FN BV4185 (Federal National Mortgage Association) | Long | Debt | US | $637K | – | 0.01 |
| FANNIE MAE POOL FN BV4188 (Federal National Mortgage Association) | Long | Debt | US | $953K | – | 0.01 |
| FANNIE MAE POOL FN BV4574 (Federal National Mortgage Association) | Long | Debt | US | $764K | – | 0.01 |
| FANNIE MAE POOL FN BV4575 (Federal National Mortgage Association) | Long | Debt | US | $784K | – | 0.01 |
| FANNIE MAE POOL FN BV5395 (Federal National Mortgage Association) | Long | Debt | US | $405K | – | 0.01 |
| FANNIE MAE POOL FN BV7891 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN BV7895 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BV7993 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BV7995 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BV8042 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BV8515 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.13 |
| FANNIE MAE POOL FN BV8546 (Federal National Mortgage Association) | Long | Debt | US | $656K | – | 0.01 |
| FANNIE MAE POOL FN BW0048 (Federal National Mortgage Association) | Long | Debt | US | $394K | – | 0.01 |
| FANNIE MAE POOL FN BW1068 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN BW1302 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN BW1448 (Federal National Mortgage Association) | Long | Debt | US | $807K | – | 0.01 |
| FANNIE MAE POOL FN BW3841 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN BW5041 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN BW9916 (Federal National Mortgage Association) | Long | Debt | US | $782K | – | 0.01 |
| FANNIE MAE POOL FN BX0553 (Federal National Mortgage Association) | Long | Debt | US | $173K | – | 0.00 |
| FANNIE MAE POOL FN BX2914 (Federal National Mortgage Association) | Long | Debt | US | $81K | – | 0.00 |
| FANNIE MAE POOL FN BX6441 (Federal National Mortgage Association) | Long | Debt | US | $64K | – | 0.00 |
| FANNIE MAE POOL FN BX6986 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN BX7702 (Federal National Mortgage Association) | Long | Debt | US | $342K | – | 0.00 |
| FANNIE MAE POOL FN CA1314 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN CA1710 (Federal National Mortgage Association) | Long | Debt | US | $784K | – | 0.01 |
| FANNIE MAE POOL FN CA1711 (Federal National Mortgage Association) | Long | Debt | US | $807K | – | 0.01 |
| FANNIE MAE POOL FN CA2047 (Federal National Mortgage Association) | Long | Debt | US | $346K | – | 0.00 |
| FANNIE MAE POOL FN CA2172 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN CA2199 (Federal National Mortgage Association) | Long | Debt | US | $100K | – | 0.00 |
| FANNIE MAE POOL FN CA2208 (Federal National Mortgage Association) | Long | Debt | US | $199K | – | 0.00 |
| FANNIE MAE POOL FN CA2327 (Federal National Mortgage Association) | Long | Debt | US | $421K | – | 0.01 |
| FANNIE MAE POOL FN CA2407 (Federal National Mortgage Association) | Long | Debt | US | $354K | – | 0.00 |
| FANNIE MAE POOL FN CA2472 (Federal National Mortgage Association) | Long | Debt | US | $454K | – | 0.01 |
| FANNIE MAE POOL FN CA3485 (Federal National Mortgage Association) | Long | Debt | US | $536K | – | 0.01 |
| FANNIE MAE POOL FN CA3633 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.06 |
| FANNIE MAE POOL FN CA4819 (Federal National Mortgage Association) | Long | Debt | US | $128K | – | 0.00 |
| FANNIE MAE POOL FN CA4823 (Federal National Mortgage Association) | Long | Debt | US | $310K | – | 0.00 |
| FANNIE MAE POOL FN CA5379 (Federal National Mortgage Association) | Long | Debt | US | $167K | – | 0.00 |
| FANNIE MAE POOL FN CA5746 (Federal National Mortgage Association) | Long | Debt | US | $886K | – | 0.01 |
| FANNIE MAE POOL FN CA5964 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN CA5967 (Federal National Mortgage Association) | Long | Debt | US | $0.02 | – | 0.00 |
| FANNIE MAE POOL FN CA5968 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN CA6301 (Federal National Mortgage Association) | Long | Debt | US | $203K | – | 0.00 |
| FANNIE MAE POOL FN CA6783 (Federal National Mortgage Association) | Long | Debt | US | $55K | – | 0.00 |
| FANNIE MAE POOL FN CA6943 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN CA7228 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN CA7422 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN CA7531 (Federal National Mortgage Association) | Long | Debt | US | $481K | – | 0.01 |
| FANNIE MAE POOL FN CA8118 (Federal National Mortgage Association) | Long | Debt | US | $228K | – | 0.00 |
| FANNIE MAE POOL FN CA8305 (Federal National Mortgage Association) | Long | Debt | US | $8M | – | 0.11 |
| FANNIE MAE POOL FN CA9358 (Federal National Mortgage Association) | Long | Debt | US | $440K | – | 0.01 |
| FANNIE MAE POOL FN CB0100 (Federal National Mortgage Association) | Long | Debt | US | $523K | – | 0.01 |
| FANNIE MAE POOL FN CB0101 (Federal National Mortgage Association) | Long | Debt | US | $509K | – | 0.01 |
| FANNIE MAE POOL FN CB0288 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.10 |
| FANNIE MAE POOL FN CB0290 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.13 |
| FANNIE MAE POOL FN CB0470 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN CB0470 (Federal National Mortgage Association) | Long | Debt | US | $929K | – | 0.01 |
| FANNIE MAE POOL FN CB0573 (Federal National Mortgage Association) | Long | Debt | US | $586K | – | 0.01 |
| FANNIE MAE POOL FN CB0610 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.12 |
| FANNIE MAE POOL FN CB0983 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN CB0985 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN CB1273 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN CB1684 (Federal National Mortgage Association) | Long | Debt | US | $428K | – | 0.01 |
| FANNIE MAE POOL FN CB1704 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN CB1805 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN CB1878 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN CB2115 (Federal National Mortgage Association) | Long | Debt | US | $343K | – | 0.00 |
| FANNIE MAE POOL FN CB2344 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.07 |
| FANNIE MAE POOL FN CB2437 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN CB2664 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN CB2910 (Federal National Mortgage Association) | Long | Debt | US | $817K | – | 0.01 |
| FANNIE MAE POOL FN CB2929 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN CB3031 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN CB3044 (Federal National Mortgage Association) | Long | Debt | US | $721K | – | 0.01 |
| FANNIE MAE POOL FN CB3077 (Federal National Mortgage Association) | Long | Debt | US | $359K | – | 0.00 |
| FANNIE MAE POOL FN CB3234 (Federal National Mortgage Association) | Long | Debt | US | $948K | – | 0.01 |
| FANNIE MAE POOL FN CB3272 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN CB3369 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN CB3386 (Federal National Mortgage Association) | Long | Debt | US | $155K | – | 0.00 |
| FANNIE MAE POOL FN CB3426 (Federal National Mortgage Association) | Long | Debt | US | $8M | – | 0.11 |
| FANNIE MAE POOL FN CB3495 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN CB3771 (Federal National Mortgage Association) | Long | Debt | US | $731K | – | 0.01 |
| FANNIE MAE POOL FN CB3833 (Federal National Mortgage Association) | Long | Debt | US | $525K | – | 0.01 |
| FANNIE MAE POOL FN CB3880 (Federal National Mortgage Association) | Long | Debt | US | $236K | – | 0.00 |
| FANNIE MAE POOL FN CB4103 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN CB4393 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN CB4418 (Federal National Mortgage Association) | Long | Debt | US | $159K | – | 0.00 |
| FANNIE MAE POOL FN CB4613 (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE POOL FN CB4630 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN CB5108 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN CB5257 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN CB5316 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN CB5497 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN CB5916 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN CB6110 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN CB6322 (Federal National Mortgage Association) | Long | Debt | US | $825K | – | 0.01 |
| FANNIE MAE POOL FN CB6540 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN CB6753 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN CB6854 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN CB7109 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.03 |
| FANNIE MAE POOL FN CB7229 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN CB7424 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN CB7480 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN CB7873 (Federal National Mortgage Association) | Long | Debt | US | $8M | – | 0.11 |
| FANNIE MAE POOL FN CB7876 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.06 |
| FANNIE MAE POOL FN CB8001 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN CB8223 (Federal National Mortgage Association) | Long | Debt | US | $397K | – | 0.01 |
| FANNIE MAE POOL FN CB8226 (Federal National Mortgage Association) | Long | Debt | US | $606K | – | 0.01 |
| FANNIE MAE POOL FN FM0068 (Federal National Mortgage Association) | Long | Debt | US | $206K | – | 0.00 |
| FANNIE MAE POOL FN FM0071 (Federal National Mortgage Association) | Long | Debt | US | $66K | – | 0.00 |
| FANNIE MAE POOL FN FM1263 (Federal National Mortgage Association) | Long | Debt | US | $198K | – | 0.00 |
| FANNIE MAE POOL FN FM2111 (Federal National Mortgage Association) | Long | Debt | US | $480K | – | 0.01 |
| FANNIE MAE POOL FN FM2256 (Federal National Mortgage Association) | Long | Debt | US | $98K | – | 0.00 |
| FANNIE MAE POOL FN FM2310 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FM2348 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FM2465 (Federal National Mortgage Association) | Long | Debt | US | $810K | – | 0.01 |
| FANNIE MAE POOL FN FM2548 (Federal National Mortgage Association) | Long | Debt | US | $688K | – | 0.01 |
| FANNIE MAE POOL FN FM2847 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN FM3002 (Federal National Mortgage Association) | Long | Debt | US | $363K | – | 0.01 |
| FANNIE MAE POOL FN FM3049 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN FM3123 (Federal National Mortgage Association) | Long | Debt | US | $803K | – | 0.01 |
| FANNIE MAE POOL FN FM3558 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FM3572 (Federal National Mortgage Association) | Long | Debt | US | $232K | – | 0.00 |
| FANNIE MAE POOL FN FM3773 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FM4166 (Federal National Mortgage Association) | Long | Debt | US | $662K | – | 0.01 |
| FANNIE MAE POOL FN FM4311 (Federal National Mortgage Association) | Long | Debt | US | $276K | – | 0.00 |
| FANNIE MAE POOL FN FM4737 (Federal National Mortgage Association) | Long | Debt | US | $231K | – | 0.00 |
| FANNIE MAE POOL FN FM4790 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FM4816 (Federal National Mortgage Association) | Long | Debt | US | $447K | – | 0.01 |
| FANNIE MAE POOL FN FM4868 (Federal National Mortgage Association) | Long | Debt | US | $227K | – | 0.00 |
| FANNIE MAE POOL FN FM4925 (Federal National Mortgage Association) | Long | Debt | US | $194K | – | 0.00 |
| FANNIE MAE POOL FN FM5265 (Federal National Mortgage Association) | Long | Debt | US | $468K | – | 0.01 |
| FANNIE MAE POOL FN FM5280 (Federal National Mortgage Association) | Long | Debt | US | $79K | – | 0.00 |
| FANNIE MAE POOL FN FM5313 (Federal National Mortgage Association) | Long | Debt | US | $315K | – | 0.00 |
| FANNIE MAE POOL FN FM5743 (Federal National Mortgage Association) | Long | Debt | US | $139K | – | 0.00 |
| FANNIE MAE POOL FN FM5754 (Federal National Mortgage Association) | Long | Debt | US | $81K | – | 0.00 |
| FANNIE MAE POOL FN FM5783 (Federal National Mortgage Association) | Long | Debt | US | $455K | – | 0.01 |
| FANNIE MAE POOL FN FM5904 (Federal National Mortgage Association) | Long | Debt | US | $178K | – | 0.00 |
| FANNIE MAE POOL FN FM6015 (Federal National Mortgage Association) | Long | Debt | US | $129K | – | 0.00 |
| FANNIE MAE POOL FN FM6134 (Federal National Mortgage Association) | Long | Debt | US | $411K | – | 0.01 |
| FANNIE MAE POOL FN FM6343 (Federal National Mortgage Association) | Long | Debt | US | $124K | – | 0.00 |
| FANNIE MAE POOL FN FM6418 (Federal National Mortgage Association) | Long | Debt | US | $120K | – | 0.00 |
| FANNIE MAE POOL FN FM6448 (Federal National Mortgage Association) | Long | Debt | US | $815K | – | 0.01 |
| FANNIE MAE POOL FN FM6460 (Federal National Mortgage Association) | Long | Debt | US | $298K | – | 0.00 |
| FANNIE MAE POOL FN FM6650 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN FM6651 (Federal National Mortgage Association) | Long | Debt | US | $585K | – | 0.01 |
| FANNIE MAE POOL FN FM6754 (Federal National Mortgage Association) | Long | Debt | US | $849K | – | 0.01 |
| FANNIE MAE POOL FN FM7114 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FM7607 (Federal National Mortgage Association) | Long | Debt | US | $295K | – | 0.00 |
| FANNIE MAE POOL FN FM7630 (Federal National Mortgage Association) | Long | Debt | US | $120K | – | 0.00 |
| FANNIE MAE POOL FN FM7641 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FM7675 (Federal National Mortgage Association) | Long | Debt | US | $420K | – | 0.01 |
| FANNIE MAE POOL FN FM7676 (Federal National Mortgage Association) | Long | Debt | US | $131K | – | 0.00 |
| FANNIE MAE POOL FN FM7727 (Federal National Mortgage Association) | Long | Debt | US | $119K | – | 0.00 |
| FANNIE MAE POOL FN FM7786 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FM7796 (Federal National Mortgage Association) | Long | Debt | US | $158K | – | 0.00 |
| FANNIE MAE POOL FN FM7869 (Federal National Mortgage Association) | Long | Debt | US | $122K | – | 0.00 |
| FANNIE MAE POOL FN FM7910 (Federal National Mortgage Association) | Long | Debt | US | $391K | – | 0.01 |
| FANNIE MAE POOL FN FM8025 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN FM8025 (Federal National Mortgage Association) | Long | Debt | US | $128K | – | 0.00 |
| FANNIE MAE POOL FN FM8166 (Federal National Mortgage Association) | Long | Debt | US | $241K | – | 0.00 |
| FANNIE MAE POOL FN FM8460 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FM8576 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.03 |
| FANNIE MAE POOL FN FM8577 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FM8627 (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.08 |
| FANNIE MAE POOL FN FM8628 (Federal National Mortgage Association) | Long | Debt | US | $855K | – | 0.01 |
| FANNIE MAE POOL FN FM8648 (Federal National Mortgage Association) | Long | Debt | US | $377K | – | 0.01 |
| FANNIE MAE POOL FN FM8685 (Federal National Mortgage Association) | Long | Debt | US | $125K | – | 0.00 |
| FANNIE MAE POOL FN FM8694 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.06 |
| FANNIE MAE POOL FN FM8786 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FM8864 (Federal National Mortgage Association) | Long | Debt | US | $698K | – | 0.01 |
| FANNIE MAE POOL FN FM8968 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.07 |
| FANNIE MAE POOL FN FM8977 (Federal National Mortgage Association) | Long | Debt | US | $123K | – | 0.00 |
| FANNIE MAE POOL FN FM9131 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FM9205 (Federal National Mortgage Association) | Long | Debt | US | $193K | – | 0.00 |
| FANNIE MAE POOL FN FM9263 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FM9365 (Federal National Mortgage Association) | Long | Debt | US | $401K | – | 0.01 |
| FANNIE MAE POOL FN FM9416 (Federal National Mortgage Association) | Long | Debt | US | $12M | – | 0.16 |
| FANNIE MAE POOL FN FM9464 (Federal National Mortgage Association) | Long | Debt | US | $877K | – | 0.01 |
| FANNIE MAE POOL FN FM9597 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN FM9916 (Federal National Mortgage Association) | Long | Debt | US | $692K | – | 0.01 |
| FANNIE MAE POOL FN FP0028 (Federal National Mortgage Association) | Long | Debt | US | $307K | – | 0.00 |
| FANNIE MAE POOL FN FS0024 (Federal National Mortgage Association) | Long | Debt | US | $476K | – | 0.01 |
| FANNIE MAE POOL FN FS0028 (Federal National Mortgage Association) | Long | Debt | US | $465K | – | 0.01 |
| FANNIE MAE POOL FN FS0034 (Federal National Mortgage Association) | Long | Debt | US | $559K | – | 0.01 |
| FANNIE MAE POOL FN FS0037 (Federal National Mortgage Association) | Long | Debt | US | $350K | – | 0.00 |
| FANNIE MAE POOL FN FS0067 (Federal National Mortgage Association) | Long | Debt | US | $306K | – | 0.00 |
| FANNIE MAE POOL FN FS0191 (Federal National Mortgage Association) | Long | Debt | US | $271K | – | 0.00 |
| FANNIE MAE POOL FN FS0225 (Federal National Mortgage Association) | Long | Debt | US | $778K | – | 0.01 |
| FANNIE MAE POOL FN FS0240 (Federal National Mortgage Association) | Long | Debt | US | $825K | – | 0.01 |
| FANNIE MAE POOL FN FS0301 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN FS0331 (Federal National Mortgage Association) | Long | Debt | US | $705K | – | 0.01 |
| FANNIE MAE POOL FN FS0349 (Federal National Mortgage Association) | Long | Debt | US | $334K | – | 0.00 |
| FANNIE MAE POOL FN FS0357 (Federal National Mortgage Association) | Long | Debt | US | $64K | – | 0.00 |
| FANNIE MAE POOL FN FS0366 (Federal National Mortgage Association) | Long | Debt | US | $477K | – | 0.01 |
| FANNIE MAE POOL FN FS0400 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN FS0408 (Federal National Mortgage Association) | Long | Debt | US | $282K | – | 0.00 |
| FANNIE MAE POOL FN FS0424 (Federal National Mortgage Association) | Long | Debt | US | $953K | – | 0.01 |
| FANNIE MAE POOL FN FS0434 (Federal National Mortgage Association) | Long | Debt | US | $398K | – | 0.01 |
| FANNIE MAE POOL FN FS0483 (Federal National Mortgage Association) | Long | Debt | US | $153K | – | 0.00 |
| FANNIE MAE POOL FN FS0551 (Federal National Mortgage Association) | Long | Debt | US | $210K | – | 0.00 |
| FANNIE MAE POOL FN FS0582 (Federal National Mortgage Association) | Long | Debt | US | $274K | – | 0.00 |
| FANNIE MAE POOL FN FS0584 (Federal National Mortgage Association) | Long | Debt | US | $197K | – | 0.00 |
| FANNIE MAE POOL FN FS0612 (Federal National Mortgage Association) | Long | Debt | US | $133K | – | 0.00 |
| FANNIE MAE POOL FN FS0658 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS0697 (Federal National Mortgage Association) | Long | Debt | US | $619K | – | 0.01 |
| FANNIE MAE POOL FN FS0741 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FS0751 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS0774 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.13 |
| FANNIE MAE POOL FN FS0896 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FS0948 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS0984 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN FS0995 (Federal National Mortgage Association) | Long | Debt | US | $854K | – | 0.01 |
| FANNIE MAE POOL FN FS1014 (Federal National Mortgage Association) | Long | Debt | US | $460K | – | 0.01 |
| FANNIE MAE POOL FN FS1074 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.06 |
| FANNIE MAE POOL FN FS1092 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS1104 (Federal National Mortgage Association) | Long | Debt | US | $398K | – | 0.01 |
| FANNIE MAE POOL FN FS1112 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN FS1171 (Federal National Mortgage Association) | Long | Debt | US | $303K | – | 0.00 |
| FANNIE MAE POOL FN FS1204 (Federal National Mortgage Association) | Long | Debt | US | $951K | – | 0.01 |
| FANNIE MAE POOL FN FS1240 (Federal National Mortgage Association) | Long | Debt | US | $428K | – | 0.01 |
| FANNIE MAE POOL FN FS1289 (Federal National Mortgage Association) | Long | Debt | US | $847K | – | 0.01 |
| FANNIE MAE POOL FN FS1403 (Federal National Mortgage Association) | Long | Debt | US | $276K | – | 0.00 |
| FANNIE MAE POOL FN FS1442 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.06 |
| FANNIE MAE POOL FN FS1450 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS1454 (Federal National Mortgage Association) | Long | Debt | US | $598K | – | 0.01 |
| FANNIE MAE POOL FN FS1456 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS1462 (Federal National Mortgage Association) | Long | Debt | US | $656K | – | 0.01 |
| FANNIE MAE POOL FN FS1482 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS1539 (Federal National Mortgage Association) | Long | Debt | US | $353K | – | 0.00 |
| FANNIE MAE POOL FN FS1543 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS1556 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS1557 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN FS1574 (Federal National Mortgage Association) | Long | Debt | US | $761K | – | 0.01 |
| FANNIE MAE POOL FN FS1598 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.12 |
| FANNIE MAE POOL FN FS1603 (Federal National Mortgage Association) | Long | Debt | US | $305K | – | 0.00 |
| FANNIE MAE POOL FN FS1681 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.06 |
| FANNIE MAE POOL FN FS1726 (Federal National Mortgage Association) | Long | Debt | US | $349K | – | 0.00 |
| FANNIE MAE POOL FN FS1831 (Federal National Mortgage Association) | Long | Debt | US | $972K | – | 0.01 |
| FANNIE MAE POOL FN FS1918 (Federal National Mortgage Association) | Long | Debt | US | $11M | – | 0.15 |
| FANNIE MAE POOL FN FS1940 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN FS1972 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS2023 (Federal National Mortgage Association) | Long | Debt | US | $902K | – | 0.01 |
| FANNIE MAE POOL FN FS2041 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS2067 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS2244 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS2252 (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.09 |
| FANNIE MAE POOL FN FS2296 (Federal National Mortgage Association) | Long | Debt | US | $510K | – | 0.01 |
| FANNIE MAE POOL FN FS2401 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.06 |
| FANNIE MAE POOL FN FS2648 (Federal National Mortgage Association) | Long | Debt | US | $17M | – | 0.23 |
| FANNIE MAE POOL FN FS2707 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN FS2709 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN FS2768 (Federal National Mortgage Association) | Long | Debt | US | $69K | – | 0.00 |
| FANNIE MAE POOL FN FS2836 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS2914 (Federal National Mortgage Association) | Long | Debt | US | $755K | – | 0.01 |
| FANNIE MAE POOL FN FS3006 (Federal National Mortgage Association) | Long | Debt | US | $677K | – | 0.01 |
| FANNIE MAE POOL FN FS3009 (Federal National Mortgage Association) | Long | Debt | US | $219K | – | 0.00 |
| FANNIE MAE POOL FN FS3098 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS3249 (Federal National Mortgage Association) | Long | Debt | US | $804K | – | 0.01 |
| FANNIE MAE POOL FN FS3324 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS3338 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS3396 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS3411 (Federal National Mortgage Association) | Long | Debt | US | $339K | – | 0.00 |
| FANNIE MAE POOL FN FS3589 (Federal National Mortgage Association) | Long | Debt | US | $531K | – | 0.01 |
| FANNIE MAE POOL FN FS3672 (Federal National Mortgage Association) | Long | Debt | US | $656K | – | 0.01 |
| FANNIE MAE POOL FN FS3752 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS3819 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FS3835 (Federal National Mortgage Association) | Long | Debt | US | $148K | – | 0.00 |
| FANNIE MAE POOL FN FS3836 (Federal National Mortgage Association) | Long | Debt | US | $678K | – | 0.01 |
| FANNIE MAE POOL FN FS3941 (Federal National Mortgage Association) | Long | Debt | US | $540K | – | 0.01 |
| FANNIE MAE POOL FN FS3977 (Federal National Mortgage Association) | Long | Debt | US | $428K | – | 0.01 |
| FANNIE MAE POOL FN FS3978 (Federal National Mortgage Association) | Long | Debt | US | $447K | – | 0.01 |
| FANNIE MAE POOL FN FS4000 (Federal National Mortgage Association) | Long | Debt | US | $510K | – | 0.01 |
| FANNIE MAE POOL FN FS4132 (Federal National Mortgage Association) | Long | Debt | US | $188K | – | 0.00 |
| FANNIE MAE POOL FN FS4145 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS4166 (Federal National Mortgage Association) | Long | Debt | US | $817K | – | 0.01 |
| FANNIE MAE POOL FN FS4184 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FS4243 (Federal National Mortgage Association) | Long | Debt | US | $151K | – | 0.00 |
| FANNIE MAE POOL FN FS4269 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS4270 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS4314 (Federal National Mortgage Association) | Long | Debt | US | $217K | – | 0.00 |
| FANNIE MAE POOL FN FS4426 (Federal National Mortgage Association) | Long | Debt | US | $968K | – | 0.01 |
| FANNIE MAE POOL FN FS4448 (Federal National Mortgage Association) | Long | Debt | US | $247K | – | 0.00 |
| FANNIE MAE POOL FN FS4454 (Federal National Mortgage Association) | Long | Debt | US | $91K | – | 0.00 |
| FANNIE MAE POOL FN FS4471 (Federal National Mortgage Association) | Long | Debt | US | $235K | – | 0.00 |
| FANNIE MAE POOL FN FS4480 (Federal National Mortgage Association) | Long | Debt | US | $335K | – | 0.00 |
| FANNIE MAE POOL FN FS4521 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS4570 (Federal National Mortgage Association) | Long | Debt | US | $420K | – | 0.01 |
| FANNIE MAE POOL FN FS4573 (Federal National Mortgage Association) | Long | Debt | US | $906K | – | 0.01 |
| FANNIE MAE POOL FN FS4606 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS4609 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN FS4613 (Federal National Mortgage Association) | Long | Debt | US | $77K | – | 0.00 |
| FANNIE MAE POOL FN FS4716 (Federal National Mortgage Association) | Long | Debt | US | $0.03 | – | 0.00 |
| FANNIE MAE POOL FN FS4805 (Federal National Mortgage Association) | Long | Debt | US | $477K | – | 0.01 |
| FANNIE MAE POOL FN FS4839 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS4963 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FS5059 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.06 |
| FANNIE MAE POOL FN FS5127 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FS5155 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS5191 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS5236 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS5306 (Federal National Mortgage Association) | Long | Debt | US | $745K | – | 0.01 |
| FANNIE MAE POOL FN FS5322 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS5412 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS5621 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS5635 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.10 |
| FANNIE MAE POOL FN FS5647 (Federal National Mortgage Association) | Long | Debt | US | $562K | – | 0.01 |
| FANNIE MAE POOL FN FS5708 (Federal National Mortgage Association) | Long | Debt | US | $271K | – | 0.00 |
| FANNIE MAE POOL FN FS5722 (Federal National Mortgage Association) | Long | Debt | US | $8M | – | 0.11 |
| FANNIE MAE POOL FN FS5903 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS5930 (Federal National Mortgage Association) | Long | Debt | US | $529K | – | 0.01 |
| FANNIE MAE POOL FN FS6257 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN FS6451 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS6681 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.06 |
| FANNIE MAE POOL FN FS6778 (Federal National Mortgage Association) | Long | Debt | US | $598K | – | 0.01 |
| FANNIE MAE POOL FN FS6779 (Federal National Mortgage Association) | Long | Debt | US | $851K | – | 0.01 |
| FANNIE MAE POOL FN FS6928 (Federal National Mortgage Association) | Long | Debt | US | $12M | – | 0.16 |
| FANNIE MAE POOL FN FS7005 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.06 |
| FANNIE MAE POOL FN FS7036 (Federal National Mortgage Association) | Long | Debt | US | $714K | – | 0.01 |
| FANNIE MAE POOL FN FS7122 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN FS7170 (Federal National Mortgage Association) | Long | Debt | US | $653K | – | 0.01 |
| FANNIE MAE POOL FN FS7180 (Federal National Mortgage Association) | Long | Debt | US | $565K | – | 0.01 |
| FANNIE MAE POOL FN FS7221 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN FS7294 (Federal National Mortgage Association) | Long | Debt | US | $290K | – | 0.00 |
| FANNIE MAE POOL FN FS7502 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN FS7624 (Federal National Mortgage Association) | Long | Debt | US | $809K | – | 0.01 |
| FANNIE MAE POOL FN FS7754 (Federal National Mortgage Association) | Long | Debt | US | $8M | – | 0.12 |
| FANNIE MAE POOL FN MA0913 (Federal National Mortgage Association) | Long | Debt | US | $91K | – | 0.00 |
| FANNIE MAE POOL FN MA0939 (Federal National Mortgage Association) | Long | Debt | US | $95K | – | 0.00 |
| FANNIE MAE POOL FN MA0968 (Federal National Mortgage Association) | Long | Debt | US | $25K | – | 0.00 |
| FANNIE MAE POOL FN MA1146 (Federal National Mortgage Association) | Long | Debt | US | $383K | – | 0.01 |
| FANNIE MAE POOL FN MA1213 (Federal National Mortgage Association) | Long | Debt | US | $746K | – | 0.01 |
| FANNIE MAE POOL FN MA1221 (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.00 |
| FANNIE MAE POOL FN MA1253 (Federal National Mortgage Association) | Long | Debt | US | $187K | – | 0.00 |
| FANNIE MAE POOL FN MA1510 (Federal National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| FANNIE MAE POOL FN MA1547 (Federal National Mortgage Association) | Long | Debt | US | $79K | – | 0.00 |
| FANNIE MAE POOL FN MA1561 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN MA1584 (Federal National Mortgage Association) | Long | Debt | US | $252K | – | 0.00 |
| FANNIE MAE POOL FN MA1591 (Federal National Mortgage Association) | Long | Debt | US | $275K | – | 0.00 |
| FANNIE MAE POOL FN MA1629 (Federal National Mortgage Association) | Long | Debt | US | $222K | – | 0.00 |
| FANNIE MAE POOL FN MA1664 (Federal National Mortgage Association) | Long | Debt | US | $137K | – | 0.00 |
| FANNIE MAE POOL FN MA1711 (Federal National Mortgage Association) | Long | Debt | US | $212K | – | 0.00 |
| FANNIE MAE POOL FN MA1982 (Federal National Mortgage Association) | Long | Debt | US | $498K | – | 0.01 |
| FANNIE MAE POOL FN MA2110 (Federal National Mortgage Association) | Long | Debt | US | $68K | – | 0.00 |
| FANNIE MAE POOL FN MA2138 (Federal National Mortgage Association) | Long | Debt | US | $35K | – | 0.00 |
| FANNIE MAE POOL FN MA2320 (Federal National Mortgage Association) | Long | Debt | US | $268K | – | 0.00 |
| FANNIE MAE POOL FN MA2523 (Federal National Mortgage Association) | Long | Debt | US | $510K | – | 0.01 |
| FANNIE MAE POOL FN MA2579 (Federal National Mortgage Association) | Long | Debt | US | $388K | – | 0.01 |
| FANNIE MAE POOL FN MA2670 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN MA2670 (Federal National Mortgage Association) | Long | Debt | US | $349K | – | 0.00 |
| FANNIE MAE POOL FN MA2672 (Federal National Mortgage Association) | Long | Debt | US | $858K | – | 0.01 |
| FANNIE MAE POOL FN MA2707 (Federal National Mortgage Association) | Long | Debt | US | $569K | – | 0.01 |
| FANNIE MAE POOL FN MA2749 (Federal National Mortgage Association) | Long | Debt | US | $256K | – | 0.00 |
| FANNIE MAE POOL FN MA2771 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN MA2773 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN MA2806 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN MA2833 (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.08 |
| FANNIE MAE POOL FN MA2833 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN MA2863 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN MA2863 (Federal National Mortgage Association) | Long | Debt | US | $627K | – | 0.01 |
| FANNIE MAE POOL FN MA2920 (Federal National Mortgage Association) | Long | Debt | US | $735K | – | 0.01 |
| FANNIE MAE POOL FN MA2956 (Federal National Mortgage Association) | Long | Debt | US | $387K | – | 0.01 |
| FANNIE MAE POOL FN MA3058 (Federal National Mortgage Association) | Long | Debt | US | $946K | – | 0.01 |
| FANNIE MAE POOL FN MA3088 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN MA3183 (Federal National Mortgage Association) | Long | Debt | US | $483K | – | 0.01 |
| FANNIE MAE POOL FN MA3210 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN MA3210 (Federal National Mortgage Association) | Long | Debt | US | $838K | – | 0.01 |
| FANNIE MAE POOL FN MA3276 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN MA3306 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN MA3332 (Federal National Mortgage Association) | Long | Debt | US | $225K | – | 0.00 |
| FANNIE MAE POOL FN MA3384 (Federal National Mortgage Association) | Long | Debt | US | $435K | – | 0.01 |
| FANNIE MAE POOL FN MA3846 (Federal National Mortgage Association) | Long | Debt | US | $887K | – | 0.01 |
| FANNIE MAE POOL FN MA3942 (Federal National Mortgage Association) | Long | Debt | US | $788K | – | 0.01 |
| FANNIE MAE POOL FN MA4017 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN MA4019 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN MA4031 (Federal National Mortgage Association) | Long | Debt | US | $363K | – | 0.01 |
| FANNIE MAE POOL FN MA4071 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN MA4093 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN MA4119 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN MA4128 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN MA4130 (Federal National Mortgage Association) | Long | Debt | US | $71K | – | 0.00 |
| FANNIE MAE POOL FN MA4152 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.07 |
| FANNIE MAE POOL FN MA4158 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.10 |
| FANNIE MAE POOL FN MA4177 (Federal National Mortgage Association) | Long | Debt | US | $388K | – | 0.01 |
| FANNIE MAE POOL FN MA4204 (Federal National Mortgage Association) | Long | Debt | US | $11M | – | 0.15 |
| FANNIE MAE POOL FN MA4208 (Federal National Mortgage Association) | Long | Debt | US | $8M | – | 0.11 |
| FANNIE MAE POOL FN MA4209 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN MA4232 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.10 |
| FANNIE MAE POOL FN MA4236 (Federal National Mortgage Association) | Long | Debt | US | $472K | – | 0.01 |
| FANNIE MAE POOL FN MA4255 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN MA4268 (Federal National Mortgage Association) | Long | Debt | US | $90K | – | 0.00 |
| FANNIE MAE POOL FN MA4280 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN MA4281 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.12 |
| FANNIE MAE POOL FN MA4305 (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.08 |
| FANNIE MAE POOL FN MA4306 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN MA4310 (Federal National Mortgage Association) | Long | Debt | US | $249K | – | 0.00 |
| FANNIE MAE POOL FN MA4311 (Federal National Mortgage Association) | Long | Debt | US | $761K | – | 0.01 |
| FANNIE MAE POOL FN MA4325 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN MA4333 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.06 |
| FANNIE MAE POOL FN MA4333 (Federal National Mortgage Association) | Long | Debt | US | $127K | – | 0.00 |
| FANNIE MAE POOL FN MA4364 (Federal National Mortgage Association) | Long | Debt | US | $842K | – | 0.01 |
| FANNIE MAE POOL FN MA4364 (Federal National Mortgage Association) | Long | Debt | US | $615K | – | 0.01 |
| FANNIE MAE POOL FN MA4375 (Federal National Mortgage Association) | Long | Debt | US | $314K | – | 0.00 |
| FANNIE MAE POOL FN MA4377 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 0.07 |
| FANNIE MAE POOL FN MA4422 (Federal National Mortgage Association) | Long | Debt | US | $65K | – | 0.00 |
| FANNIE MAE POOL FN MA4435 (Federal National Mortgage Association) | Long | Debt | US | $751K | – | 0.01 |
| FANNIE MAE POOL FN MA4437 (Federal National Mortgage Association) | Long | Debt | US | $198K | – | 0.00 |
| FANNIE MAE POOL FN MA4473 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN MA4474 (Federal National Mortgage Association) | Long | Debt | US | $536K | – | 0.01 |
| FANNIE MAE POOL FN MA4481 (Federal National Mortgage Association) | Long | Debt | US | $608K | – | 0.01 |
| FANNIE MAE POOL FN MA4492 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.13 |
| FANNIE MAE POOL FN MA4493 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.13 |
| FANNIE MAE POOL FN MA4501 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN MA4512 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.12 |
| FANNIE MAE POOL FN MA4519 (Federal National Mortgage Association) | Long | Debt | US | $476K | – | 0.01 |
| FANNIE MAE POOL FN MA4520 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE POOL FN MA4520 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN MA4540 (Federal National Mortgage Association) | Long | Debt | US | $14M | – | 0.19 |
| FANNIE MAE POOL FN MA4540 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN MA4547 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.12 |
| FANNIE MAE POOL FN MA4562 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN MA4570 (Federal National Mortgage Association) | Long | Debt | US | $209K | – | 0.00 |
| FANNIE MAE POOL FN MA4571 (Federal National Mortgage Association) | Long | Debt | US | $355K | – | 0.00 |
| FANNIE MAE POOL FN MA4579 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.13 |
| FANNIE MAE POOL FN MA4586 (Federal National Mortgage Association) | Long | Debt | US | $498K | – | 0.01 |
| FANNIE MAE POOL FN MA4587 (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE POOL FN MA4587 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE POOL FN MA4606 (Federal National Mortgage Association) | Long | Debt | US | $144K | – | 0.00 |
| FANNIE MAE POOL FN MA4607 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN MA4607 (Federal National Mortgage Association) | Long | Debt | US | $220K | – | 0.00 |
| FANNIE MAE POOL FN MA4617 (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.00 |
| FANNIE MAE POOL FN MA4628 (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.06 |
| FANNIE MAE POOL FN MA4631 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE POOL FN MA4632 (Federal National Mortgage Association) | Long | Debt | US | $843K | – | 0.01 |
| FANNIE MAE POOL FN MA4643 (Federal National Mortgage Association) | Long | Debt | US | $908K | – | 0.01 |
| FANNIE MAE POOL FN MA4653 (Federal National Mortgage Association) | Long | Debt | US | $10M | – | 0.14 |
| FANNIE MAE POOL FN MA4653 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN MA4701 (Federal National Mortgage Association) | Long | Debt | US | $916K | – | 0.01 |
| FANNIE MAE POOL FN MA4805 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.10 |
| FANNIE MAE POOL FN MA4839 (Federal National Mortgage Association) | Long | Debt | US | $13M | – | 0.17 |
| FANNIE MAE POOL FN MA4840 (Federal National Mortgage Association) | Long | Debt | US | $14M | – | 0.19 |
| FANNIE MAE POOL FN MA4869 (Federal National Mortgage Association) | Long | Debt | US | $791K | – | 0.01 |
| FANNIE MAE POOL FN MA5008 (Federal National Mortgage Association) | Long | Debt | US | $8M | – | 0.11 |
| FANNIE MAE POOL FN MA5138 (Federal National Mortgage Association) | Long | Debt | US | $9M | – | 0.13 |
| FANNIE MAE POOL FN MA5341 (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN MA5352 (Federal National Mortgage Association) | Long | Debt | US | $8M | – | 0.11 |
| FANNIE MAE POOL FN MA5353 (Federal National Mortgage Association) | Long | Debt | US | $16M | – | 0.22 |
| FANNIE MAE POOL FN MA5354 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 0.09 |
| FANNIE MAE REMICS FNR 1997-32 PG (Federal National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| FANNIE MAE REMICS FNR 1999-11 Z (Federal National Mortgage Association) | Long | Debt | US | $26K | – | 0.00 |
| FANNIE MAE REMICS FNR 2001-52 YZ (Federal National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| FANNIE MAE REMICS FNR 2003-124 TS (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE REMICS FNR 2005-29 ZA (Federal National Mortgage Association) | Long | Debt | US | $169K | – | 0.00 |
| FANNIE MAE REMICS FNR 2005-74 CS (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE REMICS FNR 2006-104 MI (Federal National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| FANNIE MAE REMICS FNR 2006-125 SM (Federal National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| FANNIE MAE REMICS FNR 2006-33 LS (Federal National Mortgage Association) | Long | Debt | US | $29K | – | 0.00 |
| FANNIE MAE REMICS FNR 2006-46 SW (Federal National Mortgage Association) | Long | Debt | US | $21K | – | 0.00 |
| FANNIE MAE REMICS FNR 2006-51 SP (Federal National Mortgage Association) | Long | Debt | US | $513.35 | – | 0.00 |
| FANNIE MAE REMICS FNR 2007-64 FA (Federal National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| FANNIE MAE REMICS FNR 2007-68 SC (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE REMICS FNR 2008-24 NA (Federal National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| FANNIE MAE REMICS FNR 2009-103 MB (Federal National Mortgage Association) | Long | Debt | US | $35K | – | 0.00 |
| FANNIE MAE REMICS FNR 2009-86 BO (Federal National Mortgage Association) | Long | Debt | US | $256K | – | 0.00 |
| FANNIE MAE REMICS FNR 2010-107 FB (Federal National Mortgage Association) | Long | Debt | US | $505K | – | 0.01 |
| FANNIE MAE REMICS FNR 2010-123 PM (Federal National Mortgage Association) | Long | Debt | US | $635K | – | 0.01 |
| FANNIE MAE REMICS FNR 2010-27 AS (Federal National Mortgage Association) | Long | Debt | US | $27K | – | 0.00 |
| FANNIE MAE REMICS FNR 2011-117 AF (Federal National Mortgage Association) | Long | Debt | US | $442K | – | 0.01 |
| FANNIE MAE REMICS FNR 2011-117 FA (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE REMICS FNR 2011-127 FC (Federal National Mortgage Association) | Long | Debt | US | $473K | – | 0.01 |
| FANNIE MAE REMICS FNR 2011-142 EF (Federal National Mortgage Association) | Long | Debt | US | $541K | – | 0.01 |
| FANNIE MAE REMICS FNR 2011-2 WA (Federal National Mortgage Association) | Long | Debt | US | $30K | – | 0.00 |
| FANNIE MAE REMICS FNR 2011-75 FA (Federal National Mortgage Association) | Long | Debt | US | $19K | – | 0.00 |
| FANNIE MAE REMICS FNR 2011-96 SA (Federal National Mortgage Association) | Long | Debt | US | $32K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-106 FA (Federal National Mortgage Association) | Long | Debt | US | $435K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-118 VZ (Federal National Mortgage Association) | Long | Debt | US | $660K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-12 FA (Federal National Mortgage Association) | Long | Debt | US | $470K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-133 CS (Federal National Mortgage Association) | Long | Debt | US | $31K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-133 JF (Federal National Mortgage Association) | Long | Debt | US | $877K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-134 MS (Federal National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-151 NX (Federal National Mortgage Association) | Long | Debt | US | $475K | – | 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 | $386K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-35 SC (Federal National Mortgage Association) | Long | Debt | US | $20K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-46 BA (Federal National Mortgage Association) | Long | Debt | US | $206K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-47 JF (Federal National Mortgage Association) | Long | Debt | US | $635K | – | 0.01 |
| FANNIE MAE REMICS FNR 2012-74 OA (Federal National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-74 SA (Federal National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-75 AO (Federal National Mortgage Association) | Long | Debt | US | $26K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-75 NS (Federal National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-9 FA (Federal National Mortgage Association) | Long | Debt | US | $361K | – | 0.00 |
| FANNIE MAE REMICS FNR 2012-9 WF (Federal National Mortgage Association) | Long | Debt | US | $370K | – | 0.01 |
| FANNIE MAE REMICS FNR 2013-101 BO (Federal National Mortgage Association) | Long | Debt | US | $370K | – | 0.01 |
| FANNIE MAE REMICS FNR 2013-101 CO (Federal National Mortgage Association) | Long | Debt | US | $787K | – | 0.01 |
| FANNIE MAE REMICS FNR 2013-11 AP (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE REMICS FNR 2013-124 SB (Federal National Mortgage Association) | Long | Debt | US | $21K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-15 FA (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE REMICS FNR 2013-26 HI (Federal National Mortgage Association) | Long | Debt | US | $521.85 | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-43 BP (Federal National Mortgage Association) | Long | Debt | US | $528K | – | 0.01 |
| FANNIE MAE REMICS FNR 2013-54 BS (Federal National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| FANNIE MAE REMICS FNR 2013-9 BC (Federal National Mortgage Association) | Long | Debt | US | $498K | – | 0.01 |
| FANNIE MAE REMICS FNR 2013-9 CB (Federal National Mortgage Association) | Long | Debt | US | $553K | – | 0.01 |
| FANNIE MAE REMICS FNR 2014-17 DY (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2014-25 EL (Federal National Mortgage Association) | Long | Debt | US | $922K | – | 0.01 |
| FANNIE MAE REMICS FNR 2014-74 PC (Federal National Mortgage Association) | Long | Debt | US | $736K | – | 0.01 |
| FANNIE MAE REMICS FNR 2015-26 GF (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE REMICS FNR 2015-32 FA (Federal National Mortgage Association) | Long | Debt | US | $957K | – | 0.01 |
| FANNIE MAE REMICS FNR 2015-39 LZ (Federal National Mortgage Association) | Long | Debt | US | $37K | – | 0.00 |
| FANNIE MAE REMICS FNR 2015-48 FB (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2015-65 CZ (Federal National Mortgage Association) | Long | Debt | US | $445K | – | 0.01 |
| FANNIE MAE REMICS FNR 2015-8 AP (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE REMICS FNR 2015-84 PA (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE REMICS FNR 2016-11 CF (Federal National Mortgage Association) | Long | Debt | US | $488K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-11 FG (Federal National Mortgage Association) | Long | Debt | US | $680K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-19 FD (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE REMICS FNR 2016-22 FA (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2016-22 FG (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-3 PL (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.08 |
| FANNIE MAE REMICS FNR 2016-37 MJ (Federal National Mortgage Association) | Long | Debt | US | $45K | – | 0.00 |
| FANNIE MAE REMICS FNR 2016-45 PB (Federal National Mortgage Association) | Long | Debt | US | $533K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-48 MA (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE REMICS FNR 2016-57 PC (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE REMICS FNR 2016-69 BF (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-75 FE (Federal National Mortgage Association) | Long | Debt | US | $807K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-78 FA (Federal National Mortgage Association) | Long | Debt | US | $525K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-79 FH (Federal National Mortgage Association) | Long | Debt | US | $799K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-82 FE (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE REMICS FNR 2016-82 FH (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE REMICS FNR 2016-84 FB (Federal National Mortgage Association) | Long | Debt | US | $782K | – | 0.01 |
| FANNIE MAE REMICS FNR 2016-86 FE (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE REMICS FNR 2016-88 CF (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2016-91 AF (Federal National Mortgage Association) | Long | Debt | US | $774K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-12 FD (Federal National Mortgage Association) | Long | Debt | US | $853K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-13 PA (Federal National Mortgage Association) | Long | Debt | US | $629K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-23 FA (Federal National Mortgage Association) | Long | Debt | US | $900K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-24 PG (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE REMICS FNR 2017-26 FA (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE REMICS FNR 2017-76 SB (Federal National Mortgage Association) | Long | Debt | US | $106K | – | 0.00 |
| FANNIE MAE REMICS FNR 2017-78 FC (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2017-79 FB (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE REMICS FNR 2017-85 SC (Federal National Mortgage Association) | Long | Debt | US | $26K | – | 0.00 |
| FANNIE MAE REMICS FNR 2017-9 BF (Federal National Mortgage Association) | Long | Debt | US | $983K | – | 0.01 |
| FANNIE MAE REMICS FNR 2017-9 DF (Federal National Mortgage Association) | Long | Debt | US | $697K | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-14 KC (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2018-36 FD (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE REMICS FNR 2018-38 MA (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2018-38 PA (Federal National Mortgage Association) | Long | Debt | US | $531K | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-43 CT (Federal National Mortgage Association) | Long | Debt | US | $870K | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-45 TM (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-55 GA (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-64 A (Federal National Mortgage Association) | Long | Debt | US | $855K | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-74 AB (Federal National Mortgage Association) | Long | Debt | US | $227K | – | 0.00 |
| FANNIE MAE REMICS FNR 2018-8 KL (Federal National Mortgage Association) | Long | Debt | US | $600K | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-85 EA (Federal National Mortgage Association) | Long | Debt | US | $800K | – | 0.01 |
| FANNIE MAE REMICS FNR 2018-86 JA (Federal National Mortgage Association) | Long | Debt | US | $75K | – | 0.00 |
| FANNIE MAE REMICS FNR 2019-1 AB (Federal National Mortgage Association) | Long | Debt | US | $527K | – | 0.01 |
| FANNIE MAE REMICS FNR 2019-13 PE (Federal National Mortgage Association) | Long | Debt | US | $598K | – | 0.01 |
| FANNIE MAE REMICS FNR 2019-15 FA (Federal National Mortgage Association) | Long | Debt | US | $599K | – | 0.01 |
| FANNIE MAE REMICS FNR 2019-25 PA (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2019-41 FG (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2019-43 FC (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2019-45 PA (Federal National Mortgage Association) | Long | Debt | US | $330K | – | 0.00 |
| FANNIE MAE REMICS FNR 2019-52 PA (Federal National Mortgage Association) | Long | Debt | US | $100K | – | 0.00 |
| FANNIE MAE REMICS FNR 2019-67 FB (Federal National Mortgage Association) | Long | Debt | US | $602K | – | 0.01 |
| FANNIE MAE REMICS FNR 2019-79 FA (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-25 BI (Federal National Mortgage Association) | Long | Debt | US | $254K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-37 DA (Federal National Mortgage Association) | Long | Debt | US | $512K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-45 JL (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-47 GZ (Federal National Mortgage Association) | Long | Debt | US | $434K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-48 AB (Federal National Mortgage Association) | Long | Debt | US | $698K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-48 DA (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE REMICS FNR 2020-56 AQ (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-56 DI (Federal National Mortgage Association) | Long | Debt | US | $94K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-57 LJ (Federal National Mortgage Association) | Long | Debt | US | $879K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-57 TA (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-59 NC (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2020-61 NI (Federal National Mortgage Association) | Long | Debt | US | $102K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-62 AI (Federal National Mortgage Association) | Long | Debt | US | $107K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-64 IB (Federal National Mortgage Association) | Long | Debt | US | $383K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-65 DI (Federal National Mortgage Association) | Long | Debt | US | $464K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-65 EI (Federal National Mortgage Association) | Long | Debt | US | $658K | – | 0.01 |
| FANNIE MAE REMICS FNR 2020-73 KI (Federal National Mortgage Association) | Long | Debt | US | $111K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-74 EI (Federal National Mortgage Association) | Long | Debt | US | $73K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-89 DI (Federal National Mortgage Association) | Long | Debt | US | $336K | – | 0.00 |
| FANNIE MAE REMICS FNR 2020-97 AI (Federal National Mortgage Association) | Long | Debt | US | $325K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-1 IG (Federal National Mortgage Association) | Long | Debt | US | $275K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-22 MN (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2021-26 BD (Federal National Mortgage Association) | Long | Debt | US | $659K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-27 EC (Federal National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| FANNIE MAE REMICS FNR 2021-3 NI (Federal National Mortgage Association) | Long | Debt | US | $106K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-3 QI (Federal National Mortgage Association) | Long | Debt | US | $362K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-33 AI (Federal National Mortgage Association) | Long | Debt | US | $248K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-33 AV (Federal National Mortgage Association) | Long | Debt | US | $411K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-4 GI (Federal National Mortgage Association) | Long | Debt | US | $110K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-42 AC (Federal National Mortgage Association) | Long | Debt | US | $935K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-42 DC (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE REMICS FNR 2021-43 IO (Federal National Mortgage Association) | Long | Debt | US | $443K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-44 MI (Federal National Mortgage Association) | Long | Debt | US | $154K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-52 CI (Federal National Mortgage Association) | Long | Debt | US | $112K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-61 KI (Federal National Mortgage Association) | Long | Debt | US | $220K | – | 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 | $421K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-73 A (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2021-73 DJ (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2021-76 KB (Federal National Mortgage Association) | Long | Debt | US | $522K | – | 0.01 |
| FANNIE MAE REMICS FNR 2021-77 WI (Federal National Mortgage Association) | Long | Debt | US | $215K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-78 ND (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE REMICS FNR 2021-86 MA (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE REMICS FNR 2021-89 AI (Federal National Mortgage Association) | Long | Debt | US | $132K | – | 0.00 |
| FANNIE MAE REMICS FNR 2021-91 AB (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2021-95 MA (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2021-96 AH (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2022-11 D (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2022-18 DL (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE REMICS FNR 2022-18 PI (Federal National Mortgage Association) | Long | Debt | US | $216K | – | 0.00 |
| FANNIE MAE REMICS FNR 2022-22 IO (Federal National Mortgage Association) | Long | Debt | US | $333K | – | 0.00 |
| FANNIE MAE REMICS FNR 2022-28 CA (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2022-3 N (Federal National Mortgage Association) | Long | Debt | US | $4M | – | 0.05 |
| FANNIE MAE REMICS FNR 2022-4 MH (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2022-49 NQ (Federal National Mortgage Association) | Long | Debt | US | $634K | – | 0.01 |
| FANNIE MAE REMICS FNR 2022-57 BC (Federal National Mortgage Association) | Long | Debt | US | $154K | – | 0.00 |
| FANNIE MAE REMICS FNR 2022-86 IO (Federal National Mortgage Association) | Long | Debt | US | $207K | – | 0.00 |
| FANNIE MAE REMICS FNR 2022-89 AY (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2022-9 DJ (Federal National Mortgage Association) | Long | Debt | US | $987K | – | 0.01 |
| FANNIE MAE REMICS FNR 2023-14 EJ (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.02 |
| FANNIE MAE REMICS FNR 2023-2 CI (Federal National Mortgage Association) | Long | Debt | US | $572K | – | 0.01 |
| FANNIE MAE REMICS FNR 2023-37 FH (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.03 |
| FANNIE MAE REMICS FNR 2023-38 FC (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.02 |
| FANNIE MAE REMICS FNR 2024-26 KY (Federal National Mortgage Association) | Long | Debt | US | $1M | – | 0.01 |
| FANNIE MAE REMICS FNR 2024-5 DI (Federal National Mortgage Association) | Long | Debt | US | $592K | – | 0.01 |
| FANNIE MAE ZERO COUPON 11/15/2030 (Federal National Mortgage Association) | Long | Debt | US | $6M | – | 0.09 |
| FANNIE MAE-ACES FNA 2015-M8 X2 (Federal National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| FANNIE MAE-ACES FNA 2016-M11 AL (Federal National Mortgage Association) | Long | Debt | US | $100K | – | 0.00 |
| FANNIE MAE-ACES FNA 2018-M15 1A2 (Federal National Mortgage Association) | Long | Debt | US | $537K | – | 0.01 |
| FANNIE MAE-ACES FNA 2019-M4 A2 (Federal National Mortgage Association) | Long | Debt | US | $278K | – | 0.00 |
| FANNIE MAE-ACES FNA 2020-M6 A (Federal National Mortgage Association) | Long | Debt | US | $138K | – | 0.00 |
| FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048 | Long | Debt | US | $2M | – | 0.02 |
| FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053 | Long | Debt | US | $4M | – | 0.05 |
| FED HOME LN DISCOUNT NT ZERO COUPON 07/15/2024 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $3M | – | 0.04 |
| FED HOME LN DISCOUNT NT ZERO COUPON 10/30/2024 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $10M | – | 0.14 |
| FEDERAL HOME LOAN BANK 1.250000% 09/30/2031 (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $3M | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP MTN ZERO COUPON 12/14/2029 (Freddie Mac) | Long | Debt | US | $2M | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATON REMIC POOL # 4194 BI IO (Freddie Mac) | Long | Debt | US | $22K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL TBA | Long | Debt | US | $37M | – | 0.51 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL TBA | Long | Debt | US | $13M | – | 0.18 |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUS FHAMS 2004-AA3 A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FIRSTENERGY CORP 1.600000% 01/15/2026 (FIRSTENERGY CORP.) | Long | Debt | US | $282K | – | 0.00 |
| FIRSTENERGY CORP 4.150000% 07/15/2027 (FIRSTENERGY CORP.) | Long | Debt | US | $1M | – | 0.02 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 3.250000% 03/15/2028 (FirstEnergy Pennsylvania Electric Company) | Long | Debt | US | $851K | – | 0.01 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.000000% 04/15/2025 (METROPOLITAN EDISON COMPANY) | Long | Debt | US | $986K | – | 0.01 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.150000% 04/15/2025 (FirstEnergy Pennsylvania Electric Company) | Long | Debt | US | $983K | – | 0.01 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.300000% 01/15/2029 (METROPOLITAN EDISON COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.300000% 01/15/2029 (METROPOLITAN EDISON COMPANY) | Long | Debt | US | $689K | – | 0.01 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 5.150000% 03/30/2026 (FirstEnergy Pennsylvania Electric Company) | Long | Debt | US | $697K | – | 0.01 |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 5.200000% 04/01/2028 (METROPOLITAN EDISON COMPANY) | Long | Debt | US | $721K | – | 0.01 |
| FLAGSTAR MORTGAGE TRUST 2018-2 FSMT 2018-2 A4 | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FLORIDA POWER & LIGHT CO 3.250000% 06/01/2024 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $455K | – | 0.01 |
| FLORIDA POWER & LIGHT CO 4.400000% 05/15/2028 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $3M | – | 0.04 |
| FLORIDA POWER & LIGHT CO 5.600000% 06/15/2054 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $946K | – | 0.01 |
| FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A4 | Long | ABS-mortgage backed security | US | $766K | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST 2022-D FORDO 2022-D A4 | Long | ABS-mortgage backed security | US | $787K | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST 2023-A FORDO 2023-A A3 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FORD CREDIT AUTO OWNER TRUST 2023-REV2 FORDR 2023-2 C | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FORD CREDIT AUTO OWNER TRUST 2024-REV1 FORDR 2024-1 A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FORD CREDIT AUTO OWNER TRUST 2024-REV1 FORDR 2024-1 A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2018-4 A | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FORD MOTOR CO 3.250000% 02/12/2032 (FORD MOTOR COMPANY) | Long | Debt | US | $554K | – | 0.01 |
| FORD MOTOR CO 6.100000% 08/19/2032 (FORD MOTOR COMPANY) | Long | Debt | US | $937K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC 2.900000% 02/10/2029 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC 4.000000% 11/13/2030 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC 6.050000% 03/05/2031 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.02 |
| FOX CORP 4.709000% 01/25/2029 (FOX CORPORATION) | Long | Debt | US | $205K | – | 0.00 |
| FOX CORP 5.476000% 01/25/2039 (FOX CORPORATION) | Long | Debt | US | $255K | – | 0.00 |
| FOX CORP 6.500000% 10/13/2033 (FOX CORPORATION) | Long | Debt | US | $846K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG A12072 | Long | Debt | US | $89K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A24156 | Long | Debt | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A33262 | Long | Debt | US | $103K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A52161 | Long | Debt | US | $221K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG A52174 | Long | Debt | US | $8K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG B70786 | Long | Debt | US | $49K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG B70787 | Long | Debt | US | $57K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG B90491 | Long | Debt | US | $47K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C01353 | Long | Debt | US | $23K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C01369 | Long | Debt | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C01372 | Long | Debt | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C01380 | Long | Debt | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C41495 | Long | Debt | US | $3K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C51443 | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C75536 | Long | Debt | US | $31K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C90930 | Long | Debt | US | $431 | – | 0.00 |
| FREDDIE MAC GOLD POOL FG C91149 | Long | Debt | US | $14K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG D63546 | Long | Debt | US | $6K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G01227 | Long | Debt | US | $4K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G02579 | Long | Debt | US | $170K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G02955 | Long | Debt | US | $672K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G04563 | Long | Debt | US | $220K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G04706 | Long | Debt | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G05713 | Long | Debt | US | $73K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G05866 | Long | Debt | US | $7K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G06012 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC GOLD POOL FG G06188 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G06361 | Long | Debt | US | $11K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G06669 | Long | Debt | US | $47K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G07335 | Long | Debt | US | $26K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G07924 | Long | Debt | US | $642K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08631 | Long | Debt | US | $478K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08711 | Long | Debt | US | $871K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08715 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G08721 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G08722 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G08726 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC GOLD POOL FG G08732 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08738 | Long | Debt | US | $953K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08741 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G08741 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G08741 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08747 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G08748 | Long | Debt | US | $254K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08754 | Long | Debt | US | $135K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08800 | Long | Debt | US | $985K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08826 | Long | Debt | US | $303K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08843 | Long | Debt | US | $849K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G08844 | Long | Debt | US | $74K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G08849 | Long | Debt | US | $462K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G15922 | Long | Debt | US | $50K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G15963 | Long | Debt | US | $888K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G20028 | Long | Debt | US | $35K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G60138 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G60397 | Long | Debt | US | $99K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G61592 | Long | Debt | US | $138K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG G61748 | Long | Debt | US | $4M | – | 0.05 |
| FREDDIE MAC GOLD POOL FG G61859 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G67701 | Long | Debt | US | $909K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG G67707 | Long | Debt | US | $6M | – | 0.09 |
| FREDDIE MAC GOLD POOL FG G67708 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G67711 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG G67713 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC GOLD POOL FG G67714 | Long | Debt | US | $593K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG H00790 | Long | Debt | US | $13K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG K90168 | Long | Debt | US | $193K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG K90756 | Long | Debt | US | $313K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG K90973 | Long | Debt | US | $451K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q05261 | Long | Debt | US | $217K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q17792 | Long | Debt | US | $292K | – | 0.00 |
| 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 | $29K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19135 | Long | Debt | US | $19K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19236 | Long | Debt | US | $14K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19254 | Long | Debt | US | $18K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19611 | Long | Debt | US | $253K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q19615 | Long | Debt | US | $206K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q21509 | Long | Debt | US | $5K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q41209 | Long | Debt | US | $235K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q44452 | Long | Debt | US | $86K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q45094 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC GOLD POOL FG Q45560 | Long | Debt | US | $461K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG Q45737 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC GOLD POOL FG Q45819 | Long | Debt | US | $315K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q45827 | Long | Debt | US | $274K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q47317 | Long | Debt | US | $285K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q47434 | Long | Debt | US | $60K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q48094 | Long | Debt | US | $289K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Q56092 | Long | Debt | US | $387K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG U90316 | Long | Debt | US | $303K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U90791 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC GOLD POOL FG U91254 | Long | Debt | US | $254K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U92272 | Long | Debt | US | $173K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U95137 | Long | Debt | US | $105K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG U99045 | Long | Debt | US | $390K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG U99076 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC GOLD POOL FG U99084 | Long | Debt | US | $969K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG U99091 | Long | Debt | US | $271K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG V70210 | Long | Debt | US | $48K | – | 0.00 |
| FREDDIE MAC GOLD POOL FG Z40209 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2015-P0 FHMR 2020-RR02 BX | Long | Debt | US | $114K | – | 0.00 |
| FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P009 A2 | Long | Debt | US | $811K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-151 X1 | Long | Debt | US | $296K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1519 X1 | Long | Debt | US | $751K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-152 X1 | Long | Debt | US | $214K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1520 X1 | Long | Debt | US | $185K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-154 X1 | Long | Debt | US | $189K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K047 A2 | Long | Debt | US | $591K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K091 X1 | Long | Debt | US | $92K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K093 X1 | Long | Debt | US | $144K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 X1 | Long | Debt | US | $108K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 XAM | Long | Debt | US | $344K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K095 XAM | Long | Debt | US | $38K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K101 X1 | Long | Debt | US | $61K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K106 X1 | Long | Debt | US | $199K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K120 X1 | Long | Debt | US | $273K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K128 X1 | Long | Debt | US | $485K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K133 X1 | Long | Debt | US | $329K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K136 X1 | Long | Debt | US | $179K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K142 X1 | Long | Debt | US | $134K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K143 X1 | Long | Debt | US | $162K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K145 X1 | Long | Debt | US | $177K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K147 X1 | Long | Debt | US | $296K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K149 X1 | Long | Debt | US | $231K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K157 A3 | Long | Debt | US | $4M | – | 0.06 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K736 X1 | Long | Debt | US | $20K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K737 X1 | Long | Debt | US | $94K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K741 X1 | Long | Debt | US | $49K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K742 X1 | Long | Debt | US | $119K | – | 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 KG06 X1 | Long | Debt | US | $95K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG2 A2 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC NON GOLD POOL FH 1G1386 | Long | Debt | US | $27K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 1G2415 | Long | Debt | US | $25K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 1G2539 | Long | Debt | US | $9K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 2B0811 | Long | Debt | US | $0.04 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 2B1277 | Long | Debt | US | $0.07 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 2B1538 | Long | Debt | US | $0.05 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 840698 | Long | Debt | US | $399K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 840915 | Long | Debt | US | $987K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 841073 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC NON GOLD POOL FH 841076 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC NON GOLD POOL FH 841077 | Long | Debt | US | $836K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 841081 | Long | Debt | US | $678K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 841249 | Long | Debt | US | $762K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 841383 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC NON GOLD POOL FH 841384 | Long | Debt | US | $831K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 841563 | Long | Debt | US | $3M | – | 0.05 |
| FREDDIE MAC NON GOLD POOL FH 841624 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC NON GOLD POOL FH 841703 | Long | Debt | US | $176K | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 848954 | Long | Debt | US | $0.08 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849128 | Long | Debt | US | $0.05 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849147 | Long | Debt | US | $0.09 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849154 | Long | Debt | US | $0.04 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849198 | Long | Debt | US | $0.05 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849218 | Long | Debt | US | $0.06 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 849266 | Long | Debt | US | $0.06 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 8B6027 | Long | Debt | US | $652K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 8B6029 | Long | Debt | US | $746K | – | 0.01 |
| FREDDIE MAC NON GOLD POOL FH 8C0292 | Long | Debt | US | $0.06 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 8C0293 | Long | Debt | US | $0.06 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 8C0372 | Long | Debt | US | $0.06 | – | 0.00 |
| FREDDIE MAC NON GOLD POOL FH 8D0268 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR QA4217 | Long | Debt | US | $414K | – | 0.01 |
| FREDDIE MAC POOL FR QA5770 | Long | Debt | US | $36K | – | 0.00 |
| FREDDIE MAC POOL FR QA6963 | Long | Debt | US | $951K | – | 0.01 |
| FREDDIE MAC POOL FR QA7477 | Long | Debt | US | $48K | – | 0.00 |
| FREDDIE MAC POOL FR QB4240 | Long | Debt | US | $489K | – | 0.01 |
| FREDDIE MAC POOL FR QB5092 | Long | Debt | US | $285K | – | 0.00 |
| FREDDIE MAC POOL FR QB5093 | Long | Debt | US | $177K | – | 0.00 |
| FREDDIE MAC POOL FR QB6893 | Long | Debt | US | $0.01 | – | 0.00 |
| FREDDIE MAC POOL FR QB7617 | Long | Debt | US | $34K | – | 0.00 |
| FREDDIE MAC POOL FR QB8602 | Long | Debt | US | $170K | – | 0.00 |
| FREDDIE MAC POOL FR QB8604 | Long | Debt | US | $209K | – | 0.00 |
| FREDDIE MAC POOL FR QB8773 | Long | Debt | US | $156K | – | 0.00 |
| FREDDIE MAC POOL FR QB8975 | Long | Debt | US | $200K | – | 0.00 |
| FREDDIE MAC POOL FR QB8988 | Long | Debt | US | $466K | – | 0.01 |
| FREDDIE MAC POOL FR QB9087 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR QB9391 | Long | Debt | US | $30K | – | 0.00 |
| FREDDIE MAC POOL FR QB9482 | Long | Debt | US | $166K | – | 0.00 |
| FREDDIE MAC POOL FR QB9484 | Long | Debt | US | $111K | – | 0.00 |
| FREDDIE MAC POOL FR QB9485 | Long | Debt | US | $114K | – | 0.00 |
| FREDDIE MAC POOL FR QB9961 | Long | Debt | US | $243K | – | 0.00 |
| FREDDIE MAC POOL FR QC0041 | Long | Debt | US | $230K | – | 0.00 |
| FREDDIE MAC POOL FR QC0160 | Long | Debt | US | $144K | – | 0.00 |
| FREDDIE MAC POOL FR QC0161 | Long | Debt | US | $175K | – | 0.00 |
| FREDDIE MAC POOL FR QC0165 | Long | Debt | US | $58K | – | 0.00 |
| FREDDIE MAC POOL FR QC0423 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR QC0885 | Long | Debt | US | $60K | – | 0.00 |
| FREDDIE MAC POOL FR QC1164 | Long | Debt | US | $162K | – | 0.00 |
| FREDDIE MAC POOL FR QC1565 | Long | Debt | US | $597K | – | 0.01 |
| FREDDIE MAC POOL FR QC1683 | Long | Debt | US | $962K | – | 0.01 |
| FREDDIE MAC POOL FR QC2044 | Long | Debt | US | $126K | – | 0.00 |
| FREDDIE MAC POOL FR QC2557 | Long | Debt | US | $602K | – | 0.01 |
| FREDDIE MAC POOL FR QC3690 | Long | Debt | US | $265K | – | 0.00 |
| FREDDIE MAC POOL FR QC4689 | Long | Debt | US | $190K | – | 0.00 |
| FREDDIE MAC POOL FR QC4690 | Long | Debt | US | $197K | – | 0.00 |
| FREDDIE MAC POOL FR QC4818 | Long | Debt | US | $203K | – | 0.00 |
| FREDDIE MAC POOL FR QC4824 | Long | Debt | US | $259K | – | 0.00 |
| FREDDIE MAC POOL FR QC4869 | Long | Debt | US | $977K | – | 0.01 |
| FREDDIE MAC POOL FR QC5265 | Long | Debt | US | $580K | – | 0.01 |
| FREDDIE MAC POOL FR QC5830 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR QC6303 | Long | Debt | US | $197K | – | 0.00 |
| FREDDIE MAC POOL FR QC6551 | Long | Debt | US | $393K | – | 0.01 |
| FREDDIE MAC POOL FR QC7127 | Long | Debt | US | $196K | – | 0.00 |
| FREDDIE MAC POOL FR QC7411 | Long | Debt | US | $209K | – | 0.00 |
| FREDDIE MAC POOL FR QC8737 | Long | Debt | US | $533K | – | 0.01 |
| FREDDIE MAC POOL FR QC9154 | Long | Debt | US | $515K | – | 0.01 |
| FREDDIE MAC POOL FR QC9814 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR QD0177 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR QD0254 | Long | Debt | US | $273K | – | 0.00 |
| FREDDIE MAC POOL FR QD1536 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR QD1954 | Long | Debt | US | $132K | – | 0.00 |
| FREDDIE MAC POOL FR QD2128 | Long | Debt | US | $9M | – | 0.12 |
| FREDDIE MAC POOL FR QD2132 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR QD2260 | Long | Debt | US | $66K | – | 0.00 |
| FREDDIE MAC POOL FR QD3231 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR QD3644 | Long | Debt | US | $522K | – | 0.01 |
| FREDDIE MAC POOL FR QD4104 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR QD4146 | Long | Debt | US | $130K | – | 0.00 |
| FREDDIE MAC POOL FR QD4867 | Long | Debt | US | $212K | – | 0.00 |
| FREDDIE MAC POOL FR QD5620 | Long | Debt | US | $53K | – | 0.00 |
| FREDDIE MAC POOL FR QD5839 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR QD6079 | Long | Debt | US | $625K | – | 0.01 |
| FREDDIE MAC POOL FR QD6140 | Long | Debt | US | $643K | – | 0.01 |
| FREDDIE MAC POOL FR QD7333 | Long | Debt | US | $301K | – | 0.00 |
| FREDDIE MAC POOL FR QD7365 | Long | Debt | US | $70K | – | 0.00 |
| FREDDIE MAC POOL FR QD7414 | Long | Debt | US | $10M | – | 0.14 |
| FREDDIE MAC POOL FR QD7593 | Long | Debt | US | $138K | – | 0.00 |
| FREDDIE MAC POOL FR QD7594 | Long | Debt | US | $401K | – | 0.01 |
| FREDDIE MAC POOL FR QD7947 | Long | Debt | US | $666K | – | 0.01 |
| FREDDIE MAC POOL FR QD8675 | Long | Debt | US | $348K | – | 0.00 |
| FREDDIE MAC POOL FR QD9170 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR QE0399 | Long | Debt | US | $797K | – | 0.01 |
| FREDDIE MAC POOL FR QE1492 | Long | Debt | US | $72K | – | 0.00 |
| FREDDIE MAC POOL FR QE4038 | Long | Debt | US | $6M | – | 0.08 |
| FREDDIE MAC POOL FR QE4344 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR QE4363 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR QE5114 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR QE6679 | Long | Debt | US | $347K | – | 0.00 |
| FREDDIE MAC POOL FR QF4924 | Long | Debt | US | $76K | – | 0.00 |
| FREDDIE MAC POOL FR QF5465 | Long | Debt | US | $433K | – | 0.01 |
| FREDDIE MAC POOL FR QF6516 | Long | Debt | US | $154K | – | 0.00 |
| FREDDIE MAC POOL FR QF6690 | Long | Debt | US | $217K | – | 0.00 |
| FREDDIE MAC POOL FR QF8222 | Long | Debt | US | $360K | – | 0.00 |
| FREDDIE MAC POOL FR QF8298 | Long | Debt | US | $66K | – | 0.00 |
| FREDDIE MAC POOL FR QG0673 | Long | Debt | US | $4M | – | 0.06 |
| FREDDIE MAC POOL FR QG1295 | Long | Debt | US | $470K | – | 0.01 |
| FREDDIE MAC POOL FR QG1799 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR QG5907 | Long | Debt | US | $4M | – | 0.05 |
| FREDDIE MAC POOL FR QG7311 | Long | Debt | US | $283K | – | 0.00 |
| FREDDIE MAC POOL FR QH5943 | Long | Debt | US | $3M | – | 0.03 |
| FREDDIE MAC POOL FR QH5959 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR QI2723 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR QK0701 | Long | Debt | US | $120K | – | 0.00 |
| FREDDIE MAC POOL FR QK1191 | Long | Debt | US | $734K | – | 0.01 |
| FREDDIE MAC POOL FR QK1204 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR QK1354 | Long | Debt | US | $486K | – | 0.01 |
| FREDDIE MAC POOL FR QU7914 | Long | Debt | US | $149K | – | 0.00 |
| FREDDIE MAC POOL FR RA3053 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR RA3882 | Long | Debt | US | $647K | – | 0.01 |
| FREDDIE MAC POOL FR RA3913 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR RA4142 | Long | Debt | US | $508K | – | 0.01 |
| FREDDIE MAC POOL FR RA4454 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR RA4537 | Long | Debt | US | $532K | – | 0.01 |
| FREDDIE MAC POOL FR RA4539 | Long | Debt | US | $5M | – | 0.07 |
| FREDDIE MAC POOL FR RA4703 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR RA4757 | Long | Debt | US | $355K | – | 0.00 |
| FREDDIE MAC POOL FR RA5117 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR RA5373 | Long | Debt | US | $829K | – | 0.01 |
| FREDDIE MAC POOL FR RA6528 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR RA6562 | Long | Debt | US | $866K | – | 0.01 |
| FREDDIE MAC POOL FR RA6606 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR RA6954 | Long | Debt | US | $518K | – | 0.01 |
| FREDDIE MAC POOL FR RA7185 | Long | Debt | US | $931K | – | 0.01 |
| FREDDIE MAC POOL FR RA7186 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR RA7501 | Long | Debt | US | $873K | – | 0.01 |
| FREDDIE MAC POOL FR RA8208 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR RA8382 | Long | Debt | US | $5M | – | 0.07 |
| FREDDIE MAC POOL FR RA8418 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR RA8694 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR RA8790 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR RA8904 | Long | Debt | US | $692K | – | 0.01 |
| FREDDIE MAC POOL FR RA9079 | Long | Debt | US | $287K | – | 0.00 |
| FREDDIE MAC POOL FR RA9080 | Long | Debt | US | $272K | – | 0.00 |
| FREDDIE MAC POOL FR RA9081 | Long | Debt | US | $555K | – | 0.01 |
| FREDDIE MAC POOL FR RA9437 | Long | Debt | US | $473K | – | 0.01 |
| FREDDIE MAC POOL FR RB0714 | Long | Debt | US | $752K | – | 0.01 |
| FREDDIE MAC POOL FR RB5044 | Long | Debt | US | $541K | – | 0.01 |
| FREDDIE MAC POOL FR RB5064 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR RB5065 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR RB5071 | Long | Debt | US | $5M | – | 0.07 |
| FREDDIE MAC POOL FR RB5071 | Long | Debt | US | $195K | – | 0.00 |
| FREDDIE MAC POOL FR RB5076 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR RB5084 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR RB5085 | Long | Debt | US | $4M | – | 0.05 |
| FREDDIE MAC POOL FR RB5095 | Long | Debt | US | $888K | – | 0.01 |
| FREDDIE MAC POOL FR RB5095 | Long | Debt | US | $115K | – | 0.00 |
| FREDDIE MAC POOL FR RB5100 | Long | Debt | US | $942K | – | 0.01 |
| FREDDIE MAC POOL FR RB5105 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR RB5108 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR RB5110 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR RB5114 | Long | Debt | US | $191K | – | 0.00 |
| FREDDIE MAC POOL FR RB5117 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR RB5118 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR RB5121 | Long | Debt | US | $658K | – | 0.01 |
| FREDDIE MAC POOL FR RB5125 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR RB5130 | Long | Debt | US | $620K | – | 0.01 |
| FREDDIE MAC POOL FR RB5131 | Long | Debt | US | $534K | – | 0.01 |
| FREDDIE MAC POOL FR RB5134 | Long | Debt | US | $80K | – | 0.00 |
| FREDDIE MAC POOL FR RB5138 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR RB5141 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR RB5141 | Long | Debt | US | $138K | – | 0.00 |
| FREDDIE MAC POOL FR RB5145 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR RB5149 | Long | Debt | US | $360K | – | 0.00 |
| FREDDIE MAC POOL FR RB5153 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR RB5154 | Long | Debt | US | $568K | – | 0.01 |
| FREDDIE MAC POOL FR RB5154 | Long | Debt | US | $514K | – | 0.01 |
| FREDDIE MAC POOL FR RB5157 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR RB5161 | Long | Debt | US | $828K | – | 0.01 |
| FREDDIE MAC POOL FR RB5163 | Long | Debt | US | $74K | – | 0.00 |
| FREDDIE MAC POOL FR RB5166 | Long | Debt | US | $459K | – | 0.01 |
| FREDDIE MAC POOL FR RC2401 | Long | Debt | US | $5M | – | 0.07 |
| FREDDIE MAC POOL FR RE0026 | Long | Debt | US | $809K | – | 0.01 |
| FREDDIE MAC POOL FR RE0031 | Long | Debt | US | $735K | – | 0.01 |
| FREDDIE MAC POOL FR RJ0313 | Long | Debt | US | $910K | – | 0.01 |
| FREDDIE MAC POOL FR RJ0954 | Long | Debt | US | $918K | – | 0.01 |
| FREDDIE MAC POOL FR RJ1350 | Long | Debt | US | $502K | – | 0.01 |
| FREDDIE MAC POOL FR RJ1358 | Long | Debt | US | $511K | – | 0.01 |
| FREDDIE MAC POOL FR SB0810 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR SC0093 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR SC0112 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR SC0160 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR SC0188 | Long | Debt | US | $456K | – | 0.01 |
| FREDDIE MAC POOL FR SC0206 | Long | Debt | US | $911K | – | 0.01 |
| FREDDIE MAC POOL FR SC0269 | Long | Debt | US | $280K | – | 0.00 |
| FREDDIE MAC POOL FR SC0310 | Long | Debt | US | $74K | – | 0.00 |
| FREDDIE MAC POOL FR SC0313 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR SC0319 | Long | Debt | US | $438K | – | 0.01 |
| FREDDIE MAC POOL FR SC0340 | Long | Debt | US | $768K | – | 0.01 |
| FREDDIE MAC POOL FR SC0345 | Long | Debt | US | $225K | – | 0.00 |
| FREDDIE MAC POOL FR SC0384 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR SC0447 | Long | Debt | US | $79K | – | 0.00 |
| FREDDIE MAC POOL FR SC0460 | Long | Debt | US | $159K | – | 0.00 |
| FREDDIE MAC POOL FR SD0035 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR SD0225 | Long | Debt | US | $857K | – | 0.01 |
| FREDDIE MAC POOL FR SD0231 | Long | Debt | US | $5M | – | 0.07 |
| FREDDIE MAC POOL FR SD0573 | Long | Debt | US | $213K | – | 0.00 |
| FREDDIE MAC POOL FR SD0615 | Long | Debt | US | $578K | – | 0.01 |
| FREDDIE MAC POOL FR SD0618 | Long | Debt | US | $201K | – | 0.00 |
| FREDDIE MAC POOL FR SD0745 | Long | Debt | US | $458K | – | 0.01 |
| FREDDIE MAC POOL FR SD0781 | Long | Debt | US | $257K | – | 0.00 |
| FREDDIE MAC POOL FR SD0807 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR SD0849 | Long | Debt | US | $336K | – | 0.00 |
| FREDDIE MAC POOL FR SD0952 | Long | Debt | US | $300K | – | 0.00 |
| FREDDIE MAC POOL FR SD1093 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR SD1096 | Long | Debt | US | $4M | – | 0.05 |
| FREDDIE MAC POOL FR SD1104 | Long | Debt | US | $4M | – | 0.06 |
| FREDDIE MAC POOL FR SD1381 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR SD1439 | Long | Debt | US | $209K | – | 0.00 |
| FREDDIE MAC POOL FR SD1457 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR SD1463 | Long | Debt | US | $152K | – | 0.00 |
| FREDDIE MAC POOL FR SD1661 | Long | Debt | US | $4M | – | 0.05 |
| FREDDIE MAC POOL FR SD1751 | Long | Debt | US | $143K | – | 0.00 |
| FREDDIE MAC POOL FR SD1775 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR SD1807 | Long | Debt | US | $855K | – | 0.01 |
| FREDDIE MAC POOL FR SD1844 | Long | Debt | US | $5M | – | 0.06 |
| FREDDIE MAC POOL FR SD1936 | Long | Debt | US | $637K | – | 0.01 |
| FREDDIE MAC POOL FR SD2075 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR SD2101 | Long | Debt | US | $478K | – | 0.01 |
| FREDDIE MAC POOL FR SD2138 | Long | Debt | US | $280K | – | 0.00 |
| FREDDIE MAC POOL FR SD2149 | Long | Debt | US | $0.01 | – | 0.00 |
| FREDDIE MAC POOL FR SD2245 | Long | Debt | US | $359K | – | 0.00 |
| FREDDIE MAC POOL FR SD2284 | Long | Debt | US | $965K | – | 0.01 |
| FREDDIE MAC POOL FR SD2355 | Long | Debt | US | $514K | – | 0.01 |
| FREDDIE MAC POOL FR SD2394 | Long | Debt | US | $594K | – | 0.01 |
| FREDDIE MAC POOL FR SD2395 | Long | Debt | US | $598K | – | 0.01 |
| FREDDIE MAC POOL FR SD2443 | Long | Debt | US | $523K | – | 0.01 |
| FREDDIE MAC POOL FR SD2452 | Long | Debt | US | $626K | – | 0.01 |
| FREDDIE MAC POOL FR SD2474 | Long | Debt | US | $262K | – | 0.00 |
| FREDDIE MAC POOL FR SD2491 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR SD2511 | Long | Debt | US | $910K | – | 0.01 |
| FREDDIE MAC POOL FR SD2567 | Long | Debt | US | $943K | – | 0.01 |
| FREDDIE MAC POOL FR SD2578 | Long | Debt | US | $90K | – | 0.00 |
| FREDDIE MAC POOL FR SD2591 | Long | Debt | US | $890K | – | 0.01 |
| FREDDIE MAC POOL FR SD2629 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR SD2715 | Long | Debt | US | $164K | – | 0.00 |
| FREDDIE MAC POOL FR SD2723 | Long | Debt | US | $542K | – | 0.01 |
| FREDDIE MAC POOL FR SD2756 | Long | Debt | US | $720K | – | 0.01 |
| FREDDIE MAC POOL FR SD2762 | Long | Debt | US | $740K | – | 0.01 |
| FREDDIE MAC POOL FR SD2792 | Long | Debt | US | $332K | – | 0.00 |
| FREDDIE MAC POOL FR SD2866 | Long | Debt | US | $418K | – | 0.01 |
| FREDDIE MAC POOL FR SD2892 | Long | Debt | US | $362K | – | 0.01 |
| FREDDIE MAC POOL FR SD2901 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR SD2948 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR SD2968 | Long | Debt | US | $0.02 | – | 0.00 |
| FREDDIE MAC POOL FR SD2981 | Long | Debt | US | $437K | – | 0.01 |
| FREDDIE MAC POOL FR SD2991 | Long | Debt | US | $681K | – | 0.01 |
| FREDDIE MAC POOL FR SD3171 | Long | Debt | US | $458K | – | 0.01 |
| FREDDIE MAC POOL FR SD3304 | Long | Debt | US | $5M | – | 0.07 |
| FREDDIE MAC POOL FR SD3368 | Long | Debt | US | $5M | – | 0.07 |
| FREDDIE MAC POOL FR SD3432 | Long | Debt | US | $554K | – | 0.01 |
| FREDDIE MAC POOL FR SD3444 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR SD3627 | Long | Debt | US | $7M | – | 0.09 |
| FREDDIE MAC POOL FR SD3632 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR SD3642 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR SD3682 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR SD3722 | Long | Debt | US | $351K | – | 0.00 |
| FREDDIE MAC POOL FR SD3737 | Long | Debt | US | $591K | – | 0.01 |
| FREDDIE MAC POOL FR SD3768 | Long | Debt | US | $10M | – | 0.14 |
| FREDDIE MAC POOL FR SD4017 | Long | Debt | US | $754K | – | 0.01 |
| FREDDIE MAC POOL FR SD4219 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR SD4229 | Long | Debt | US | $5M | – | 0.06 |
| FREDDIE MAC POOL FR SD4301 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR SD4365 | Long | Debt | US | $473K | – | 0.01 |
| FREDDIE MAC POOL FR SD4399 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR SD4709 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR SD5036 | Long | Debt | US | $8M | – | 0.11 |
| FREDDIE MAC POOL FR SD5039 | Long | Debt | US | $624K | – | 0.01 |
| FREDDIE MAC POOL FR SD5089 | Long | Debt | US | $322K | – | 0.00 |
| FREDDIE MAC POOL FR SD5107 | Long | Debt | US | $100K | – | 0.00 |
| FREDDIE MAC POOL FR SD5219 | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC POOL FR SD5352 | Long | Debt | US | $738K | – | 0.01 |
| FREDDIE MAC POOL FR SD7500 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR SD7503 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR SD7509 | Long | Debt | US | $488K | – | 0.01 |
| FREDDIE MAC POOL FR SD7521 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR SD7525 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR SD7530 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR SD7534 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC POOL FR SD7545 | Long | Debt | US | $4M | – | 0.05 |
| FREDDIE MAC POOL FR SD7548 | Long | Debt | US | $6M | – | 0.08 |
| FREDDIE MAC POOL FR SD7548 | Long | Debt | US | $6M | – | 0.08 |
| FREDDIE MAC POOL FR SD7551 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR SD7552 | Long | Debt | US | $18M | – | 0.24 |
| FREDDIE MAC POOL FR SD7554 | Long | Debt | US | $6M | – | 0.08 |
| FREDDIE MAC POOL FR SD7560 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR SD8112 | Long | Debt | US | $3M | – | 0.05 |
| FREDDIE MAC POOL FR SD8178 | Long | Debt | US | $9M | – | 0.12 |
| FREDDIE MAC POOL FR SD8182 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR SD8193 | Long | Debt | US | $8M | – | 0.11 |
| FREDDIE MAC POOL FR SD8194 | Long | Debt | US | $9M | – | 0.12 |
| FREDDIE MAC POOL FR SD8199 | Long | Debt | US | $9M | – | 0.13 |
| FREDDIE MAC POOL FR SD8205 | Long | Debt | US | $9M | – | 0.12 |
| FREDDIE MAC POOL FR SD8212 | Long | Debt | US | $9M | – | 0.12 |
| FREDDIE MAC POOL FR SD8264 | Long | Debt | US | $12M | – | 0.17 |
| FREDDIE MAC POOL FR SD8267 | Long | Debt | US | $174K | – | 0.00 |
| FREDDIE MAC POOL FR SI2045 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR SI2049 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR ZM1348 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR ZS4602 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR ZS4613 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR ZS8673 | Long | Debt | US | $82K | – | 0.00 |
| FREDDIE MAC POOL FR ZS9164 | Long | Debt | US | $679K | – | 0.01 |
| FREDDIE MAC POOL FR ZS9316 | Long | Debt | US | $485K | – | 0.01 |
| FREDDIE MAC POOL FR ZT0534 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR ZT1257 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR ZT1257 | Long | Debt | US | $259K | – | 0.00 |
| FREDDIE MAC POOL FR ZT1970 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR ZT2266 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC POOL FR ZT2378 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR ZT2436 | Long | Debt | US | $3M | – | 0.03 |
| FREDDIE MAC REFERENCE REMIC FHRR R006 ZA | Long | Debt | US | $471K | – | 0.01 |
| FREDDIE MAC REFERENCE REMIC FHRR R007 ZA | Long | Debt | US | $275K | – | 0.00 |
| FREDDIE MAC REFERENCE REMIC FHRR R007 ZA | Long | Debt | US | $144K | – | 0.00 |
| FREDDIE MAC REMICS FHR 2174 PN | Long | Debt | US | $4K | – | 0.00 |
| FREDDIE MAC REMICS FHR 2312 Z | Long | Debt | US | $34K | – | 0.00 |
| FREDDIE MAC REMICS FHR 2399 XG | Long | Debt | US | $13K | – | 0.00 |
| FREDDIE MAC REMICS FHR 2671 S | Long | Debt | US | $19K | – | 0.00 |
| FREDDIE MAC REMICS FHR 2684 ZN | Long | Debt | US | $36K | – | 0.00 |
| FREDDIE MAC REMICS FHR 2733 ME | Long | Debt | US | $88K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3316 JO | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3451 SB | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3546 A | Long | Debt | US | $23K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3621 SB | Long | Debt | US | $3K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3693 FC | Long | Debt | US | $533K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3866 SA | Long | Debt | US | $13K | – | 0.00 |
| FREDDIE MAC REMICS FHR 3919 FA | Long | Debt | US | $503K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3951 FN | Long | Debt | US | $391K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3958 AF | Long | Debt | US | $482K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3975 CF | Long | Debt | US | $383K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3975 FA | Long | Debt | US | $463K | – | 0.01 |
| FREDDIE MAC REMICS FHR 3990 FG | Long | Debt | US | $567K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4010 KM | Long | Debt | US | $168K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4030 HS | Long | Debt | US | $2K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4047 CX | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC REMICS FHR 4059 FP | Long | Debt | US | $634K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4091 BX | Long | Debt | US | $945K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4091 EX | Long | Debt | US | $614K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4091 FN | Long | Debt | US | $621K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4091 MX | Long | Debt | US | $768K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4102 TC | Long | Debt | US | $707K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4117 HB | Long | Debt | US | $596K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4119 IN | Long | Debt | US | $14K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4122 FP | Long | Debt | US | $747K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4161 BA | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC REMICS FHR 4205 PA | Long | Debt | US | $432K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4210 Z | Long | Debt | US | $401K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4240 FA | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC REMICS FHR 4286 VF | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 4446 CP | Long | Debt | US | $785K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4544 P | Long | Debt | US | $3M | – | 0.05 |
| FREDDIE MAC REMICS FHR 4582 HA | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC REMICS FHR 4587 AF | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC REMICS FHR 4604 FB | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC REMICS FHR 4611 BF | Long | Debt | US | $7M | – | 0.09 |
| FREDDIE MAC REMICS FHR 4620 LF | Long | Debt | US | $975K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4628 KF | Long | Debt | US | $956K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4709 FA | Long | Debt | US | $697K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4719 LA | Long | Debt | US | $869K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4719 LM | Long | Debt | US | $656K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4742 PA | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC REMICS FHR 4753 BD | Long | Debt | US | $619K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4793 FD | Long | Debt | US | $0.02 | – | 0.00 |
| FREDDIE MAC REMICS FHR 4813 CJ | Long | Debt | US | $218K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4826 KF | Long | Debt | US | $628K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4854 FB | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC REMICS FHR 4857 JA | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC REMICS FHR 4879 BC | Long | Debt | US | $101K | – | 0.00 |
| FREDDIE MAC REMICS FHR 4880 DA | Long | Debt | US | $938K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4903 NF | Long | Debt | US | $589K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4927 BG | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 4937 MD | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 4940 AG | Long | Debt | US | $796K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4941 GA | Long | Debt | US | $618K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4954 LB | Long | Debt | US | $476K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4957 MY | Long | Debt | US | $633K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4979 UC | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC REMICS FHR 4980 KI | Long | Debt | US | $922K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4991 QV | Long | Debt | US | $363K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4993 KF | Long | Debt | US | $6M | – | 0.08 |
| FREDDIE MAC REMICS FHR 4995 IC | Long | Debt | US | $255K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5004 FM | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5010 IK | Long | Debt | US | $74K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5010 JI | Long | Debt | US | $169K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5012 BI | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5013 IN | Long | Debt | US | $100K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5018 MI | Long | Debt | US | $106K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5020 ET | Long | Debt | US | $978K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5040 IB | Long | Debt | US | $47K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5050 IE | Long | Debt | US | $248K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5058 BC | Long | Debt | US | $783K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5059 IB | Long | Debt | US | $243K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5063 AI | Long | Debt | US | $203K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5068 AI | Long | Debt | US | $99K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5069 MI | Long | Debt | US | $76K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5070 DI | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC REMICS FHR 5085 NI | Long | Debt | US | $148K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5091 AB | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5092 AP | Long | Debt | US | $575K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5092 HE | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC REMICS FHR 5093 IY | Long | Debt | US | $553K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5115 IO | Long | Debt | US | $435K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5116 PB | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5118 CA | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC REMICS FHR 5118 NI | Long | Debt | US | $297K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5119 AB | Long | Debt | US | $921K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5119 QF | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5140 NI | Long | Debt | US | $231K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5143 GA | Long | Debt | US | $698K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5159 IP | Long | Debt | US | $209K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5159 UA | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5161 IO | Long | Debt | US | $213K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5173 LI | Long | Debt | US | $124K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5178 TP | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5180 IN | Long | Debt | US | $265K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5182 D | Long | Debt | US | $5M | – | 0.07 |
| FREDDIE MAC REMICS FHR 5182 M | Long | Debt | US | $999K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5184 AB | Long | Debt | US | $718K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5200 KQ | Long | Debt | US | $133K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5201 CA | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5202 BH | Long | Debt | US | $778K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5202 IN | Long | Debt | US | $96K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5202 LA | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5202 MB | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC REMICS FHR 5202 TA | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC REMICS FHR 5206 CA | Long | Debt | US | $835K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5206 CD | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5207 PA | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5209 EA | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5209 EJ | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5210 DC | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5214 BY | Long | Debt | US | $972K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5217 CD | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5220 QK | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC REMICS FHR 5224 HL | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5228 TN | Long | Debt | US | $823K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5261 IB | Long | Debt | US | $205K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5274 IO | Long | Debt | US | $209K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5293 CI | Long | Debt | US | $503K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5293 IO | Long | Debt | US | $695K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5293 KI | Long | Debt | US | $246K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5300 C | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC REMICS FHR 5335 FB | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC REMICS FHR 5338 FH | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC REMICS FHR 5377 IO | Long | Debt | US | $229K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5386 DM | Long | Debt | US | $925K | – | 0.01 |
| FREDDIE MAC REMICS FHR 5389 IB | Long | Debt | US | $105K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5389 IC | Long | Debt | US | $112K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5396 HF | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC REMICS FHR 5397 IC | Long | Debt | US | $269K | – | 0.00 |
| FREDDIE MAC REMICS FHR 5399 FB | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC REMICS FHR 5410 JY | Long | Debt | US | $991K | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M1A | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1A | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1B | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 M1B | Long | Debt | US | $3M | – | 0.04 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA4 STACR 2022-DNA4 M1A | Long | Debt | US | $346K | – | 0.00 |
| FREDDIE MAC STRIPS FHS 264 30 | Long | Debt | US | $1M | – | 0.02 |
| FREDDIE MAC STRIPS FHS 271 30 | Long | Debt | US | $644K | – | 0.01 |
| FREDDIE MAC STRIPS FHS 271 F5 | Long | Debt | US | $658K | – | 0.01 |
| FREDDIE MAC STRIPS FHS 272 F1 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC STRIPS FHS 280 F1 | Long | Debt | US | $1M | – | 0.01 |
| FREDDIE MAC STRIPS FHS 353 S1 | Long | Debt | US | $37K | – | 0.00 |
| FREDDIE MAC STRIPS FHS 356 300 | Long | Debt | US | $2M | – | 0.02 |
| FREDDIE MAC ZERO COUPON 07/15/2031 | Long | Debt | US | $426K | – | 0.01 |
| FREEPORT-MCMORAN INC 5.400000% 11/14/2034 (FREEPORT-MCMORAN INC.) | Long | Debt | US | $322K | – | 0.00 |
| FREEPORT-MCMORAN INC 5.450000% 03/15/2043 (FREEPORT-MCMORAN INC.) | Long | Debt | US | $254K | – | 0.00 |
| FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4 (FREMONT HOME LOAN OWNER TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| FRESENIUS MEDICAL CARE US FINANCE III INC 144A 1.875000% 12/01/2026 (FRESENIUS MEDICAL CARE US FINANCE III, INC.) | Long | Debt | DE | $2M | – | 0.03 |
| FX Forward Contract: AUD/USD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | AU | $48K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | CA | $33K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | CA | $24K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | CA | $24K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | CA | $22K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | CA | $17K | – | 0.00 | |
| FX Forward Contract: CAD/USD SETTLE 2024-07-19 (MORGAN STANLEY & CO, INC) | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| FX Forward Contract: EUR/USD SETTLE 2024-07-19 (GOLDMAN, SACHS & CO.) | Derivative-foreign exchange | XX | $14K | – | 0.00 | |
| FX Forward Contract: NOK/USD SETTLE 2024-07-19 (BNP PARIBAS) | Derivative-foreign exchange | NO | $217K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $127.24 | – | 0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/CAD SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| FX Forward Contract: USD/CNY SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| FX Forward Contract: USD/GBP SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-59K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| FX Forward Contract: USD/NOK SETTLE 2024-07-19 (CITIGROUP GLOBAL MARKETS) | Derivative-foreign exchange | US | $-49K | – | -0.00 | |
| GALAXY PIPELINE ASSETS BIDCO LTD 144A 1.750000% 09/30/2027 (GALAXY PIPELINE ASSETS BIDCO LIMITED) | Long | Debt | AE | $1M | – | 0.02 |
| GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.160000% 03/31/2034 (GALAXY PIPELINE ASSETS BIDCO LIMITED) | Long | Debt | AE | $1M | – | 0.01 |
| GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036 (GALAXY PIPELINE ASSETS BIDCO LIMITED) | Long | Debt | AE | $773K | – | 0.01 |
| GENERAL DYNAMICS CORP 4.250000% 04/01/2040 (GENERAL DYNAMICS CORPORATION) | Long | Debt | US | $730K | – | 0.01 |
| GENERAL DYNAMICS CORP 4.250000% 04/01/2040 (GENERAL DYNAMICS CORPORATION) | Long | Debt | US | $44K | – | 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 | $3M | – | 0.04 |
| GENERAL MILLS INC 5.500000% 10/17/2028 (GENERAL MILLS, INC.) | Long | Debt | US | $2M | – | 0.02 |
| GENERAL MOTORS CO 5.150000% 04/01/2038 (GENERAL MOTORS COMPANY) | Long | Debt | US | $138K | – | 0.00 |
| GENERAL MOTORS CO 5.600000% 10/15/2032 (GENERAL MOTORS COMPANY) | Long | Debt | US | $278K | – | 0.00 |
| GENERAL MOTORS CO 6.250000% 10/02/2043 (GENERAL MOTORS COMPANY) | Long | Debt | US | $937K | – | 0.01 |
| GENERAL MOTORS CO 6.600000% 04/01/2036 (GENERAL MOTORS COMPANY) | Long | Debt | US | $73K | – | 0.00 |
| GENERAL MOTORS FINANCIAL CO INC 2.700000% 06/10/2031 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $939K | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC 4.350000% 01/17/2027 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $175K | – | 0.00 |
| GENERAL MOTORS FINANCIAL CO INC 5.000000% 04/09/2027 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $460K | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC 5.550000% 07/15/2029 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $1M | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC 5.950000% 04/04/2034 (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $2M | – | 0.03 |
| GILEAD SCIENCES INC 3.650000% 03/01/2026 (GILEAD SCIENCES, INC.) | Long | Debt | US | $865K | – | 0.01 |
| GILEAD SCIENCES INC 4.000000% 09/01/2036 (GILEAD SCIENCES, INC.) | Long | Debt | US | $630K | – | 0.01 |
| GILEAD SCIENCES INC 4.750000% 03/01/2046 (GILEAD SCIENCES, INC.) | Long | Debt | US | $35K | – | 0.00 |
| GINNIE MAE I POOL GN 271950 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN 373621 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 411368 (Government National Mortgage Association) | Long | Debt | US | $694.77 | – | 0.00 |
| GINNIE MAE I POOL GN 426036 (Government National Mortgage Association) | Long | Debt | US | $171.79 | – | 0.00 |
| GINNIE MAE I POOL GN 429784 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 429786 (Government National Mortgage Association) | Long | Debt | US | $22K | – | 0.00 |
| GINNIE MAE I POOL GN 434143 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 434177 (Government National Mortgage Association) | Long | Debt | US | $421.5 | – | 0.00 |
| GINNIE MAE I POOL GN 434223 (Government National Mortgage Association) | Long | Debt | US | $843.76 | – | 0.00 |
| GINNIE MAE I POOL GN 434315 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 437479 (Government National Mortgage Association) | Long | Debt | US | $455.08 | – | 0.00 |
| GINNIE MAE I POOL GN 448367 (Government National Mortgage Association) | Long | Debt | US | $46.05 | – | 0.00 |
| GINNIE MAE I POOL GN 457097 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN 457825 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 460833 (Government National Mortgage Association) | Long | Debt | US | $164.77 | – | 0.00 |
| GINNIE MAE I POOL GN 461684 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 464820 (Government National Mortgage Association) | Long | Debt | US | $18K | – | 0.00 |
| GINNIE MAE I POOL GN 465555 (Government National Mortgage Association) | Long | Debt | US | $444.35 | – | 0.00 |
| GINNIE MAE I POOL GN 467736 (Government National Mortgage Association) | Long | Debt | US | $755.67 | – | 0.00 |
| GINNIE MAE I POOL GN 474655 (Government National Mortgage Association) | Long | Debt | US | $5.66 | – | 0.00 |
| GINNIE MAE I POOL GN 474720 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 475546 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 482926 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 483639 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 483866 (Government National Mortgage Association) | Long | Debt | US | $134.83 | – | 0.00 |
| GINNIE MAE I POOL GN 485375 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN 485974 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 486621 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 486796 (Government National Mortgage Association) | Long | Debt | US | $39.3 | – | 0.00 |
| GINNIE MAE I POOL GN 490404 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 492057 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 495940 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 496685 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 500941 (Government National Mortgage Association) | Long | Debt | US | $156.49 | – | 0.00 |
| GINNIE MAE I POOL GN 503879 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 506486 (Government National Mortgage Association) | Long | Debt | US | $265.3 | – | 0.00 |
| GINNIE MAE I POOL GN 506874 (Government National Mortgage Association) | Long | Debt | US | $115.7 | – | 0.00 |
| GINNIE MAE I POOL GN 512844 (Government National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| GINNIE MAE I POOL GN 535879 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 538271 (Government National Mortgage Association) | Long | Debt | US | $14K | – | 0.00 |
| GINNIE MAE I POOL GN 544472 (Government National Mortgage Association) | Long | Debt | US | $131.41 | – | 0.00 |
| GINNIE MAE I POOL GN 545898 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 549577 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 552168 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 552851 (Government National Mortgage Association) | Long | Debt | US | $164.64 | – | 0.00 |
| GINNIE MAE I POOL GN 552889 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 553235 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 553377 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 554974 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 555398 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 555483 (Government National Mortgage Association) | Long | Debt | US | $33K | – | 0.00 |
| GINNIE MAE I POOL GN 556023 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 559461 (Government National Mortgage Association) | Long | Debt | US | $507.3 | – | 0.00 |
| GINNIE MAE I POOL GN 561600 (Government National Mortgage Association) | Long | Debt | US | $118.38 | – | 0.00 |
| GINNIE MAE I POOL GN 562249 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 562287 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 562399 (Government National Mortgage Association) | Long | Debt | US | $208K | – | 0.00 |
| GINNIE MAE I POOL GN 562485 (Government National Mortgage Association) | Long | Debt | US | $26K | – | 0.00 |
| GINNIE MAE I POOL GN 563302 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 564704 (Government National Mortgage Association) | Long | Debt | US | $44K | – | 0.00 |
| GINNIE MAE I POOL GN 565034 (Government National Mortgage Association) | Long | Debt | US | $23K | – | 0.00 |
| GINNIE MAE I POOL GN 565069 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 568445 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 569788 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 569840 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 569898 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 570741 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 573845 (Government National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| GINNIE MAE I POOL GN 576485 (Government National Mortgage Association) | Long | Debt | US | $16K | – | 0.00 |
| GINNIE MAE I POOL GN 577617 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 577784 (Government National Mortgage Association) | Long | Debt | US | $308.36 | – | 0.00 |
| GINNIE MAE I POOL GN 577947 (Government National Mortgage Association) | Long | Debt | US | $19.23 | – | 0.00 |
| GINNIE MAE I POOL GN 577948 (Government National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| GINNIE MAE I POOL GN 579140 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 579433 (Government National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| GINNIE MAE I POOL GN 579750 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 584398 (Government National Mortgage Association) | Long | Debt | US | $17K | – | 0.00 |
| GINNIE MAE I POOL GN 586207 (Government National Mortgage Association) | Long | Debt | US | $69K | – | 0.00 |
| GINNIE MAE I POOL GN 587033 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 587285 (Government National Mortgage Association) | Long | Debt | US | $18K | – | 0.00 |
| GINNIE MAE I POOL GN 587354 (Government National Mortgage Association) | Long | Debt | US | $19K | – | 0.00 |
| GINNIE MAE I POOL GN 589026 (Government National Mortgage Association) | Long | Debt | US | $336.78 | – | 0.00 |
| GINNIE MAE I POOL GN 590382 (Government National Mortgage Association) | Long | Debt | US | $637.94 | – | 0.00 |
| GINNIE MAE I POOL GN 593225 (Government National Mortgage Association) | Long | Debt | US | $439.33 | – | 0.00 |
| GINNIE MAE I POOL GN 595064 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 599760 (Government National Mortgage Association) | Long | Debt | US | $11K | – | 0.00 |
| GINNIE MAE I POOL GN 599799 (Government National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| GINNIE MAE I POOL GN 599844 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 600711 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 600713 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 602117 (Government National Mortgage Association) | Long | Debt | US | $241.39 | – | 0.00 |
| GINNIE MAE I POOL GN 602146 (Government National Mortgage Association) | Long | Debt | US | $331.31 | – | 0.00 |
| GINNIE MAE I POOL GN 603107 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 603420 (Government National Mortgage Association) | Long | Debt | US | $47K | – | 0.00 |
| GINNIE MAE I POOL GN 604735 (Government National Mortgage Association) | Long | Debt | US | $30K | – | 0.00 |
| GINNIE MAE I POOL GN 604785 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 604947 (Government National Mortgage Association) | Long | Debt | US | $21K | – | 0.00 |
| GINNIE MAE I POOL GN 605695 (Government National Mortgage Association) | Long | Debt | US | $121.27 | – | 0.00 |
| GINNIE MAE I POOL GN 605731 (Government National Mortgage Association) | Long | Debt | US | $15K | – | 0.00 |
| GINNIE MAE I POOL GN 606773 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 608376 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 609432 (Government National Mortgage Association) | Long | Debt | US | $112.64 | – | 0.00 |
| GINNIE MAE I POOL GN 610504 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN 610851 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 612233 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 612420 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 613770 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 616094 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 619661 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 621970 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 622499 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 623371 (Government National Mortgage Association) | Long | Debt | US | $2K | – | 0.00 |
| GINNIE MAE I POOL GN 626933 (Government National Mortgage Association) | Long | Debt | US | $3M | – | 0.04 |
| GINNIE MAE I POOL GN 627895 (Government National Mortgage Association) | Long | Debt | US | $13K | – | 0.00 |
| GINNIE MAE I POOL GN 638055 (Government National Mortgage Association) | Long | Debt | US | $4K | – | 0.00 |
| GINNIE MAE I POOL GN 711731 (Government National Mortgage Association) | Long | Debt | US | $275K | – | 0.00 |
| GINNIE MAE I POOL GN 723248 (Government National Mortgage Association) | Long | Debt | US | $147K | – | 0.00 |
| GINNIE MAE I POOL GN 752200 (Government National Mortgage Association) | Long | Debt | US | $216K | – | 0.00 |
| GINNIE MAE I POOL GN 757374 (Government National Mortgage Association) | Long | Debt | US | $215K | – | 0.00 |
| GINNIE MAE I POOL GN 781257 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 781324 (Government National Mortgage Association) | Long | Debt | US | $10K | – | 0.00 |
| GINNIE MAE I POOL GN 781340 (Government National Mortgage Association) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE I POOL GN 781459 (Government National Mortgage Association) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE I POOL GN 781484 (Government National Mortgage Association) | Long | Debt | US | $113K | – | 0.00 |
| GINNIE MAE I POOL GN 781542 (Government National Mortgage Association) | Long | Debt | US | $156.76 | – | 0.00 |
| GINNIE MAE I POOL GN 781551 (Government National Mortgage Association) | Long | Debt | US | $8K | – | 0.00 |
| GINNIE MAE I POOL GN 781562 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 781564 (Government National Mortgage Association) | Long | Debt | US | $7K | – | 0.00 |
| GINNIE MAE I POOL GN 781607 (Government National Mortgage Association) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE I POOL GN 781650 (Government National Mortgage Association) | Long | Debt | US | $18K | – | 0.00 |
| GINNIE MAE I POOL GN 781688 (Government National Mortgage Association) | Long | Debt | US | $145K | – | 0.00 |
| GINNIE MAE I POOL GN 781724 (Government National Mortgage Association) | Long | Debt | US | $408K | – | 0.01 |
| GINNIE MAE I POOL GN 781776 (Government National Mortgage Association) | Long | Debt | US | $18K | – | 0.00 |
| GINNIE MAE I POOL GN 781798 (Government National Mortgage Association) | Long | Debt | US | $25K | – | 0.00 |
| GINNIE MAE I POOL GN 781834 (Government National Mortgage Association) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE I POOL GN 781912 (Government National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| GINNIE MAE I POOL GN 781963 (Government National Mortgage Association) | Long | Debt | US | $27K | – | 0.00 |
| GINNIE MAE I POOL GN 781976 (Government National Mortgage Association) | Long | Debt | US | $19K | – | 0.00 |
| GINNIE MAE I POOL GN 783094 (Government National Mortgage Association) | Long | Debt | US | $12K | – | 0.00 |
| GINNIE MAE I POOL GN 783669 (Government National Mortgage Association) | Long | Debt | US | $282K | – | 0.00 |
| GINNIE MAE I POOL GN 784398 (Government National Mortgage Association) | Long | Debt | US | $115K | – | 0.00 |
| GINNIE MAE I POOL GN 784443 (Government National Mortgage Association) | Long | Debt | US | $568K | – | 0.01 |
| GINNIE MAE I POOL GN 784571 (Government National Mortgage Association) | Long | Debt | US | $318K | – | 0.00 |
| GINNIE MAE I POOL GN 786309 (Government National Mortgage Association) | Long | Debt | US | $4M | – | 0.06 |
| GINNIE MAE I POOL GN AA5649 (Government National Mortgage Association) | Long | Debt | US | $228K | – | 0.00 |
| GINNIE MAE I POOL GN AB2892 (Government National Mortgage Association) | Long | Debt | US | $304K | – | 0.00 |
| GINNIE MAE I POOL GN AB9108 (Government National Mortgage Association) | Long | Debt | US | $453K | – | 0.01 |
| GINNIE MAE I POOL GN AB9205 (Government National Mortgage Association) | Long | Debt | US | $1K | – | 0.00 |
| GINNIE MAE I POOL GN BS8439 (Government National Mortgage Association) | Long | Debt | US | $244K | – | 0.00 |
| GINNIE MAE II POOL 30YR TBA (JULY) (Government National Mortgage Association 2) | Long | Debt | US | $7M | – | 0.10 |
| GINNIE MAE II POOL 30YR TBA (JULY) (Government National Mortgage Association 2) | Long | Debt | US | $5M | – | 0.07 |
| GINNIE MAE II POOL 30YR TBA (JUNE) (Government National Mortgage Association 2) | Long | Debt | US | $26M | – | 0.36 |
| GINNIE MAE II POOL 30YR TBA (JUNE) (Government National Mortgage Association 2) | Long | Debt | US | $26M | – | 0.35 |
| GINNIE MAE II POOL 30YR TBA (JUNE) (Government National Mortgage Association 2) | Long | Debt | US | $18M | – | 0.24 |
| GINNIE MAE II POOL 30YR TBA (JUNE) (Government National Mortgage Association 2) | Long | Debt | US | $10M | – | 0.13 |
| GINNIE MAE II POOL 30YR TBA (JUNE) (Government National Mortgage Association 2) | Long | Debt | US | $5M | – | 0.07 |
| GINNIE MAE II POOL G2 4245 (Government National Mortgage Association 2) | Long | Debt | US | $346K | – | 0.00 |
| GINNIE MAE II POOL G2 4617 (Government National Mortgage Association 2) | Long | Debt | US | $107K | – | 0.00 |
| GINNIE MAE II POOL G2 4696 (Government National Mortgage Association 2) | Long | Debt | US | $131K | – | 0.00 |
| GINNIE MAE II POOL G2 4747 (Government National Mortgage Association 2) | Long | Debt | US | $15K | – | 0.00 |
| GINNIE MAE II POOL G2 4801 (Government National Mortgage Association 2) | Long | Debt | US | $5K | – | 0.00 |
| GINNIE MAE II POOL G2 4802 (Government National Mortgage Association 2) | Long | Debt | US | $64K | – | 0.00 |
| GINNIE MAE II POOL G2 4804 (Government National Mortgage Association 2) | Long | Debt | US | $27K | – | 0.00 |
| GINNIE MAE II POOL G2 4837 (Government National Mortgage Association 2) | Long | Debt | US | $9K | – | 0.00 |
| GINNIE MAE II POOL G2 4855 (Government National Mortgage Association 2) | Long | Debt | US | $15K | – | 0.00 |
| GINNIE MAE II POOL G2 4923 (Government National Mortgage Association 2) | Long | Debt | US | $29K | – | 0.00 |
| GINNIE MAE II POOL G2 4978 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.01 |
| GINNIE MAE II POOL G2 710087 (Government National Mortgage Association 2) | Long | Debt | US | $48K | – | 0.00 |
| GINNIE MAE II POOL G2 783368 (Government National Mortgage Association 2) | Long | Debt | US | $168K | – | 0.00 |
| GINNIE MAE II POOL G2 784106 (Government National Mortgage Association 2) | Long | Debt | US | $110K | – | 0.00 |
| GINNIE MAE II POOL G2 784667 (Government National Mortgage Association 2) | Long | Debt | US | $731K | – | 0.01 |
| GINNIE MAE II POOL G2 784674 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.04 |
| GINNIE MAE II POOL G2 784680 (Government National Mortgage Association 2) | Long | Debt | US | $134K | – | 0.00 |
| GINNIE MAE II POOL G2 784825 (Government National Mortgage Association 2) | Long | Debt | US | $84K | – | 0.00 |
| GINNIE MAE II POOL G2 784894 (Government National Mortgage Association 2) | Long | Debt | US | $966K | – | 0.01 |
| GINNIE MAE II POOL G2 784905 (Government National Mortgage Association 2) | Long | Debt | US | $506K | – | 0.01 |
| GINNIE MAE II POOL G2 785192 (Government National Mortgage Association 2) | Long | Debt | US | $411K | – | 0.01 |
| GINNIE MAE II POOL G2 785218 (Government National Mortgage Association 2) | Long | Debt | US | $506K | – | 0.01 |
| GINNIE MAE II POOL G2 785220 (Government National Mortgage Association 2) | Long | Debt | US | $465K | – | 0.01 |
| GINNIE MAE II POOL G2 785221 (Government National Mortgage Association 2) | Long | Debt | US | $277K | – | 0.00 |
| GINNIE MAE II POOL G2 785359 (Government National Mortgage Association 2) | Long | Debt | US | $713K | – | 0.01 |
| GINNIE MAE II POOL G2 785360 (Government National Mortgage Association 2) | Long | Debt | US | $441K | – | 0.01 |
| GINNIE MAE II POOL G2 785432 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.02 |
| GINNIE MAE II POOL G2 785558 (Government National Mortgage Association 2) | Long | Debt | US | $320K | – | 0.00 |
| GINNIE MAE II POOL G2 785559 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 785565 (Government National Mortgage Association 2) | Long | Debt | US | $907K | – | 0.01 |
| GINNIE MAE II POOL G2 785568 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 785657 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.05 |
| GINNIE MAE II POOL G2 785663 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 785667 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 785762 (Government National Mortgage Association 2) | Long | Debt | US | $624K | – | 0.01 |
| GINNIE MAE II POOL G2 785789 (Government National Mortgage Association 2) | Long | Debt | US | $672K | – | 0.01 |
| GINNIE MAE II POOL G2 785791 (Government National Mortgage Association 2) | Long | Debt | US | $940K | – | 0.01 |
| GINNIE MAE II POOL G2 785821 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 785862 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.05 |
| GINNIE MAE II POOL G2 785944 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 786077 (Government National Mortgage Association 2) | Long | Debt | US | $279K | – | 0.00 |
| GINNIE MAE II POOL G2 786082 (Government National Mortgage Association 2) | Long | Debt | US | $430K | – | 0.01 |
| GINNIE MAE II POOL G2 786095 (Government National Mortgage Association 2) | Long | Debt | US | $783K | – | 0.01 |
| GINNIE MAE II POOL G2 786107 (Government National Mortgage Association 2) | Long | Debt | US | $214K | – | 0.00 |
| GINNIE MAE II POOL G2 786108 (Government National Mortgage Association 2) | Long | Debt | US | $398K | – | 0.01 |
| GINNIE MAE II POOL G2 786134 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.01 |
| GINNIE MAE II POOL G2 786150 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 786216 (Government National Mortgage Association 2) | Long | Debt | US | $463K | – | 0.01 |
| GINNIE MAE II POOL G2 786236 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.03 |
| GINNIE MAE II POOL G2 786335 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 786340 (Government National Mortgage Association 2) | Long | Debt | US | $539K | – | 0.01 |
| GINNIE MAE II POOL G2 786366 (Government National Mortgage Association 2) | Long | Debt | US | $938K | – | 0.01 |
| GINNIE MAE II POOL G2 786429 (Government National Mortgage Association 2) | Long | Debt | US | $418K | – | 0.01 |
| GINNIE MAE II POOL G2 786474 (Government National Mortgage Association 2) | Long | Debt | US | $887K | – | 0.01 |
| GINNIE MAE II POOL G2 786481 (Government National Mortgage Association 2) | Long | Debt | US | $6M | – | 0.08 |
| GINNIE MAE II POOL G2 786535 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 786610 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 786709 (Government National Mortgage Association 2) | Long | Debt | US | $456K | – | 0.01 |
| GINNIE MAE II POOL G2 786726 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.03 |
| GINNIE MAE II POOL G2 786764 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.04 |
| GINNIE MAE II POOL G2 786823 (Government National Mortgage Association 2) | Long | Debt | US | $288K | – | 0.00 |
| GINNIE MAE II POOL G2 786831 (Government National Mortgage Association 2) | Long | Debt | US | $575K | – | 0.01 |
| GINNIE MAE II POOL G2 786835 (Government National Mortgage Association 2) | Long | Debt | US | $967K | – | 0.01 |
| GINNIE MAE II POOL G2 786843 (Government National Mortgage Association 2) | Long | Debt | US | $719K | – | 0.01 |
| GINNIE MAE II POOL G2 786916 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.04 |
| GINNIE MAE II POOL G2 786928 (Government National Mortgage Association 2) | Long | Debt | US | $474K | – | 0.01 |
| GINNIE MAE II POOL G2 786963 (Government National Mortgage Association 2) | Long | Debt | US | $948K | – | 0.01 |
| GINNIE MAE II POOL G2 787097 (Government National Mortgage Association 2) | Long | Debt | US | $182K | – | 0.00 |
| GINNIE MAE II POOL G2 787154 (Government National Mortgage Association 2) | Long | Debt | US | $403K | – | 0.01 |
| GINNIE MAE II POOL G2 787214 (Government National Mortgage Association 2) | Long | Debt | US | $11M | – | 0.15 |
| GINNIE MAE II POOL G2 787228 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.04 |
| GINNIE MAE II POOL G2 787236 (Government National Mortgage Association 2) | Long | Debt | US | $812K | – | 0.01 |
| GINNIE MAE II POOL G2 787259 (Government National Mortgage Association 2) | Long | Debt | US | $78K | – | 0.00 |
| GINNIE MAE II POOL G2 787355 (Government National Mortgage Association 2) | Long | Debt | US | $8M | – | 0.11 |
| GINNIE MAE II POOL G2 80968 (Government National Mortgage Association 2) | Long | Debt | US | $3K | – | 0.00 |
| GINNIE MAE II POOL G2 892399 (Government National Mortgage Association 2) | Long | Debt | US | $87K | – | 0.00 |
| GINNIE MAE II POOL G2 BC4732 (Government National Mortgage Association 2) | Long | Debt | US | $190K | – | 0.00 |
| GINNIE MAE II POOL G2 BD0384 (Government National Mortgage Association 2) | Long | Debt | US | $156K | – | 0.00 |
| GINNIE MAE II POOL G2 BE6454 (Government National Mortgage Association 2) | Long | Debt | US | $699K | – | 0.01 |
| GINNIE MAE II POOL G2 BF9479 (Government National Mortgage Association 2) | Long | Debt | US | $182K | – | 0.00 |
| GINNIE MAE II POOL G2 BF9523 (Government National Mortgage Association 2) | Long | Debt | US | $271K | – | 0.00 |
| GINNIE MAE II POOL G2 BF9534 (Government National Mortgage Association 2) | Long | Debt | US | $186K | – | 0.00 |
| GINNIE MAE II POOL G2 BF9563 (Government National Mortgage Association 2) | Long | Debt | US | $198K | – | 0.00 |
| GINNIE MAE II POOL G2 BI3167 (Government National Mortgage Association 2) | Long | Debt | US | $61K | – | 0.00 |
| GINNIE MAE II POOL G2 BI3168 (Government National Mortgage Association 2) | Long | Debt | US | $27K | – | 0.00 |
| GINNIE MAE II POOL G2 BL4126 (Government National Mortgage Association 2) | Long | Debt | US | $6K | – | 0.00 |
| GINNIE MAE II POOL G2 BM7534 (Government National Mortgage Association 2) | Long | Debt | US | $99K | – | 0.00 |
| GINNIE MAE II POOL G2 BM9734 (Government National Mortgage Association 2) | Long | Debt | US | $79K | – | 0.00 |
| GINNIE MAE II POOL G2 BM9743 (Government National Mortgage Association 2) | Long | Debt | US | $869K | – | 0.01 |
| GINNIE MAE II POOL G2 BP1928 (Government National Mortgage Association 2) | Long | Debt | US | $317K | – | 0.00 |
| GINNIE MAE II POOL G2 BS1728 (Government National Mortgage Association 2) | Long | Debt | US | $64K | – | 0.00 |
| GINNIE MAE II POOL G2 BS1742 (Government National Mortgage Association 2) | Long | Debt | US | $57K | – | 0.00 |
| GINNIE MAE II POOL G2 BS8546 (Government National Mortgage Association 2) | Long | Debt | US | $258K | – | 0.00 |
| GINNIE MAE II POOL G2 BZ4383 (Government National Mortgage Association 2) | Long | Debt | US | $78K | – | 0.00 |
| GINNIE MAE II POOL G2 CI1513 (Government National Mortgage Association 2) | Long | Debt | US | $77K | – | 0.00 |
| GINNIE MAE II POOL G2 CK9357 (Government National Mortgage Association 2) | Long | Debt | US | $789K | – | 0.01 |
| GINNIE MAE II POOL G2 CK9415 (Government National Mortgage Association 2) | Long | Debt | US | $910K | – | 0.01 |
| GINNIE MAE II POOL G2 CK9447 (Government National Mortgage Association 2) | Long | Debt | US | $638K | – | 0.01 |
| GINNIE MAE II POOL G2 CK9592 (Government National Mortgage Association 2) | Long | Debt | US | $319K | – | 0.00 |
| GINNIE MAE II POOL G2 CL3644 (Government National Mortgage Association 2) | Long | Debt | US | $279K | – | 0.00 |
| GINNIE MAE II POOL G2 CL5523 (Government National Mortgage Association 2) | Long | Debt | US | $141K | – | 0.00 |
| GINNIE MAE II POOL G2 CL6713 (Government National Mortgage Association 2) | Long | Debt | US | $69K | – | 0.00 |
| GINNIE MAE II POOL G2 CM1041 (Government National Mortgage Association 2) | Long | Debt | US | $102K | – | 0.00 |
| GINNIE MAE II POOL G2 CM2623 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 CM3246 (Government National Mortgage Association 2) | Long | Debt | US | $358K | – | 0.00 |
| GINNIE MAE II POOL G2 CM3318 (Government National Mortgage Association 2) | Long | Debt | US | $261K | – | 0.00 |
| GINNIE MAE II POOL G2 CM3361 (Government National Mortgage Association 2) | Long | Debt | US | $238K | – | 0.00 |
| GINNIE MAE II POOL G2 CM3377 (Government National Mortgage Association 2) | Long | Debt | US | $95K | – | 0.00 |
| GINNIE MAE II POOL G2 CM3436 (Government National Mortgage Association 2) | Long | Debt | US | $80K | – | 0.00 |
| GINNIE MAE II POOL G2 CM5211 (Government National Mortgage Association 2) | Long | Debt | US | $144K | – | 0.00 |
| GINNIE MAE II POOL G2 CN0172 (Government National Mortgage Association 2) | Long | Debt | US | $77K | – | 0.00 |
| GINNIE MAE II POOL G2 CN2090 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.01 |
| GINNIE MAE II POOL G2 CN5874 (Government National Mortgage Association 2) | Long | Debt | US | $371K | – | 0.01 |
| GINNIE MAE II POOL G2 CN6482 (Government National Mortgage Association 2) | Long | Debt | US | $151K | – | 0.00 |
| GINNIE MAE II POOL G2 CN9873 (Government National Mortgage Association 2) | Long | Debt | US | $455K | – | 0.01 |
| GINNIE MAE II POOL G2 CO7019 (Government National Mortgage Association 2) | Long | Debt | US | $131K | – | 0.00 |
| GINNIE MAE II POOL G2 CO7322 (Government National Mortgage Association 2) | Long | Debt | US | $560K | – | 0.01 |
| GINNIE MAE II POOL G2 CO9408 (Government National Mortgage Association 2) | Long | Debt | US | $82K | – | 0.00 |
| GINNIE MAE II POOL G2 CO9673 (Government National Mortgage Association 2) | Long | Debt | US | $272K | – | 0.00 |
| GINNIE MAE II POOL G2 CP3380 (Government National Mortgage Association 2) | Long | Debt | US | $232K | – | 0.00 |
| GINNIE MAE II POOL G2 CP9544 (Government National Mortgage Association 2) | Long | Debt | US | $385K | – | 0.01 |
| GINNIE MAE II POOL G2 MA1995 (Government National Mortgage Association 2) | Long | Debt | US | $109K | – | 0.00 |
| GINNIE MAE II POOL G2 MA2304 (Government National Mortgage Association 2) | Long | Debt | US | $37K | – | 0.00 |
| GINNIE MAE II POOL G2 MA2374 (Government National Mortgage Association 2) | Long | Debt | US | $12K | – | 0.00 |
| GINNIE MAE II POOL G2 MA2678 (Government National Mortgage Association 2) | Long | Debt | US | $58K | – | 0.00 |
| GINNIE MAE II POOL G2 MA2753 (Government National Mortgage Association 2) | Long | Debt | US | $838K | – | 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 | $221K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3521 (Government National Mortgage Association 2) | Long | Debt | US | $649K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3521 (Government National Mortgage Association 2) | Long | Debt | US | $580K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3597 (Government National Mortgage Association 2) | Long | Debt | US | $305K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3597 (Government National Mortgage Association 2) | Long | Debt | US | $284K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3662 (Government National Mortgage Association 2) | Long | Debt | US | $658K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3663 (Government National Mortgage Association 2) | Long | Debt | US | $481K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3666 (Government National Mortgage Association 2) | Long | Debt | US | $43K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3736 (Government National Mortgage Association 2) | Long | Debt | US | $242K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3803 (Government National Mortgage Association 2) | Long | Debt | US | $132K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3873 (Government National Mortgage Association 2) | Long | Debt | US | $313K | – | 0.00 |
| GINNIE MAE II POOL G2 MA3875 (Government National Mortgage Association 2) | Long | Debt | US | $386K | – | 0.01 |
| GINNIE MAE II POOL G2 MA3937 (Government National Mortgage Association 2) | Long | Debt | US | $351K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4068 (Government National Mortgage Association 2) | Long | Debt | US | $133K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4072 (Government National Mortgage Association 2) | Long | Debt | US | $142K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4126 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.03 |
| GINNIE MAE II POOL G2 MA4127 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 MA4130 (Government National Mortgage Association 2) | Long | Debt | US | $108K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4199 (Government National Mortgage Association 2) | Long | Debt | US | $70K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4264 (Government National Mortgage Association 2) | Long | Debt | US | $407K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4324 (Government National Mortgage Association 2) | Long | Debt | US | $226K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4382 (Government National Mortgage Association 2) | Long | Debt | US | $597K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4453 (Government National Mortgage Association 2) | Long | Debt | US | $932K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4454 (Government National Mortgage Association 2) | Long | Debt | US | $451K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4510 (Government National Mortgage Association 2) | Long | Debt | US | $246K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4511 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 MA4512 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 MA4513 (Government National Mortgage Association 2) | Long | Debt | US | $214K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4586 (Government National Mortgage Association 2) | Long | Debt | US | $674K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4587 (Government National Mortgage Association 2) | Long | Debt | US | $239K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4589 (Government National Mortgage Association 2) | Long | Debt | US | $109K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4652 (Government National Mortgage Association 2) | Long | Debt | US | $424K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4654 (Government National Mortgage Association 2) | Long | Debt | US | $239K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4720 (Government National Mortgage Association 2) | Long | Debt | US | $812K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4721 (Government National Mortgage Association 2) | Long | Debt | US | $23K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4778 (Government National Mortgage Association 2) | Long | Debt | US | $766K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4781 (Government National Mortgage Association 2) | Long | Debt | US | $277K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4781 (Government National Mortgage Association 2) | Long | Debt | US | $55K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4836 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.02 |
| GINNIE MAE II POOL G2 MA4837 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.03 |
| GINNIE MAE II POOL G2 MA4838 (Government National Mortgage Association 2) | Long | Debt | US | $553K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4838 (Government National Mortgage Association 2) | Long | Debt | US | $528K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4901 (Government National Mortgage Association 2) | Long | Debt | US | $751K | – | 0.01 |
| GINNIE MAE II POOL G2 MA4901 (Government National Mortgage Association 2) | Long | Debt | US | $231K | – | 0.00 |
| GINNIE MAE II POOL G2 MA4963 (Government National Mortgage Association 2) | Long | Debt | US | $757K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5020 (Government National Mortgage Association 2) | Long | Debt | US | $181K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5078 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 MA5078 (Government National Mortgage Association 2) | Long | Debt | US | $923K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5137 (Government National Mortgage Association 2) | Long | Debt | US | $163K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5138 (Government National Mortgage Association 2) | Long | Debt | US | $360K | – | 0.00 |
| 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 | $504K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5194 (Government National Mortgage Association 2) | Long | Debt | US | $130K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5265 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.02 |
| GINNIE MAE II POOL G2 MA5331 (Government National Mortgage Association 2) | Long | Debt | US | $33K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5398 (Government National Mortgage Association 2) | Long | Debt | US | $369K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5399 (Government National Mortgage Association 2) | Long | Debt | US | $300K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5465 (Government National Mortgage Association 2) | Long | Debt | US | $328K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5466 (Government National Mortgage Association 2) | Long | Debt | US | $324K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5466 (Government National Mortgage Association 2) | Long | Debt | US | $74K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5467 (Government National Mortgage Association 2) | Long | Debt | US | $530K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5468 (Government National Mortgage Association 2) | Long | Debt | US | $97K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5527 (Government National Mortgage Association 2) | Long | Debt | US | $122K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5529 (Government National Mortgage Association 2) | Long | Debt | US | $297K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5530 (Government National Mortgage Association 2) | Long | Debt | US | $571K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5594 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.01 |
| GINNIE MAE II POOL G2 MA5597 (Government National Mortgage Association 2) | Long | Debt | US | $384K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5652 (Government National Mortgage Association 2) | Long | Debt | US | $267K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5653 (Government National Mortgage Association 2) | Long | Debt | US | $398K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5711 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 MA5712 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 MA5763 (Government National Mortgage Association 2) | Long | Debt | US | $824K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5764 (Government National Mortgage Association 2) | Long | Debt | US | $495K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5817 (Government National Mortgage Association 2) | Long | Debt | US | $259K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5818 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 MA5819 (Government National Mortgage Association 2) | Long | Debt | US | $110K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5876 (Government National Mortgage Association 2) | Long | Debt | US | $812K | – | 0.01 |
| GINNIE MAE II POOL G2 MA5876 (Government National Mortgage Association 2) | Long | Debt | US | $212K | – | 0.00 |
| GINNIE MAE II POOL G2 MA5878 (Government National Mortgage Association 2) | Long | Debt | US | $274K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6030 (Government National Mortgage Association 2) | Long | Debt | US | $101K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6157 (Government National Mortgage Association 2) | Long | Debt | US | $314K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6209 (Government National Mortgage Association 2) | Long | Debt | US | $758K | – | 0.01 |
| GINNIE MAE II POOL G2 MA6287 (Government National Mortgage Association 2) | Long | Debt | US | $167K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6342 (Government National Mortgage Association 2) | Long | Debt | US | $174K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6413 (Government National Mortgage Association 2) | Long | Debt | US | $338K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6476 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.03 |
| GINNIE MAE II POOL G2 MA6598 (Government National Mortgage Association 2) | Long | Debt | US | $529K | – | 0.01 |
| GINNIE MAE II POOL G2 MA6599 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.03 |
| GINNIE MAE II POOL G2 MA6603 (Government National Mortgage Association 2) | Long | Debt | US | $98K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6645 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 MA6818 (Government National Mortgage Association 2) | Long | Debt | US | $95K | – | 0.00 |
| GINNIE MAE II POOL G2 MA6864 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 MA6885 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.04 |
| GINNIE MAE II POOL G2 MA6930 (Government National Mortgage Association 2) | Long | Debt | US | $6M | – | 0.08 |
| GINNIE MAE II POOL G2 MA6999 (Government National Mortgage Association 2) | Long | Debt | US | $361K | – | 0.00 |
| GINNIE MAE II POOL G2 MA7042 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.05 |
| GINNIE MAE II POOL G2 MA7051 (Government National Mortgage Association 2) | Long | Debt | US | $5M | – | 0.06 |
| GINNIE MAE II POOL G2 MA7051 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 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 | – | 0.02 |
| GINNIE MAE II POOL G2 MA7136 (Government National Mortgage Association 2) | Long | Debt | US | $775K | – | 0.01 |
| GINNIE MAE II POOL G2 MA7184 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.02 |
| GINNIE MAE II POOL G2 MA7192 (Government National Mortgage Association 2) | Long | Debt | US | $7M | – | 0.10 |
| GINNIE MAE II POOL G2 MA7192 (Government National Mortgage Association 2) | Long | Debt | US | $4M | – | 0.06 |
| GINNIE MAE II POOL G2 MA7194 (Government National Mortgage Association 2) | Long | Debt | US | $500K | – | 0.01 |
| GINNIE MAE II POOL G2 MA7303 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.02 |
| GINNIE MAE II POOL G2 MA7367 (Government National Mortgage Association 2) | Long | Debt | US | $523K | – | 0.01 |
| GINNIE MAE II POOL G2 MA7368 (Government National Mortgage Association 2) | Long | Debt | US | $270K | – | 0.00 |
| GINNIE MAE II POOL G2 MA7409 (Government National Mortgage Association 2) | Long | Debt | US | $4M | – | 0.05 |
| GINNIE MAE II POOL G2 MA7473 (Government National Mortgage Association 2) | Long | Debt | US | $143K | – | 0.00 |
| GINNIE MAE II POOL G2 MA7590 (Government National Mortgage Association 2) | Long | Debt | US | $4M | – | 0.05 |
| GINNIE MAE II POOL G2 MA7638 (Government National Mortgage Association 2) | Long | Debt | US | $1M | – | 0.02 |
| GINNIE MAE II POOL G2 MA7705 (Government National Mortgage Association 2) | Long | Debt | US | $4M | – | 0.06 |
| GINNIE MAE II POOL G2 MA7937 (Government National Mortgage Association 2) | Long | Debt | US | $5M | – | 0.07 |
| GINNIE MAE II POOL G2 MA7989 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.03 |
| GINNIE MAE II POOL G2 MA7990 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.03 |
| GINNIE MAE II POOL G2 MA8044 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.03 |
| GINNIE MAE II POOL G2 MA8200 (Government National Mortgage Association 2) | Long | Debt | US | $250K | – | 0.00 |
| GINNIE MAE II POOL G2 MA8202 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.02 |
| GINNIE MAE II POOL G2 MA8346 (Government National Mortgage Association 2) | Long | Debt | US | $763K | – | 0.01 |
| GINNIE MAE II POOL G2 MA8347 (Government National Mortgage Association 2) | Long | Debt | US | $10M | – | 0.14 |
| GINNIE MAE II POOL G2 MA8429 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.03 |
| GINNIE MAE II POOL G2 MA8490 (Government National Mortgage Association 2) | Long | Debt | US | $444K | – | 0.01 |
| GINNIE MAE II POOL G2 MA8570 (Government National Mortgage Association 2) | Long | Debt | US | $3M | – | 0.04 |
| GINNIE MAE II POOL G2 MA8644 (Government National Mortgage Association 2) | Long | Debt | US | $81K | – | 0.00 |
| GINNIE MAE II POOL G2 MA8648 (Government National Mortgage Association 2) | Long | Debt | US | $897K | – | 0.01 |
| GINNIE MAE II POOL G2 MA8726 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.02 |
| GINNIE MAE II POOL G2 MA8796 (Government National Mortgage Association 2) | Long | Debt | US | $77K | – | 0.00 |
| GINNIE MAE II POOL G2 MA8801 (Government National Mortgage Association 2) | Long | Debt | US | $4M | – | 0.05 |
| GINNIE MAE II POOL G2 MA9004 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.02 |
| GINNIE MAE II POOL G2 MA9016 (Government National Mortgage Association 2) | Long | Debt | US | $2M | – | 0.03 |
| GLENCORE FUNDING LLC 144A 4.000000% 03/27/2027 | Long | Debt | AU | $2M | – | 0.02 |
| GLENCORE FUNDING LLC 144A 5.371000% 04/04/2029 | Long | Debt | AU | $3M | – | 0.04 |
| GLENCORE FUNDING LLC 144A 5.634000% 04/04/2034 | Long | Debt | AU | $2M | – | 0.03 |
| GLOBAL PAYMENTS INC 2.150000% 01/15/2027 (GLOBAL PAYMENTS INC.) | Long | Debt | US | $3M | – | 0.03 |
| GLOBAL PAYMENTS INC 4.950000% 08/15/2027 (GLOBAL PAYMENTS INC.) | Long | Debt | US | $2M | – | 0.02 |
| GLOBAL SC FINANCE II SRL SEACO 2014-1A A2 | Long | ABS-mortgage backed security | BB | $45K | – | 0.00 |
| GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2030 (GLP Capital, L.P.) | Long | Debt | US | $1M | – | 0.02 |
| GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2031 (GLP Capital, L.P.) | Long | Debt | US | $75K | – | 0.00 |
| GLP CAPITAL LP / GLP FINANCING II INC 5.300000% 01/15/2029 (GLP Capital, L.P.) | Long | Debt | US | $533K | – | 0.01 |
| GLP CAPITAL LP / GLP FINANCING II INC 5.750000% 06/01/2028 (GLP Capital, L.P.) | Long | Debt | US | $1M | – | 0.02 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-3 GMALT 2022-3 A3 | Long | ABS-mortgage backed security | US | $954K | – | 0.01 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2 GMALT 2023-2 A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GMALT 2023-3 A4 | Long | ABS-mortgage backed security | US | $677K | – | 0.01 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 GMALT 2024-2 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2022-4 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2024-2 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 GMREV 2024-1 A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD GLM 2019-4A ARR | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| GOLDENTTREE LOAN MANAGEMENT US CLO 1 LTD GLM 2021-11A B (GOLDENTREE LOAN MANAGEMENT US CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| GOLDMAN SACHS BANK USA/NEW YORK NY 5.283000% 03/18/2027 | Long | Debt | US | $4M | – | 0.05 |
| GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027 | Long | Debt | US | $4M | – | 0.05 |
| GOLDMAN SACHS CAPITAL II MATURITY: PERPETUAL | Long | Debt | US | $372K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 1.431000% 03/09/2027 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $8M | – | 0.11 |
| GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $6M | – | 0.08 |
| GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $1M | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE 2.383000% 07/21/2032 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $4M | – | 0.05 |
| GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $5M | – | 0.07 |
| GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $2M | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE 2.908000% 07/21/2042 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $198K | – | 0.00 |
| 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 | $2M | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE 3.272000% 09/29/2025 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $263K | – | 0.00 |
| GOLDMAN SACHS GROUP INC/THE 3.500000% 01/23/2025 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $148K | – | 0.00 |
| GOLDMAN SACHS GROUP INC/THE 3.500000% 04/01/2025 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $855K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 3.500000% 11/16/2026 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $2M | – | 0.03 |
| GOLDMAN SACHS GROUP INC/THE 3.615000% 03/15/2028 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $296K | – | 0.00 |
| GOLDMAN SACHS GROUP INC/THE 3.750000% 05/22/2025 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $491K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 4.223000% 05/01/2029 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $479K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 4.250000% 10/21/2025 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $805K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $3M | – | 0.04 |
| GOLDMAN SACHS GROUP INC/THE 4.750000% 10/21/2045 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $362K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE 5.150000% 05/22/2045 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $2M | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE 6.250000% 02/01/2041 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $1M | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE 6.750000% 10/01/2037 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $1M | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE VARIABLE RATE 10/21/2024 (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $2M | – | 0.03 |
| GOLUB CAPITAL PARTNERS CLO 45M LTD GOCAP 2019-45A A (GOLUB CAPITAL PARTNERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| GOLUB CAPITAL PARTNERS CLO 66B LTD GCBSL 2023-66A A (GOLUB CAPITAL PARTNERS CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $899K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2005-7 JM | Long | Debt | US | $215.63 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2006-16 GS | Long | Debt | US | $16K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-78 SA | Long | Debt | US | $48K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-106 KS | Long | Debt | US | $87K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-66 LC | Long | Debt | US | $851K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-66 XS | Long | Debt | US | $236.3 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-8 PS | Long | Debt | US | $10.99 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-163 NC | Long | Debt | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 NS | Long | Debt | US | $164K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 SL | Long | Debt | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-85 HS | Long | Debt | US | $7.51 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-H10 FC | Long | Debt | US | $454K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-H26 LF | Long | Debt | US | $579K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-146 EI | Long | Debt | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-H09 AF | Long | Debt | US | $164K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-112 IO | Long | Debt | US | $7K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-124 AS | Long | Debt | US | $26K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-142 IO | Long | Debt | US | $15K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-27 IO | Long | Debt | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-98 SA | Long | Debt | US | $20K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-H07 KI | Long | Debt | US | $27K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-107 AD | Long | Debt | US | $259K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-152 HA | Long | Debt | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-163 IO | Long | Debt | US | $16K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-H01 JA | Long | Debt | US | $104K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-H01 TA | Long | Debt | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-181 L | Long | Debt | US | $745K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-186 IO | Long | Debt | US | $17K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-47 IA | Long | Debt | US | $1K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-50 IO | Long | Debt | US | $41K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-H04 FB | Long | Debt | US | $230K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-144 CA | Long | Debt | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-167 OI | Long | Debt | US | $29K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-128 IO | Long | Debt | US | $92K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-135 SB | Long | Debt | US | $80K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-136 A | Long | Debt | US | $603K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-84 IG | Long | Debt | US | $15K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-93 AB | Long | Debt | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 TL | Long | Debt | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-135 AG | Long | Debt | US | $475K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-139 GA | Long | Debt | US | $3M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-145 IO | Long | Debt | US | $45K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-157 IO | Long | Debt | US | $27K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-167 BQ | Long | Debt | US | $588K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-171 IO | Long | Debt | US | $216K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-190 IO | Long | Debt | US | $51K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-41 IO | Long | Debt | US | $11K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-53 IO | Long | Debt | US | $258K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-7 IO | Long | Debt | US | $199K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-8 IO | Long | Debt | US | $29K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-168 PA | Long | Debt | US | $149K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-65 DC | Long | Debt | US | $913K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H06 PF | Long | Debt | US | $175K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H07 FD | Long | Debt | US | $363K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-15 GT | Long | Debt | US | $667K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-18 TP | Long | Debt | US | $77K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-71 PT | Long | Debt | US | $50K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-90 AB | Long | Debt | US | $219K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-103 AD | Long | Debt | US | $1M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-109 AI | Long | Debt | US | $124K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-123 IL | Long | Debt | US | $35K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-123 NI | Long | Debt | US | $126K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-127 IN | Long | Debt | US | $58K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-129 IE | Long | Debt | US | $50K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-133 GA | Long | Debt | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-138 LE | Long | Debt | US | $3M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 IH | Long | Debt | US | $42K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 VI | Long | Debt | US | $60K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-160 YI | Long | Debt | US | $186K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-173 MI | Long | Debt | US | $855K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-181 WI | Long | Debt | US | $343K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-184 IO | Long | Debt | US | $177K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-187 MI | Long | Debt | US | $122K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-47 MI | Long | Debt | US | $125K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-47 NI | Long | Debt | US | $48K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-68 IO | Long | Debt | US | $479K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-89 IA | Long | Debt | US | $242K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H09 FL | Long | Debt | US | $832K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H09 NF | Long | Debt | US | $188K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H12 F | Long | Debt | US | $96K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H13 FA | Long | Debt | US | $546K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H20 FA | Long | Debt | US | $165K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-11 IX | Long | Debt | US | $242K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-115 MI | Long | Debt | US | $56K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-138 IK | Long | Debt | US | $131K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-14 AB | Long | Debt | US | $833K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-14 IO | Long | Debt | US | $486K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-147 KI | Long | Debt | US | $412K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-169 IO | Long | Debt | US | $231K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-181 IO | Long | Debt | US | $223K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-188 PA | Long | Debt | US | $53K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-21 AH | Long | Debt | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 GA | Long | Debt | US | $704K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-218 IO | Long | Debt | US | $200K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-223 P | Long | Debt | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-227 E | Long | Debt | US | $5M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-26 AI | Long | Debt | US | $118K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 BD | Long | Debt | US | $1M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 CW | Long | Debt | US | $746K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 NT | Long | Debt | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 Q | Long | Debt | US | $1M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-29 AG | Long | Debt | US | $138K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-29 TI | Long | Debt | US | $167K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-37 IO | Long | Debt | US | $156K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-5 IO | Long | Debt | US | $353K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-54 IO | Long | Debt | US | $287K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-60 IO | Long | Debt | US | $134K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-68 IO | Long | Debt | US | $170K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-77 LC | Long | Debt | US | $88K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 AQ | Long | Debt | US | $139K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 CY | Long | Debt | US | $532K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-94 IO | Long | Debt | US | $205K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-96 VI | Long | Debt | US | $283K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-107 C | Long | Debt | US | $4M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-153 KA | Long | Debt | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT | Long | Debt | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-191 B | Long | Debt | US | $6M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-191 BY | Long | Debt | US | $6M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-196 BE | Long | Debt | US | $795K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-197 LF | Long | Debt | US | $5M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-205 A | Long | Debt | US | $1M | – | 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 | $652K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 B | Long | Debt | US | $197K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-3 IO | Long | Debt | US | $73K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-31 GH | Long | Debt | US | $3M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-34 DN | Long | Debt | US | $2M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-4 Z | Long | Debt | US | $88K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-5 BA | Long | Debt | US | $5M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-50 CA | Long | Debt | US | $4M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-59 IO | Long | Debt | US | $158K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-66 CG | Long | Debt | US | $3M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-81 CI | Long | Debt | US | $215K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-82 Z | Long | Debt | US | $714K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-84 A | Long | Debt | US | $9M | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-99 JW | Long | Debt | US | $314K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-130 IO | Long | Debt | US | $274K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-134 F | Long | Debt | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-179 IO | Long | Debt | US | $681K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-196 E | Long | Debt | US | $2M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 AH | Long | Debt | US | $3M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 IA | Long | Debt | US | $230K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 CF | Long | Debt | US | $192K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-45 BD | Long | Debt | US | $859K | – | 0.01 |
| GPMT 2021-FL3 LTD GPMT 2021-FL3 A (GPMT LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| GREAT LAKES KCAP F3C SENIOR LLC KCAP 2017-1A A (KCAP SENIOR FUNDING LLC) | Long | ABS-collateralized bond/debt obligation | US | $843K | – | 0.01 |
| GS MORTGAGE SECURITIES CORP II GSMS 2023-SHIP A (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GS MORTGAGE SECURITIES CORP TRUST 2017-SLP GSMS 2017-SLP C (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| GS MORTGAGE SECURITIES CORP TRUST 2018-SRP5 GSMS 2018-SRP5 A (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $974K | – | 0.01 |
| GS MORTGAGE SECURITIES CORP TRUST 2021-ARDN GSMS 2021-ARDN B (GS MORTGAGE SECURITIES CORPORATION TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| GS MORTGAGE SECURITIES TRUST 2015-GC32 GSMS 2015-GC32 A3 | Long | ABS-mortgage backed security | US | $773K | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 A4 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-RPL1 GSMBS 2021-RPL1 A2 (GS MORTGAGE-BACKED SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $912K | – | 0.01 |
| GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GSMPS MORTGAGE LOAN TRUST 2005-RP3 GSMPS 2005-RP3 1AS | Long | Debt | US | $36.62 | – | 0.00 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 1998-1 A (GS Mortgage Securities Corp. Pass-Through Certificates) | Long | ABS-mortgage backed security | US | $707.98 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST 2004-8F GSR 2004-8F 2A3 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST 2007-1F GSR 2007-1F 2A4 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GUARDIAN LIFE GLOBAL FUNDING 144A 1.100000% 06/23/2025 | Long | Debt | US | $277K | – | 0.00 |
| HALEON US CAPITAL LLC 3.375000% 03/24/2027 | Long | Debt | US | $733K | – | 0.01 |
| HALEON US CAPITAL LLC 3.375000% 03/24/2029 | Long | Debt | US | $489K | – | 0.01 |
| HALEON US CAPITAL LLC 3.625000% 03/24/2032 | Long | Debt | US | $849K | – | 0.01 |
| HALEON US CAPITAL LLC 3.625000% 03/24/2032 | Long | Debt | US | $741K | – | 0.01 |
| HALSEY POINT CLO I LTD HLSY 2019-1A A1A1 (HALSEYPOINT CLO) | Long | ABS-collateralized bond/debt obligation | KY | $590K | – | 0.01 |
| HALSEYPOINT CLO 3 LTD HLSY 2020-3A A1A | Long | ABS-collateralized bond/debt obligation | KY | $702K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-9 HVMLT 2005-9 2A1C | Long | ABS-mortgage backed security | US | $778K | – | 0.01 |
| HARDEE'S FUNDING LLC HNGRY 2021-1A A2 (HARDEES FUNDING LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| HCA INC 2.375000% 07/15/2031 (HCA INC.) | Long | Debt | US | $828K | – | 0.01 |
| HCA INC 3.500000% 07/15/2051 (HCA INC.) | Long | Debt | US | $859K | – | 0.01 |
| HCA INC 3.500000% 09/01/2030 (HCA INC.) | Long | Debt | US | $1M | – | 0.02 |
| HCA INC 4.125000% 06/15/2029 (HCA INC.) | Long | Debt | US | $4M | – | 0.05 |
| HCA INC 5.250000% 04/15/2025 (HCA INC.) | Long | Debt | US | $747K | – | 0.01 |
| HCA INC 5.250000% 06/15/2026 (HCA INC.) | Long | Debt | US | $1M | – | 0.01 |
| HCA INC 5.250000% 06/15/2049 (HCA INC.) | Long | Debt | US | $422K | – | 0.01 |
| HCA INC 5.900000% 06/01/2053 (HCA INC.) | Long | Debt | US | $2M | – | 0.02 |
| HCA INC 6.000000% 04/01/2054 (HCA INC.) | Long | Debt | US | $2M | – | 0.03 |
| HEALTHCARE REALTY HOLDINGS LP 2.000000% 03/15/2031 (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $786K | – | 0.01 |
| HEALTHCARE REALTY HOLDINGS LP 2.050000% 03/15/2031 (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $277K | – | 0.00 |
| HEALTHCARE REALTY HOLDINGS LP 3.100000% 02/15/2030 (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $26K | – | 0.00 |
| HEALTHCARE REALTY HOLDINGS LP 3.500000% 08/01/2026 (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $961K | – | 0.01 |
| HEALTHCARE REALTY HOLDINGS LP 3.625000% 01/15/2028 (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $179K | – | 0.00 |
| HEALTHCARE REALTY HOLDINGS LP 3.875000% 05/01/2025 (Healthcare Realty Holdings, L.P.) | Long | Debt | US | $1M | – | 0.01 |
| HERTZ VEHICLE FINANCING III LP HERTZ 2021-2A C (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| HESS CORP 5.800000% 04/01/2047 (HESS CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| HESS CORP 6.000000% 01/15/2040 (HESS CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| HF SINCLAIR CORP 144A 5.000000% 02/01/2028 (HF SINCLAIR CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| HF SINCLAIR CORP 5.875000% 04/01/2026 (HF SINCLAIR CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| HILDENE COMMUNITY FUNDING CDO LTD HCOMF 2015-1A ARR (HILDENE COMMUNITY FUNDING CDO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL HILT 2024-ORL A (HILT MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A | Long | ABS-mortgage backed security | US | $614K | – | 0.01 |
| HOME DEPOT INC/THE 2.500000% 04/15/2027 (THE HOME DEPOT, INC.) | Long | Debt | US | $402K | – | 0.01 |
| HOME DEPOT INC/THE 2.700000% 04/15/2030 (THE HOME DEPOT, INC.) | Long | Debt | US | $424K | – | 0.01 |
| HOME DEPOT INC/THE 3.300000% 04/15/2040 (THE HOME DEPOT, INC.) | Long | Debt | US | $419K | – | 0.01 |
| HOME DEPOT INC/THE 3.350000% 04/15/2050 (THE HOME DEPOT, INC.) | Long | Debt | US | $563K | – | 0.01 |
| HOME DEPOT INC/THE 3.900000% 06/15/2047 (THE HOME DEPOT, INC.) | Long | Debt | US | $79K | – | 0.00 |
| HOME DEPOT INC/THE 3.900000% 12/06/2028 (THE HOME DEPOT, INC.) | Long | Debt | US | $77K | – | 0.00 |
| HONDA AUTO RECEIVABLES 2022-2 OWNER TRUST HAROT 2022-2 A3 (HONDA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TRUST HAROT 2024-2 A3 (HONDA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TRUST HAROT 2024-2 A4 (HONDA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| HONEYWELL INTERNATIONAL INC 5.000000% 03/01/2035 (HONEYWELL INTERNATIONAL INC.) | Long | Debt | US | $2M | – | 0.03 |
| HONEYWELL INTERNATIONAL INC 5.000000% 03/01/2035 (HONEYWELL INTERNATIONAL INC.) | Long | Debt | US | $1M | – | 0.02 |
| HONEYWELL INTERNATIONAL INC 5.250000% 03/01/2054 (HONEYWELL INTERNATIONAL INC.) | Long | Debt | US | $713K | – | 0.01 |
| HONEYWELL INTERNATIONAL INC 5.350000% 03/01/2064 (HONEYWELL INTERNATIONAL INC.) | Long | Debt | US | $714K | – | 0.01 |
| HOUSTON GALLERIA MALL TRUST 2015-HGLR HGMT 2015-HGLR A1A2 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| HPEFS EQUIPMENT TRUST 2024-1 HPEFS 2024-1A A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HPS LOAN MANAGEMENT 2021-16 LTD HLM 2021-16A A1 (HPS LOAN MANAGEMENT LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| HSBC BANK USA NA 7.000000% 01/15/2039 (HSBC BANK USA, NATIONAL ASSOCIATION) | Long | Debt | US | $575K | – | 0.01 |
| HSBC HOLDINGS PLC 1.645000% 04/18/2026 | Long | Debt | GB | $280K | – | 0.00 |
| HSBC HOLDINGS PLC 2.099000% 06/04/2026 | Long | Debt | GB | $5M | – | 0.06 |
| HSBC HOLDINGS PLC 2.357000% 08/18/2031 | Long | Debt | GB | $340K | – | 0.00 |
| HSBC HOLDINGS PLC 2.804000% 05/24/2032 | Long | Debt | GB | $721K | – | 0.01 |
| HSBC HOLDINGS PLC 2.871000% 11/22/2032 | Long | Debt | GB | $291K | – | 0.00 |
| HSBC HOLDINGS PLC 3.973000% 05/22/2030 | Long | Debt | GB | $903K | – | 0.01 |
| HSBC HOLDINGS PLC 4.041000% 03/13/2028 | Long | Debt | GB | $990K | – | 0.01 |
| HSBC HOLDINGS PLC 4.250000% 08/18/2025 | Long | Debt | GB | $686K | – | 0.01 |
| HSBC HOLDINGS PLC 4.583000% 06/19/2029 | Long | Debt | GB | $637K | – | 0.01 |
| HSBC HOLDINGS PLC 4.755000% 06/09/2028 | Long | Debt | GB | $646K | – | 0.01 |
| HSBC HOLDINGS PLC 5.597000% 05/17/2028 | Long | Debt | GB | $4M | – | 0.05 |
| HSBC HOLDINGS PLC 5.597000% 05/17/2028 | Long | Debt | GB | $2M | – | 0.03 |
| HSBC HOLDINGS PLC 5.733000% 05/17/2032 | Long | Debt | GB | $3M | – | 0.04 |
| HSBC HOLDINGS PLC 5.733000% 05/17/2032 | Long | Debt | GB | $3M | – | 0.04 |
| HSBC HOLDINGS PLC 5.887000% 08/14/2027 | Long | Debt | GB | $1M | – | 0.02 |
| HSBC USA INC 5.294000% 03/04/2027 (HSBC USA INC.) | Long | Debt | US | $5M | – | 0.07 |
| HUDSON PACIFIC PROPERTIES LP 3.250000% 01/15/2030 (HUDSON PACIFIC PROPERTIES, L.P.) | Long | Debt | US | $126K | – | 0.00 |
| HUDSON PACIFIC PROPERTIES LP 4.650000% 04/01/2029 (HUDSON PACIFIC PROPERTIES, L.P.) | Long | Debt | US | $3M | – | 0.04 |
| HUDSON YARDS 2019-30HY MORTGAGE TRUST HY 2019-30HY A (HUDSON YARDS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY A (HUDSON YARDS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| HUMANA INC 2.150000% 02/03/2032 (HUMANA INC.) | Long | Debt | US | $198K | – | 0.00 |
| HUMANA INC 3.700000% 03/23/2029 (HUMANA INC.) | Long | Debt | US | $6M | – | 0.08 |
| HUMANA INC 3.700000% 03/23/2029 (HUMANA INC.) | Long | Debt | US | $1M | – | 0.02 |
| HUMANA INC 3.850000% 10/01/2024 (HUMANA INC.) | Long | Debt | US | $3M | – | 0.03 |
| HUMANA INC 3.950000% 03/15/2027 (HUMANA INC.) | Long | Debt | US | $829K | – | 0.01 |
| HUMANA INC 4.500000% 04/01/2025 (HUMANA INC.) | Long | Debt | US | $119K | – | 0.00 |
| HUMANA INC 4.800000% 03/15/2047 (HUMANA INC.) | Long | Debt | US | $42K | – | 0.00 |
| HUMANA INC 4.950000% 10/01/2044 (HUMANA INC.) | Long | Debt | US | $175K | – | 0.00 |
| HYATT HOTELS CORP 1.800000% 10/01/2024 (HYATT HOTELS CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-C HALST 2022-C A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B HALST 2023-B A4 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C HALST 2023-C A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2021-C HART 2021-C A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-A HART 2022-A A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-A HART 2022-A A4 | Long | ABS-mortgage backed security | US | $858K | – | 0.01 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A HART 2023-A A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A3 | Long | ABS-mortgage backed security | US | $860K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A 5.400000% 01/08/2031 | Long | Debt | US | $873K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A 5.500000% 03/30/2026 | Long | Debt | US | $719K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A 5.600000% 03/30/2028 | Long | Debt | US | $2M | – | 0.03 |
| HYUNDAI CAPITAL AMERICA 144A 5.700000% 06/26/2030 | Long | Debt | US | $706K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A 5.950000% 09/21/2026 | Long | Debt | US | $2M | – | 0.03 |
| HYUNDAI CAPITAL AMERICA 144A 6.500000% 01/16/2029 | Long | Debt | US | $666K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA MTN 1.300000% 01/08/2026 | Long | Debt | US | $1M | – | 0.02 |
| ILFC E-CAPITAL TRUST II 144A 6.538290% 12/21/2065 | Long | Debt | US | $977K | – | 0.01 |
| IMPAC CMB TRUST SERIES 2005-4 IMM 2005-4 2A1 | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORT IFUND 2010-1 A1 (IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $532K | – | 0.01 |
| IMPERIAL BRANDS FINANCE PLC 144A 4.250000% 07/21/2025 | Long | Debt | GB | $3M | – | 0.04 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND 144A 5.250000% 01/08/2047 (Pemerintah Republik Indonesia) | Long | Debt | ID | $396K | – | 0.01 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 07/18/2047 (Pemerintah Republik Indonesia) | Long | Debt | ID | $362K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR7 INDX 2004-AR7 A2 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR8 INDX 2004-AR8 2A2A | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| INTEL CORP 1.600000% 08/12/2028 (INTEL CORPORATION) | Long | Debt | US | $566K | – | 0.01 |
| INTEL CORP 2.800000% 08/12/2041 (INTEL CORPORATION) | Long | Debt | US | $419K | – | 0.01 |
| INTEL CORP 3.050000% 08/12/2051 (INTEL CORPORATION) | Long | Debt | US | $133K | – | 0.00 |
| INTEL CORP 3.734000% 12/08/2047 (INTEL CORPORATION) | Long | Debt | US | $88K | – | 0.00 |
| INTEL CORP 4.750000% 03/25/2050 (INTEL CORPORATION) | Long | Debt | US | $412K | – | 0.01 |
| INTEL CORP 5.000000% 02/21/2031 (INTEL CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| INTEL CORP 5.125000% 02/10/2030 (INTEL CORPORATION) | Long | Debt | US | $599K | – | 0.01 |
| INTEL CORP 5.200000% 02/10/2033 (INTEL CORPORATION) | Long | Debt | US | $426K | – | 0.01 |
| INTEL CORP 5.600000% 02/21/2054 (INTEL CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| INTEL CORP 5.625000% 02/10/2043 (INTEL CORPORATION) | Long | Debt | US | $402K | – | 0.01 |
| INTEL CORP 5.700000% 02/10/2053 (INTEL CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| INTEL CORP 5.900000% 02/10/2063 (INTEL CORPORATION) | Long | Debt | US | $976K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE INC 1.850000% 09/15/2032 (INTERCONTINENTAL EXCHANGE, INC.) | Long | Debt | US | $3M | – | 0.04 |
| INTERCONTINENTAL EXCHANGE INC 5.250000% 06/15/2031 (INTERCONTINENTAL EXCHANGE, INC.) | Long | Debt | US | $2M | – | 0.02 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 2.300000% 11/01/2030 (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Debt | US | $4M | – | 0.06 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 5.000000% 09/26/2048 (INTERNATIONAL FLAVORS & FRAGRANCES INC.) | Long | Debt | US | $2M | – | 0.03 |
| INTERSTATE POWER AND LIGHT CO 5.700000% 10/15/2033 (INTERSTATE POWER AND LIGHT COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| INTESA SANPAOLO SPA MTN 5.017000% 06/26/2024 | Long | Debt | IT | $869K | – | 0.01 |
| INTESA SANPAOLO SPA MTN 5.710000% 01/15/2026 | Long | Debt | IT | $1M | – | 0.02 |
| INTUIT INC 5.125000% 09/15/2028 (INTUIT INC.) | Long | Debt | US | $1M | – | 0.02 |
| INTUIT INC 5.200000% 09/15/2033 (INTUIT INC.) | Long | Debt | US | $1M | – | 0.02 |
| INTUIT INC 5.250000% 09/15/2026 (INTUIT INC.) | Long | Debt | US | $2M | – | 0.02 |
| INTUIT INC 5.500000% 09/15/2053 (INTUIT INC.) | Long | Debt | US | $1M | – | 0.02 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031 | Long | Debt | US | $2M | – | 0.02 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031 | Long | Debt | US | $164K | – | 0.00 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 4.150000% 04/15/2032 | Long | Debt | US | $1M | – | 0.02 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 5.500000% 08/15/2033 | Long | Debt | US | $2M | – | 0.02 |
| 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 | $2M | – | 0.02 |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2022-ACB A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| J.P. MORGAN MORTGAGE TRUST 2022-1 JPMMT 2022-1 A3 | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| JACKSON FINANCIAL INC 3.125000% 11/23/2031 (JACKSON FINANCIAL INC.) | Long | Debt | US | $2M | – | 0.03 |
| 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 | $2M | – | 0.03 |
| 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 | $589K | – | 0.01 |
| 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 | $2M | – | 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 | $2M | – | 0.02 |
| 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 | $3M | – | 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 | $3M | – | 0.04 |
| JERSEY CENTRAL POWER & LIGHT CO 144A 2.750000% 03/01/2032 (JERSEY CENTRAL POWER & LIGHT COMPANY) | Long | Debt | US | $849K | – | 0.01 |
| JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST 2.750000% 05/15/2032 (JETBLUE AIRWAYS CORPORATION) | Long | Debt | US | $112K | – | 0.00 |
| JGWPT XXX LLC HENDR 2013-3A A (JGWPT LLC) | Long | ABS-mortgage backed security | US | $981K | – | 0.01 |
| JGWPT XXXII LLC HENDR 2014-2A A (JGWPT LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| JOHN DEERE CAPITAL CORP 4.500000% 01/16/2029 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| JOHN DEERE CAPITAL CORP MTN 4.150000% 09/15/2027 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| JOHN DEERE CAPITAL CORP MTN 4.950000% 07/14/2028 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $558K | – | 0.01 |
| JOHN DEERE CAPITAL CORP MTN 5.100000% 04/11/2034 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| JOHN DEERE CAPITAL CORP MTN 5.150000% 09/08/2026 (JOHN DEERE CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP2 A4 (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP4 A3 (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $461K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST 2004-A3 JPMMT 2004-A3 SF3 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2005-A1 JPMMT 2005-A1 3A4 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2005-A2 JPMMT 2005-A2 5A2 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2006-A2 JPMMT 2006-A2 4A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2006-A2 JPMMT 2006-A2 5A3 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2017-5 JPMMT 2017-5 A2 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| JP MORGAN MORTGAGE TRUST 2018-3 JPMMT 2018-3 A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2018-4 JPMMT 2018-4 A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2018-5 JPMMT 2018-5 A1 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2020-1 JPMMT 2020-1 A3A (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2021-1 JPMMT 2021-1 A3 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| JP MORGAN MORTGAGE TRUST 2021-10 JPMMT 2021-10 A3 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| JP MORGAN MORTGAGE TRUST SERIES 2024-4 JPMMT 2024-4 A4A (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C21 AS | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C23 A4 | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C30 A5 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 JPMDB 2017-C5 B | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JPMORGAN CHASE & CO 0.969000% 06/23/2025 (JPMORGAN CHASE & CO.) | Long | Debt | US | $9M | – | 0.12 |
| JPMORGAN CHASE & CO 1.045000% 11/19/2026 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO 1.470000% 09/22/2027 (JPMORGAN CHASE & CO.) | Long | Debt | US | $3M | – | 0.05 |
| JPMORGAN CHASE & CO 1.578000% 04/22/2027 (JPMORGAN CHASE & CO.) | Long | Debt | US | $6M | – | 0.08 |
| JPMORGAN CHASE & CO 1.953000% 02/04/2032 (JPMORGAN CHASE & CO.) | Long | Debt | US | $344K | – | 0.00 |
| JPMORGAN CHASE & CO 2.069000% 06/01/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.03 |
| JPMORGAN CHASE & CO 2.083000% 04/22/2026 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.02 |
| JPMORGAN CHASE & CO 2.182000% 06/01/2028 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO 2.301000% 10/15/2025 (JPMORGAN CHASE & CO.) | Long | Debt | US | $464K | – | 0.01 |
| JPMORGAN CHASE & CO 2.522000% 04/22/2031 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO 2.545000% 11/08/2032 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.02 |
| JPMORGAN CHASE & CO 2.580000% 04/22/2032 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.01 |
| JPMORGAN CHASE & CO 2.739000% 10/15/2030 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.02 |
| JPMORGAN CHASE & CO 2.947000% 02/24/2028 (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.02 |
| JPMORGAN CHASE & CO 2.956000% 05/13/2031 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.02 |
| JPMORGAN CHASE & CO 3.109000% 04/22/2051 (JPMORGAN CHASE & CO.) | Long | Debt | US | $143K | – | 0.00 |
| JPMORGAN CHASE & CO 3.625000% 12/01/2027 (JPMORGAN CHASE & CO.) | Long | Debt | US | $953K | – | 0.01 |
| JPMORGAN CHASE & CO 3.875000% 09/10/2024 (JPMORGAN CHASE & CO.) | Long | Debt | US | $438K | – | 0.01 |
| JPMORGAN CHASE & CO 3.882000% 07/24/2038 (JPMORGAN CHASE & CO.) | Long | Debt | US | $184K | – | 0.00 |
| JPMORGAN CHASE & CO 4.125000% 12/15/2026 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.03 |
| JPMORGAN CHASE & CO 4.203000% 07/23/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $901K | – | 0.01 |
| JPMORGAN CHASE & CO 4.250000% 10/01/2027 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.03 |
| JPMORGAN CHASE & CO 4.452000% 12/05/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $716K | – | 0.01 |
| JPMORGAN CHASE & CO 4.950000% 06/01/2045 (JPMORGAN CHASE & CO.) | Long | Debt | US | $159K | – | 0.00 |
| JPMORGAN CHASE & CO 5.299000% 07/24/2029 (JPMORGAN CHASE & CO.) | Long | Debt | US | $5M | – | 0.07 |
| JPMORGAN CHASE & CO 5.571000% 04/22/2028 (JPMORGAN CHASE & CO.) | Long | Debt | US | $5M | – | 0.07 |
| JPMORGAN CHASE & CO 5.581000% 04/22/2030 (JPMORGAN CHASE & CO.) | Long | Debt | US | $4M | – | 0.06 |
| JPMORGAN CHASE & CO 5.766000% 04/22/2035 (JPMORGAN CHASE & CO.) | Long | Debt | US | $3M | – | 0.04 |
| JPMORGAN CHASE & CO 5.766000% 04/22/2035 (JPMORGAN CHASE & CO.) | Long | Debt | US | $3M | – | 0.04 |
| JPMORGAN CHASE & CO 5.766000% 04/22/2035 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.03 |
| JPMORGAN CHASE & CO 8.750000% 09/01/2030 (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.03 |
| JPMORGAN CHASE & CO VARIABLE RATE 02/01/2027 (JPMORGAN CHASE & CO.) | Long | Debt | US | $3M | – | 0.04 |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021-2 B (CHASE AUTO CREDIT LINKED NOTES) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021-3 B (CHASE AUTO CREDIT LINKED NOTES) | Long | ABS-mortgage backed security | US | $572K | – | 0.01 |
| KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 10/14/2044 (Republic of Kazakhstan) | Long | Debt | KZ | $2M | – | 0.03 |
| KAZMUNAYGAS NATIONAL CO JSC 144A 5.375000% 04/24/2030 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $1M | – | 0.02 |
| KAZMUNAYGAS NATIONAL CO JSC 144A 5.750000% 04/19/2047 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $1M | – | 0.02 |
| KAZMUNAYGAS NATIONAL CO JSC 144A 6.375000% 10/24/2048 (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $430K | – | 0.01 |
| KENVUE INC 4.900000% 03/22/2033 (KENVUE INC.) | Long | Debt | US | $1M | – | 0.01 |
| KEURIG DR PEPPER INC 4.417000% 05/25/2025 (KEURIG DR PEPPER INC.) | Long | Debt | US | $90K | – | 0.00 |
| KEURIG DR PEPPER INC 4.500000% 04/15/2052 (KEURIG DR PEPPER INC.) | Long | Debt | US | $830K | – | 0.01 |
| KEURIG DR PEPPER INC 5.300000% 03/15/2034 (KEURIG DR PEPPER INC.) | Long | Debt | US | $3M | – | 0.04 |
| KEURIG DR PEPPER INC 5.300000% 03/15/2034 (KEURIG DR PEPPER INC.) | Long | Debt | US | $2M | – | 0.02 |
| KEYSPAN GAS EAST CORP 144A 2.742000% 08/15/2026 (KEYSPAN GAS EAST CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| KEYSPAN GAS EAST CORP 144A 3.586000% 01/18/2052 (KEYSPAN GAS EAST CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| KGS-ALPHA SBA COOF TRUST 2012-2 KSBA 2012-2 A | Long | Debt | US | $6K | – | 0.00 |
| KGS-ALPHA SBA COOF TRUST 2014-2 KSBA 2014-2 A | Long | Debt | US | $3K | – | 0.00 |
| KIMBERLY-CLARK CORP 3.100000% 03/26/2030 (KIMBERLY-CLARK CORPORATION) | Long | Debt | US | $182K | – | 0.00 |
| KINDER MORGAN ENERGY PARTNERS LP 5.000000% 03/01/2043 (KINDER MORGAN ENERGY PARTNERS, L.P.) | Long | Debt | US | $44K | – | 0.00 |
| KINDER MORGAN ENERGY PARTNERS LP 5.400000% 09/01/2044 (KINDER MORGAN ENERGY PARTNERS, L.P.) | Long | Debt | US | $37K | – | 0.00 |
| KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044 (KINDER MORGAN ENERGY PARTNERS, L.P.) | Long | Debt | US | $65K | – | 0.00 |
| KINDER MORGAN INC 4.300000% 03/01/2028 (KINDER MORGAN, INC.) | Long | Debt | US | $436K | – | 0.01 |
| KINDER MORGAN INC 5.000000% 02/01/2029 (KINDER MORGAN, INC.) | Long | Debt | US | $296K | – | 0.00 |
| KINDER MORGAN INC 5.050000% 02/15/2046 (KINDER MORGAN, INC.) | Long | Debt | US | $227K | – | 0.00 |
| KINDER MORGAN INC 5.200000% 03/01/2048 (KINDER MORGAN, INC.) | Long | Debt | US | $749K | – | 0.01 |
| KINGS PARK CLO LTD KINGP 2021-1A A | Long | ABS-collateralized bond/debt obligation | KY | $712K | – | 0.01 |
| KKR GROUP FINANCE CO II LLC 144A 5.500000% 02/01/2043 (KKR GROUP FINANCE CO. II LLC) | Long | Debt | US | $114K | – | 0.00 |
| KLA CORP 3.300000% 03/01/2050 (KLA CORPORATION) | Long | Debt | US | $405K | – | 0.01 |
| KLA CORP 4.650000% 07/15/2032 (KLA CORPORATION) | Long | Debt | US | $620K | – | 0.01 |
| KLA CORP 4.700000% 02/01/2034 (KLA CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| KREF 2022-FL3 LTD KREF 2022-FL3 A (KREF LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| KYNDRYL HOLDINGS INC 2.050000% 10/15/2026 (KYNDRYL HOLDINGS, INC.) | Long | Debt | US | $2M | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 4.854000% 04/27/2035 (L3HARRIS TECHNOLOGIES, INC.) | Long | Debt | US | $198K | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC 5.054000% 04/27/2045 (L3HARRIS TECHNOLOGIES, INC.) | Long | Debt | US | $305K | – | 0.00 |
| LAM RESEARCH CORP 3.800000% 03/15/2025 (LAM RESEARCH CORPORATION) | Long | Debt | US | $148K | – | 0.00 |
| LAS VEGAS SANDS CORP 2.900000% 06/25/2025 (LAS VEGAS SANDS CORP.) | Long | Debt | US | $135K | – | 0.00 |
| LAS VEGAS SANDS CORP 3.200000% 08/08/2024 (LAS VEGAS SANDS CORP.) | Long | Debt | US | $1M | – | 0.02 |
| LAS VEGAS SANDS CORP 6.000000% 08/15/2029 (LAS VEGAS SANDS CORP.) | Long | Debt | US | $442K | – | 0.01 |
| LEHMAN BROS CAP TR VII ESCROW SECURITY | Long | Debt | US | $0.01 | – | 0.00 |
| LEHMAN BROTHERS HOLDINGS ESCROW SECURITY | Long | Debt | US | $103.7 | – | 0.00 |
| LEHMAN BROTHERS HOLDINGS ESCROW SECURITY | Long | Debt | US | $40.4 | – | 0.00 |
| LLOYDS BANK PLC 3.500000% 05/14/2025 | Long | Debt | GB | $98K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 1.627000% 05/11/2027 | Long | Debt | GB | $685K | – | 0.01 |
| LLOYDS BANKING GROUP PLC 3.574000% 11/07/2028 | Long | Debt | GB | $347K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 3.870000% 07/09/2025 | Long | Debt | GB | $529K | – | 0.01 |
| LLOYDS BANKING GROUP PLC 4.375000% 03/22/2028 | Long | Debt | GB | $657K | – | 0.01 |
| LLOYDS BANKING GROUP PLC 5.462000% 01/05/2028 | Long | Debt | GB | $4M | – | 0.06 |
| LLOYDS BANKING GROUP PLC 5.679000% 01/05/2035 | Long | Debt | GB | $1M | – | 0.01 |
| LLOYDS BANKING GROUP PLC 5.871000% 03/06/2029 | Long | Debt | GB | $162K | – | 0.00 |
| LOCKHEED MARTIN CORP 3.900000% 06/15/2032 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $380K | – | 0.01 |
| LOCKHEED MARTIN CORP 4.150000% 06/15/2053 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| LOCKHEED MARTIN CORP 4.800000% 08/15/2034 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| LOCKHEED MARTIN CORP 5.200000% 02/15/2064 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $968K | – | 0.01 |
| LOCKHEED MARTIN CORP 5.200000% 02/15/2064 (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $283K | – | 0.00 |
| LOUISVILLE GAS AND ELECTRIC CO 5.450000% 04/15/2033 (LOUISVILLE GAS AND ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| LOWE'S COS INC 1.700000% 09/15/2028 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $783K | – | 0.01 |
| LOWE'S COS INC 2.500000% 04/15/2026 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $247K | – | 0.00 |
| LOWE'S COS INC 4.250000% 04/01/2052 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $1M | – | 0.02 |
| LOWE'S COS INC 4.500000% 04/15/2030 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $309K | – | 0.00 |
| LOWE'S COS INC 5.000000% 04/15/2040 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $2M | – | 0.02 |
| LOWE'S COS INC 5.625000% 04/15/2053 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $332K | – | 0.00 |
| LOWE'S COS INC 5.750000% 07/01/2053 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $1M | – | 0.01 |
| LOWE'S COS INC 5.850000% 04/01/2063 (LOWE'S COMPANIES, INC.) | Long | Debt | US | $344K | – | 0.00 |
| LXP INDUSTRIAL TRUST 6.750000% 11/15/2028 | Long | Debt | US | $563K | – | 0.01 |
| LYB INTERNATIONAL FINANCE III LLC 3.625000% 04/01/2051 (LYB INTERNATIONAL FINANCE III, LLC) | Long | Debt | US | $801K | – | 0.01 |
| LYB INTERNATIONAL FINANCE III LLC 5.500000% 03/01/2034 (LYB INTERNATIONAL FINANCE III, LLC) | Long | Debt | US | $2M | – | 0.03 |
| M&T BANK CORP 6.082000% 03/13/2032 (M&T BANK CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| MADISON PARK FUNDING XXIX LTD MDPK 2018-29A AR (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.06 |
| MADISON PARK FUNDING XXVII LTD MDPK 2018-27A A2 (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| MADISON PARK FUNDING XXXV LTD MDPK 2019-35A A1R (MADISON PARK FUNDING, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| MAGNETITE XIV-R LTD MAGNE 2015-14RA A1 (MAGNETITE CLO, LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $406K | – | 0.01 |
| MAGNETITE XIV-R LTD MAGNE 2015-14RA A2 (MAGNETITE CLO, LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| MAGNETITE XVII LTD MAGNE 2016-17A BR2 (MAGNETITE CLO, LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| MAGNETITE XXVI LTD MAGNE 2020-26A A1R (MAGNETITE CLO, LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| MANHATTAN WEST OMW 2020-1MW A (ONE MANHATTAN WEST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MARSH & MCLENNAN COS INC 5.750000% 11/01/2032 (MARSH & MCLENNAN COMPANIES, INC.) | Long | Debt | US | $2M | – | 0.02 |
| MARVELL TECHNOLOGY INC 5.750000% 02/15/2029 (MARVELL TECHNOLOGY, INC) | Long | Debt | US | $1M | – | 0.01 |
| MARVELL TECHNOLOGY INC 5.950000% 09/15/2033 (MARVELL TECHNOLOGY, INC) | Long | Debt | US | $1M | – | 0.01 |
| MASS GENERAL BRIGHAM INC 3.192000% 07/01/2049 (MASS GENERAL BRIGHAM INCORPORATED) | Long | Debt | US | $169K | – | 0.00 |
| MASTERCARD INC 3.850000% 03/26/2050 (MASTERCARD INCORPORATED.) | Long | Debt | US | $2M | – | 0.03 |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-13 MARM 2004-13 3A7A (MASTR ADJUSTABLE RATE MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $545K | – | 0.01 |
| MASTR ALTERNATIVE LOAN TRUST 2004-4 MALT 2004-4 1A1 | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| MASTR ALTERNATIVE LOAN TRUST 2006-3 MALT 2006-3 1A3 | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES TRUST 2006-WMC3 MABS 2006-WMC3 A4 (MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC.) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| MASTR REPERFORMING LOAN TRUST 2005-1 MARP 2005-1 1A1 | Long | ABS-mortgage backed security | US | $604K | – | 0.01 |
| MASTR REPERFORMING LOAN TRUST 2005-2 MARP 2005-2 1A1F | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| MASTR RESECURITIZATION TRUST 2005-PO MARS 2005-PO 3PO | Long | Debt | US | $3K | – | 0.00 |
| MASTR SEASONED SECURITIZATION TRUST 2004-1 MSSTR 2004-1 4A1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MASTR SEASONED SECURITIZATION TRUST 2005-1 MSSTR 2005-1 4A1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| MCDONALD'S CORP 4.800000% 08/14/2028 (MCDONALD'S CORPORATION) | Long | Debt | US | $714K | – | 0.01 |
| MCDONALD'S CORP 5.450000% 08/14/2053 (MCDONALD'S CORPORATION) | Long | Debt | US | $639K | – | 0.01 |
| MCDONALD'S CORP MTN 1.450000% 09/01/2025 (MCDONALD'S CORPORATION) | Long | Debt | US | $810K | – | 0.01 |
| MCDONALD'S CORP MTN 2.125000% 03/01/2030 (MCDONALD'S CORPORATION) | Long | Debt | US | $357K | – | 0.00 |
| MCDONALD'S CORP MTN 3.500000% 03/01/2027 (MCDONALD'S CORPORATION) | Long | Debt | US | $173K | – | 0.00 |
| MCDONALD'S CORP MTN 3.500000% 07/01/2027 (MCDONALD'S CORPORATION) | Long | Debt | US | $487K | – | 0.01 |
| MCDONALD'S CORP MTN 3.600000% 07/01/2030 (MCDONALD'S CORPORATION) | Long | Debt | US | $424K | – | 0.01 |
| MCDONALD'S CORP MTN 3.625000% 09/01/2049 (MCDONALD'S CORPORATION) | Long | Debt | US | $65K | – | 0.00 |
| MCDONALD'S CORP MTN 3.700000% 01/30/2026 (MCDONALD'S CORPORATION) | Long | Debt | US | $770K | – | 0.01 |
| MCDONALD'S CORP MTN 3.700000% 01/30/2026 (MCDONALD'S CORPORATION) | Long | Debt | US | $268K | – | 0.00 |
| MCDONALD'S CORP MTN 3.800000% 04/01/2028 (MCDONALD'S CORPORATION) | Long | Debt | US | $239K | – | 0.00 |
| MCDONALD'S CORP MTN 4.200000% 04/01/2050 (MCDONALD'S CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| MCDONALD'S CORP MTN 4.700000% 12/09/2035 (MCDONALD'S CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| MCDONALD'S CORP MTN 4.875000% 12/09/2045 (MCDONALD'S CORPORATION) | Long | Debt | US | $604K | – | 0.01 |
| MCDONALD'S CORP MTN 5.000000% 05/17/2029 (MCDONALD'S CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| MEDTRONIC INC 4.625000% 03/15/2045 | Long | Debt | US | $111K | – | 0.00 |
| MEGLOBAL BV MTN 2.625000% 04/28/2028 (MEGlobal B.V.) | Long | Debt | KW | $2M | – | 0.03 |
| MEGLOBAL BV MTN 4.250000% 11/03/2026 (MEGlobal B.V.) | Long | Debt | KW | $1M | – | 0.02 |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 MBART 2022-1 A4 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 2.700000% 06/14/2024 | Long | Debt | DE | $989K | – | 0.01 |
| MERCK & CO INC 1.450000% 06/24/2030 (MERCK & CO., INC.) | Long | Debt | US | $392K | – | 0.01 |
| MERCK & CO INC 2.750000% 12/10/2051 (MERCK & CO., INC.) | Long | Debt | US | $652K | – | 0.01 |
| MERCURY GENERAL CORP 4.400000% 03/15/2027 (MERCURY GENERAL CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERIES MLMI 2003-A4 2A (MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-1 2A1 (MERRILL LYNCH MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-D A2 (MERRILL LYNCH MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2006-1 1A (MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2004-A4 A2 (MERRILL LYNCH MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| META PLATFORMS INC 4.450000% 08/15/2052 (META PLATFORMS, INC.) | Long | Debt | US | $1M | – | 0.02 |
| METLIFE INC 6.400000% 12/15/2036 (METLIFE, INC.) | Long | Debt | US | $1M | – | 0.02 |
| METROPOLITAN LIFE GLOBAL FUNDING I 144A 3.450000% 12/18/2026 | Long | Debt | US | $4M | – | 0.06 |
| METROPOLITAN LIFE GLOBAL FUNDING I MTN 3.300000% 03/21/2029 | Long | Debt | US | $2M | – | 0.03 |
| METROPOLITAN LIFE GLOBAL FUNDING I MTN 5.000000% 01/06/2026 | Long | Debt | US | $1M | – | 0.02 |
| MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044 (Estados Unidos Mexicanos) | Long | Debt | MX | $3M | – | 0.04 |
| MEXICO GOVERNMENT INTERNATIONAL BOND MTN 6.050000% 01/11/2040 (Estados Unidos Mexicanos) | Long | Debt | MX | $4M | – | 0.06 |
| MF1 2020-FL4 LTD MF1 2020-FL4 A (MF1 LTD) | Long | ABS-collateralized bond/debt obligation | US | $657K | – | 0.01 |
| MF1 2021-FL7 LTD MF1 2021-FL7 A (MF1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| MF1 2021-FL7 LTD MF1 2021-FL7 A (MF1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $816K | – | 0.01 |
| MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $498K | – | 0.01 |
| MFA 2021-RPL1 TRUST MFRA 2021-RPL1 A1 (MFA TRUST) | Long | ABS-mortgage backed security | US | $754K | – | 0.01 |
| MHC COMMERCIAL MORTGAGE TRUST 2021-MHC MHC 2021-MHC A | Long | ABS-mortgage backed security | US | $993K | – | 0.01 |
| MICRON TECHNOLOGY INC 5.300000% 01/15/2031 (MICRON TECHNOLOGY, INC.) | Long | Debt | US | $636K | – | 0.01 |
| MICRON TECHNOLOGY INC 5.375000% 04/15/2028 (MICRON TECHNOLOGY, INC.) | Long | Debt | US | $4M | – | 0.05 |
| MICRON TECHNOLOGY INC 5.875000% 02/09/2033 (MICRON TECHNOLOGY, INC.) | Long | Debt | US | $424K | – | 0.01 |
| MICRON TECHNOLOGY INC 5.875000% 02/09/2033 (MICRON TECHNOLOGY, INC.) | Long | Debt | US | $369K | – | 0.01 |
| MICROSOFT CORP 2.921000% 03/17/2052 (MICROSOFT CORPORATION) | Long | Debt | US | $436K | – | 0.01 |
| MICROSOFT CORP 3.300000% 02/06/2027 (MICROSOFT CORPORATION) | Long | Debt | US | $693K | – | 0.01 |
| MICROSOFT CORP 3.450000% 08/08/2036 (MICROSOFT CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| MICROSOFT CORP 3.450000% 08/08/2036 (MICROSOFT CORPORATION) | Long | Debt | US | $21K | – | 0.00 |
| MICROSOFT CORP 4.100000% 02/06/2037 (MICROSOFT CORPORATION) | Long | Debt | US | $228K | – | 0.00 |
| MID-AMERICA APARTMENTS LP 5.300000% 02/15/2032 (MID-AMERICA APARTMENTS, L.P.) | Long | Debt | US | $1M | – | 0.02 |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC 144A 4.100000% 05/15/2028 (MID-ATLANTIC INTERSTATE TRANSMISSION, LLC) | Long | Debt | US | $182K | – | 0.00 |
| MID-STATE CAPITAL CORP 2006-1 TRUST MDST 2006-1 A (MIDSTATE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| MID-STATE TRUST XI MDST 11 A1 (MIDSTATE TRUST) | Long | ABS-mortgage backed security | US | $559K | – | 0.01 |
| MIDAMERICAN ENERGY CO 2.700000% 08/01/2052 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $488K | – | 0.01 |
| MIDAMERICAN ENERGY CO 3.650000% 04/15/2029 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| MIDAMERICAN ENERGY CO 4.800000% 09/15/2043 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| MILL CITY MORTGAGE LOAN TRUST 2019-1 MCMLT 2019-1 A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1 | Long | ABS-mortgage backed security | US | $548K | – | 0.01 |
| MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1 | Long | ABS-mortgage backed security | US | $436K | – | 0.01 |
| MISSISSIPPI POWER CO 3.100000% 07/30/2051 (MISSISSIPPI POWER COMPANY) | Long | Debt | US | $714K | – | 0.01 |
| MISSISSIPPI POWER CO 4.250000% 03/15/2042 (MISSISSIPPI POWER COMPANY) | Long | Debt | US | $395K | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 3.837000% 04/17/2026 (Mitsubishi UFJ Financial Group, Inc.) | Long | Debt | JP | $689K | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 4.080000% 04/19/2028 (Mitsubishi UFJ Financial Group, Inc.) | Long | Debt | JP | $695K | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 5.063000% 09/12/2025 (Mitsubishi UFJ Financial Group, Inc.) | Long | Debt | JP | $3M | – | 0.04 |
| MITSUBISHI UFJ FINANCIAL GROUP INC 5.719000% 02/20/2026 (Mitsubishi UFJ Financial Group, Inc.) | Long | Debt | JP | $4M | – | 0.05 |
| MKS CLO 2017-2 LTD MKS 2017-2A A (CVP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $782K | – | 0.01 |
| MONDELEZ INTERNATIONAL INC 1.500000% 05/04/2025 (Mondelez International, Inc.) | Long | Debt | US | $1M | – | 0.01 |
| MORGAN STANLEY 1.593000% 05/04/2027 | Long | Debt | US | $1M | – | 0.02 |
| MORGAN STANLEY 2.484000% 09/16/2036 | Long | Debt | US | $363K | – | 0.01 |
| MORGAN STANLEY 5.449000% 07/20/2029 | Long | Debt | US | $1M | – | 0.02 |
| MORGAN STANLEY 5.449000% 07/20/2029 | Long | Debt | US | $813K | – | 0.01 |
| MORGAN STANLEY 5.466000% 01/18/2035 | Long | Debt | US | $2M | – | 0.02 |
| MORGAN STANLEY 5.466000% 01/18/2035 | Long | Debt | US | $1M | – | 0.02 |
| MORGAN STANLEY 6.342000% 10/18/2033 | Long | Debt | US | $3M | – | 0.04 |
| MORGAN STANLEY BANK NA 4.952000% 01/14/2028 (Morgan Stanley Bank, National Association) | Long | Debt | US | $4M | – | 0.05 |
| MORGAN STANLEY BANK NA 5.504000% 05/26/2028 (Morgan Stanley Bank, National Association) | Long | Debt | US | $3M | – | 0.04 |
| MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 MSC 2016-BNK2 XA | Long | Debt | US | $221K | – | 0.00 |
| MORGAN STANLEY CAPITAL I TRUST 2020-HR8 MSC 2020-HR8 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| MORGAN STANLEY CAPITAL I TRUST 2020-L4 MSC 2020-L4 ASB | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2004-3 MSM 2004-3 4A | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2007-3XS MSM 2007-3XS 2A3S | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MORGAN STANLEY MTN 1.164000% 10/21/2025 | Long | Debt | US | $2M | – | 0.02 |
| MORGAN STANLEY MTN 1.512000% 07/20/2027 | Long | Debt | US | $1M | – | 0.02 |
| MORGAN STANLEY MTN 1.512000% 07/20/2027 | Long | Debt | US | $667K | – | 0.01 |
| MORGAN STANLEY MTN 2.188000% 04/28/2026 | Long | Debt | US | $2M | – | 0.03 |
| MORGAN STANLEY MTN 2.239000% 07/21/2032 | Long | Debt | US | $4M | – | 0.05 |
| MORGAN STANLEY MTN 2.475000% 01/21/2028 | Long | Debt | US | $674K | – | 0.01 |
| MORGAN STANLEY MTN 2.511000% 10/20/2032 | Long | Debt | US | $1M | – | 0.02 |
| MORGAN STANLEY MTN 2.511000% 10/20/2032 | Long | Debt | US | $431K | – | 0.01 |
| MORGAN STANLEY MTN 2.699000% 01/22/2031 | Long | Debt | US | $9K | – | 0.00 |
| MORGAN STANLEY MTN 3.591000% 07/22/2028 | Long | Debt | US | $256K | – | 0.00 |
| MORGAN STANLEY MTN 3.622000% 04/01/2031 | Long | Debt | US | $2M | – | 0.03 |
| MORGAN STANLEY MTN 3.622000% 04/01/2031 | Long | Debt | US | $771K | – | 0.01 |
| MORGAN STANLEY MTN 3.772000% 01/24/2029 | Long | Debt | US | $265K | – | 0.00 |
| MORGAN STANLEY MTN 4.000000% 07/23/2025 | Long | Debt | US | $571K | – | 0.01 |
| MORGAN STANLEY MTN 4.350000% 09/08/2026 | Long | Debt | US | $230K | – | 0.00 |
| MORGAN STANLEY MTN 4.431000% 01/23/2030 | Long | Debt | US | $67K | – | 0.00 |
| MORGAN STANLEY MTN 5.164000% 04/20/2029 | Long | Debt | US | $2M | – | 0.03 |
| MORGAN STANLEY MTN 5.250000% 04/21/2034 | Long | Debt | US | $3M | – | 0.05 |
| MORGAN STANLEY MTN 5.656000% 04/18/2030 | Long | Debt | US | $5M | – | 0.07 |
| MORGAN STANLEY MTN 5.831000% 04/19/2035 | Long | Debt | US | $5M | – | 0.07 |
| MORGAN STANLEY MTN 5.831000% 04/19/2035 | Long | Debt | US | $2M | – | 0.03 |
| MORGAN STANLEY MTN 5.831000% 04/19/2035 | Long | Debt | US | $1M | – | 0.02 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2021-2 A3 | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-INV2 A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| MORTGAGE LOAN RESECURITIZATION TRUST MLRT 2009-RS1 A85 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MPLX LP 4.000000% 03/15/2028 | Long | Debt | US | $334K | – | 0.00 |
| MPLX LP 4.500000% 04/15/2038 | Long | Debt | US | $705K | – | 0.01 |
| MPLX LP 4.700000% 04/15/2048 | Long | Debt | US | $1M | – | 0.02 |
| MPLX LP 4.800000% 02/15/2029 | Long | Debt | US | $117K | – | 0.00 |
| MPLX LP 4.950000% 03/14/2052 | Long | Debt | US | $1M | – | 0.02 |
| MPLX LP 5.200000% 03/01/2047 | Long | Debt | US | $288K | – | 0.00 |
| MPLX LP 5.200000% 12/01/2047 | Long | Debt | US | $419K | – | 0.01 |
| MPLX LP 5.500000% 02/15/2049 | Long | Debt | US | $379K | – | 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 | $117K | – | 0.00 |
| MSCG TRUST 2015-ALDR MSCCG 2015-ALDR A2 (MSCCG TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MSWF COMMERCIAL MORTGAGE TRUST 2023-2 MSWF 2023-2 A5 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA (MUNICIPAL ELEC AUTH GA) | Long | Debt | US | $3M | – | 0.03 |
| MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA (MUNICIPAL ELEC AUTH GA) | Long | Debt | US | $172K | – | 0.00 |
| MVW 2021-1W LLC MVWOT 2021-1WA B (MVW OWNER TRUST) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| MYERS PARK CLO LTD MYERS 2018-1A B1 | Long | ABS-collateralized bond/debt obligation | KY | $891K | – | 0.01 |
| N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY (NORTH TEX TWY AUTH REV) | Long | Debt | US | $1M | – | 0.02 |
| NASDAQ INC 5.550000% 02/15/2034 (NASDAQ, INC.) | Long | Debt | US | $2M | – | 0.03 |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 1.875000% 02/07/2025 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $703K | – | 0.01 |
| NATIONAL SECURITIES CLEARING CORP 144A 1.500000% 04/23/2025 (NATIONAL SECURITIES CLEARING CORPORATION) | Long | Debt | US | $493K | – | 0.01 |
| NATIONWIDE BUILDING SOCIETY MTN 2.972000% 02/16/2028 | Long | Debt | GB | $2M | – | 0.03 |
| NATIONWIDE MUTUAL INSURANCE CO 144A VARIABLE RATE 12/15/2024 (NATIONWIDE MUTUAL INSURANCE COMPANY) | Long | Debt | US | $4M | – | 0.06 |
| NATWEST GROUP PLC 1.642000% 06/14/2027 | Long | Debt | GB | $2M | – | 0.02 |
| NATWEST GROUP PLC 7.472000% 11/10/2026 | Long | Debt | GB | $2M | – | 0.03 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2014-A NAVSL 2014-AA A3 | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2016-A NAVSL 2016-AA A2B | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B NAVSL 2018-BA A2A | Long | ABS-mortgage backed security | US | $314K | – | 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 | $10K | – | 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 | $9K | – | 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 | $1M | – | 0.02 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $913K | – | 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 | $583K | – | 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 | $598K | – | 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 | $489K | – | 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 | $1M | – | 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 | $949K | – | 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 | $795K | – | 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 | $584K | – | 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 | $251K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-E NAVSL 2020-EA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $919K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G NAVSL 2020-GA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 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 | $938K | – | 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 | $154K | – | 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 | $462K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C NAVSL 2021-CA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 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 | $3M | – | 0.04 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F NAVSL 2021-FA A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 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 | $409K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A NAVSL 2022-A A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST 2014-1 NAVSL 2014-1 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST 2016-3 NAVSL 2016-3A A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST 2017-3 NAVSL 2017-3A A3 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| NAVIENT STUDENT LOAN TRUST 2017-3 NAVSL 2017-3A A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| NAVIENT STUDENT LOAN TRUST 2019-B NAVSL 2019-BA A2A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $528K | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST 2021-1 NAVSL 2021-1A A1A | Long | ABS-mortgage backed security | US | $674K | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST 2021-3 NAVSL 2021-3A A1A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023-BA A1A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $744K | – | 0.01 |
| NELNET STUDENT LOAN TRUST 2004-3 NSLT 2004-3 A5 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $370K | – | 0.01 |
| NELNET STUDENT LOAN TRUST 2004-4 NSLT 2004-4 A5 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| NELNET STUDENT LOAN TRUST 2005-1 NSLT 2005-1 A5 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| NELNET STUDENT LOAN TRUST 2005-2 NSLT 2005-2 A5 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| NELNET STUDENT LOAN TRUST 2005-3 NSLT 2005-3 A5 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| NELNET STUDENT LOAN TRUST 2005-4 NSLT 2005-4 A4 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| NELNET STUDENT LOAN TRUST 2019-5 NSLT 2019-5 A (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| NELNET STUDENT LOAN TRUST 2021-C NSLT 2021-CA AFX (NELNET PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NELNET STUDENT LOAN TRUST NSLT 2014-4A A2 (NELNET STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| NESTLE CAPITAL CORP 144A 5.100000% 03/12/2054 (NESTLE CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC USRE 2021-1 B1 (NEW ECONOMY ASSETS PHASE I SPONSOR LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2015-2 NRZT 2015-2A A1 | Long | ABS-mortgage backed security | US | $792K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 NRZT 2017-4A A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-4 NRZT 2019-4A A1B | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A A1B | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A B1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1 | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1 | Long | ABS-mortgage backed security | US | $561K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 NRZT 2022-NQM4 A1 | Long | ABS-mortgage backed security | US | $1M | – | 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 | $2M | – | 0.03 |
| NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR (NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV) | Long | Debt | US | $889K | – | 0.01 |
| NEW YORK LIFE GLOBAL FUNDING 144A 0.950000% 06/24/2025 | Long | Debt | US | $525K | – | 0.01 |
| NEW YORK LIFE INSURANCE CO 144A 3.750000% 05/15/2050 | Long | Debt | US | $482K | – | 0.01 |
| NEW YORK MORTGAGE TRUST 2006-1 NYMT 2006-1 2A2 (NEW YORK MORTGAGE TRUST INC) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| NEW YORK NY CITY OF NEW YORK NY (City of New York) | Long | Debt | US | $719K | – | 0.01 |
| NEWCASTLE MORTGAGE SECURITIES TRUST 2007-1 NCMT 2007-1 1A1 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| NEWELL BRANDS INC 5.700000% 04/01/2026 (NEWELL BRANDS INC.) | Long | Debt | US | $553K | – | 0.01 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 5.250000% 03/15/2034 (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $2M | – | 0.02 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC 6.051000% 03/01/2025 (NEXTERA ENERGY CAPITAL HOLDINGS, INC.) | Long | Debt | US | $2M | – | 0.03 |
| NIKE INC 2.750000% 03/27/2027 (NIKE, INC.) | Long | Debt | US | $604K | – | 0.01 |
| NIKE INC 2.850000% 03/27/2030 (NIKE, INC.) | Long | Debt | US | $582K | – | 0.01 |
| NIKE INC 3.250000% 03/27/2040 (NIKE, INC.) | Long | Debt | US | $258K | – | 0.00 |
| NIKE INC 3.375000% 03/27/2050 (NIKE, INC.) | Long | Debt | US | $1K | – | 0.00 |
| NISOURCE INC 5.350000% 04/01/2034 (NISOURCE INC.) | Long | Debt | US | $2M | – | 0.03 |
| NISOURCE INC 5.800000% 02/01/2042 (NISOURCE INC.) | Long | Debt | US | $451K | – | 0.01 |
| NISSAN AUTO LEASE TRUST 2023-B NALT 2023-B A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NISSAN AUTO LEASE TRUST 2024-A NALT 2024-A A4 | Long | ABS-mortgage backed security | US | $800K | – | 0.01 |
| NISSAN AUTO RECEIVABLES 2022-B OWNER TRUST NAROT 2022-B A4 (NISSAN AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NISSAN AUTO RECEIVABLES 2024-A OWNER TRUST NAROT 2024-A A3 (NISSAN AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| NISSAN AUTO RECEIVABLES 2024-A OWNER TRUST NAROT 2024-A A4 (NISSAN AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NJ TRUST 2023-GSP NJ 2023-GSP A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NORTHERN STATES POWER CO/MN 5.400000% 03/15/2054 (Northern States Power Company (Minnesota)) | Long | Debt | US | $551K | – | 0.01 |
| NORTHROP GRUMMAN CORP 2.930000% 01/15/2025 (Northrop Grumman Corporation) | Long | Debt | US | $2M | – | 0.03 |
| NORTHROP GRUMMAN CORP 3.250000% 01/15/2028 (Northrop Grumman Corporation) | Long | Debt | US | $451K | – | 0.01 |
| NORTHROP GRUMMAN CORP 3.850000% 04/15/2045 (Northrop Grumman Corporation) | Long | Debt | US | $274K | – | 0.00 |
| NORTHROP GRUMMAN CORP 4.900000% 06/01/2034 (Northrop Grumman Corporation) | Long | Debt | US | $2M | – | 0.02 |
| NORTHROP GRUMMAN CORP 5.250000% 05/01/2050 (Northrop Grumman Corporation) | Long | Debt | US | $3M | – | 0.05 |
| NORTHWESTERN MUTUAL GLOBAL FUNDING 144A 5.160000% 05/28/2031 | Long | Debt | US | $3M | – | 0.05 |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.625000% 09/30/2059 (THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| NP SPE X LP NPRL 2021-1A A1 (NP SPE X L P) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| NRTH 2024-PARK MORTGAGE TRUST NRTH 2024-PARK A (NRTH MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| NSTAR ELECTRIC CO 5.400000% 06/01/2034 (NSTAR ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| NVIDIA CORP 3.700000% 04/01/2060 (NVIDIA CORPORATION) | Long | Debt | US | $512K | – | 0.01 |
| NXP BV / NXP FUNDING LLC / NXP USA INC 2.700000% 05/01/2025 (NXP B.V.) | Long | Debt | CN | $419K | – | 0.01 |
| OAKTREE CLO 2022-3 LTD OAKCL 2022-3A A2 (OAKTREE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| OAKTREE CLO 2024-25 LTD OAKCL 2024-25A A (OAKTREE CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| OBX 2019-EXP1 TRUST OBX 2019-EXP1 1A3 (OBX TRUST) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| OBX 2021-NQM2 TRUST OBX 2021-NQM2 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $546K | – | 0.01 |
| OBX 2022-NQM1 TRUST OBX 2022-NQM1 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| OBX 2023-NQM6 TRUST OBX 2023-NQM6 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| OCCIDENTAL PETROLEUM CORP 3.000000% 02/15/2027 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $476K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 3.200000% 08/15/2026 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 3.400000% 04/15/2026 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $96K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 4.100000% 02/15/2047 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $757K | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 4.200000% 03/15/2048 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $294K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 4.400000% 04/15/2046 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $158K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 4.625000% 06/15/2045 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $315K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 5.550000% 03/15/2026 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $2M | – | 0.03 |
| OCCIDENTAL PETROLEUM CORP 6.950000% 07/01/2024 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 7.500000% 05/01/2031 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $264K | – | 0.00 |
| OCCIDENTAL PETROLEUM CORP 7.875000% 09/15/2031 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $157K | – | 0.00 |
| OCCU AUTO RECEIVABLES TRUST 2023-1 OCCU 2023-1A A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| OCEANVIEW MORTGAGE TRUST 2021-INV3 BVINV 2021-3 A5 | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| OCP CLO 2014-6 LTD OCP 2014-6A A1R2 (OCP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| OCP SA 144A 4.500000% 10/22/2025 | Long | Debt | MA | $2M | – | 0.03 |
| OCTAGON 52 LTD OCT52 2021-1A B (OCTAGON INVESTMENT PARTNERS, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| OCTAGON 66 LTD OCT66 2022-1A A1R (OCTAGON LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.03 |
| OCTAGON INVESTMENT PARTNERS XIV LTD OCT14 2012-1A AARR (OCTAGON INVESTMENT PARTNERS, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| OCTAGON INVESTMENT PARTNERS XXI LTD OCT21 2014-1A AAR3 (OCTAGON INVESTMENT PARTNERS, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A A | Long | ABS-mortgage backed security | US | $909K | – | 0.01 |
| OHA CREDIT FUNDING 7 LTD OAKC 2020-7A AR (OHA CREDIT FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| OHA CREDIT PARTNERS XVI OAKC 2021-16A A (OHA CREDIT PARTNERS LTD) | Long | ABS-collateralized bond/debt obligation | KY | $351K | – | 0.00 |
| OHIO ST UNIV OHIO STATE UNIVERSITY/THE (OHIO ST UNIV GEN RCPTS) | Long | Debt | US | $601K | – | 0.01 |
| ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| ONEOK INC 5.550000% 11/01/2026 (ONEOK, INC.) | Long | Debt | US | $351K | – | 0.00 |
| ONEOK INC 5.800000% 11/01/2030 (ONEOK, INC.) | Long | Debt | US | $550K | – | 0.01 |
| ONEOK INC 6.050000% 09/01/2033 (ONEOK, INC.) | Long | Debt | US | $850K | – | 0.01 |
| ONEOK INC 6.625000% 09/01/2053 (ONEOK, INC.) | Long | Debt | US | $2M | – | 0.03 |
| ONEOK INC 6.625000% 09/01/2053 (ONEOK, INC.) | Long | Debt | US | $2M | – | 0.02 |
| ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021-NQM4 A1 (OBX TRUST) | Long | ABS-mortgage backed security | US | $705K | – | 0.01 |
| OPG TRUST 2021-PORT OPG 2021-PORT A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| ORACLE CORP 1.650000% 03/25/2026 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| ORACLE CORP 2.800000% 04/01/2027 (ORACLE CORPORATION) | Long | Debt | US | $585K | – | 0.01 |
| ORACLE CORP 2.875000% 03/25/2031 (ORACLE CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| ORACLE CORP 2.950000% 04/01/2030 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| ORACLE CORP 2.950000% 04/01/2030 (ORACLE CORPORATION) | Long | Debt | US | $115K | – | 0.00 |
| ORACLE CORP 2.950000% 05/15/2025 (ORACLE CORPORATION) | Long | Debt | US | $678K | – | 0.01 |
| ORACLE CORP 3.600000% 04/01/2040 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| ORACLE CORP 3.800000% 11/15/2037 (ORACLE CORPORATION) | Long | Debt | US | $4M | – | 0.05 |
| ORACLE CORP 3.900000% 05/15/2035 (ORACLE CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| ORACLE CORP 3.950000% 03/25/2051 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| ORACLE CORP 4.000000% 07/15/2046 (ORACLE CORPORATION) | Long | Debt | US | $936K | – | 0.01 |
| ORACLE CORP 4.000000% 11/15/2047 (ORACLE CORPORATION) | Long | Debt | US | $251K | – | 0.00 |
| ORACLE CORP 4.650000% 05/06/2030 (ORACLE CORPORATION) | Long | Debt | US | $594K | – | 0.01 |
| ORACLE CORP 6.900000% 11/09/2052 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| ORACLE CORP 6.900000% 11/09/2052 (ORACLE CORPORATION) | Long | Debt | US | $431K | – | 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 | $1M | – | 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 | $1M | – | 0.02 |
| OTIS WORLDWIDE CORP 2.056000% 04/05/2025 (OTIS WORLDWIDE CORPORATION) | Long | Debt | US | $330K | – | 0.00 |
| OTIS WORLDWIDE CORP 3.112000% 02/15/2040 (OTIS WORLDWIDE CORPORATION) | Long | Debt | US | $450K | – | 0.01 |
| OWENS CORNING 5.700000% 06/15/2034 | Long | Debt | US | $1M | – | 0.02 |
| OWENS CORNING 5.950000% 06/15/2054 | Long | Debt | US | $657K | – | 0.01 |
| OWL ROCK CLO III LTD OR 2020-3A AR (OWL ROCK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $297K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $346K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 3.300000% 08/01/2040 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $64K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $235K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $145K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 3.950000% 12/01/2047 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $430K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO 4.750000% 02/15/2044 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $262K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $3M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO 5.800000% 05/15/2034 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $996K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO 5.800000% 05/15/2034 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $888K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO 6.100000% 01/15/2029 (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $3M | – | 0.04 |
| PACIFICORP 2.900000% 06/15/2052 | Long | Debt | US | $2M | – | 0.02 |
| PALMER SQUARE CLO 2019-1 LTD PLMRS 2019-1A A1R | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| PALMER SQUARE CLO 2022-1 LTD PLMRS 2022-1A A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.08 |
| PALMER SQUARE CLO 2022-5 LTD PLMRS 2022-5A A | Long | ABS-collateralized bond/debt obligation | JE | $712K | – | 0.01 |
| PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.400000% 03/30/2050 (Republica Del Paraguay) | Long | Debt | PY | $981K | – | 0.01 |
| PARAMOUNT GLOBAL 5.900000% 10/15/2040 | Long | Debt | US | $694K | – | 0.01 |
| PARAMOUNT GLOBAL 6.875000% 04/30/2036 | Long | Debt | US | $1M | – | 0.02 |
| PARKER-HANNIFIN CORP 2.700000% 06/14/2024 (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $829K | – | 0.01 |
| PAYABLE TO LENDING AGENT GOLDMAN SACHS FOR LIQUIDITY FUND | Short | Debt | US | $-33K | – | -0.00 |
| PAYPAL HOLDINGS INC 1.650000% 06/01/2025 (PAYPAL HOLDINGS, INC.) | Long | Debt | US | $616K | – | 0.01 |
| PAYPAL HOLDINGS INC 2.300000% 06/01/2030 (PAYPAL HOLDINGS, INC.) | Long | Debt | US | $3M | – | 0.04 |
| PAYPAL HOLDINGS INC 2.300000% 06/01/2030 (PAYPAL HOLDINGS, INC.) | Long | Debt | US | $94K | – | 0.00 |
| PAYPAL HOLDINGS INC 4.400000% 06/01/2032 (PAYPAL HOLDINGS, INC.) | Long | Debt | US | $599K | – | 0.01 |
| PECO ENERGY CO 2.850000% 09/15/2051 (PECO Energy Company) | Long | Debt | US | $703K | – | 0.01 |
| PECO ENERGY CO 4.150000% 10/01/2044 (PECO Energy Company) | Long | Debt | US | $2M | – | 0.02 |
| PENFED AUTO RECEIVABLES OWNER TRUST 2022-A PNFED 2022-A A3 | Long | ABS-mortgage backed security | US | $935K | – | 0.01 |
| PENFED AUTO RECEIVABLES OWNER TRUST 2022-A PNFED 2022-A A4 | Long | ABS-mortgage backed security | US | $801K | – | 0.01 |
| PEPSICO INC 2.625000% 03/19/2027 (Pepsico, Inc.) | Long | Debt | US | $75K | – | 0.00 |
| PEPSICO INC 3.900000% 07/18/2032 (Pepsico, Inc.) | Long | Debt | US | $2M | – | 0.02 |
| PERTAMINA PERSERO PT 144A 6.000000% 05/03/2042 (PT Pertamina (Persero)) | Long | Debt | ID | $1M | – | 0.02 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 4.125000% 05/15/2027 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $2M | – | 0.03 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.450000% 05/21/2028 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $826K | – | 0.01 |
| PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 6.150000% 05/21/2048 (PT Perusahaan Listrik Negara (Persero)) | Long | Debt | ID | $2M | – | 0.03 |
| PETROBRAS GLOBAL FINANCE BV 6.850000% 06/05/2115 (PETROBRAS GLOBAL FINANCE B.V.) | Long | Debt | BR | $962K | – | 0.01 |
| PETROLEOS DEL PERU SA 144A 4.750000% 06/19/2032 (Petroleos del Peru - Petroperu S.A.) | Long | Debt | PE | $3M | – | 0.05 |
| PETROLEOS MEXICANOS 2.378000% 04/15/2025 | Long | Debt | MX | $167K | – | 0.00 |
| PETROLEOS MEXICANOS 2.460000% 12/15/2025 | Long | Debt | MX | $594K | – | 0.01 |
| PETROLEOS MEXICANOS 6.350000% 02/12/2048 | Long | Debt | MX | $172K | – | 0.00 |
| PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047 | Long | Debt | MX | $671K | – | 0.01 |
| PFIZER INC 1.700000% 05/28/2030 (PFIZER INC.) | Long | Debt | US | $566K | – | 0.01 |
| PFIZER INC 2.625000% 04/01/2030 (PFIZER INC.) | Long | Debt | US | $633K | – | 0.01 |
| PFIZER INC 2.700000% 05/28/2050 (PFIZER INC.) | Long | Debt | US | $895K | – | 0.01 |
| PFIZER INC 4.000000% 12/15/2036 (PFIZER INC.) | Long | Debt | US | $933K | – | 0.01 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.750000% 05/19/2033 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | US | $4M | – | 0.06 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.750000% 05/19/2033 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | US | $633K | – | 0.01 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.300000% 05/19/2053 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | US | $2M | – | 0.03 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.340000% 05/19/2063 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | US | $1M | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC 2.100000% 05/01/2030 (Philip Morris International Inc.) | Long | Debt | US | $387K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC 4.875000% 02/13/2029 (Philip Morris International Inc.) | Long | Debt | US | $2M | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC 4.875000% 02/13/2029 (Philip Morris International Inc.) | Long | Debt | US | $444K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC 4.875000% 02/15/2028 (Philip Morris International Inc.) | Long | Debt | US | $3M | – | 0.04 |
| PHILIP MORRIS INTERNATIONAL INC 5.000000% 11/17/2025 (Philip Morris International Inc.) | Long | Debt | US | $1M | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC 5.125000% 02/13/2031 (Philip Morris International Inc.) | Long | Debt | US | $1M | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC 5.125000% 02/13/2031 (Philip Morris International Inc.) | Long | Debt | US | $108K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC 5.125000% 02/15/2030 (Philip Morris International Inc.) | Long | Debt | US | $3M | – | 0.04 |
| PHILIP MORRIS INTERNATIONAL INC 5.250000% 02/13/2034 (Philip Morris International Inc.) | Long | Debt | US | $962K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC 5.250000% 02/13/2034 (Philip Morris International Inc.) | Long | Debt | US | $333K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC 5.250000% 09/07/2028 (Philip Morris International Inc.) | Long | Debt | US | $2M | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC 5.375000% 02/15/2033 (Philip Morris International Inc.) | Long | Debt | US | $2M | – | 0.03 |
| PHILIP MORRIS INTERNATIONAL INC 5.375000% 02/15/2033 (Philip Morris International Inc.) | Long | Debt | US | $498K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC 5.500000% 09/07/2030 (Philip Morris International Inc.) | Long | Debt | US | $1000K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC 5.625000% 09/07/2033 (Philip Morris International Inc.) | Long | Debt | US | $604K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC 5.750000% 11/17/2032 (Philip Morris International Inc.) | Long | Debt | US | $365K | – | 0.01 |
| PHILLIPS 66 1.300000% 02/15/2026 | Long | Debt | US | $864K | – | 0.01 |
| PIEDMONT NATURAL GAS CO INC 2.500000% 03/15/2031 (Piedmont Natural Gas Company, Inc.) | Long | Debt | US | $2M | – | 0.02 |
| PIEDMONT NATURAL GAS CO INC 3.350000% 06/01/2050 (Piedmont Natural Gas Company, Inc.) | Long | Debt | US | $2M | – | 0.02 |
| PILGRIM'S PRIDE CORP 3.500000% 03/01/2032 (PILGRIM'S PRIDE CORPORATION) | Long | Debt | US | $563K | – | 0.01 |
| PIONEER NATURAL RESOURCES CO 1.125000% 01/15/2026 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $168K | – | 0.00 |
| PIONEER NATURAL RESOURCES CO 1.900000% 08/15/2030 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $602K | – | 0.01 |
| PIONEER NATURAL RESOURCES CO 2.150000% 01/15/2031 (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| PNC BANK NA 3.875000% 04/10/2025 (PNC Bank, National Association (Delaware)) | Long | Debt | US | $896K | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.068000% 01/24/2034 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $2M | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.582000% 06/12/2029 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $1M | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.676000% 01/22/2035 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $185K | – | 0.00 |
| PNC FINANCIAL SERVICES GROUP INC/THE 5.812000% 06/12/2026 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $451K | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP INC/THE 6.875000% 10/20/2034 (THE PNC FINANCIAL SERVICES GROUP, INC.) | Long | Debt | US | $1M | – | 0.02 |
| POINT AU ROCHE PARK CLO LTD PARPK 2021-1A A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY (PORT AUTH N Y & N J) | Long | Debt | US | $1M | – | 0.02 |
| PRIME MORTGAGE TRUST 2004-CL1 PRIME 2004-CL1 1A1 | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| PRIME MORTGAGE TRUST 2004-CL1 PRIME 2004-CL1 1PO | Long | Debt | US | $2K | – | 0.00 |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 1.250000% 06/23/2025 | Long | Debt | US | $258K | – | 0.00 |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 2.250000% 11/21/2024 | Long | Debt | US | $3M | – | 0.04 |
| PRKCM 2021-AFC1 TRUST PRKCM 2021-AFC1 A1 (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $0.02 | – | 0.00 |
| PRKCM 2021-AFC2 TRUST PRKCM 2021-AFC2 A1 (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $700K | – | 0.01 |
| PROGRESS ENERGY INC 6.000000% 12/01/2039 (Progress Energy, Inc.) | Long | Debt | US | $202K | – | 0.00 |
| PUBLIC SERVICE CO OF OKLAHOMA 3.150000% 08/15/2051 (PUBLIC SERVICE COMPANY OF OKLAHOMA) | Long | Debt | US | $408K | – | 0.01 |
| PUBLIC SERVICE ELECTRIC AND GAS CO MTN 1.900000% 08/15/2031 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.050000% 08/01/2050 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $141K | – | 0.00 |
| PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.700000% 05/01/2050 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $274K | – | 0.00 |
| PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.125000% 03/15/2053 (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| PUBLIC SERVICE ENTERPRISE GROUP INC 5.200000% 04/01/2029 (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $1M | – | 0.01 |
| PUBLIC SERVICE ENTERPRISE GROUP INC 5.450000% 04/01/2034 (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $1M | – | 0.02 |
| PUBLIC SERVICE ENTERPRISE GROUP INC 5.875000% 10/15/2028 (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $1M | – | 0.02 |
| QUALCOMM INC 6.000000% 05/20/2053 (QUALCOMM INCORPORATED) | Long | Debt | US | $2M | – | 0.02 |
| RAD CLO 22 LTD RAD 2023-22A A1 (RAD CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| RALI SERIES 2005-QO2 TRUST RALI 2005-QO2 A1 (RESIDENTIAL ACCREDIT LOANS INCORPORATED) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| RALI SERIES 2005-QO5 TRUST RALI 2005-QO5 A1 (RESIDENTIAL ACCREDIT LOANS INCORPORATED) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| RAMP SERIES 2004-SL1 TRUST RAMP 2004-SL1 A7 (RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| RAMP SERIES 2007-RZ1 TRUST RAMP 2007-RZ1 A3 (RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| RASC SERIES 2005-KS9 TRUST RASC 2005-KS9 M5 (RESIDENTIAL ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| RASC SERIES 2006-KS2 TRUST RASC 2006-KS2 M2 (RESIDENTIAL ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $958K | – | 0.01 |
| RATE MORTGAGE TRUST 2021-HB1 RATE 2021-HB1 A1 | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| RATE MORTGAGE TRUST 2021-J4 RATE 2021-J4 A7 | Long | ABS-mortgage backed security | US | $9M | – | 0.13 |
| RCKT MORTGAGE TRUST 2021-3 RCKT 2021-3 A1 | Long | ABS-mortgage backed security | US | $927K | – | 0.01 |
| RCKT MORTGAGE TRUST 2022-2 RCKT 2022-2 A2 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| REALTY INCOME CORP 2.100000% 03/15/2028 (REALTY INCOME CORPORATION) | Long | Debt | US | $607K | – | 0.01 |
| REALTY INCOME CORP 2.200000% 06/15/2028 (REALTY INCOME CORPORATION) | Long | Debt | US | $576K | – | 0.01 |
| REALTY INCOME CORP 2.850000% 12/15/2032 (REALTY INCOME CORPORATION) | Long | Debt | US | $721K | – | 0.01 |
| REALTY INCOME CORP 3.400000% 01/15/2030 (REALTY INCOME CORPORATION) | Long | Debt | US | $658K | – | 0.01 |
| REALTY INCOME CORP 4.900000% 07/15/2033 (REALTY INCOME CORPORATION) | Long | Debt | US | $996K | – | 0.01 |
| REALTY INCOME CORP 5.125000% 02/15/2034 (REALTY INCOME CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| REALTY INCOME CORP 5.625000% 10/13/2032 (REALTY INCOME CORPORATION) | Long | Debt | US | $538K | – | 0.01 |
| RECETTE CLO LTD RCTTE 2015-1A ARR (RECETTE CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $760K | – | 0.01 |
| RECKITT BENCKISER TREASURY SERVICES PLC 144A 2.750000% 06/26/2024 | Long | Debt | GB | $2M | – | 0.03 |
| REESE PARK CLO LTD RESPK 2020-1A AR (REESE PARK CLO LIMITED) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.05 |
| REGENCY CENTERS LP 2.950000% 09/15/2029 (REGENCY CENTERS, L.P.) | Long | Debt | US | $1M | – | 0.02 |
| REGENCY CENTERS LP 5.250000% 01/15/2034 (REGENCY CENTERS, L.P.) | Long | Debt | US | $1M | – | 0.02 |
| RELIANCE INDUSTRIES LTD 144A 2.875000% 01/12/2032 (RELIANCE INDUSTRIES LIMITED) | Long | Debt | IN | $1M | – | 0.01 |
| RELIANCE INDUSTRIES LTD 144A 3.625000% 01/12/2052 (RELIANCE INDUSTRIES LIMITED) | Long | Debt | IN | $2M | – | 0.02 |
| REPUBLIC OF CHILE 3.100000% 05/07/2041 (Gobierno de Chile) | Long | Debt | CL | $948K | – | 0.01 |
| REPUBLIC OF COLOMBIA 3.125000% 04/15/2031 (Republica de Colombia) | Long | Debt | CO | $556K | – | 0.01 |
| REPUBLIC OF COLOMBIA 4.125000% 02/22/2042 (Republica de Colombia) | Long | Debt | CO | $802K | – | 0.01 |
| REPUBLIC OF COLOMBIA 5.000000% 06/15/2045 (Republica de Colombia) | Long | Debt | CO | $4M | – | 0.06 |
| REPUBLIC OF COLOMBIA 5.200000% 05/15/2049 (Republica de Colombia) | Long | Debt | CO | $603K | – | 0.01 |
| REPUBLIC OF COLOMBIA 5.625000% 02/26/2044 (Republica de Colombia) | Long | Debt | CO | $1M | – | 0.02 |
| REPUBLIC OF PANAMA 4.500000% 04/16/2050 (Gobierno de la Republica de Panama) | Long | Debt | PA | $370K | – | 0.01 |
| REPUBLIC OF PANAMA 6.853000% 03/28/2054 (Gobierno de la Republica de Panama) | Long | Debt | PA | $216K | – | 0.00 |
| REPUBLIC OF PERU 3.550000% 03/10/2051 (Republica del Peru) | Long | Debt | PE | $166K | – | 0.00 |
| REPUBLIC OF PERU 3.600000% 01/15/2072 (Republica del Peru) | Long | Debt | PE | $1M | – | 0.02 |
| REPUBLIC SERVICES INC 1.450000% 02/15/2031 (REPUBLIC SERVICES, INC.) | Long | Debt | US | $3M | – | 0.04 |
| REPUBLIC SERVICES INC 2.500000% 08/15/2024 (REPUBLIC SERVICES, INC.) | Long | Debt | US | $676K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2004-IP2 RAST 2004-IP2 2A1 (RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-2 RMLT 2020-2 A1 | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| RESOLUTION FUNDING STRIP ZERO COUPON 01/15/2030 (RESOLUTION FUNDING CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| REYNOLDS AMERICAN INC 5.850000% 08/15/2045 (Reynolds American Inc.) | Long | Debt | GB | $4M | – | 0.05 |
| REYNOLDS AMERICAN INC 6.150000% 09/15/2043 (Reynolds American Inc.) | Long | Debt | GB | $470K | – | 0.01 |
| REYNOLDS AMERICAN INC 7.250000% 06/15/2037 (Reynolds American Inc.) | Long | Debt | GB | $802K | – | 0.01 |
| REYNOLDS AMERICAN INC 8.125000% 05/01/2040 (Reynolds American Inc.) | Long | Debt | GB | $1M | – | 0.02 |
| RFC PRINCIPAL STRIP ZERO COUPON 04/15/2030 (RESOLUTION FUNDING CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| ROCHE HOLDINGS INC 144A 2.607000% 12/13/2051 (ROCHE HOLDINGS, INC.) | Long | Debt | US | $1M | – | 0.02 |
| ROCKFORD TOWER CLO 2019-2 LTD ROCKT 2019-2A AR | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| ROCKIES EXPRESS PIPELINE LLC 144A 4.950000% 07/15/2029 | Long | Debt | US | $2M | – | 0.03 |
| ROGERS COMMUNICATIONS INC 5.300000% 02/15/2034 | Long | Debt | CA | $2M | – | 0.02 |
| ROPER TECHNOLOGIES INC 1.000000% 09/15/2025 (ROPER TECHNOLOGIES, INC.) | Long | Debt | US | $888K | – | 0.01 |
| ROYAL BANK OF CANADA MTN 1.150000% 06/10/2025 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $699K | – | 0.01 |
| ROYAL BANK OF CANADA MTN 2.250000% 11/01/2024 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $168K | – | 0.00 |
| ROYAL BANK OF CANADA MTN 5.150000% 02/01/2034 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $710K | – | 0.01 |
| ROYAL BANK OF CANADA VARIABLE RATE 06/29/2085 (BANQUE ROYALE DU CANADA) | Long | Debt | CA | $777K | – | 0.01 |
| ROYALTY PHARMA PLC 1.200000% 09/02/2025 | Long | Debt | US | $928K | – | 0.01 |
| RR 3 LTD RRAM 2018-3A A1R2 (RR LTD) | Long | ABS-collateralized bond/debt obligation | KY | $661K | – | 0.01 |
| RTX CORP 2.250000% 07/01/2030 (RTX CORPORATION) | Long | Debt | US | $576K | – | 0.01 |
| RTX CORP 3.030000% 03/15/2052 (RTX CORPORATION) | Long | Debt | US | $267K | – | 0.00 |
| RTX CORP 3.125000% 07/01/2050 (RTX CORPORATION) | Long | Debt | US | $848K | – | 0.01 |
| RTX CORP 3.150000% 12/15/2024 (RTX CORPORATION) | Long | Debt | US | $316K | – | 0.00 |
| RTX CORP 3.950000% 08/16/2025 (RTX CORPORATION) | Long | Debt | US | $246K | – | 0.00 |
| RTX CORP 4.125000% 11/16/2028 (RTX CORPORATION) | Long | Debt | US | $460K | – | 0.01 |
| RTX CORP 6.000000% 03/15/2031 (RTX CORPORATION) | Long | Debt | US | $758K | – | 0.01 |
| RTX CORP 6.100000% 03/15/2034 (RTX CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| RTX CORP 6.400000% 03/15/2054 (RTX CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| SABINE PASS LIQUEFACTION LLC 5.000000% 03/15/2027 (SABINE PASS LIQUEFACTION, LLC) | Long | Debt | US | $3M | – | 0.04 |
| SABRA HEALTH CARE LP 3.900000% 10/15/2029 (SABRA HEALTH CARE LIMITED PARTNERSHIP) | Long | Debt | US | $1M | – | 0.02 |
| SANDS CHINA LTD 4.625000% 06/18/2030 (SANDS CHINA LTD.) | Long | Debt | MO | $2M | – | 0.02 |
| SANDS CHINA LTD 5.125000% 08/08/2025 (SANDS CHINA LTD.) | Long | Debt | MO | $804K | – | 0.01 |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2023-B C (SANTANDER BANK, N.A.) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-3 SDART 2022-3 A3 | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-3 SDART 2022-3 A3 | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 A3 | Long | ABS-mortgage backed security | US | $860K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 SDART 2022-5 A3 | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 SDART 2022-6 A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 SDART 2022-6 A3 | Long | ABS-mortgage backed security | US | $638K | – | 0.01 |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-7 SDART 2022-7 A3 | Long | ABS-mortgage backed security | US | $834K | – | 0.01 |
| SANTANDER HOLDINGS USA INC 6.342000% 05/31/2035 (Santander Holdings USA, Inc.) | Long | Debt | US | $2M | – | 0.03 |
| SANTANDER RETAIL AUTO LEASE TRUST 2022-B SRT 2022-B A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SANTANDER UK GROUP HOLDINGS PLC 1.532000% 08/21/2026 | Long | Debt | GB | $1M | – | 0.01 |
| SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027 | Long | Debt | GB | $2M | – | 0.03 |
| SANTANDER UK GROUP HOLDINGS PLC 2.469000% 01/11/2028 | Long | Debt | GB | $648K | – | 0.01 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10B 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $690K | – | 0.01 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10B 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2019-10A 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $500K | – | 0.01 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10A 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10B 1 (SMALL BUSINESS INVESTMENT COMPANIES) | Long | ABS-mortgage backed security | US | $825K | – | 0.01 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3 | Long | ABS-mortgage backed security | US | $628K | – | 0.01 |
| SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A4 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SBNA AUTO LEASE TRUST 2024-B SBALT 2024-B A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SBNA AUTO LEASE TRUST 2024-B SBALT 2024-B A3 | Long | ABS-mortgage backed security | US | $860K | – | 0.01 |
| SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A3 | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A4 | Long | ABS-mortgage backed security | US | $431K | – | 0.01 |
| SCENTRE GROUP TRUST 1 / SCENTRE GROUP TRUST 2 144A 3.625000% 01/28/2026 | Long | Debt | AU | $1M | – | 0.02 |
| SCHLUMBERGER HOLDINGS CORP 144A 3.900000% 05/17/2028 (SCHLUMBERGER HOLDINGS CORPORATION) | Long | Debt | US | $817K | – | 0.01 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $59M | 59M | 0.82 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $39M | 39M | 0.55 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $30M | 30M | 0.41 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $27M | 27M | 0.38 |
| SEI DAILY INCOME TRUST GOVERNMENT FUND (#36) | Long | Short-term investment vehicle | US | $9M | 9M | 0.13 |
| SEI LIQUIDITY FUND | Long | Equity-common | US | $13K | 27K | 0.00 |
| SEQUOIA INFRASTRUCTURE FUNDING I LTD SEQI 2021-1A A (SEQUOIA INFRASTRUCTURE FUNDING LTD) | Long | ABS-collateralized bond/debt obligation | KY | $205K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST 2004-12 SEMT 2004-12 A3 | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST 2018-CH4 SEMT 2018-CH4 B1B | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SES GLOBAL AMERICAS HOLDINGS INC 144A 5.300000% 03/25/2044 (SES GLOBAL AMERICAS HOLDINGS INC.) | Long | Debt | LU | $1M | – | 0.02 |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A4 | Long | ABS-mortgage backed security | US | $384K | – | 0.01 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 SFAST 2024-2A A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SG RESIDENTIAL MORTGAGE TRUST 2022-1 SGR 2022-1 A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| SHELL INTERNATIONAL FINANCE BV 2.750000% 04/06/2030 (Shell International Finance B.V.) | Long | Debt | US | $586K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV 3.250000% 04/06/2050 (Shell International Finance B.V.) | Long | Debt | US | $375K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV 3.750000% 09/12/2046 (Shell International Finance B.V.) | Long | Debt | US | $78K | – | 0.00 |
| SHELL INTERNATIONAL FINANCE BV 4.000000% 05/10/2046 (Shell International Finance B.V.) | Long | Debt | US | $137K | – | 0.00 |
| SHELL INTERNATIONAL FINANCE BV 4.125000% 05/11/2035 (Shell International Finance B.V.) | Long | Debt | US | $2M | – | 0.03 |
| SHELL INTERNATIONAL FINANCE BV 4.375000% 05/11/2045 (Shell International Finance B.V.) | Long | Debt | US | $765K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV 4.550000% 08/12/2043 (Shell International Finance B.V.) | Long | Debt | US | $437K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV 6.375000% 12/15/2038 (Shell International Finance B.V.) | Long | Debt | US | $724K | – | 0.01 |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A 1.200000% 03/11/2026 (Siemens Financieringsmaatschappij N.V.) | Long | Debt | DE | $556K | – | 0.01 |
| SILVER ROCK CLO I LTD SLVRK 2020-1A AR (SILVER ROCK CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| SLM PRIVATE EDUCATION LOAN TRUST 2010-C SLMA 2010-C A5 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SLM STUDENT LOAN TRUST 2003-4 SLMA 2003-4 A5D | Long | ABS-mortgage backed security | US | $535K | – | 0.01 |
| SLM STUDENT LOAN TRUST 2003-7 SLMA 2003-7A A5A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SLM STUDENT LOAN TRUST 2004-3 SLMA 2004-3A A6A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SLM STUDENT LOAN TRUST 2006-8 SLMA 2006-8 A6 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| SLM STUDENT LOAN TRUST 2008-2 SLMA 2008-2 B | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SLM STUDENT LOAN TRUST 2008-3 SLMA 2008-3 B | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SLM STUDENT LOAN TRUST 2008-4 SLMA 2008-4 B | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SLM STUDENT LOAN TRUST 2008-5 SLMA 2008-5 B | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SLM STUDENT LOAN TRUST 2008-6 SLMA 2008-6 A4 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SLM STUDENT LOAN TRUST 2008-6 SLMA 2008-6 B | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SLM STUDENT LOAN TRUST 2008-7 SLMA 2008-7 B | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRUST 2016-B SMB 2016-B A2A | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRUST 2016-C SMB 2016-C A2B | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-A SMB 2020-A A2A | Long | ABS-mortgage backed security | US | $668K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A SMB 2020-PTA A2A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2B | Long | ABS-mortgage backed security | US | $838K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A APT1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C APT1 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C B | Long | ABS-mortgage backed security | US | $890K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D SMB 2021-D A1A | Long | ABS-mortgage backed security | US | $906K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A | Long | ABS-mortgage backed security | US | $908K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST SMB 2020-B A1A | Long | ABS-mortgage backed security | US | $612K | – | 0.01 |
| SMRT 2022-MINI SMRT 2022-MINI A (SMRT COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| SMRT 2022-MINI SMRT 2022-MINI A (SMRT COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SOCIETE GENERALE 7.132000% 01/19/2055 (SOCIETE GENERALE SA) | Long | Debt | US | $811K | – | 0.01 |
| SOCIETE GENERALE SA 144A 5.634000% 01/19/2030 | Long | Debt | FR | $2M | – | 0.02 |
| SOCIETE GENERALE SA MTN 2.625000% 01/22/2025 | Long | Debt | FR | $1M | – | 0.02 |
| SOCIETE GENERALE SA MTN 7.367000% 01/10/2053 | Long | Debt | FR | $1M | – | 0.02 |
| SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST SCLP 2023-1S A (SOFI CONSUMER LOAN PROGRAM LLC) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-D LLC SOFI 2017-D A2FX | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| SOFI PROFESSIONAL LOAN PROGRAM 2020-C TRUST SOFI 2020-C AFX | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST SOFI 2021-B AFX | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SOFR 1yr MidCurve Jun24C 95.88 LONG | Derivative-interest rate | US | $37K | – | 0.00 | |
| SOLVENTUM CORP 144A 5.400000% 03/01/2029 (SOLVENTUM CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| SOLVENTUM CORP 144A 5.450000% 03/13/2031 (SOLVENTUM CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| SOLVENTUM CORP 144A 5.600000% 03/23/2034 (SOLVENTUM CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| SOLVENTUM CORP 144A 5.900000% 04/30/2054 (SOLVENTUM CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| SOUTH CAROLINA STUDENT LOAN CORP 2015-A SCSLC 2015-A A (SOUTH CAROLINA STUDENT LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $518K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $553K | – | 0.01 |
| SOUTHERN CALIFORNIA GAS CO 2.550000% 02/01/2030 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| SOUTHERN CO GAS CAPITAL CORP 3.250000% 06/15/2026 (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| SOUTHERN COPPER CORP 5.250000% 11/08/2042 (SOUTHERN COPPER CORPORATION) | Long | Debt | MX | $4M | – | 0.06 |
| SOUTHWESTERN ELECTRIC POWER CO 1.650000% 03/15/2026 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $4M | – | 0.05 |
| SOUTHWESTERN ELECTRIC POWER CO 2.750000% 10/01/2026 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $938K | – | 0.01 |
| SOUTHWESTERN ELECTRIC POWER CO 5.300000% 04/01/2033 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| SOUTHWESTERN PUBLIC SERVICE CO 3.750000% 06/15/2049 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| SPECTRA ENERGY PARTNERS LP 3.375000% 10/15/2026 (SPECTRA ENERGY PARTNERS, LP) | Long | Debt | US | $134K | – | 0.00 |
| SPRINT CAPITAL CORP 8.750000% 03/15/2032 (SPRINT CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| SPRINT CAPITAL CORP 8.750000% 03/15/2032 (SPRINT CAPITAL CORPORATION) | Long | Debt | US | $239K | – | 0.00 |
| SPRINT LLC 7.125000% 06/15/2024 | Long | Debt | US | $2M | – | 0.03 |
| SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 4.738000% 03/20/2025 | Long | Debt | US | $1M | – | 0.02 |
| SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028 | Long | Debt | US | $6M | – | 0.09 |
| SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028 | Long | Debt | US | $1M | – | 0.02 |
| STACK INFRASTRUCTURE ISSUER LLC SIDC 2020-1A A2 (STACK INFRASTRUCTURE ISSUER, LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| STAR 2021-1 TRUST STAR 2021-1 A1 (STARWOOD MORTGAGE RESIDENTIAL TRUST) | Long | ABS-mortgage backed security | US | $411K | – | 0.01 |
| STARBUCKS CORP 3.500000% 11/15/2050 (STARBUCKS CORPORATION) | Long | Debt | US | $662K | – | 0.01 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1 | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1 | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV STAR 2020-INV1 A1 | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 STAR 2021-4 A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| STATE OF ISRAEL 2.750000% 07/03/2030 | Long | Debt | IL | $603K | – | 0.01 |
| STATE OF ISRAEL 3.375000% 01/15/2050 | Long | Debt | IL | $273K | – | 0.00 |
| STATE OF ISRAEL 3.875000% 07/03/2050 | Long | Debt | IL | $363K | – | 0.01 |
| STATE OF ISRAEL 4.500000% 01/17/2033 | Long | Debt | IL | $1M | – | 0.02 |
| STATE OF ISRAEL 5.500000% 03/12/2034 | Long | Debt | US | $2M | – | 0.03 |
| STATE OF ISRAEL 5.500000% 03/12/2034 | Long | Debt | US | $2M | – | 0.03 |
| STATE OF ISRAEL 5.750000% 03/12/2054 | Long | Debt | US | $213K | – | 0.00 |
| STATE STREET CORP 3.300000% 12/16/2024 (STATE STREET CORPORATION) | Long | Debt | US | $306K | – | 0.00 |
| STORE CAPITAL LLC 2.700000% 12/01/2031 | Long | Debt | US | $337K | – | 0.00 |
| STORE CAPITAL LLC 2.750000% 11/18/2030 | Long | Debt | US | $876K | – | 0.01 |
| STORE CAPITAL LLC 4.500000% 03/15/2028 | Long | Debt | US | $660K | – | 0.01 |
| STORE CAPITAL LLC 4.625000% 03/15/2029 | Long | Debt | US | $728K | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A2 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2004-AR5 1A1 (STRUCTURED ASSET MORTGAGE INVESTORS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2005-AR1 A1 (STRUCTURED ASSET MORTGAGE INVESTORS) | Long | ABS-mortgage backed security | US | $584K | – | 0.01 |
| STRUCTURED ASSET SECURITIES CORP MOR CER SER 2003- SASC 2003-31A 2A7 (STRUCTURED ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $762K | – | 0.01 |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2006-BC5 A4 (STRUCTURED ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THR SASC 2003-37A 2A (STRUCTURED ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CORP PASS-THROUGH CERT SASC 2002-AL1 A2 (STRUCTURED ASSET SECURITIES CORPORATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| STWD 2019-FL1 LTD STWD 2019-FL1 A (STARWOOD PROPERTY MORTGAGE LLC) | Long | ABS-collateralized bond/debt obligation | KY | $30K | – | 0.00 |
| SUN COMMUNITIES OPERATING LP 4.200000% 04/15/2032 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $1M | – | 0.02 |
| SUZANO AUSTRIA GMBH 6.000000% 01/15/2029 | Long | Debt | BR | $2M | – | 0.03 |
| SYMPHONY CLO 40 LTD SYMP 2023-40A A1 (SYMPHONY CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | BM | $3M | – | 0.04 |
| SYNCHRONY CARD FUNDING LLC SYNIT 2023-A1 A (SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| T-MOBILE US TRUST 2022-1 TMUST 2022-1A A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| T-MOBILE US TRUST 2024-1 TMUST 2024-1A A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| T-MOBILE USA INC 1.500000% 02/15/2026 (T-MOBILE USA, INC.) | Long | Debt | US | $443K | – | 0.01 |
| T-MOBILE USA INC 2.250000% 02/15/2026 (T-MOBILE USA, INC.) | Long | Debt | US | $1M | – | 0.02 |
| T-MOBILE USA INC 2.250000% 11/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $641K | – | 0.01 |
| T-MOBILE USA INC 2.550000% 02/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $891K | – | 0.01 |
| T-MOBILE USA INC 2.550000% 02/15/2031 (T-MOBILE USA, INC.) | Long | Debt | US | $405K | – | 0.01 |
| T-MOBILE USA INC 2.700000% 03/15/2032 (T-MOBILE USA, INC.) | Long | Debt | US | $2M | – | 0.03 |
| T-MOBILE USA INC 3.000000% 02/15/2041 (T-MOBILE USA, INC.) | Long | Debt | US | $344K | – | 0.00 |
| T-MOBILE USA INC 3.300000% 02/15/2051 (T-MOBILE USA, INC.) | Long | Debt | US | $141K | – | 0.00 |
| T-MOBILE USA INC 3.400000% 10/15/2052 (T-MOBILE USA, INC.) | Long | Debt | US | $2M | – | 0.02 |
| T-MOBILE USA INC 3.400000% 10/15/2052 (T-MOBILE USA, INC.) | Long | Debt | US | $864K | – | 0.01 |
| T-MOBILE USA INC 3.500000% 04/15/2025 (T-MOBILE USA, INC.) | Long | Debt | US | $706K | – | 0.01 |
| T-MOBILE USA INC 3.750000% 04/15/2027 (T-MOBILE USA, INC.) | Long | Debt | US | $4M | – | 0.06 |
| T-MOBILE USA INC 3.750000% 04/15/2027 (T-MOBILE USA, INC.) | Long | Debt | US | $2M | – | 0.03 |
| T-MOBILE USA INC 3.750000% 04/15/2027 (T-MOBILE USA, INC.) | Long | Debt | US | $125K | – | 0.00 |
| T-MOBILE USA INC 3.875000% 04/15/2030 (T-MOBILE USA, INC.) | Long | Debt | US | $2M | – | 0.03 |
| T-MOBILE USA INC 3.875000% 04/15/2030 (T-MOBILE USA, INC.) | Long | Debt | US | $809K | – | 0.01 |
| T-MOBILE USA INC 4.500000% 04/15/2050 (T-MOBILE USA, INC.) | Long | Debt | US | $1M | – | 0.02 |
| T-MOBILE USA INC 5.050000% 07/15/2033 (T-MOBILE USA, INC.) | Long | Debt | US | $2M | – | 0.02 |
| T-MOBILE USA INC 5.150000% 04/15/2034 (T-MOBILE USA, INC.) | Long | Debt | US | $1M | – | 0.02 |
| T-MOBILE USA INC 5.150000% 04/15/2034 (T-MOBILE USA, INC.) | Long | Debt | US | $617K | – | 0.01 |
| TAKE-TWO INTERACTIVE SOFTWARE INC 4.000000% 04/14/2032 (TAKE-TWO INTERACTIVE SOFTWARE, INC.) | Long | Debt | US | $1M | – | 0.02 |
| TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 3.300000% 05/15/2050 (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $2M | – | 0.02 |
| TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.270000% 05/15/2047 (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $141K | – | 0.00 |
| TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044 (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $533K | – | 0.01 |
| TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 6.850000% 12/16/2039 (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $164K | – | 0.00 |
| TELEFONICA EMISIONES SA 4.103000% 03/08/2027 (Telefonica Emisiones, S.A.U.) | Long | Debt | ES | $146K | – | 0.00 |
| TENNESSEE GAS PIPELINE CO LLC 144A 2.900000% 03/01/2030 (TENNESSEE GAS PIPELINE COMPANY, L.L.C.) | Long | Debt | US | $1M | – | 0.02 |
| TENNESSEE GAS PIPELINE CO LLC 144A 2.900000% 03/01/2030 (TENNESSEE GAS PIPELINE COMPANY, L.L.C.) | Long | Debt | US | $1M | – | 0.01 |
| TENNESSEE GAS PIPELINE CO LLC 8.375000% 06/15/2032 (TENNESSEE GAS PIPELINE COMPANY, L.L.C.) | Long | Debt | US | $3M | – | 0.03 |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC 4.265000% 08/01/2034 | Long | Debt | US | $2M | – | 0.03 |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC 4.265000% 08/01/2034 | Long | Debt | US | $2M | – | 0.02 |
| TEXAS INSTRUMENTS INC 1.750000% 05/04/2030 (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $368K | – | 0.01 |
| TEXAS INSTRUMENTS INC 4.150000% 05/15/2048 (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $1M | – | 0.01 |
| TEXAS INSTRUMENTS INC 4.850000% 02/08/2034 (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $696K | – | 0.01 |
| TEXAS INSTRUMENTS INC 5.000000% 03/14/2053 (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $1M | – | 0.02 |
| TEXAS INSTRUMENTS INC 5.150000% 02/08/2054 (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $678K | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TRUST 2003-4 TMST 2003-4 A1 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033 | Long | Debt | US | $2M | – | 0.02 |
| TIME WARNER CABLE LLC 5.500000% 09/01/2041 (TIME WARNER CABLE, LLC) | Long | Debt | US | $4M | – | 0.06 |
| TIME WARNER CABLE LLC 5.875000% 11/15/2040 (TIME WARNER CABLE, LLC) | Long | Debt | US | $2M | – | 0.03 |
| TIME WARNER CABLE LLC 5.875000% 11/15/2040 (TIME WARNER CABLE, LLC) | Long | Debt | US | $2M | – | 0.02 |
| TIME WARNER CABLE LLC 5.875000% 11/15/2040 (TIME WARNER CABLE, LLC) | Long | Debt | US | $182K | – | 0.00 |
| TIME WARNER CABLE LLC 6.550000% 05/01/2037 (TIME WARNER CABLE, LLC) | Long | Debt | US | $266K | – | 0.00 |
| TIME WARNER CABLE LLC 6.750000% 06/15/2039 (TIME WARNER CABLE, LLC) | Long | Debt | US | $165K | – | 0.00 |
| TIME WARNER CABLE LLC 7.300000% 07/01/2038 (TIME WARNER CABLE, LLC) | Long | Debt | US | $101K | – | 0.00 |
| TORONTO-DOMINION BANK/THE MTN 1.150000% 06/12/2025 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $699K | – | 0.01 |
| TORONTO-DOMINION BANK/THE MTN 4.456000% 06/08/2032 (LA BANQUE TORONTO-DOMINION) | Long | Debt | CA | $1M | – | 0.01 |
| TOTALENERGIES CAPITAL SA 5.150000% 04/05/2034 | Long | Debt | FR | $709K | – | 0.01 |
| TOTALENERGIES CAPITAL SA 5.488000% 04/05/2054 | Long | Debt | FR | $704K | – | 0.01 |
| TOTALENERGIES CAPITAL SA 5.638000% 04/05/2064 | Long | Debt | FR | $353K | – | 0.00 |
| TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 B2 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| TOWD POINT MORTGAGE TRUST 2020-3 TPMT 2020-3 A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| TOWD POINT MORTGAGE TRUST 2021-1 TPMT 2021-1 A1 | Long | ABS-mortgage backed security | US | $911K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST 2022-4 TPMT 2022-4 A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| TOWD POINT MORTGAGE TRUST 2024-1 TPMT 2024-1 A1 | Long | ABS-mortgage backed security | US | $7M | – | 0.09 |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2020-1 TALNT 2020-1A A | Long | ABS-mortgage backed security | US | $10M | – | 0.14 |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2021-1 TALNT 2021-1A A | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1 TALNT 2023-1A A | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST TAOT 2022-D A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $996K | – | 0.01 |
| TOYOTA AUTO RECEIVABLES 2023-B OWNER TRUST TAOT 2023-B A3 (TOYOTA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST TAOT 2023-C A3 (TOYOTA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| TOYOTA AUTO RECEIVABLES 2023-D OWNER TRUST TAOT 2023-D A3 (TOYOTA AUTO RECEIVABLES OWNER TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| TOYOTA MOTOR CREDIT CORP 5.050000% 05/16/2029 (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $2M | – | 0.02 |
| TOYOTA MOTOR CREDIT CORP 5.100000% 03/21/2031 (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034 (TRANSCANADA PIPELINES LIMITED) | Long | Debt | CA | $2M | – | 0.03 |
| TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034 (TRANSCANADA PIPELINES LIMITED) | Long | Debt | CA | $2M | – | 0.03 |
| TRANSCANADA PIPELINES LTD 5.850000% 03/15/2036 (TRANSCANADA PIPELINES LIMITED) | Long | Debt | CA | $117K | – | 0.00 |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC 7.850000% 02/01/2026 (TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC) | Long | Debt | US | $2M | – | 0.03 |
| TRAVELERS COS INC/THE 4.600000% 08/01/2043 (The Travelers Companies, Inc.) | Long | Debt | US | $45K | – | 0.00 |
| TREASURY BILL 0.000000% 07/05/2024 (United States of America) | Long | Debt | US | $27M | – | 0.38 |
| TREASURY BILL 0.000000% 07/11/2024 (United States of America) | Long | Debt | US | $5M | – | 0.07 |
| TREASURY BILL 0.000000% 07/16/2024 (United States of America) | Long | Debt | US | $65M | – | 0.90 |
| TREASURY BILL 0.000000% 11/14/2024 (United States of America) | Long | Debt | US | $10M | – | 0.14 |
| TRESTLES CLO IV LTD TREST 2021-4A B1 (TRESTLES CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.09 |
| TRINITAS CLO XXV LTD TRNTS 2023-25A A1 (TRINITAS CLO LTD) | Long | ABS-collateralized bond/debt obligation | BM | $920K | – | 0.01 |
| TRIUMPH RAIL HOLDINGS LLC TRP 2021-2 A (TRIUMPH RAIL LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| TRTX 2022-FL5 ISSUER LTD TRTX 2022-FL5 A (TPG REAL ESTATE FINANCE ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| TRUIST BANK 3.800000% 10/30/2026 | Long | Debt | US | $240K | – | 0.00 |
| TRUIST FINANCIAL CORP MTN 4.260000% 07/28/2026 (Truist Financial Corporation) | Long | Debt | US | $4M | – | 0.06 |
| TRUIST FINANCIAL CORP MTN 5.435000% 01/24/2030 (Truist Financial Corporation) | Long | Debt | US | $2M | – | 0.03 |
| TRUIST FINANCIAL CORP MTN 5.711000% 01/24/2035 (Truist Financial Corporation) | Long | Debt | US | $1M | – | 0.01 |
| TRUIST FINANCIAL CORP MTN 6.047000% 06/08/2027 (Truist Financial Corporation) | Long | Debt | US | $856K | – | 0.01 |
| TRUIST FINANCIAL CORP MTN 7.161000% 10/30/2029 (Truist Financial Corporation) | Long | Debt | US | $4M | – | 0.05 |
| TRUST FIBRA UNO 144A 6.390000% 01/15/2050 (Fideicomiso Fibra Uno) | Long | Debt | MX | $403K | – | 0.01 |
| TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA/THE 3.610000% 02/15/2119 (The Trustees of the University of Pennsylvania) | Long | Debt | US | $29K | – | 0.00 |
| TSMC ARIZONA CORP 1.750000% 10/25/2026 (TSMC ARIZONA CORPORATION) | Long | Debt | TW | $692K | – | 0.01 |
| TSMC ARIZONA CORP 2.500000% 10/25/2031 (TSMC ARIZONA CORPORATION) | Long | Debt | TW | $3M | – | 0.05 |
| TSMC GLOBAL LTD 144A 1.375000% 09/28/2030 (TSMC Global, Ltd.) | Long | Debt | TW | $2M | – | 0.02 |
| TVA PRIN STRIP 0.00000000000% 11/01/2025 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $933K | – | 0.01 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 (United States of America) | Long | Debt | US | $4M | – | 0.05 |
| UBS AG/LONDON 4.500000% 06/26/2048 (UBS AG LONDON BRANCH) | Long | Debt | CH | $1M | – | 0.02 |
| UBS AG/LONDON 5.650000% 09/11/2028 (UBS AG LONDON BRANCH) | Long | Debt | CH | $2M | – | 0.02 |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 A3 | Long | ABS-mortgage backed security | US | $748K | – | 0.01 |
| UBS GROUP AG 144A 2.746000% 02/11/2033 | Long | Debt | CH | $327K | – | 0.00 |
| UBS GROUP AG 144A 3.091000% 05/14/2032 | Long | Debt | CH | $992K | – | 0.01 |
| UBS GROUP AG 144A 3.091000% 05/14/2032 | Long | Debt | CH | $801K | – | 0.01 |
| UBS GROUP AG 144A 4.125000% 09/24/2025 | Long | Debt | CH | $989K | – | 0.01 |
| UBS GROUP AG 144A 4.194000% 04/01/2031 | Long | Debt | CH | $1M | – | 0.02 |
| UBS GROUP AG 144A 4.194000% 04/01/2031 | Long | Debt | CH | $1M | – | 0.02 |
| UBS GROUP AG 144A 4.253000% 03/23/2028 | Long | Debt | CH | $1M | – | 0.02 |
| UBS GROUP AG 144A 4.282000% 01/09/2028 | Long | Debt | CH | $2M | – | 0.02 |
| UBS GROUP AG 144A 4.488000% 05/12/2026 | Long | Debt | CH | $513K | – | 0.01 |
| UBS GROUP AG 144A 4.751000% 05/12/2028 | Long | Debt | CH | $645K | – | 0.01 |
| UBS GROUP AG 144A 5.617000% 09/13/2030 | Long | Debt | CH | $3M | – | 0.04 |
| UBS GROUP AG 144A 5.699000% 02/08/2035 | Long | Debt | CH | $2M | – | 0.02 |
| UBS GROUP AG 144A 5.699000% 02/08/2035 | Long | Debt | CH | $799K | – | 0.01 |
| UBS GROUP AG 144A 9.016000% 11/15/2033 | Long | Debt | CH | $679K | – | 0.01 |
| UBS GROUP AG 3.750000% 03/26/2025 | Long | Debt | CH | $2M | – | 0.03 |
| UNION ELECTRIC CO 5.200000% 04/01/2034 (UNION ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| UNION PACIFIC CORP 2.150000% 02/05/2027 (UNION PACIFIC CORPORATION) | Long | Debt | US | $251K | – | 0.00 |
| UNION PACIFIC CORP 2.375000% 05/20/2031 (UNION PACIFIC CORPORATION) | Long | Debt | US | $566K | – | 0.01 |
| UNION PACIFIC CORP 2.800000% 02/14/2032 (UNION PACIFIC CORPORATION) | Long | Debt | US | $778K | – | 0.01 |
| UNION PACIFIC CORP 2.891000% 04/06/2036 (UNION PACIFIC CORPORATION) | Long | Debt | US | $668K | – | 0.01 |
| UNION PACIFIC CORP 3.250000% 02/05/2050 (UNION PACIFIC CORPORATION) | Long | Debt | US | $741K | – | 0.01 |
| UNION PACIFIC CORP 3.750000% 02/05/2070 (UNION PACIFIC CORPORATION) | Long | Debt | US | $492K | – | 0.01 |
| UNION PACIFIC CORP 3.750000% 07/15/2025 (UNION PACIFIC CORPORATION) | Long | Debt | US | $521K | – | 0.01 |
| UNION PACIFIC CORP 3.839000% 03/20/2060 (UNION PACIFIC CORPORATION) | Long | Debt | US | $710K | – | 0.01 |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.800000% 07/15/2036 (UNITED AIRLINES, INC.) | Long | Debt | US | $4M | – | 0.05 |
| UNITED MEXICAN STATES 2.659000% 05/24/2031 (Estados Unidos Mexicanos) | Long | Debt | MX | $3M | – | 0.04 |
| UNITED MEXICAN STATES 2.659000% 05/24/2031 (Estados Unidos Mexicanos) | Long | Debt | MX | $1M | – | 0.01 |
| UNITED MEXICAN STATES 3.250000% 04/16/2030 (Estados Unidos Mexicanos) | Long | Debt | MX | $507K | – | 0.01 |
| UNITED MEXICAN STATES 3.500000% 02/12/2034 (Estados Unidos Mexicanos) | Long | Debt | MX | $3M | – | 0.04 |
| UNITED MEXICAN STATES 4.400000% 02/12/2052 (Estados Unidos Mexicanos) | Long | Debt | MX | $604K | – | 0.01 |
| UNITED MEXICAN STATES 4.600000% 01/23/2046 (Estados Unidos Mexicanos) | Long | Debt | MX | $1M | – | 0.01 |
| UNITED MEXICAN STATES 4.600000% 02/10/2048 (Estados Unidos Mexicanos) | Long | Debt | MX | $549K | – | 0.01 |
| UNITED MEXICAN STATES 6.338000% 05/04/2053 (Estados Unidos Mexicanos) | Long | Debt | MX | $384K | – | 0.01 |
| UNITED PARCEL SERVICE INC 5.200000% 04/01/2040 (UNITED PARCEL SERVICE, INC.) | Long | Debt | US | $514K | – | 0.01 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-20D 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-25G 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $851K | – | 0.01 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25F 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25G 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $8M | – | 0.11 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25H 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25C 1 (SMALL BUSINESS ADMINISTRATION GTD) | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| UNITEDHEALTH GROUP INC 1.250000% 01/15/2026 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $244K | – | 0.00 |
| UNITEDHEALTH GROUP INC 2.000000% 05/15/2030 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $185K | – | 0.00 |
| UNITEDHEALTH GROUP INC 2.300000% 05/15/2031 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $125K | – | 0.00 |
| UNITEDHEALTH GROUP INC 2.750000% 05/15/2040 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $409K | – | 0.01 |
| UNITEDHEALTH GROUP INC 2.900000% 05/15/2050 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $569K | – | 0.01 |
| UNITEDHEALTH GROUP INC 3.050000% 05/15/2041 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $244K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.125000% 05/15/2060 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $57K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.250000% 05/15/2051 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $432K | – | 0.01 |
| UNITEDHEALTH GROUP INC 3.700000% 08/15/2049 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $105K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.875000% 08/15/2059 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $423K | – | 0.01 |
| UNITEDHEALTH GROUP INC 3.875000% 12/15/2028 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $239K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.000000% 05/15/2029 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $736K | – | 0.01 |
| UNITEDHEALTH GROUP INC 4.200000% 05/15/2032 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $487K | – | 0.01 |
| UNITEDHEALTH GROUP INC 4.250000% 06/15/2048 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $149K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.450000% 12/15/2048 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $119K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.600000% 04/15/2027 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $1M | – | 0.02 |
| UNITEDHEALTH GROUP INC 4.625000% 07/15/2035 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $895K | – | 0.01 |
| UNITEDHEALTH GROUP INC 4.900000% 04/15/2031 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $1M | – | 0.02 |
| UNITEDHEALTH GROUP INC 5.375000% 04/15/2054 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $2M | – | 0.02 |
| UNITEDHEALTH GROUP INC 5.375000% 04/15/2054 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $714K | – | 0.01 |
| UNITEDHEALTH GROUP INC 5.500000% 04/15/2064 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $355K | – | 0.00 |
| UNITEDHEALTH GROUP INC 5.800000% 03/15/2036 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $583K | – | 0.01 |
| UNITEDHEALTH GROUP INC 5.875000% 02/15/2053 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $2M | – | 0.03 |
| UNITEDHEALTH GROUP INC 5.875000% 02/15/2053 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $2M | – | 0.02 |
| UNITEDHEALTH GROUP INC 6.625000% 11/15/2037 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $221K | – | 0.00 |
| UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE (UNIV CALIF REGTS MED CTR POOLED REV) | Long | Debt | US | $3M | – | 0.04 |
| UNIV OF TEXAS TX UNIV REVENUES BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM (UNIVERSITY TEX UNIV REVS) | Long | Debt | US | $358K | – | 0.00 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIVERSITY OF VIRGINIA (UNIVERSITY VA UNIV REVS) | Long | Debt | US | $676K | – | 0.01 |
| UNIVERSAL HEALTH SERVICES INC 1.650000% 09/01/2026 (UNIVERSAL HEALTH SERVICES, INC.) | Long | Debt | US | $1M | – | 0.02 |
| US 10Y NOTE W5 OP May24C 109.5 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W5 OP May24C108.75 SHORT (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| US 10Y NOTE W5 OP May24C109.25 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W5 OP May24P 108 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W5 OP May24P 109 SHORT | Derivative-interest rate | US | $-25K | – | -0.00 | |
| US 10Y NOTE W5 OP May24P 108.5 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W5 OP May24P108.25 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10Y NOTE W5 OP May24P108.75 SHORT (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $301M | – | 4.16 | |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $19M | – | 0.27 | |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $7M | – | 0.10 | |
| US 10YR NOTE (CBT)SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-11M | – | -0.15 | |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-13M | – | -0.18 | |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-15M | – | -0.20 | |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-80M | – | -1.10 | |
| US 10YR ULTRA FUT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-113M | – | -1.57 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $401M | – | 5.56 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $123M | – | 1.70 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $31M | – | 0.43 | |
| US 2YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $28M | – | 0.38 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $217M | – | 3.00 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $157M | – | 2.18 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $46M | – | 0.63 | |
| US 5YR NOTE (CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $30M | – | 0.42 | |
| US 5YR NOTE W5 OP May24C 106 LONG | Derivative-interest rate | US | $3K | – | 0.00 | |
| US 5YR NOTE W5 OP May24C105.75 LONG (CITIGROUP GLOBAL MARKETS) | Derivative-interest rate | US | $4K | – | 0.00 | |
| US 5YR NOTE W5 OP May24P 105.5 LONG | Derivative-interest rate | US | $3K | – | 0.00 | |
| US 5YR NOTE W5 OP May24P105.75 SHORT (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $-968.75 | – | -0.00 | |
| US AIRWAYS 2012-1 CLASS A PASS THROUGH TRUST 5.900000% 10/01/2024 (US Airways Pass Through Trusts) | Long | Debt | US | $16K | – | 0.00 |
| US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST 4.625000% 06/03/2025 (US Airways Pass Through Trusts) | Long | Debt | US | $2M | – | 0.03 |
| US BANCORP 1.450000% 05/12/2025 (U.S. BANCORP) | Long | Debt | US | $1M | – | 0.02 |
| US BANCORP 4.653000% 02/01/2029 (U.S. BANCORP) | Long | Debt | US | $4M | – | 0.06 |
| US BANCORP 4.839000% 02/01/2034 (U.S. BANCORP) | Long | Debt | US | $3M | – | 0.04 |
| US BANCORP 5.384000% 01/23/2030 (U.S. BANCORP) | Long | Debt | US | $2M | – | 0.02 |
| US BANCORP 5.678000% 01/23/2035 (U.S. BANCORP) | Long | Debt | US | $694K | – | 0.01 |
| US BANCORP 5.727000% 10/21/2026 (U.S. BANCORP) | Long | Debt | US | $436K | – | 0.01 |
| US BANCORP 5.775000% 06/12/2029 (U.S. BANCORP) | Long | Debt | US | $920K | – | 0.01 |
| US BANCORP 5.836000% 06/12/2034 (U.S. BANCORP) | Long | Debt | US | $363K | – | 0.01 |
| US BANCORP 5.836000% 06/12/2034 (U.S. BANCORP) | Long | Debt | US | $161K | – | 0.00 |
| US BANCORP 5.850000% 10/21/2033 (U.S. BANCORP) | Long | Debt | US | $713K | – | 0.01 |
| US BANCORP MTN 2.215000% 01/27/2028 (U.S. BANCORP) | Long | Debt | US | $120K | – | 0.00 |
| US BANCORP MTN 3.600000% 09/11/2024 (U.S. BANCORP) | Long | Debt | US | $159K | – | 0.00 |
| US LONG BND W5 OP May24C 119 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W5 OP May24C 117.5 SHORT (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W5 OP May24C 118.5 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W5 OP May24P 116 LONG (MORGAN STANLEY & CO, INC) | Derivative-interest rate | US | $0 | – | – | |
| US LONG BND W5 OP May24P 116.5 LONG | Derivative-interest rate | US | $18K | – | 0.00 | |
| US LONG BND W5 OP May24P 117.5 SHORT | Derivative-interest rate | US | $-59K | – | -0.00 | |
| US LONG BOND(CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $135M | – | 1.86 | |
| US LONG BOND(CBT) SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-53M | – | -0.73 | |
| US TREASURY N/B 0.250000% 07/31/2025 (United States of America) | Long | Structured note | US | $8M | – | 0.11 |
| US TREASURY N/B 0.250000% 08/31/2025 (United States of America) | Long | Structured note | US | $21M | – | 0.29 |
| US TREASURY N/B 0.375000% 01/31/2026 (United States of America) | Long | Structured note | US | $2M | – | 0.02 |
| US TREASURY N/B 0.375000% 07/31/2027 (United States of America) | Long | Structured note | US | $20M | – | 0.28 |
| US TREASURY N/B 0.500000% 08/31/2027 (United States of America) | Long | Structured note | US | $5M | – | 0.07 |
| US TREASURY N/B 0.625000% 11/30/2027 (United States of America) | Long | Structured note | US | $5M | – | 0.07 |
| US TREASURY N/B 0.750000% 04/30/2026 (United States of America) | Long | Structured note | US | $6M | – | 0.08 |
| US TREASURY N/B 1.000000% 07/31/2028 (United States of America) | Long | Structured note | US | $12M | – | 0.16 |
| US TREASURY N/B 1.125000% 05/15/2040 (United States of America) | Long | Debt | US | $1M | – | 0.02 |
| US TREASURY N/B 1.125000% 08/15/2040 (United States of America) | Long | Debt | US | $20M | – | 0.27 |
| US TREASURY N/B 1.125000% 08/15/2040 (United States of America) | Long | Debt | US | $2M | – | 0.02 |
| US TREASURY N/B 1.125000% 08/31/2028 (United States of America) | Long | Structured note | US | $17M | – | 0.24 |
| US TREASURY N/B 1.125000% 10/31/2026 (United States of America) | Long | Structured note | US | $10M | – | 0.14 |
| US TREASURY N/B 1.250000% 04/30/2028 (United States of America) | Long | Structured note | US | $14M | – | 0.19 |
| US TREASURY N/B 1.250000% 09/30/2028 (United States of America) | Long | Structured note | US | $3M | – | 0.04 |
| US TREASURY N/B 1.375000% 08/15/2050 (United States of America) | Long | Debt | US | $50K | – | 0.00 |
| US TREASURY N/B 1.375000% 10/31/2028 (United States of America) | Long | Structured note | US | $8M | – | 0.10 |
| US TREASURY N/B 1.375000% 11/15/2040 (United States of America) | Long | Debt | US | $9M | – | 0.12 |
| US TREASURY N/B 1.500000% 08/15/2026 (United States of America) | Long | Structured note | US | $7M | – | 0.09 |
| US TREASURY N/B 1.625000% 11/15/2050 (United States of America) | Long | Debt | US | $899K | – | 0.01 |
| US TREASURY N/B 1.750000% 08/15/2041 (United States of America) | Long | Debt | US | $36M | – | 0.50 |
| US TREASURY N/B 1.750000% 08/15/2041 (United States of America) | Long | Debt | US | $19M | – | 0.27 |
| US TREASURY N/B 1.875000% 02/15/2041 (United States of America) | Long | Debt | US | $19M | – | 0.26 |
| US TREASURY N/B 1.875000% 02/15/2051 (United States of America) | Long | Debt | US | $6M | – | 0.09 |
| US TREASURY N/B 1.875000% 11/15/2051 (United States of America) | Long | Debt | US | $8M | – | 0.12 |
| US TREASURY N/B 2.000000% 02/15/2050 (United States of America) | Long | Debt | US | $6M | – | 0.08 |
| US TREASURY N/B 2.000000% 08/15/2051 (United States of America) | Long | Debt | US | $4M | – | 0.06 |
| US TREASURY N/B 2.000000% 11/15/2041 (United States of America) | Long | Debt | US | $52M | – | 0.72 |
| US TREASURY N/B 2.000000% 11/15/2041 (United States of America) | Long | Debt | US | $20M | – | 0.28 |
| US TREASURY N/B 2.250000% 02/15/2052 (United States of America) | Long | Debt | US | $14M | – | 0.19 |
| US TREASURY N/B 2.250000% 05/15/2041 (United States of America) | Long | Debt | US | $13M | – | 0.18 |
| US TREASURY N/B 2.250000% 08/15/2046 (United States of America) | Long | Debt | US | $3M | – | 0.04 |
| US TREASURY N/B 2.375000% 02/15/2042 (United States of America) | Long | Debt | US | $5M | – | 0.07 |
| US TREASURY N/B 2.375000% 02/15/2042 (United States of America) | Long | Debt | US | $3M | – | 0.04 |
| US TREASURY N/B 2.375000% 03/31/2029 (United States of America) | Long | Structured note | US | $7M | – | 0.09 |
| US TREASURY N/B 2.375000% 05/15/2051 (United States of America) | Long | Debt | US | $9M | – | 0.12 |
| US TREASURY N/B 2.375000% 05/15/2051 (United States of America) | Long | Debt | US | $5M | – | 0.07 |
| US TREASURY N/B 2.625000% 07/31/2029 (United States of America) | Long | Structured note | US | $51M | – | 0.71 |
| US TREASURY N/B 2.750000% 04/30/2027 (United States of America) | Long | Structured note | US | $19M | – | 0.26 |
| US TREASURY N/B 2.750000% 07/31/2027 (United States of America) | Long | Structured note | US | $8M | – | 0.11 |
| US TREASURY N/B 2.875000% 05/15/2049 (United States of America) | Long | Debt | US | $991K | – | 0.01 |
| US TREASURY N/B 2.875000% 05/15/2052 (United States of America) | Long | Debt | US | $14M | – | 0.19 |
| US TREASURY N/B 2.875000% 05/15/2052 (United States of America) | Long | Debt | US | $3M | – | 0.04 |
| US TREASURY N/B 2.875000% 08/15/2045 (United States of America) | Long | Debt | US | $443K | – | 0.01 |
| US TREASURY N/B 3.000000% 02/15/2049 (United States of America) | Long | Debt | US | $5M | – | 0.07 |
| US TREASURY N/B 3.000000% 08/15/2052 (United States of America) | Long | Debt | US | $6M | – | 0.08 |
| US TREASURY N/B 3.125000% 05/15/2048 (United States of America) | Long | Debt | US | $8M | – | 0.11 |
| US TREASURY N/B 3.125000% 08/15/2044 (United States of America) | Long | Debt | US | $474K | – | 0.01 |
| US TREASURY N/B 3.125000% 11/15/2041 (United States of America) | Long | Debt | US | $2M | – | 0.03 |
| US TREASURY N/B 3.250000% 05/15/2042 (United States of America) | Long | Debt | US | $8M | – | 0.11 |
| US TREASURY N/B 3.250000% 05/15/2042 (United States of America) | Long | Debt | US | $123K | – | 0.00 |
| US TREASURY N/B 3.250000% 06/30/2029 (United States of America) | Long | Structured note | US | $13M | – | 0.18 |
| US TREASURY N/B 3.375000% 05/15/2044 (United States of America) | Long | Debt | US | $5M | – | 0.06 |
| US TREASURY N/B 3.375000% 08/15/2042 (United States of America) | Long | Debt | US | $376K | – | 0.01 |
| US TREASURY N/B 3.375000% 11/15/2048 (United States of America) | Long | Debt | US | $1M | – | 0.02 |
| US TREASURY N/B 3.625000% 02/15/2044 (United States of America) | Long | Debt | US | $5M | – | 0.08 |
| US TREASURY N/B 3.625000% 02/15/2053 (United States of America) | Long | Debt | US | $14M | – | 0.20 |
| US TREASURY N/B 3.625000% 02/15/2053 (United States of America) | Long | Debt | US | $3M | – | 0.04 |
| US TREASURY N/B 3.625000% 02/15/2053 (United States of America) | Long | Debt | US | $3M | – | 0.04 |
| US TREASURY N/B 3.625000% 03/31/2030 (United States of America) | Long | Structured note | US | $4M | – | 0.05 |
| US TREASURY N/B 3.625000% 08/15/2043 (United States of America) | Long | Debt | US | $395K | – | 0.01 |
| US TREASURY N/B 3.750000% 12/31/2028 (United States of America) | Long | Structured note | US | $1M | – | 0.01 |
| US TREASURY N/B 3.875000% 02/15/2043 (United States of America) | Long | Debt | US | $7M | – | 0.10 |
| US TREASURY N/B 3.875000% 05/15/2043 (United States of America) | Long | Debt | US | $5M | – | 0.07 |
| US TREASURY N/B 3.875000% 05/15/2043 (United States of America) | Long | Debt | US | $3M | – | 0.05 |
| US TREASURY N/B 3.875000% 11/30/2029 (United States of America) | Long | Structured note | US | $2M | – | 0.02 |
| US TREASURY N/B 3.875000% 12/31/2029 (United States of America) | Long | Structured note | US | $13M | – | 0.18 |
| US TREASURY N/B 4.000000% 01/31/2031 (United States of America) | Long | Structured note | US | $2M | – | 0.02 |
| US TREASURY N/B 4.000000% 02/15/2034 (United States of America) | Long | Structured note | US | $3M | – | 0.04 |
| US TREASURY N/B 4.000000% 02/28/2030 (United States of America) | Long | Structured note | US | $19K | – | 0.00 |
| US TREASURY N/B 4.000000% 11/15/2042 (United States of America) | Long | Debt | US | $1M | – | 0.01 |
| US TREASURY N/B 4.125000% 02/15/2027 (United States of America) | Long | Structured note | US | $13M | – | 0.18 |
| US TREASURY N/B 4.125000% 03/31/2029 (United States of America) | Long | Structured note | US | $88K | – | 0.00 |
| US TREASURY N/B 4.125000% 08/15/2053 (United States of America) | Long | Debt | US | $4M | – | 0.06 |
| US TREASURY N/B 4.125000% 08/31/2030 (United States of America) | Long | Structured note | US | $294K | – | 0.00 |
| US TREASURY N/B 4.250000% 01/31/2026 (United States of America) | Long | Structured note | US | $736K | – | 0.01 |
| US TREASURY N/B 4.250000% 02/15/2054 (United States of America) | Long | Debt | US | $32M | – | 0.45 |
| US TREASURY N/B 4.250000% 02/15/2054 (United States of America) | Long | Debt | US | $22M | – | 0.30 |
| US TREASURY N/B 4.250000% 02/28/2029 (United States of America) | Long | Structured note | US | $1M | – | 0.01 |
| US TREASURY N/B 4.250000% 02/28/2031 (United States of America) | Long | Structured note | US | $3M | – | 0.04 |
| US TREASURY N/B 4.250000% 10/15/2025 (United States of America) | Long | Structured note | US | $25M | – | 0.34 |
| US TREASURY N/B 4.375000% 05/15/2034 (United States of America) | Long | Structured note | US | $124M | – | 1.71 |
| US TREASURY N/B 4.375000% 05/15/2034 (United States of America) | Long | Structured note | US | $12M | – | 0.16 |
| US TREASURY N/B 4.375000% 05/15/2034 (United States of America) | Long | Structured note | US | $11M | – | 0.15 |
| US TREASURY N/B 4.375000% 08/15/2043 (United States of America) | Long | Debt | US | $12M | – | 0.16 |
| US TREASURY N/B 4.375000% 08/15/2043 (United States of America) | Long | Debt | US | $1M | – | 0.02 |
| US TREASURY N/B 4.375000% 11/30/2030 (United States of America) | Long | Structured note | US | $8M | – | 0.11 |
| US TREASURY N/B 4.500000% 02/15/2044 (United States of America) | Long | Debt | US | $91M | – | 1.27 |
| US TREASURY N/B 4.500000% 02/15/2044 (United States of America) | Long | Debt | US | $26M | – | 0.36 |
| US TREASURY N/B 4.500000% 02/15/2044 (United States of America) | Long | Debt | US | $6M | – | 0.08 |
| US TREASURY N/B 4.500000% 02/15/2044 (United States of America) | Long | Debt | US | $825K | – | 0.01 |
| US TREASURY N/B 4.500000% 05/15/2027 (United States of America) | Long | Structured note | US | $80M | – | 1.11 |
| US TREASURY N/B 4.500000% 05/15/2027 (United States of America) | Long | Structured note | US | $9M | – | 0.12 |
| US TREASURY N/B 4.500000% 05/15/2027 (United States of America) | Long | Structured note | US | $5M | – | 0.08 |
| US TREASURY N/B 4.500000% 11/30/2024 (United States of America) | Long | Structured note | US | $108K | – | 0.00 |
| US TREASURY N/B 4.625000% 02/28/2025 (United States of America) | Long | Structured note | US | $599K | – | 0.01 |
| US TREASURY N/B 4.625000% 02/28/2026 (United States of America) | Long | Structured note | US | $15M | – | 0.20 |
| US TREASURY N/B 4.625000% 04/30/2029 (United States of America) | Long | Structured note | US | $166M | – | 2.30 |
| US TREASURY N/B 4.625000% 04/30/2029 (United States of America) | Long | Structured note | US | $30M | – | 0.41 |
| US TREASURY N/B 4.625000% 04/30/2029 (United States of America) | Long | Structured note | US | $27M | – | 0.37 |
| US TREASURY N/B 4.625000% 04/30/2029 (United States of America) | Long | Structured note | US | $1M | – | 0.01 |
| US TREASURY N/B 4.625000% 04/30/2031 (United States of America) | Long | Structured note | US | $10M | – | 0.14 |
| US TREASURY N/B 4.625000% 04/30/2031 (United States of America) | Long | Structured note | US | $224K | – | 0.00 |
| US TREASURY N/B 4.625000% 05/15/2044 (United States of America) | Long | Debt | US | $25M | – | 0.34 |
| US TREASURY N/B 4.625000% 05/15/2044 (United States of America) | Long | Debt | US | $4M | – | 0.06 |
| US TREASURY N/B 4.625000% 05/15/2054 (United States of America) | Long | Debt | US | $83M | – | 1.15 |
| US TREASURY N/B 4.625000% 05/15/2054 (United States of America) | Long | Debt | US | $6M | – | 0.08 |
| US TREASURY N/B 4.625000% 05/15/2054 (United States of America) | Long | Debt | US | $2M | – | 0.02 |
| US TREASURY N/B 4.625000% 09/15/2026 (United States of America) | Long | Structured note | US | $90K | – | 0.00 |
| US TREASURY N/B 4.625000% 09/30/2030 (United States of America) | Long | Structured note | US | $10K | – | 0.00 |
| US TREASURY N/B 4.625000% 11/15/2026 (United States of America) | Long | Structured note | US | $10M | – | 0.13 |
| US TREASURY N/B 4.750000% 07/31/2025 (United States of America) | Long | Structured note | US | $8M | – | 0.12 |
| US TREASURY N/B 4.750000% 07/31/2025 (United States of America) | Long | Structured note | US | $60K | – | 0.00 |
| US TREASURY N/B 4.750000% 11/15/2043 (United States of America) | Long | Debt | US | $13M | – | 0.18 |
| US TREASURY N/B 4.750000% 11/15/2053 (United States of America) | Long | Debt | US | $21M | – | 0.29 |
| US TREASURY N/B 4.875000% 04/30/2026 (United States of America) | Long | Structured note | US | $10M | – | 0.13 |
| US TREASURY N/B 4.875000% 04/30/2026 (United States of America) | Long | Structured note | US | $1M | – | 0.02 |
| US TREASURY N/B 4.875000% 05/31/2026 (United States of America) | Long | Structured note | US | $6M | – | 0.09 |
| US TREASURY N/B 4.875000% 05/31/2026 (United States of America) | Long | Structured note | US | $4M | – | 0.05 |
| US TREASURY N/B 4.875000% 11/30/2025 (United States of America) | Long | Structured note | US | $7M | – | 0.09 |
| US TREASURY N/B 5.000000% 08/31/2025 (United States of America) | Long | Structured note | US | $479K | – | 0.01 |
| US TREASURY N/B 5.000000% 10/31/2025 (United States of America) | Long | Structured note | US | $14M | – | 0.19 |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $16M | – | 0.22 | |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $2M | – | 0.03 | |
| US ULTRA BOND CBT SEP24 FINANCIAL COMMODITY FUTURE. (United States of America) | Derivative-interest rate | US | $-11M | – | -0.15 | |
| VALE OVERSEAS LTD 6.250000% 08/10/2026 (VALE OVERSEAS LIMITED) | Long | Debt | BR | $2M | – | 0.03 |
| VALE OVERSEAS LTD 6.875000% 11/21/2036 (VALE OVERSEAS LIMITED) | Long | Debt | BR | $2M | – | 0.02 |
| VERIDIAN AUTO RECEIVABLES TRUST 2023-1 VCU 2023-1A A3 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| VERIZON COMMUNICATIONS INC 1.750000% 01/20/2031 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $1M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 2.100000% 03/22/2028 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $627K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 2.550000% 03/21/2031 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $1M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 2.625000% 08/15/2026 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $890K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $610K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $482K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 3.000000% 03/22/2027 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $208K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3.150000% 03/22/2030 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $520K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 3.400000% 03/22/2041 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $184K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3.700000% 03/22/2061 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $335K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3.850000% 11/01/2042 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $1M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 4.000000% 03/22/2050 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $867K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.016000% 12/03/2029 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $1M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 4.125000% 03/16/2027 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $321K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 4.329000% 09/21/2028 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $2M | – | 0.03 |
| VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $3M | – | 0.04 |
| VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $101K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 4.500000% 08/10/2033 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $441K | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.862000% 08/21/2046 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $27K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 5.250000% 03/16/2037 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $1M | – | 0.01 |
| VERIZON COMMUNICATIONS INC 5.250000% 03/16/2037 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $69K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 5.500000% 02/23/2054 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $1M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 5.500000% 03/16/2047 (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $100K | – | 0.00 |
| VERIZON MASTER TRUST VZMT 2022-2 A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VERIZON MASTER TRUST VZMT 2022-4 A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| VERIZON MASTER TRUST VZMT 2022-6 A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| VERIZON MASTER TRUST VZMT 2023-1 A | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| VERIZON MASTER TRUST VZMT 2023-1 A | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| VERIZON MASTER TRUST VZMT 2023-2 A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VERIZON MASTER TRUST VZMT 2023-4 A1A | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| VERIZON MASTER TRUST VZMT 2023-6 A | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| VERIZON MASTER TRUST VZMT 2023-7 A1A | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| VERIZON MASTER TRUST VZMT 2024-1 A1A | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| VERIZON MASTER TRUST VZMT 2024-1 A1A | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| VERIZON MASTER TRUST VZMT 2024-2 A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| VERUS SECURITIZATION TRUST 2019-4 VERUS 2019-4 A1 | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2019-INV3 VERUS 2019-INV3 A1 | Long | ABS-mortgage backed security | US | $371K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2020-2 VERUS 2020-2 A1 | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1 | Long | ABS-mortgage backed security | US | $507K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1 | Long | ABS-mortgage backed security | US | $999K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-3 VERUS 2021-3 A1 | Long | ABS-mortgage backed security | US | $796K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A1 | Long | ABS-mortgage backed security | US | $998K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A1 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| VERUS SECURITIZATION TRUST 2021-7 VERUS 2021-7 A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VERUS SECURITIZATION TRUST 2021-8 VERUS 2021-8 A1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1 | Long | ABS-mortgage backed security | US | $411K | – | 0.01 |
| VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1 | Long | ABS-mortgage backed security | US | $488K | – | 0.01 |
| VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.875000% 02/15/2029 (VICI PROPERTIES L.P.) | Long | Debt | US | $528K | – | 0.01 |
| VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.125000% 08/15/2030 (VICI PROPERTIES L.P.) | Long | Debt | US | $63K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.500000% 01/15/2028 (VICI PROPERTIES L.P.) | Long | Debt | US | $355K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.625000% 06/15/2025 (VICI PROPERTIES L.P.) | Long | Debt | US | $138K | – | 0.00 |
| VICI PROPERTIES LP 4.950000% 02/15/2030 (VICI PROPERTIES L.P.) | Long | Debt | US | $287K | – | 0.00 |
| VICI PROPERTIES LP 5.125000% 05/15/2032 (VICI PROPERTIES L.P.) | Long | Debt | US | $719K | – | 0.01 |
| VICI PROPERTIES LP 5.625000% 05/15/2052 (VICI PROPERTIES L.P.) | Long | Debt | US | $56K | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 2.950000% 11/15/2051 (Virginia Electric and Power Company) | Long | Debt | US | $588K | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO 4.650000% 08/15/2043 (Virginia Electric and Power Company) | Long | Debt | US | $1M | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO 5.000000% 01/15/2034 (Virginia Electric and Power Company) | Long | Debt | US | $2M | – | 0.02 |
| VIRGINIA ELECTRIC AND POWER CO 5.000000% 04/01/2033 (Virginia Electric and Power Company) | Long | Debt | US | $2M | – | 0.03 |
| VIRGINIA HOUSING DEVELOPMENT AUTHORITY VHDA 2006-C CTFS (VIRGINIA ST HSG DEV AUTH COMWLTH MTG) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| VIRGINIA POWER FUEL SECURITIZATION LLC 5.088000% 05/01/2027 (VIRGINIA POWER FUEL SECURITIZATION, LLC) | Long | Debt | US | $989K | – | 0.01 |
| VISA INC 4.300000% 12/14/2045 (VISA INC.) | Long | Debt | US | $704K | – | 0.01 |
| VISIO 2020-1R TRUST VISIO 2020-1R A1 (VISIO TRUST) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| VMWARE LLC 1.000000% 08/15/2024 | Long | Debt | US | $2M | – | 0.03 |
| VMWARE LLC 1.400000% 08/15/2026 | Long | Debt | US | $903K | – | 0.01 |
| VNDO TRUST 2016-350P VNDO 2016-350P A (VNDO MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VOLKSWAGEN AUTO LEASE TRUST 2022-A VWALT 2022-A A3 | Long | ABS-mortgage backed security | US | $487K | – | 0.01 |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 VALET 2023-1 A3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| VONTIER CORP 1.800000% 04/01/2026 (VONTIER CORPORATION) | Long | Debt | US | $1M | – | 0.02 |
| VOYA CLO 2017-3 LTD VOYA 2017-3A A1R | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| VOYA CLO 2018-3 LTD VOYA 2018-3A A1R2 | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| WALMART INC 1.500000% 09/22/2028 (WALMART INC.) | Long | Debt | US | $254K | – | 0.00 |
| WALMART INC 1.800000% 09/22/2031 (WALMART INC.) | Long | Debt | US | $164K | – | 0.00 |
| WALT DISNEY CO/THE 3.500000% 05/13/2040 (THE WALT DISNEY COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| WALT DISNEY CO/THE 4.625000% 03/23/2040 (THE WALT DISNEY COMPANY) | Long | Debt | US | $697K | – | 0.01 |
| WALT DISNEY CO/THE 6.200000% 12/15/2034 (THE WALT DISNEY COMPANY) | Long | Debt | US | $287K | – | 0.00 |
| WALT DISNEY CO/THE 6.650000% 11/15/2037 (THE WALT DISNEY COMPANY) | Long | Debt | US | $291K | – | 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 | $27K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR6 A1 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $24K | – | 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 | $26K | – | 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 | $60K | – | 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 | $5K | – | 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 | $98K | – | 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 | $18K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR4 A6 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR7 A6 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR15 A1A1 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR19 A1A1 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR1 1A1B (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $621K | – | 0.01 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR14 1A4 (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR17 1A1B (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR17 2A (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 3.755000% 03/15/2027 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $351K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 4.054000% 03/15/2029 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $460K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 4.279000% 03/15/2032 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $1M | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 4.279000% 03/15/2032 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $1M | – | 0.01 |
| WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $5M | – | 0.06 |
| WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $132K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $6M | – | 0.08 |
| WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052 (WarnerMedia Holdings, Inc.) | Long | Debt | US | $2M | – | 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 | $720K | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICAT WMALT 2005-3 CX (WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT) | Long | Debt | US | $17K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH SERIES: 2003-MS8 CLASS:1P (WASHINGTON MUTUAL MSC MORTGAGE CORP) | Long | Debt | US | $2K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH SERIES: 2003-MS9 CLASS: 2P (WASHINGTON MUTUAL MSC MORTGAGE CORP) | Long | Debt | US | $6K | – | 0.00 |
| WASTE CONNECTIONS INC 5.000000% 03/01/2034 (WASTE CONNECTIONS, INC.) | Long | Debt | US | $798K | – | 0.01 |
| WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PL 3.750000% 09/17/2024 | Long | Debt | FR | $1M | – | 0.02 |
| WELLS FARGO & CO 2.188000% 04/30/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| WELLS FARGO & CO 2.188000% 04/30/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| WELLS FARGO & CO 3.000000% 10/23/2026 (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| WELLS FARGO & CO 5.375000% 11/02/2043 (WELLS FARGO & COMPANY) | Long | Debt | US | $180K | – | 0.00 |
| WELLS FARGO & CO 5.389000% 04/24/2034 (WELLS FARGO & COMPANY) | Long | Debt | US | $920K | – | 0.01 |
| WELLS FARGO & CO 5.606000% 01/15/2044 (WELLS FARGO & COMPANY) | Long | Debt | US | $680K | – | 0.01 |
| WELLS FARGO & CO 6.303000% 10/23/2029 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| WELLS FARGO & CO 6.491000% 10/23/2034 (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.04 |
| WELLS FARGO & CO 7.950000% 11/15/2029 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| WELLS FARGO & CO MTN 2.393000% 06/02/2028 (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| WELLS FARGO & CO MTN 2.572000% 02/11/2031 (WELLS FARGO & COMPANY) | Long | Debt | US | $533K | – | 0.01 |
| WELLS FARGO & CO MTN 2.572000% 02/11/2031 (WELLS FARGO & COMPANY) | Long | Debt | US | $357K | – | 0.00 |
| WELLS FARGO & CO MTN 2.879000% 10/30/2030 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| WELLS FARGO & CO MTN 2.879000% 10/30/2030 (WELLS FARGO & COMPANY) | Long | Debt | US | $511K | – | 0.01 |
| WELLS FARGO & CO MTN 3.196000% 06/17/2027 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| WELLS FARGO & CO MTN 3.350000% 03/02/2033 (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| WELLS FARGO & CO MTN 3.350000% 03/02/2033 (WELLS FARGO & COMPANY) | Long | Debt | US | $328K | – | 0.00 |
| WELLS FARGO & CO MTN 3.526000% 03/24/2028 (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.04 |
| WELLS FARGO & CO MTN 3.584000% 05/22/2028 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| WELLS FARGO & CO MTN 4.150000% 01/24/2029 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| WELLS FARGO & CO MTN 4.300000% 07/22/2027 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| WELLS FARGO & CO MTN 4.400000% 06/14/2046 (WELLS FARGO & COMPANY) | Long | Debt | US | $163K | – | 0.00 |
| WELLS FARGO & CO MTN 4.478000% 04/04/2031 (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.05 |
| WELLS FARGO & CO MTN 4.478000% 04/04/2031 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.02 |
| WELLS FARGO & CO MTN 4.650000% 11/04/2044 (WELLS FARGO & COMPANY) | Long | Debt | US | $429K | – | 0.01 |
| WELLS FARGO & CO MTN 4.750000% 12/07/2046 (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.02 |
| WELLS FARGO & CO MTN 4.750000% 12/07/2046 (WELLS FARGO & COMPANY) | Long | Debt | US | $108K | – | 0.00 |
| WELLS FARGO & CO MTN 4.897000% 07/25/2033 (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.05 |
| WELLS FARGO & CO MTN 4.897000% 07/25/2033 (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| WELLS FARGO & CO MTN 4.900000% 11/17/2045 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| WELLS FARGO & CO MTN 5.013000% 04/04/2051 (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.09 |
| WELLS FARGO & CO MTN 5.198000% 01/23/2030 (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.10 |
| WELLS FARGO & CO MTN 5.557000% 07/25/2034 (WELLS FARGO & COMPANY) | Long | Debt | US | $896K | – | 0.01 |
| WELLS FARGO & CO MTN 5.574000% 07/25/2029 (WELLS FARGO & COMPANY) | Long | Debt | US | $706K | – | 0.01 |
| WELLS FARGO & CO MTN 5.574000% 07/25/2029 (WELLS FARGO & COMPANY) | Long | Debt | US | $684K | – | 0.01 |
| WELLS FARGO & CO MTN 5.707000% 04/22/2028 (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.06 |
| WELLS FARGO & CO VARIABLE RATE 01/15/2027 (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2004-2 A33 (WELLS FARGO HOME EQUITY TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2006-2 M2 (WELLS FARGO HOME EQUITY TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.08 |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR14 T WFMBS 2005-AR14 A1 (WELLS FARGO MORTGAGE BACKED SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| WESTERN MIDSTREAM OPERATING LP 3.100000% 02/01/2025 (WESTERN MIDSTREAM OPERATING, LP) | Long | Debt | US | $323K | – | 0.00 |
| WF CARD ISSUANCE TRUST WFCIT 2024-A1 A | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 WFRBS 2014-C21 B | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 WFRBS 2014-C21 XA | Long | Debt | US | $60.25 | – | 0.00 |
| WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 WFRBS 2014-C22 B | Long | ABS-mortgage backed security | US | $867K | – | 0.01 |
| WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 WFRBS 2014-C23 XA | Long | Debt | US | $77.84 | – | 0.00 |
| WHITEBOX CLO II LTD WBOX 2020-2A A1R (WHITEBOX CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| WHITEBOX CLO III LTD WBOX 2021-3A A1 (WHITEBOX CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| WI TREASURY SEC. 4.500000% 05/31/2029 (United States of America) | Long | Structured note | US | $175M | – | 2.42 |
| WI TREASURY SEC. 4.500000% 05/31/2029 (United States of America) | Long | Structured note | US | $4M | – | 0.06 |
| WILLIAMS COS INC/THE 3.750000% 06/15/2027 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $392K | – | 0.01 |
| WILLIAMS COS INC/THE 4.900000% 01/15/2045 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $394K | – | 0.01 |
| WILLIAMS COS INC/THE 5.100000% 09/15/2045 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $608K | – | 0.01 |
| WILLIAMS COS INC/THE 5.150000% 03/15/2034 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $1M | – | 0.02 |
| WILLIAMS COS INC/THE 5.750000% 06/24/2044 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $392K | – | 0.01 |
| WILLIAMS COS INC/THE 7.500000% 01/15/2031 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $10K | – | 0.00 |
| WILLIAMS COS INC/THE 7.750000% 06/15/2031 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $372K | – | 0.01 |
| WILLIAMS COS INC/THE 8.750000% 03/15/2032 (THE WILLIAMS COMPANIES, INC.) | Long | Debt | US | $2M | – | 0.02 |
| WILLIS NORTH AMERICA INC 5.350000% 05/15/2033 (WILLIS NORTH AMERICA INC.) | Long | Debt | US | $1M | – | 0.01 |
| WISCONSIN ELECTRIC POWER CO 1.700000% 06/15/2028 (WISCONSIN ELECTRIC POWER COMPANY) | Long | Debt | US | $589K | – | 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 | $1M | – | 0.02 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-B WOART 2024-B A3 (WORLD OMNI AUTO RECEIVABLE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2023-A A3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| WORLD OMNI SELECT AUTO TRUST 2023-A WOSAT 2023-A A2A | Long | ABS-mortgage backed security | US | $941K | – | 0.01 |
| WYETH LLC 5.950000% 04/01/2037 | Long | Debt | US | $336K | – | 0.00 |
Address
SEI INSTITUTIONAL INVESTMENTS TRUST
ONE FREEDOM VALLEY DRIVE
OAKS
Pennsylvania
19456
United States of America
Websites
Directors
Christine Reynolds
James B. Taylor
James M. Williams
Nina Lesavoy
Robert A. Nesher
Susan C. Cote
Thomas Melendez
William M. Doran
Transfer Agents
SEI Institutional Transfer Agent, Inc.
Pricing Services
Bloomberg
IHS Markit
Intercontinental Exchange, Inc.
Pricing Direct
S&P
Thomson Reuters Corporation
Custodians
US BANK, N.A.
Shareholder Servicing Agents
SEI Investments Distribution Co.
SEI Private Trust Company
Admins
SEI INVESTMENTS GLOBAL FUNDS SERVICES
Brokers
N/A