Prudential > Advanced Series Trust
AST Core Fixed Income Portfolio
$3.86B
Avg Monthly Net Assets
$4.50B
Total Assets
$595.25M
Total Liabilities
$3.90B
Net Assets
AST Core Fixed Income Portfolio is an Underlying fund in Advanced Series Trust
from Prudential,
based in New Jersey,
United States of America.
The fund has one share class
and monthly net assets of $3.86B.
On August 29th, 2024 it reported 4,212 holdings, the largest
being PGIM Institutional Money Market Fund - D (3.3%), Vanguard Total Bond Market ETF (1.6%) and iShares Core U.S. Aggregate Bond ETF (1.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| AST Core Fixed Income Portfolio | C000053820 |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| (PIPA070) PGIM Core Government Money Market Fund | Long | Short-term investment vehicle | US | $42M | 42M | 1.07 |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $95K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $62K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $36K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $36K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $24K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $443K | – | 0.01 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2M | – | -0.04 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $273K | – | 0.01 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-231K | – | -0.01 | |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $343K | – | 0.01 |
| 2023-MIC Trust/THE (THE 2023-MIC Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| 245 Park Avenue Trust 2017-245P (Park Avenue Trust) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $484K | – | 0.01 |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $43K | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $37K | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-35K | – | -0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $914.12 | – | 0.00 | |
| 5 YEAR U.S. TREASURY NOTE WEEK 4 (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-7.81 | – | -0.00 | |
| AB BSL CLO 4 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $675K | – | 0.02 |
| Abbott Laboratories | Long | Debt | US | $253K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $3M | – | 0.08 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $878K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $733K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $621K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $593K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $467K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $330K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $302K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $289K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $92K | – | 0.00 |
| ABN AMRO Bank NV | Long | Debt | NL | $228K | – | 0.01 |
| ACE Securities Corp Home Equity Loan Trust Series 2004-IN1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Adobe Inc | Long | Debt | US | $1M | – | 0.03 |
| AEP Texas Inc | Long | Debt | US | $4M | – | 0.11 |
| AEP Texas Inc | Long | Debt | US | $519K | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $63K | – | 0.00 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.03 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $781K | – | 0.02 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $752K | – | 0.02 |
| Aetna Inc | Long | Debt | US | $501K | – | 0.01 |
| Aetna Inc | Long | Debt | US | $236K | – | 0.01 |
| Affirm Asset Securitization Trust 2023-A (Affirm Inc) | Long | ABS-other | US | $2M | – | 0.04 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $2M | – | 0.06 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $1M | – | 0.03 |
| AGCO Corp | Long | Debt | US | $326K | – | 0.01 |
| AGCO Corp | Long | Debt | US | $209K | – | 0.01 |
| AGL Core CLO 4 LTD (AGL Core 4 CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| AIB Group PLC | Long | Debt | IE | $199K | – | 0.01 |
| Air Lease Corp | Long | Debt | US | $266K | – | 0.01 |
| Air Lease Corp | Long | Debt | US | $259K | – | 0.01 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Aker BP ASA | Long | Debt | NO | $3M | – | 0.09 |
| Aker BP ASA | Long | Debt | NO | $544K | – | 0.01 |
| Alabama Economic Settlement Authority (ALABAMA ECON SETTLEMENT AUTH B) | Long | Debt | US | $130K | – | 0.00 |
| Alabama Power Co | Long | Debt | US | $328K | – | 0.01 |
| Alabama Power Co | Long | Debt | US | $143K | – | 0.00 |
| Alcon Finance Corp | Long | Debt | US | $471K | – | 0.01 |
| Alcon Finance Corp | Long | Debt | US | $354K | – | 0.01 |
| Ali Group North America Corp | Long | Loan | US | $320K | – | 0.01 |
| Aligned Data Centers Issuer LLC (Aligned Data Centers Issuers L) | Long | ABS-other | US | $2M | – | 0.06 |
| Allegro CLO II-S Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $19K | – | 0.00 |
| Allegro CLO VIII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $795K | – | 0.02 |
| Alphabet Inc | Long | Debt | US | $293K | – | 0.01 |
| ALTERRA MOUNTAIN CO (ALTERRA MOUNTAIN COMPANY) | Long | Loan | US | $512K | – | 0.01 |
| Altice Financing SA | Long | Debt | LU | $145K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $5M | – | 0.12 |
| Altria Group Inc | Long | Debt | US | $1M | – | 0.03 |
| Altria Group Inc | Long | Debt | US | $368K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $214K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $200K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $155K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $48K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $10K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $818K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $442K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $436K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $250K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $201K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $191K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $184K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $146K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $121K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $48K | – | 0.00 |
| American Airlines 2015-2 Class AA Pass Through Trust (AMER AIRLN 15-2 AA PTT) | Long | Debt | US | $107K | – | 0.00 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $103K | – | 0.00 |
| American Airlines 2016-2 Class AA Pass Through Trust (AMER AIRLINE 16-2 AA PTT) | Long | Debt | US | $177K | – | 0.00 |
| American Airlines Inc | Long | Debt | US | $301K | – | 0.01 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | $420K | – | 0.01 | |
| American Credit Acceptance Receivables Trust 2023-3 | Long | ABS-other | US | $1M | – | 0.03 |
| American Electric Power Co Inc | Long | Debt | US | $3M | – | 0.07 |
| American Express Co | Long | Debt | US | $3M | – | 0.07 |
| American Express Co | Long | Debt | US | $454K | – | 0.01 |
| American Express Co | Long | Debt | US | $405K | – | 0.01 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $5M | – | 0.12 |
| American Tower Corp | Long | Debt | US | $613K | – | 0.02 |
| American Transmission Systems Inc | Long | Debt | US | $432K | – | 0.01 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.05 |
| Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1 | Long | ABS-other | US | $26K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $4M | – | 0.09 |
| Amgen Inc | Long | Debt | US | $936K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $797K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $428K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $125K | – | 0.00 |
| AMMC CLO 21 LTD (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $104K | – | 0.00 |
| AmWINS Group Inc | Long | Loan | US | $425K | – | 0.01 |
| Anchorage Capital CLO 7 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.13 |
| Anchorage Capital Europe CLO 2021-4 DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.05 |
| Angel Oak Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Angel Oak Mortgage Trust 2020-6 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Angel Oak Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Anglo American Capital PLC | Long | Debt | GB | $1M | – | 0.03 |
| Anglo American Capital PLC | Long | Debt | GB | $658K | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $235K | – | 0.01 |
| Anglo American Capital PLC | Long | Debt | GB | $199K | – | 0.01 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $1M | – | 0.04 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $1M | – | 0.03 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $749K | – | 0.02 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $199K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $191K | – | 0.00 |
| Aon Corp | Long | Debt | US | $842K | – | 0.02 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $502K | – | 0.01 |
| Aon North America Inc | Long | Debt | US | $3M | – | 0.07 |
| Apache Corp | Long | Debt | US | $445K | – | 0.01 |
| Apache Corp | Long | Debt | US | $232K | – | 0.01 |
| API GROUP DE INC | Long | Loan | US | $211K | – | 0.01 |
| Apidos CLO XII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $654K | – | 0.02 |
| Apidos CLO XV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $383K | – | 0.01 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $4M | – | 0.10 |
| ArcelorMittal SA | Long | Debt | LU | $241K | – | 0.01 |
| Archer-Daniels-Midland Co | Long | Debt | US | $530K | – | 0.01 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Long | Debt | $271K | – | 0.01 | |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Long | Debt | $196K | – | 0.01 | |
| Ares European CLO XI DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.15 |
| Ares Loan Funding IV Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.03 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10 (Argent Securities Inc.) | Long | ABS-other | US | $62K | – | 0.00 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $560K | – | 0.01 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $250K | – | 0.01 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $86K | – | 0.00 |
| ARI Fleet Lease Trust 2023-A | Long | ABS-other | US | $2M | – | 0.05 |
| ARI Fleet Lease Trust 2024-A | Long | ABS-other | US | $996K | – | 0.03 |
| Arizona Public Service Co | Long | Debt | US | $615K | – | 0.02 |
| Arizona Public Service Co | Long | Debt | US | $446K | – | 0.01 |
| ARZ Trust 2024-BILT (Arizona Biltmore Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ascension Health | Long | Debt | US | $405K | – | 0.01 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $134K | – | 0.00 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $35K | – | 0.00 |
| Ascot Group Ltd | Long | Debt | BM | $321K | – | 0.01 |
| Ashtead Capital Inc | Long | Debt | US | $621K | – | 0.02 |
| Asurion LLC | Long | Loan | US | $772K | – | 0.02 |
| Asurion LLC | Long | Loan | US | $509K | – | 0.01 |
| Asurion LLC | Long | Loan | US | $452K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.08 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.08 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.06 |
| AT&T Inc | Long | Debt | US | $709K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $600K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $483K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $267K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $220K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $215K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $200K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $177K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $106K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $81K | – | 0.00 |
| AthenaHealth Group Inc | Long | Loan | US | $619K | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $3M | – | 0.07 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.05 |
| Athene Holding Ltd | Long | Debt | US | $2M | – | 0.05 |
| Atmos Energy Corp | Long | Debt | US | $2M | – | 0.04 |
| AUD CALL VERSUS USD PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| AUD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $302K | – | 0.01 | |
| AUDUSD CRNCY (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| AutoZone Inc | Long | Debt | US | $2M | – | 0.04 |
| AutoZone Inc | Long | Debt | US | $925K | – | 0.02 |
| Auxilior Term Funding 2024-1 LLC (Auxilior Term Funding LLC) | Long | ABS-other | US | $1M | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $5M | – | 0.13 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $5M | – | 0.12 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $5M | – | 0.12 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $4M | – | 0.11 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $796K | – | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $273K | – | 0.01 |
| Bacardi Ltd / Bacardi-Martini BV (BACARDI LTD / MARTINI BV) | Long | Debt | $188K | – | 0.00 | |
| BAE Systems PLC | Long | Debt | GB | $1M | – | 0.03 |
| Bahamas Government International Bond (COMMONWEALTH OF BAHAMAS) | Long | Debt | BS | $380K | – | 0.01 |
| Bain Capital Credit CLO 2019-2 (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.11 |
| Bain Capital Credit CLO 2023-4 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.09 |
| Ball Corp | Long | Debt | US | $486K | – | 0.01 |
| Ball Corp | Long | Debt | US | $327K | – | 0.01 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.03 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $378K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| Banco Santander SA | Long | Debt | ES | $974K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $792K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $193K | – | 0.00 |
| BANK 2018-BNK11 | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| BANK 2018-BNK14 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BANK 2019-BNK16 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BANK 2019-BNK18 | Long | ABS-mortgage backed security | US | $971K | – | 0.02 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BANK 2019-BNK23 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BANK 2019-BNK24 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BANK 2020-BNK26 | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| BANK 2020-BNK30 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BANK 2022-BNK39 | Long | ABS-mortgage backed security | US | $525K | – | 0.01 |
| BANK 2022-BNK40 | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| BANK 2022-BNK44 | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| BANK 2023-BNK45 | Long | ABS-mortgage backed security | US | $612K | – | 0.02 |
| BANK 2023-BNK45 | Long | ABS-mortgage backed security | US | $354K | – | 0.01 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $536K | – | 0.01 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $366K | – | 0.01 |
| BANK 2024-BNK47 | Long | ABS-mortgage backed security | US | $8M | – | 0.20 |
| BANK 2024-BNK47 | Long | ABS-mortgage backed security | US | $689K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $9M | – | 0.23 |
| Bank of America Corp | Long | Debt | US | $8M | – | 0.20 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $946K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $886K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $879K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $814K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $752K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $432K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $402K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $364K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $325K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $268K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $268K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $203K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $129K | – | 0.00 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 (Banc of America Commercial Mor) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Bank of Montreal | Long | Debt | CA | $3M | – | 0.08 |
| Bank of Montreal | Long | Debt | CA | $1M | – | 0.03 |
| Bank of Montreal | Long | Debt | CA | $594K | – | 0.02 |
| Bank of Montreal | Long | Debt | CA | $214K | – | 0.01 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $1M | – | 0.03 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $997K | – | 0.03 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $760K | – | 0.02 |
| Bank of New Zealand | Long | Debt | NZ | $3M | – | 0.08 |
| Bank of Nova Scotia/The | Long | Debt | CA | $4M | – | 0.11 |
| Bank of Nova Scotia/The | Long | Debt | CA | $259K | – | 0.01 |
| Bank of Nova Scotia/The | Long | Debt | CA | $243K | – | 0.01 |
| BANK5 2023-5YR4 | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| BANK5 2024-5YR7 | Long | ABS-mortgage backed security | US | $979K | – | 0.03 |
| BANK5 Trust 2024-5YR6 | Long | ABS-mortgage backed security | US | $763K | – | 0.02 |
| Barclays Commercial Mortgage Trust 2019-C3 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Barclays Commercial Mortgage Trust 2019-C4 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $6M | – | 0.17 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $973K | – | 0.02 |
| Barclays PLC | Long | Debt | GB | $433K | – | 0.01 |
| Barclays PLC | Long | Debt | GB | $297K | – | 0.01 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $370K | – | 0.01 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $143K | – | 0.00 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $996K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $690K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $227K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $112K | – | 0.00 |
| Battalion Clo 17 Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.21 |
| Battalion CLO VIII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $590K | – | 0.02 |
| Battalion CLO XII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $904K | – | 0.02 |
| Battalion CLO XXV Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| Bausch Health Cos Inc | Long | Debt | CA | $1M | – | 0.03 |
| Bay Area Toll Authority (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $1M | – | 0.03 |
| Bay Area Toll Authority (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $1M | – | 0.03 |
| Bayer Corp/NJ | Long | Debt | US | $615K | – | 0.02 |
| Bayer US Finance II LLC | Long | Debt | US | $2M | – | 0.05 |
| Bayer US Finance LLC | Long | Debt | US | $676K | – | 0.02 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $6M | – | 0.16 |
| BBCMS Mortgage Trust 2023-C19 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| BBCMS Mortgage Trust 2024-C24 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $862K | – | 0.02 |
| BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $929K | – | 0.02 |
| BBCMS Trust 2021-C10 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Bear Stearns ALT-A Trust 2004-11 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Bear Stearns Asset Backed Securities Trust 2003-2 | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $102K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $52K | – | 0.00 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $646K | – | 0.02 |
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.20 |
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Benchmark 2020-B19 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Benchmark 2021-B27 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Benchmark 2021-B27 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Benchmark 2021-B28 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Benchmark 2023-B38 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $457K | – | 0.01 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $794K | – | 0.02 |
| Benchmark 2023-B40 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $357K | – | 0.01 |
| Benchmark 2023-V3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| Benchmark 2024-V7 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $473K | – | 0.01 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $3M | – | 0.08 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $1M | – | 0.03 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $826K | – | 0.02 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $359K | – | 0.01 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $193K | – | 0.00 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $1M | – | 0.03 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $1M | – | 0.03 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $203K | – | 0.01 |
| Birch Grove CLO 4 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Birch Grove CLO 5 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $342K | – | 0.01 |
| Birch Grove CLO 7 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $675K | – | 0.02 |
| BLP Commercial Mortgage Trust 2023-IND | Long | ABS-mortgage backed security | US | $409K | – | 0.01 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $195K | – | 0.01 |
| BlueMountain CLO 2013-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $364K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $807K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $800K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $717K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $564K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $507K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $499K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $455K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $384K | – | 0.01 |
| BNPP AM Euro CLO 2018 DAC (BNPP IP Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.09 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $629K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $612K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $598K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $555K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $543K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $343K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $339K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $247K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $135K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $109K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $47K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $44K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $36K | – | 0.00 |
| BOF VII AL Funding Trust I (BOF URSA FUNDING) | Long | ABS-other | US | $1M | – | 0.03 |
| BOF VII AL Funding Trust I (BOF URSA FUNDING) | Long | ABS-other | US | $389K | – | 0.01 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $209K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $1M | – | 0.03 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $834K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $825K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $798K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $574K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $359K | – | 0.01 |
| BP Capital Markets PLC | Long | Debt | GB | $361K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $4M | – | 0.09 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.07 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $493K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $217K | – | 0.01 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $540K | – | 0.01 |
| Bravo Mortgage Asset Trust | Long | ABS-other | US | $3M | – | 0.09 |
| BRAVO Residential Funding Trust 2022-NQM2 | Long | ABS-mortgage backed security | US | $855K | – | 0.02 |
| BRAVO Residential Funding Trust 2023-RPL1 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| BRAVO Residential Funding Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $979K | – | 0.03 |
| Brazil Minas SPE via State of Minas Gerais (STATE OF MINAS GERAIS) | Long | Debt | KY | $380K | – | 0.01 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $909K | – | 0.02 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $669K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $991K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $482K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $261K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $147K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $35K | – | 0.00 |
| Brixmor Operating Partnership LP | Long | Debt | US | $5M | – | 0.14 |
| BRL/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| BRL/USD FORWARD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-71K | – | -0.00 | |
| BRL/USD FORWARD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-73K | – | -0.00 | |
| Broadcom Inc | Long | Debt | US | $881K | – | 0.02 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $344K | – | 0.01 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $177K | – | 0.00 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $3M | – | 0.08 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $3M | – | 0.07 |
| Brown Group Holding LLC | Long | Loan | US | $1M | – | 0.04 |
| BX Commercial Mortgage Trust 2020-VKNG (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $750K | – | 0.02 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $591K | – | 0.02 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| BX Trust 2022-CLS | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $914K | – | 0.02 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CAD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| CAD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| CAD/USD FORWARD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CAESARS ENTERTAIN INC (CAESARS ENTERTAINMENT INC) | Long | Loan | US | $939K | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $623K | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $80K | – | 0.00 |
| CAESARS ENTERTAINMENT INC (CAESARS ENTERTAIN INC) | Long | Loan | US | $57K | – | 0.00 |
| CaixaBank SA | Long | Debt | ES | $516K | – | 0.01 |
| Calpine Corp | Long | Debt | US | $1M | – | 0.03 |
| Calpine Corp | Long | Debt | US | $397K | – | 0.01 |
| Calpine Corp | Long | Debt | US | $56K | – | 0.00 |
| Calpine Corp | Long | Debt | US | $36K | – | 0.00 |
| Cameron International Corp | Long | Debt | US | $800K | – | 0.02 |
| Cameron LNG LLC | Long | Debt | US | $456K | – | 0.01 |
| Cameron LNG LLC | Long | Debt | US | $184K | – | 0.00 |
| Capital One Financial Corp | Long | Debt | US | $3M | – | 0.07 |
| Capital One Financial Corp | Long | Debt | US | $2M | – | 0.05 |
| Capital One Financial Corp | Long | Debt | US | $1M | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $1M | – | 0.03 |
| Capital One Financial Corp | Long | Debt | US | $1M | – | 0.03 |
| Capital One Financial Corp | Long | Debt | US | $757K | – | 0.02 |
| Cargill Inc | Long | Debt | US | $2M | – | 0.05 |
| Cargill Inc | Long | Debt | US | $672K | – | 0.02 |
| Cargill Inc | Long | Debt | US | $229K | – | 0.01 |
| Carlyle Euro CLO 2021-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.10 |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $394K | – | 0.01 |
| Carlyle US CLO 2024-2 Ltd (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Carrier Global Corp | Long | Debt | US | $53K | – | 0.00 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $1M | – | 0.04 |
| Cathedral Lake VII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.18 |
| CBAM 2019-11R Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| CBAM 2020-12 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $1M | – | 0.03 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $516K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $333K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $328K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $274K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $248K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $169K | – | 0.00 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $56K | – | 0.00 |
| CD 2017-CD3 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $547K | – | 0.01 |
| CD 2017-CD5 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| CD 2019-CD8 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| CDS APACHE CORP (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $20K | – | 0.00 | |
| CDS APACHE CORP (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-38.15 | – | -0.00 | |
| CDS CDX.NA.HY.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $308K | – | 0.01 | |
| CDS CDX.NA.IG.42 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $30K | – | 0.00 | |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-947K | – | -0.02 | |
| CDS REPUBLIC OF ITALY (BARCLAYS BANK PLC) | Derivative-credit | GB | $-39K | – | -0.00 | |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $3M | – | 0.08 |
| Celanese US Holdings LLC | Long | Debt | US | $2M | – | 0.05 |
| Celanese US Holdings LLC | Long | Debt | US | $1M | – | 0.03 |
| Celanese US Holdings LLC | Long | Debt | US | $879K | – | 0.02 |
| Cenovus Energy Inc | Long | Debt | CA | $3M | – | 0.09 |
| Cenovus Energy Inc | Long | Debt | CA | $859K | – | 0.02 |
| Cenovus Energy Inc | Long | Debt | CA | $102K | – | 0.00 |
| Cenovus Energy Inc | Long | Debt | CA | $57K | – | 0.00 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $287K | – | 0.01 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $224K | – | 0.01 |
| CenterPoint Energy Inc | Long | Debt | US | $1M | – | 0.04 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $256K | – | 0.01 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $858K | – | 0.02 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $583K | – | 0.01 |
| CF Hippolyta Issuer LLC | Long | ABS-other | US | $358K | – | 0.01 |
| CFCRE Commercial Mortgage Trust 2016-C3 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| CFCRE Commercial Mortgage Trust 2016-C6 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| CFCRE Commercial Mortgage Trust 2016-C7 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Charles Schwab Corp/The | Long | Debt | US | $890K | – | 0.02 |
| Charles Schwab Corp/The | Long | Debt | US | $187K | – | 0.00 |
| CHARTER COMMUNICATIONS OPER | Long | Loan | US | $203K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.09 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1000K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $876K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $797K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $763K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $665K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $626K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $402K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $373K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $334K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $253K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $233K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $185K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $162K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $139K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $129K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $68K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $63K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $24K | – | 0.00 |
| Chase Home Lending Mortgage Trust 2023-RPL1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Chase Home Lending Mortgage Trust Series 2024-RPL3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $437K | – | 0.01 |
| Cheniere Energy Inc | Long | Debt | US | $961K | – | 0.02 |
| Cheniere Energy Partners LP | Long | Debt | US | $904K | – | 0.02 |
| Cheniere Energy Partners LP | Long | Debt | US | $686K | – | 0.02 |
| Cheniere Energy Partners LP | Long | Debt | US | $191K | – | 0.00 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $2M | – | 0.05 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $968K | – | 0.02 |
| CHF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| CHF/USD FORWARD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| CHF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-23K | – | -0.00 | |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $1M | – | 0.03 |
| Chubb INA Holdings LLC | Long | Debt | US | $129K | – | 0.00 |
| CIFC Funding 2018-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| CIFC Funding 2020-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $311K | – | 0.01 |
| CIFC Funding 2021-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| CIFC Funding 2024-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Cigna Group/The | Long | Debt | US | $3M | – | 0.09 |
| Cigna Group/The | Long | Debt | US | $3M | – | 0.06 |
| Cigna Group/The | Long | Debt | US | $966K | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $703K | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $196K | – | 0.01 |
| CIM TRUST 2022-R3 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Cisco Systems Inc | Long | Debt | US | $1M | – | 0.03 |
| Cisco Systems Inc | Long | Debt | US | $691K | – | 0.02 |
| CITADEL SECURITIES LP | Long | Loan | US | $60K | – | 0.00 |
| Citibank Credit Card Issuance Trust | Long | ABS-other | US | $710K | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2015-GC31 | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Citigroup Commercial Mortgage Trust 2015-P1 | Long | ABS-mortgage backed security | US | $793K | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $960K | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2019-GC41 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2019-GC41 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2019-GC43 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Citigroup Commercial Mortgage Trust 2019-GC43 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $940K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $904K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $760K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $571K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $557K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $551K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $540K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $510K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $482K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $441K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $404K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $400K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $252K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $221K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $187K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $165K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $113K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $110K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2011-12 | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $595K | – | 0.02 |
| Citizens Auto Receivables Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.03 |
| Citizens Financial Group Inc | Long | Debt | US | $1M | – | 0.03 |
| Citizens Financial Group Inc | Long | Debt | US | $662K | – | 0.02 |
| City of San Antonio TX Electric & Gas Systems Revenue (SAN ANTONIO TX ELEC & GAS REVE) | Long | Debt | US | $312K | – | 0.01 |
| City of San Antonio TX Electric & Gas Systems Revenue (SAN ANTONIO TX ELEC & GAS REVE) | Long | Debt | US | $248K | – | 0.01 |
| CLARIOS GLOBAL LP | Long | Loan | CA | $230K | – | 0.01 |
| Cleco Corporate Holdings LLC | Long | Debt | US | $618K | – | 0.02 |
| Cloudera Inc | Long | Loan | US | $270K | – | 0.01 |
| Clover CLO 2019-2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| CNH Equipment Trust 2023-A | Long | ABS-other | US | $706K | – | 0.02 |
| Coca-Cola Co/The | Long | Debt | US | $14K | – | 0.00 |
| College Ave Student Loans 2021-A LLC | Long | ABS-other | US | $46K | – | 0.00 |
| College Ave Student Loans 2021-C LLC | Long | ABS-other | US | $90K | – | 0.00 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $499K | – | 0.01 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $433K | – | 0.01 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $422K | – | 0.01 |
| COLT 2021-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| COLT 2021-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| COLT 2021-4 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| COLT 2021-5 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| COLT 2022-4 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $614K | – | 0.02 |
| COLT 2022-5 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $736K | – | 0.02 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $708K | – | 0.02 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $3M | – | 0.07 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $2M | – | 0.05 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $769K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.05 |
| Comcast Corp | Long | Debt | US | $1M | – | 0.04 |
| Comcast Corp | Long | Debt | US | $1M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $1M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $827K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $623K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $594K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $578K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $504K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $372K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $313K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $273K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $214K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $211K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $200K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $92K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $85K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $81K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $80K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $68K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $64K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $45K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $39K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $26K | – | 0.00 |
| COMM 2014-CCRE17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $20.65 | – | 0.00 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COMM 2014-CCRE21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $603K | – | 0.02 |
| COMM 2014-UBS6 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| COMM 2015-3BP Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| COMM 2015-CCRE22 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $941K | – | 0.02 |
| COMM 2015-CCRE25 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COMM 2015-CCRE26 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| COMM 2015-LC23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| COMM 2015-LC23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| COMM 2016-COR1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| COMM 2018-COR3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| COMM 2019-GC44 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.26 |
| Commercial Equipment Finance 2024-1 LLC | Long | ABS-other | US | $2M | – | 0.05 |
| CommonSpirit Health | Long | Debt | US | $4M | – | 0.09 |
| CommonSpirit Health | Long | Debt | US | $3M | – | 0.08 |
| CommonSpirit Health | Long | Debt | US | $1M | – | 0.03 |
| CommonSpirit Health | Long | Debt | US | $180K | – | 0.00 |
| Commonwealth of Massachusetts (MASSACHUSETTS ST SPL OBLG REVE) | Long | Debt | US | $2M | – | 0.05 |
| Conagra Brands Inc | Long | Debt | US | $2M | – | 0.05 |
| Conagra Brands Inc | Long | Debt | US | $2M | – | 0.05 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Connecticut Avenue Securities Trust 2024-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $708K | – | 0.02 |
| Connecticut Avenue Securities Trust 2024-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $768K | – | 0.02 |
| Connecticut Avenue Securities Trust 2024-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $862K | – | 0.02 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $323K | – | 0.01 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $307K | – | 0.01 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $167K | – | 0.00 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $139K | – | 0.00 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $92K | – | 0.00 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $892K | – | 0.02 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $539K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $337K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $274K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $178K | – | 0.00 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $118K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $2M | – | 0.04 |
| Constellation Software Inc/Canada | Long | Debt | CA | $744K | – | 0.02 |
| Continental Airlines 2012-2 Class A Pass Through Trust (CONTL AIRLINES 2012-2 A) | Long | Debt | US | $123K | – | 0.00 |
| Continental Resources Inc/OK | Long | Debt | US | $1M | – | 0.03 |
| Continental Resources Inc/OK | Long | Debt | US | $468K | – | 0.01 |
| Continental Resources Inc/OK | Long | Debt | US | $320K | – | 0.01 |
| Continental Resources Inc/OK | Long | Debt | US | $109K | – | 0.00 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $1M | – | 0.03 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $611K | – | 0.02 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $274K | – | 0.01 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $753K | – | 0.02 |
| Corebridge Financial Inc | Long | Debt | US | $2M | – | 0.06 |
| Corebridge Financial Inc | Long | Debt | US | $2M | – | 0.04 |
| Corebridge Financial Inc | Long | Debt | US | $464K | – | 0.01 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $2M | – | 0.04 |
| Corevest American Finance 2019-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $475K | – | 0.01 |
| CoreVest American Finance 2020-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $930K | – | 0.02 |
| Corp Andina de Fomento | Long | Debt | $1M | – | 0.03 | |
| Costco Wholesale Corp | Long | Debt | US | $974K | – | 0.02 |
| Coterra Energy Inc | Long | Debt | US | $983K | – | 0.03 |
| Coterra Energy Inc | Long | Debt | US | $567K | – | 0.01 |
| COTIVITI INC | Long | Loan | US | $1M | – | 0.03 |
| Cox Communications Inc | Long | Debt | US | $2M | – | 0.06 |
| Cox Communications Inc | Long | Debt | US | $2M | – | 0.05 |
| Cox Communications Inc | Long | Debt | US | $622K | – | 0.02 |
| CPPIB Capital Inc | Long | Debt | CA | $2M | – | 0.04 |
| CPS Auto Receivables Trust 2023-B (CPS Auto Trust) | Long | ABS-other | US | $2M | – | 0.05 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.04 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $559K | – | 0.01 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $3K | – | 0.00 |
| Crown Americas LLC / Crown Americas Capital Corp VI (CROWN AMER/CAP CORP VI) | Long | Debt | US | $246K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.06 |
| Crown Castle Inc | Long | Debt | US | $1M | – | 0.04 |
| Crown Castle Inc | Long | Debt | US | $842K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $466K | – | 0.01 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| CSAIL 2017-CX10 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CSAIL 2018-CX12 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CSAIL 2018-CX12 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $1M | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $125K | – | 0.00 |
| CSL Finance PLC | Long | Debt | GB | $703K | – | 0.02 |
| CSL Finance PLC | Long | Debt | GB | $368K | – | 0.01 |
| CSMC 2017-TIME (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| CSMC 2020-RPL5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CSMC 2021-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CSMC 2021-NQM3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $647K | – | 0.02 |
| CSMC 2022-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $858K | – | 0.02 |
| CSMC Series 2022-7R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CSMC Trust 2018-J1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Curators of the University of Missouri/The (CURATORS OF THE UNIV OF MISSOU) | Long | Debt | US | $90K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $1M | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $940K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $695K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $532K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $419K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $412K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $383K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $336K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $172K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $150K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $136K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $101K | – | 0.00 |
| CVS Pass-Through Trust | Long | Debt | US | $184K | – | 0.00 |
| CVS Pass-Through Trust | Long | Debt | US | $173K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2004-BC4 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $19K | – | 0.00 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $5M | – | 0.12 |
| Dallas Fort Worth International Airport (DALLAS-FORT WORTH TX INTERNATI) | Long | Debt | US | $264K | – | 0.01 |
| Dana Financing Luxembourg Sarl (DANA FINANCING LUX SARL) | Long | Debt | LU | $51K | – | 0.00 |
| Dana Inc | Long | Debt | US | $538K | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $1M | – | 0.03 |
| Danske Bank A/S | Long | Debt | DK | $670K | – | 0.02 |
| Danske Bank A/S | Long | Debt | DK | $201K | – | 0.01 |
| DaVita Inc | Long | Debt | US | $1M | – | 0.03 |
| DB Master Finance LLC | Long | ABS-other | US | $5M | – | 0.13 |
| DB Master Finance LLC | Long | ABS-other | US | $2M | – | 0.05 |
| DB Master Finance LLC | Long | ABS-other | US | $2M | – | 0.04 |
| DBGS 2018-C1 Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $981K | – | 0.03 |
| Dcert Buyer Inc | Long | Loan | US | $977K | – | 0.03 |
| DCP Midstream Operating LP | Long | Debt | US | $220K | – | 0.01 |
| Deephaven Residential Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Deephaven Residential Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Deere & Co (DEERE & COMPANY) | Long | Debt | US | $106K | – | 0.00 |
| Deerfield Dakota Holding LLC | Long | Loan | US | $499K | – | 0.01 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $1M | – | 0.03 | |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $629K | – | 0.02 | |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.04 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $762K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $743K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $711K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $695K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $541K | – | 0.01 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $503K | – | 0.01 |
| Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1 (Deutsche Mortgage Securities,) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $471K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $260K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $223K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $139K | – | 0.00 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $121K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $1M | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $836K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $714K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $231K | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $193K | – | 0.00 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $450K | – | 0.01 |
| Discovery Communications LLC | Long | Debt | US | $161K | – | 0.00 |
| DISH DBS Corp | Long | Debt | US | $942K | – | 0.02 |
| DISH DBS Corp | Long | Debt | US | $261K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $197K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $65K | – | 0.00 |
| DISH DBS Corp | Long | Debt | US | $34K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $392K | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $326K | – | 0.01 |
| Dominion Energy Inc | Long | Debt | US | $2M | – | 0.05 |
| Dominion Energy Inc | Long | Debt | US | $1M | – | 0.03 |
| Dominion Energy Inc | Long | Debt | US | $643K | – | 0.02 |
| Dominion Energy Inc | Long | Debt | US | $78K | – | 0.00 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $3M | – | 0.08 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $3M | – | 0.07 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $2M | – | 0.05 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $2M | – | 0.04 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $737K | – | 0.02 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $525K | – | 0.01 |
| Dreyfus Government Cash Management | Long | Short-term investment vehicle | US | $23M | 23M | 0.59 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $1M | – | 0.03 |
| DTP Commercial Mortgage Trust 2023-STE2 | Long | ABS-mortgage backed security | US | $770K | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $141K | – | 0.00 |
| Duke Energy Carolinas LLC | Long | Debt | US | $118K | – | 0.00 |
| Duke Energy Carolinas LLC | Long | Debt | US | $109K | – | 0.00 |
| Duke Energy Corp | Long | Debt | US | $4M | – | 0.10 |
| Duke Energy Corp | Long | Debt | US | $1M | – | 0.03 |
| Duke Energy Corp | Long | Debt | US | $1M | – | 0.03 |
| Duke Energy Corp | Long | Debt | US | $683K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $447K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $426K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $379K | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $1M | – | 0.03 |
| Duke Energy Ohio Inc | Long | Debt | US | $607K | – | 0.02 |
| Duke Energy Ohio Inc | Long | Debt | US | $223K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $310K | – | 0.01 |
| Eagle RE 2021-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| Eastern Gas Transmission & Storage Inc | Long | Debt | US | $40K | – | 0.00 |
| Eaton Corp | Long | Debt | US | $134K | – | 0.00 |
| Ecopetrol SA | Long | Debt | CO | $2M | – | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $846K | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $389K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $384K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $364K | – | 0.01 |
| Edison International | Long | Debt | US | $1M | – | 0.04 |
| Edison International | Long | Debt | US | $455K | – | 0.01 |
| Edison International | Long | Debt | US | $392K | – | 0.01 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $1M | – | 0.04 |
| Elevance Health Inc | Long | Debt | US | $2M | – | 0.05 |
| Elevance Health Inc | Long | Debt | US | $260K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $176K | – | 0.00 |
| Elevation CLO 2017-6 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $30K | – | 0.00 |
| Elevation CLO 2018-9 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| Elevation Clo 2021-13 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $647K | – | 0.02 |
| Eli Lilly & Co | Long | Debt | US | $515K | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $67K | – | 0.00 |
| Elmwood CLO 19 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| Elmwood CLO 23 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Elmwood CLO I Ltd (Elmwood CLO I Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $631K | – | 0.02 |
| Embraer Netherlands Finance BV | Long | Debt | NL | $206K | – | 0.01 |
| Empower CLO 2023-2 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $766K | – | 0.02 |
| Enbridge Inc | Long | Debt | CA | $3M | – | 0.08 |
| Enbridge Inc | Long | Debt | CA | $2M | – | 0.05 |
| Enbridge Inc | Long | Debt | CA | $570K | – | 0.01 |
| Enbridge Inc | Long | Debt | CA | $182K | – | 0.00 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $555K | – | 0.01 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $4M | – | 0.10 |
| Energean Israel Finance Ltd | Long | Debt | IL | $485K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $988K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $913K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $904K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $864K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $557K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $218K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $215K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $185K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $70K | – | 0.00 |
| Eni SpA | Long | Debt | IT | $2M | – | 0.05 |
| Entergy Texas Inc | Long | Debt | US | $1M | – | 0.04 |
| Enterprise Fleet Financing 2023-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $2M | – | 0.04 |
| Enterprise Fleet Financing 2023-2 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $2M | – | 0.05 |
| Enterprise Fleet Financing 2024-1 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $644K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $748K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $743K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $561K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $345K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $267K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $262K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $209K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $178K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $153K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $136K | – | 0.00 |
| EOG Resources Inc | Long | Debt | US | $335K | – | 0.01 |
| EOG Resources Inc | Long | Debt | US | $174K | – | 0.00 |
| EOG Resources Inc | Long | Debt | US | $142K | – | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $53K | – | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $51K | – | 0.00 |
| EQT Corp | Long | Debt | US | $956K | – | 0.02 |
| EQT Corp | Long | Debt | US | $494K | – | 0.01 |
| EQT Corp | Long | Debt | US | $174K | – | 0.00 |
| EQT Corp | Long | Debt | US | $29K | – | 0.00 |
| EquiFirst Mortgage Loan Trust 2004-1 | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| Equinor ASA | Long | Debt | NO | $1M | – | 0.03 |
| Equitable Financial Life Global Funding | Long | Debt | US | $2M | – | 0.04 |
| Equitable Holdings Inc | Long | Debt | US | $324K | – | 0.01 |
| Equity One Mortgage Pass-Through Trust 2002-5 (Equity One ABS Inc) | Long | ABS-other | US | $597K | – | 0.02 |
| ERAC USA Finance LLC | Long | Debt | US | $1M | – | 0.03 |
| ERAC USA Finance LLC | Long | Debt | US | $481K | – | 0.01 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $534K | – | 0.01 |
| EUR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $505K | – | 0.01 | |
| EUR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-30K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-28K | – | -0.00 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-5K | – | -0.00 | |
| Evergy Inc | Long | Debt | US | $2M | – | 0.05 |
| Evergy Metro Inc | Long | Debt | US | $445K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $2M | – | 0.05 |
| Eversource Energy | Long | Debt | US | $2M | – | 0.05 |
| Eversource Energy | Long | Debt | US | $2M | – | 0.04 |
| Eversource Energy | Long | Debt | US | $1M | – | 0.03 |
| Eversource Energy | Long | Debt | US | $858K | – | 0.02 |
| Exeter Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $646K | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $550K | – | 0.01 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $441K | – | 0.01 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $148K | – | 0.00 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $62K | – | 0.00 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $3M | – | 0.07 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $724K | – | 0.02 |
| Fairstone Financial Issuance Trust I | Long | ABS-other | CA | $148K | – | 0.00 |
| Falabella SA | Long | Debt | CL | $1M | – | 0.03 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $494K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $484K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $478K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $58M | – | 1.49 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $53M | – | 1.37 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $12M | – | 0.31 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $10M | – | 0.26 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $7M | – | 0.17 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $7M | – | 0.17 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $971K | – | 0.02 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-242K | – | -0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-501K | – | -0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-660K | – | -0.02 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-2M | – | -0.06 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-3M | – | -0.07 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-3M | – | -0.08 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-4M | – | -0.10 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-9M | – | -0.24 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-11M | – | -0.28 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-11M | – | -0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.66 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.60 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.39 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $980K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $976K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $969K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $967K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $943K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $942K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $903K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $898K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $894K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $879K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $877K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $865K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $861K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $855K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $847K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $845K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $843K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $828K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $828K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $827K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $826K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $823K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $818K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $812K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $808K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $807K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $802K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $793K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $784K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $772K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $763K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $760K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $750K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $748K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $748K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $747K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $745K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $741K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $735K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $722K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $720K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $719K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $717K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $713K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $711K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $706K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $706K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $698K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $697K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $693K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $689K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $687K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $686K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $683K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $682K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $675K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $671K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $671K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $665K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $655K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $651K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $651K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $649K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $641K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $634K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $633K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $627K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $626K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $623K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $622K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $609K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $600K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $590K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $588K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $588K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $585K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $580K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $577K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $574K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $571K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $565K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $564K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $563K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $560K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $559K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $555K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $555K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $552K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $552K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $551K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $546K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $544K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $542K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $539K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $536K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $530K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $525K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $524K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $523K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $523K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $522K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $512K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $510K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $509K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $504K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $502K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $500K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $495K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $494K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $493K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $485K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $484K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $482K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $481K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $480K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $471K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $469K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $464K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $463K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $458K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $456K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $455K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $454K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $451K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $443K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $440K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $439K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $437K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $436K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $434K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $428K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $426K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $420K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $420K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $420K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $416K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $411K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $406K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $406K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $404K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $404K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $404K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $403K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $401K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $390K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $386K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $383K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $383K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $382K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $376K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $376K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $375K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $374K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $365K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $363K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $363K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $357K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $350K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $347K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $345K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $345K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $342K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $336K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $327K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $319K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $315K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $311K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $995.39 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $879.32 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $869.32 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $865.71 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $856.16 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $813.13 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $809.5 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $771.29 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $762.96 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $745.21 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $730.89 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $714.54 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $655.9 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $621.85 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $563.31 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $557.86 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $551.37 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $547.59 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $540.37 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $512.12 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $508.1 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $499.49 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $414.73 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $401.54 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $395.34 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $347.02 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $338.3 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $304.04 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $298.03 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $288.93 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $288.56 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $286.85 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $261.67 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211.04 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $208.65 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186.18 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $173.12 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $127.52 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126.21 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120.68 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116.54 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $109.39 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $96.08 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93.5 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90.49 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86.74 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85.71 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31.52 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25.81 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13.77 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $719K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $676K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $648K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $608K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $513K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $499K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $482K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $481K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $476K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $453K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $438K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $430K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $387K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $370K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $332K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $327K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $854K | – | 0.02 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $326K | – | 0.01 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $2M | – | 0.06 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $1M | – | 0.03 |
| FIRST EAGLE HOLDINGS INC | Long | Loan | US | $297K | – | 0.01 |
| First Quantum Minerals Ltd | Long | Debt | CA | $209K | – | 0.01 |
| FirstEnergy Corp | Long | Debt | US | $388K | – | 0.01 |
| FirstEnergy Corp | Long | Debt | US | $350K | – | 0.01 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $449K | – | 0.01 |
| FirstEnergy Transmission LLC | Long | Debt | US | $112K | – | 0.00 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $3M | – | 0.08 |
| FirstKey Homes 2022-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $1M | – | 0.03 |
| Flagship Credit Auto Trust 2022-3 | Long | ABS-other | US | $2M | – | 0.06 |
| Flagship Credit Auto Trust 2023-1 | Long | ABS-other | US | $589K | – | 0.02 |
| Flagship Credit Auto Trust 2023-2 | Long | ABS-other | US | $1M | – | 0.04 |
| Flatiron CLO 18 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $472K | – | 0.01 |
| Florida Gas Transmission Co LLC | Long | Debt | US | $726K | – | 0.02 |
| Flowserve Corp (FLOWSERVE CORPORATION) | Long | Debt | US | $533K | – | 0.01 |
| FLUTTER FINANCING BV | Long | Loan | NL | $825K | – | 0.02 |
| FOCUS FINANCIAL PARTNERS LLC | Long | Loan | US | $353K | – | 0.01 |
| Ford Credit Auto Owner Trust 2020-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $2M | – | 0.04 |
| Ford Credit Auto Owner Trust 2021-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $371K | – | 0.01 |
| Ford Credit Auto Owner Trust 2021-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $942K | – | 0.02 |
| Ford Credit Auto Owner Trust 2023-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $4M | – | 0.09 |
| Ford Credit Auto Owner Trust 2023-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $2M | – | 0.06 |
| Ford Credit Auto Owner Trust 2024-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $4M | – | 0.11 |
| Ford Credit Floorplan Master Owner Trust A | Long | ABS-other | US | $3M | – | 0.07 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $637K | – | 0.02 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $360K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.05 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $881K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $417K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $317K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $263K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $193K | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $176K | – | 0.00 |
| Foundry JV Holdco LLC | Long | Debt | US | $2M | – | 0.06 |
| Foundry JV Holdco LLC | Long | Debt | US | $1M | – | 0.03 |
| FOUR SEASONS HOTELS LTD | Long | Loan | CA | $360K | – | 0.01 |
| Fox Corp | Long | Debt | US | $398K | – | 0.01 |
| Fox Corp | Long | Debt | US | $378K | – | 0.01 |
| Freddie Mac Coupon Strips | Long | Debt | US | $122K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $841K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $792K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $777K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $776K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $700K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $614K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $606K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $557K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $549K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $531K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $508K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $492K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $475K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $440K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $422K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $366K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $354K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $868.49 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $679.23 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $668.13 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $606.88 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $577.09 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $544.5 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $540.52 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $535.74 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $522.5 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $505.44 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $431.83 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $430.51 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $363.08 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $326.06 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $141.36 | – | 0.00 |
| Freddie Mac Multiclass Certificates Series 2015-P001 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $471K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $378K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $857K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.27 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $988K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $971K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $952K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $940K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $934K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $927K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $907K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $900K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $888K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $887K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $868K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $854K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $854K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $853K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $852K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $827K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $806K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $806K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $805K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $796K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $790K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $784K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $777K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $751K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $736K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $719K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $699K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $662K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $619K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $602K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $590K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $573K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $572K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $563K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $562K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $552K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $549K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $548K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $542K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $538K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $532K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $521K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $518K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $517K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $515K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $513K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $491K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $481K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $475K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $473K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $472K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $464K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $462K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $461K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $459K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $457K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $449K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $444K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $443K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $438K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $435K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $430K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $397K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $397K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $376K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $375K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $369K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $345K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $345K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $344K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $343K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $331K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $327K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $327K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Reference REMIC | Long | ABS-mortgage backed security | US | $343K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.15 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $687K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $498K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $429K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $404K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $402K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $346K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $338K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $331K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2020-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2020-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $417K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2020-HQA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $490K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $882K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $808K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2023-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $513K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $541K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $477K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $466K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates FRESR 2017-SR01 (Freddie Mac Multifamily Struct) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Freeport Indonesia PT | Long | Debt | ID | $220K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | US | $4M | – | 0.10 |
| Freeport-McMoRan Inc | Long | Debt | US | $1M | – | 0.03 |
| Freeport-McMoRan Inc | Long | Debt | US | $245K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | US | $158K | – | 0.00 |
| Freeport-McMoRan Inc | Long | Debt | US | $23K | – | 0.00 |
| Gainwell Acquisition Corp | Long | Loan | US | $925K | – | 0.02 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $652K | – | 0.02 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $273K | – | 0.01 |
| Galaxy XV CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $596K | – | 0.02 |
| Garda World Security Corp | Long | Loan | CA | $238K | – | 0.01 |
| GBP/USD FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| GBP/USD FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| GBP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-63K | – | -0.00 | |
| GCAT 2021-NQM3 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GE HealthCare Technologies Inc (GE HEALTHCARE TECH INC) | Long | Debt | US | $2M | – | 0.04 |
| General Dynamics Corp | Long | Debt | US | $213K | – | 0.01 |
| General Dynamics Corp | Long | Debt | US | $31K | – | 0.00 |
| General Mills Inc | Long | Debt | US | $653K | – | 0.02 |
| General Motors Co | Long | Debt | US | $2M | – | 0.04 |
| General Motors Co | Long | Debt | US | $986K | – | 0.03 |
| General Motors Co | Long | Debt | US | $374K | – | 0.01 |
| General Motors Co | Long | Debt | US | $230K | – | 0.01 |
| General Motors Co | Long | Debt | US | $162K | – | 0.00 |
| General Motors Co | Long | Debt | US | $52K | – | 0.00 |
| General Motors Co | Long | Debt | US | $50K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $810K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $610K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $531K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $506K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $495K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $181K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $156K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $144K | – | 0.00 |
| GENESEE & WYOMING INC | Long | Loan | US | $559K | – | 0.01 |
| Georgetown University/The | Long | Debt | US | $658K | – | 0.02 |
| Georgia Power Co | Long | Debt | US | $1M | – | 0.03 |
| Georgia Power Co | Long | Debt | US | $824K | – | 0.02 |
| Georgia Power Co | Long | Debt | US | $728K | – | 0.02 |
| Georgia-Pacific LLC | Long | Debt | US | $778K | – | 0.02 |
| GFL Environmental Inc | Long | Debt | CA | $265K | – | 0.01 |
| Gilead Sciences Inc | Long | Debt | US | $1M | – | 0.04 |
| Gilead Sciences Inc | Long | Debt | US | $190K | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 0.49 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15M | – | 0.38 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14M | – | 0.37 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.30 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.30 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.29 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.28 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.16 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-487K | – | -0.01 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-665K | – | -0.02 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-5M | – | -0.12 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-10M | – | -0.25 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-13M | – | -0.34 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $903K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $523K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $410K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $371K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $984K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $958K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $893K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $883K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $878K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $874K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $870K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $850K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $847K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $814K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $778K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $762K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $749K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $746K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $737K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $727K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $705K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $685K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $674K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $670K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $640K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $635K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $620K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $606K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $590K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $589K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $579K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $577K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $572K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $565K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $557K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $539K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $539K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $538K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $517K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $495K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $478K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $462K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $452K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $439K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $430K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $428K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $421K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $404K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $397K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $397K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $389K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $381K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $361K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $357K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $346K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $343K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $318K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $313K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Glencore Finance Canada Ltd | Long | Debt | CA | $46K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $3M | – | 0.07 |
| Glencore Funding LLC | Long | Debt | US | $2M | – | 0.05 |
| Glencore Funding LLC | Long | Debt | US | $730K | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $493K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $427K | – | 0.01 |
| Global Payments Inc | Long | Debt | US | $2M | – | 0.04 |
| Global Payments Inc | Long | Debt | US | $448K | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $865K | – | 0.02 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $668K | – | 0.02 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $227K | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $126K | – | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $17K | – | 0.00 |
| GM Financial Consumer Automobile Receivables Trust 2024-1 (GM Financial Securitized Term) | Long | ABS-other | US | $194K | – | 0.00 |
| GM Financial Revolving Receivables Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.03 |
| GN Bondco LLC | Long | Debt | US | $397K | – | 0.01 |
| Gohl Capital Ltd | Long | Debt | IM | $526K | – | 0.01 |
| Goldentree Loan Management US Clo 15 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.12 |
| Goldentree Loan Management US Clo 7 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $561K | – | 0.01 |
| Goldman Home Improvement Trust 2021-GRN2 Issuer Trust | Long | ABS-other | US | $170K | – | 0.00 |
| Goldman Sachs Capital II | Long | Debt | US | $72K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $9M | – | 0.23 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $902K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $863K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $857K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $776K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $753K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $668K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $502K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $355K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $351K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $272K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $259K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $175K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $137K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $116K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $796K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $780K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $694K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $593K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $514K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $513K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $423K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $411K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $389K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $368K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $365K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $341K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $338K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $70.55 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2.93 | – | 0.00 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $2M | – | 0.04 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $1M | – | 0.03 |
| Greywolf CLO II Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Greywolf CLO III Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| GREYWOLF CLO VII Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $973K | – | 0.02 |
| GS Mortgage Securities Corp II Series 2005-ROCK (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $462K | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-SRP5 (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GS Mortgage Securities Trust 2014-GC26 | Long | ABS-mortgage backed security | US | $740K | – | 0.02 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| GS Mortgage Securities Trust 2017-GS5 | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| GS Mortgage Securities Trust 2019-GC38 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ4 | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| GTCR W MERGER SUB | Long | Loan | US | $1M | – | 0.03 |
| Guardian Life Global Funding (GUARDIAN LIFE GLOB FUND) | Long | Debt | US | $270K | – | 0.01 |
| Haleon US Capital LLC | Long | Debt | US | $2M | – | 0.04 |
| Haleon US Capital LLC | Long | Debt | US | $744K | – | 0.02 |
| Haleon US Capital LLC | Long | Debt | US | $358K | – | 0.01 |
| Halliburton Co | Long | Debt | US | $562K | – | 0.01 |
| Hanesbrands Inc | Long | Debt | US | $491K | – | 0.01 |
| HARBOR FREIGHT TOOLS USA INC | Long | Loan | US | $668K | – | 0.02 |
| HCA Inc | Long | Debt | US | $1M | – | 0.04 |
| HCA Inc | Long | Debt | US | $606K | – | 0.02 |
| HCA Inc | Long | Debt | US | $225K | – | 0.01 |
| HCA Inc | Long | Debt | US | $87K | – | 0.00 |
| HCA Inc | Long | Debt | US | $45K | – | 0.00 |
| Henley CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.03 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $6M | – | 0.15 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $3M | – | 0.08 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $3M | – | 0.09 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $5M | – | 0.13 |
| Hess Corp | Long | Debt | US | $1M | – | 0.03 |
| Hess Corp | Long | Debt | US | $1M | – | 0.03 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $601K | – | 0.02 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $410K | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $100K | – | 0.00 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $98K | – | 0.00 |
| Hildene Community Funding CDO Ltd (Hildene Community Funding CLO) | Long | ABS-collateralized bond/debt obligation | KY | $724K | – | 0.02 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $516K | – | 0.01 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $221K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $4M | – | 0.10 |
| Home Depot Inc/The | Long | Debt | US | $3M | – | 0.08 |
| Home Depot Inc/The | Long | Debt | US | $443K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $322K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $322K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $244K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $229K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $71K | – | 0.00 |
| Home Depot Inc/The | Long | Debt | US | $55K | – | 0.00 |
| Home Partners of America 2021-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $4M | – | 0.10 |
| Home RE 2019-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $114K | – | 0.00 |
| Honda Auto Receivables 2021-4 Owner Trust (Honda Auto Receivables Owner T) | Long | ABS-other | US | $309K | – | 0.01 |
| Honeywell International Inc | Long | Debt | US | $634K | – | 0.02 |
| Hormel Foods Corp | Long | Debt | US | $2M | – | 0.04 |
| HPS Loan Management 10-2016 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $972K | – | 0.02 |
| HPS Loan Management 15-2019 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $340K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.05 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.03 |
| HSBC Holdings PLC | Long | Debt | GB | $827K | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $607K | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $581K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $359K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $226K | – | 0.01 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Humana Inc | Long | Debt | US | $2M | – | 0.04 |
| Humana Inc | Long | Debt | US | $701K | – | 0.02 |
| Humana Inc | Long | Debt | US | $565K | – | 0.01 |
| Humana Inc | Long | Debt | US | $192K | – | 0.00 |
| Humana Inc | Long | Debt | US | $159K | – | 0.00 |
| Humana Inc | Long | Debt | US | $153K | – | 0.00 |
| Humana Inc | Long | Debt | US | $41K | – | 0.00 |
| Hungary Government International Bond | Long | Debt | HU | $2M | – | 0.05 |
| Hungary Government International Bond | Long | Debt | HU | $1M | – | 0.04 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $3M | – | 0.08 |
| Huntington National Bank/The | Long | Debt | US | $905K | – | 0.02 |
| Hyundai Auto Lease Securitization Trust 2024-A | Long | ABS-other | US | $1M | – | 0.04 |
| Hyundai Auto Receivables Trust 2021-C | Long | ABS-other | US | $346K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $2M | – | 0.06 |
| Icon Investments Six DAC | Long | Debt | IE | $479K | – | 0.01 |
| Icon Investments Six DAC | Long | Debt | IE | $205K | – | 0.01 |
| ILPT Commercial Mortgage Trust 2022-LPF2 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Imperial Fund Mortgage Trust 2021-NQM1 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Imperial Fund Mortgage Trust 2021-NQM2 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $617K | – | 0.02 |
| Imperial Fund Mortgage Trust 2021-NQM3 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Imperial Fund Mortgage Trust 2021-NQM4 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Imperial Fund Mortgage Trust 2022-NQM2 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Indian Railway Finance Corp Ltd | Long | Debt | IN | $234K | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $1M | – | 0.03 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $395K | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $375K | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $290K | – | 0.01 |
| INR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| INR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $75.27 | – | 0.00 | |
| Intel Corp | Long | Debt | US | $963K | – | 0.02 |
| Intel Corp | Long | Debt | US | $556K | – | 0.01 |
| Intel Corp | Long | Debt | US | $486K | – | 0.01 |
| Intel Corp | Long | Debt | US | $449K | – | 0.01 |
| Intel Corp | Long | Debt | US | $327K | – | 0.01 |
| Intel Corp | Long | Debt | US | $301K | – | 0.01 |
| Intel Corp | Long | Debt | US | $235K | – | 0.01 |
| Intel Corp | Long | Debt | US | $192K | – | 0.00 |
| Intel Corp | Long | Debt | US | $108K | – | 0.00 |
| Intel Corp | Long | Debt | US | $76K | – | 0.00 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $4M | – | 0.11 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $424K | – | 0.01 | |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $4M | – | 0.10 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $539K | – | 0.01 |
| Interface Security System | Long | Loan | US | $842K | – | 0.02 |
| International Business Machines Corp (IBM CORP) | Long | Debt | US | $3M | – | 0.08 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $1M | – | 0.03 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $297K | – | 0.01 |
| Invesco Euro CLO I DAC | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.07 |
| IRS BRL (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-652K | – | -0.02 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $194K | – | 0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-1M | – | -0.03 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2M | – | 0.06 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1M | – | 0.04 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $908K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $813K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $327K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $224K | – | 0.01 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $210K | – | 0.01 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $101K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $92K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $27K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $25K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $24K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $16K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $14K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $7K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-17K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-20K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-22K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-24K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-34K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-50K | – | -0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-608K | – | -0.02 | |
| iShares Core U.S. Aggregate Bond ETF | Long | Equity-common | US | $61M | 623K | 1.55 |
| Israel Electric Corp Ltd | Long | Debt | IL | $458K | – | 0.01 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $840K | – | 0.02 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $346K | – | 0.01 |
| ITC Holdings Corp | Long | Debt | US | $1M | – | 0.03 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $481K | – | 0.01 |
| Jamaica Government International Bond (GOVERNMENT OF JAMAICA) | Long | Debt | JM | $495K | – | 0.01 |
| Jamestown CLO XIV Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.10 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $256K | – | 0.01 |
| JAPAN 10Y BOND(OSE) (OSAKA EXCHANGE,INC) | Derivative-interest rate | JP | $43K | – | 0.00 | |
| Jazz Securities DAC | Long | Debt | IE | $527K | – | 0.01 |
| Johnson & Johnson | Long | Debt | US | $425K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | Long | ABS-mortgage backed security | US | $398K | – | 0.01 |
| JP Morgan Mortgage Trust 2020-7 | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $7M | – | 0.17 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $976K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $857K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $676K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $595K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $558K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $505K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $449K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $424K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $329K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $321K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $108K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $58K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $38K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $6K | – | 0.00 |
| JPMorgan Chase Bank NA (JP MORGAN CHASE BANK NA) | Long | Debt | US | $205K | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $93K | – | 0.00 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $46K | – | 0.00 |
| JPY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-695K | – | -0.02 | |
| Kaiser Foundation Hospitals | Long | Debt | US | $978K | – | 0.03 |
| Kaiser Foundation Hospitals | Long | Debt | US | $711K | – | 0.02 |
| Kaiser Foundation Hospitals | Long | Debt | US | $97K | – | 0.00 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $330K | – | 0.01 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $254K | – | 0.01 |
| Kenvue Inc | Long | Debt | US | $2M | – | 0.05 |
| Kenvue Inc | Long | Debt | US | $484K | – | 0.01 |
| Kimco Realty OP LLC | Long | Debt | US | $2M | – | 0.04 |
| Kinder Morgan Inc | Long | Debt | US | $817K | – | 0.02 |
| Kinder Morgan Inc | Long | Debt | US | $810K | – | 0.02 |
| Kinder Morgan Inc | Long | Debt | US | $250K | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $139K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $26K | – | 0.00 |
| Kings Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $341K | – | 0.01 |
| KKR Apple Bidco LLC | Long | Loan | US | $384K | – | 0.01 |
| KKR CLO 30 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.10 |
| KKR Group Finance Co II LLC (KKR GROUP FIN CO II) | Long | Debt | US | $121K | – | 0.00 |
| Kraft Heinz Foods Co | Long | Debt | US | $1M | – | 0.03 |
| Kraft Heinz Foods Co | Long | Debt | US | $169K | – | 0.00 |
| Kraft Heinz Foods Co | Long | Debt | US | $7K | – | 0.00 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $2M | – | 0.04 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $1M | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $98K | – | 0.00 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $84K | – | 0.00 |
| LAQ 2023-LAQ Mortgage Trust (La Quinta Mortgage Trust) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Las Vegas Sands Corp | Long | Debt | US | $2M | – | 0.04 |
| Las Vegas Sands Corp | Long | Debt | US | $307K | – | 0.01 |
| Las Vegas Sands Corp | Long | Debt | US | $212K | – | 0.01 |
| Las Vegas Sands Corp | Long | Debt | US | $119K | – | 0.00 |
| Laurel Road Prime Student Loan Trust 2018-C | Long | ABS-other | US | $1M | – | 0.03 |
| Laurel Road Prime Student Loan Trust 2019-A | Long | ABS-other | US | $47K | – | 0.00 |
| LCCM 2017-LC26 (Ladder Capital Commercial Mort) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| LCM 29 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Legacy Mortgage Asset Trust 2019-PR1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Lendmark Funding Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.04 |
| Lennar Corp | Long | Debt | US | $177K | – | 0.00 |
| Lennar Corp | Long | Debt | US | $78K | – | 0.00 |
| Liberty Mutual Group Inc | Long | Debt | US | $2K | – | 0.00 |
| LifePoint Health Inc | Long | Debt | US | $88K | – | 0.00 |
| LifePoint Health Inc | Long | Debt | US | $53K | – | 0.00 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $254K | – | 0.01 |
| Lincoln National Corp | Long | Debt | US | $457K | – | 0.01 |
| Lloyds Banking Group PLC | Long | Debt | GB | $603K | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $744K | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $220K | – | 0.01 |
| Lockheed Martin Corp | Long | Debt | US | $205K | – | 0.01 |
| Lockheed Martin Corp | Long | Debt | US | $142K | – | 0.00 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $72K | – | 0.00 | |
| Lowe's Cos Inc | Long | Debt | US | $164K | – | 0.00 |
| LPL Holdings Inc | Long | Debt | US | $894K | – | 0.02 |
| LYB International Finance BV (LYB INTL FINANCE BV) | Long | Debt | NL | $368K | – | 0.01 |
| M/I Homes Inc | Long | Debt | US | $515K | – | 0.01 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $549K | – | 0.01 |
| Madison Park Funding XIX Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $498K | – | 0.01 |
| Madison Park Funding XXI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.12 |
| Madison Park Funding XXXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.13 |
| Magnetite XVII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $873K | – | 0.02 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $3M | – | 0.07 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $3M | – | 0.07 |
| Marathon Petroleum Corp | Long | Debt | US | $169K | – | 0.00 |
| Marble Point CLO XI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $269K | – | 0.01 |
| Mariner Finance Issuance Trust 2021-A | Long | ABS-other | US | $167K | – | 0.00 |
| Markel Group Inc | Long | Debt | US | $138K | – | 0.00 |
| Marriott International Inc/MD | Long | Debt | US | $277K | – | 0.01 |
| Mars Inc | Long | Debt | US | $411K | – | 0.01 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $644K | – | 0.02 |
| Mastercard Inc | Long | Debt | US | $77K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2004-OPT2 | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2004-WMC2 | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Mattamy Group Corp | Long | Debt | CA | $342K | – | 0.01 |
| Mattamy Group Corp | Long | Debt | CA | $286K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $494K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $313K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $312K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $253K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $93K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $53K | – | 0.00 |
| MDC Holdings Inc | Long | Debt | US | $61K | – | 0.00 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $313K | – | 0.01 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $264K | – | 0.01 |
| MEGlobal BV | Long | Debt | NL | $396K | – | 0.01 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $298K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series 2003-WMC3 | Long | ABS-other | US | $64K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2004-WMC3 | Long | ABS-other | US | $67K | – | 0.00 |
| MetLife Inc | Long | Debt | US | $465K | – | 0.01 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $2M | – | 0.05 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $15M | – | 0.38 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $7M | – | 0.18 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $1M | – | 0.03 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $534K | – | 0.01 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $512K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $7M | – | 0.17 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $920K | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $845K | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $786K | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $277K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $265K | – | 0.01 |
| MF1 2021-FL6 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| MFA 2021-INV1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| Micron Technology Inc | Long | Debt | US | $309K | – | 0.01 |
| Micron Technology Inc | Long | Debt | US | $184K | – | 0.00 |
| Microsoft Corp | Long | Debt | US | $95K | – | 0.00 |
| Microsoft Corp | Long | Debt | US | $27K | – | 0.00 |
| Mid-Atlantic Interstate Transmission LLC | Long | Debt | US | $116K | – | 0.00 |
| MidAmerican Energy Co | Long | Debt | US | $1M | – | 0.03 |
| MidAmerican Energy Co | Long | Debt | US | $997K | – | 0.03 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $466K | – | 0.01 |
| Mill City Mortgage Loan Trust 2019-GS1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $377K | – | 0.01 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $375K | – | 0.01 |
| MMAF Equipment Finance LLC 2019-B | Long | ABS-other | US | $1M | – | 0.03 |
| Mondelez International Inc | Long | Debt | US | $3M | – | 0.08 |
| Mondelez International Inc | Long | Debt | US | $618K | – | 0.02 |
| Monongahela Power Co | Long | Debt | US | $2M | – | 0.06 |
| Monongahela Power Co | Long | Debt | US | $453K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $9M | – | 0.22 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $990K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $823K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $649K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $588K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $452K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $407K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $359K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $359K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $182K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $108K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $37K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2003-NC10 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $396K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $267K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $711K | – | 0.02 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-H7 | Long | ABS-mortgage backed security | US | $990K | – | 0.03 |
| Morgan Stanley Capital I Trust 2019-L2 | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV2 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Motorola Solutions Inc | Long | Debt | US | $3M | – | 0.08 |
| Mountain View CLO 2013-1 Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Mountain View CLO IX Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Mountain View CLO XVI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $710K | – | 0.02 |
| MP CLO III LTD (MP Clo III, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $280K | – | 0.01 |
| MP CLO VIII Ltd (MP Clo VIII, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $993K | – | 0.03 |
| MPLX LP | Long | Debt | US | $3M | – | 0.08 |
| MPLX LP | Long | Debt | US | $1M | – | 0.03 |
| MPLX LP | Long | Debt | US | $947K | – | 0.02 |
| MPLX LP | Long | Debt | US | $944K | – | 0.02 |
| MPLX LP | Long | Debt | US | $580K | – | 0.01 |
| MPLX LP | Long | Debt | US | $414K | – | 0.01 |
| MPLX LP | Long | Debt | US | $374K | – | 0.01 |
| MPLX LP | Long | Debt | US | $250K | – | 0.01 |
| MPLX LP | Long | Debt | US | $151K | – | 0.00 |
| MPLX LP | Long | Debt | US | $146K | – | 0.00 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $15K | – | 0.00 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $914K | – | 0.02 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $454K | – | 0.01 |
| MVW 2024-1 LLC (MVW Owner Trust) | Long | ABS-other | US | $600K | – | 0.02 |
| MXN/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $471K | – | 0.01 | |
| MXN/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $197K | – | 0.01 | |
| MXN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-34K | – | -0.00 | |
| MXN/USD FORWARD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-44K | – | -0.00 | |
| MXN/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-99K | – | -0.00 | |
| National Grid PLC | Long | Debt | GB | $271K | – | 0.01 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $2M | – | 0.04 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $181K | – | 0.00 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $193K | – | 0.00 |
| Natixis Commercial Mortgage Securities Trust 2018-SOX | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $4M | – | 0.10 |
| NatWest Group PLC | Long | Debt | GB | $600K | – | 0.02 |
| Navient Private Education Refi Loan Trust 2020-F (Navient Student Loan Trust) | Long | ABS-other | US | $300K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2021-F (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.04 |
| Navient Private Education Refi Loan Trust 2023-A (Navient Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.06 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $377K | – | 0.01 |
| Nelnet Student Loan Trust 2021-C | Long | ABS-other | US | $1M | – | 0.03 |
| Nelnet Student Loan Trust 2021-C | Long | ABS-other | US | $81K | – | 0.00 |
| Neuberger Berman CLO XX Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $451K | – | 0.01 |
| Neuberger Berman Loan Advisers CLO 39 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $896K | – | 0.02 |
| New Economy Assets Phase 1 Sponsor LLC (New Economy Assets Phase 1 Iss) | Long | ABS-other | US | $3M | – | 0.07 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $513K | – | 0.01 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $417K | – | 0.01 |
| New Residential Mortgage Loan Trust 2016-3 | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| New Residential Mortgage Loan Trust 2017-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| New Residential Mortgage Loan Trust 2017-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| New Residential Mortgage Loan Trust 2018-RPL1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| New Residential Mortgage Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| New Residential Mortgage Loan Trust 2019-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| New Residential Mortgage Loan Trust 2019-6 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| New Residential Mortgage Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $521K | – | 0.01 |
| New Residential Mortgage Loan Trust 2020-NQM | Long | ABS-mortgage backed security | US | $547K | – | 0.01 |
| New York and Presbyterian Hospital/The (NY & PRESBYTERIAN HOSPIT) | Long | Debt | US | $838K | – | 0.02 |
| New York City Municipal Water Finance Authority (NEW YORK CITY NY MUNI WTR FIN) | Long | Debt | US | $542K | – | 0.01 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $260K | – | 0.01 |
| New York State Dormitory Authority (NEW YORK ST DORM AUTH ST PERSO) | Long | Debt | US | $99K | – | 0.00 |
| New York Transportation Development Corp (NEW YORK TRANSPRTN DEV CORP LE) | Long | Debt | US | $3M | – | 0.07 |
| Newday Funding Master Issuer PLC - Series 2024-2 | Long | ABS-other | GB | $2M | – | 0.06 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $1M | – | 0.03 |
| Nexstar Media Inc | Long | Loan | US | $831K | – | 0.02 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $3M | – | 0.08 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $666K | – | 0.02 |
| NGC 2024-I Ltd (NGC Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $8M | – | 0.21 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $229K | – | 0.01 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $213K | – | 0.01 |
| NIKE Inc | Long | Debt | US | $726K | – | 0.02 |
| NIKE Inc | Long | Debt | US | $127K | – | 0.00 |
| NiSource Inc | Long | Debt | US | $2M | – | 0.04 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.03 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.03 |
| NiSource Inc | Long | Debt | US | $515K | – | 0.01 |
| NiSource Inc | Long | Debt | US | $366K | – | 0.01 |
| Nissan Motor Co Ltd | Long | Debt | JP | $2M | – | 0.05 |
| Nissan Motor Co Ltd | Long | Debt | JP | $194K | – | 0.00 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| NNN REIT Inc | Long | Debt | US | $228K | – | 0.01 |
| NOK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $87K | – | 0.00 | |
| NOK/USD FORWARD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR1 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $590K | – | 0.02 |
| Nomura Holdings Inc | Long | Debt | JP | $1M | – | 0.03 |
| Nomura Holdings Inc | Long | Debt | JP | $987K | – | 0.03 |
| Norinchukin Bank/The | Long | Debt | JP | $2M | – | 0.05 |
| Northrop Grumman Corp | Long | Debt | US | $1M | – | 0.03 |
| Northrop Grumman Corp | Long | Debt | US | $488K | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $372K | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $62K | – | 0.00 |
| NRG Energy Inc | Long | Debt | US | $554K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $432K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $413K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $109K | – | 0.00 |
| NRTH 2024-PARK Mortgage Trust (NRTH PARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $928K | – | 0.02 |
| NSTAR Electric Co | Long | Debt | US | $1M | – | 0.03 |
| Nutrien Ltd | Long | Debt | CA | $2M | – | 0.04 |
| Nuveen LLC | Long | Debt | US | $266K | – | 0.01 |
| NVIDIA Corp | Long | Debt | US | $567K | – | 0.01 |
| NVIDIA Corp | Long | Debt | US | $276K | – | 0.01 |
| NVIDIA Corp | Long | Debt | US | $219K | – | 0.01 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $3M | – | 0.08 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $951K | – | 0.02 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $391K | – | 0.01 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $381K | – | 0.01 | |
| NYU Langone Hospitals | Long | Debt | US | $153K | – | 0.00 |
| O'Reilly Automotive Inc | Long | Debt | US | $927K | – | 0.02 |
| OBX 2018-1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| OBX 2018-EXP1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| OBX 2021-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| OBX 2021-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| OBX 2021-NQM3 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Occidental Petroleum Corp | Long | Debt | US | $1M | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $915K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $351K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $307K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $274K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $60K | – | 0.00 |
| OCP CLO 2014-5 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $180K | – | 0.00 |
| OCP CLO 2020-20 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.14 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $2M | – | 0.06 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $403K | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $297K | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $257K | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $204K | – | 0.01 |
| Octagon 61 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| OFSI BSL XI Ltd (OFSI Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.13 |
| Oglethorpe Power Corp | Long | Debt | US | $1M | – | 0.03 |
| Oglethorpe Power Corp | Long | Debt | US | $171K | – | 0.00 |
| Ohio Edison Co | Long | Debt | US | $645K | – | 0.02 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $2M | – | 0.04 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $248K | – | 0.01 |
| Ohio State University/The (OHIO ST UNIV) | Long | Debt | US | $770K | – | 0.02 |
| OMERS Finance Trust | Long | Debt | CA | $1M | – | 0.03 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $1M | – | 0.03 |
| One Market Plaza Trust 2017-1MKT | Long | ABS-mortgage backed security | US | $10.12 | – | 0.00 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $2M | – | 0.04 |
| OneMain Direct Auto Receivables Trust 2021-1 | Long | ABS-other | US | $711K | – | 0.02 |
| OneMain Direct Auto Receivables Trust 2021-1 | Long | ABS-other | US | $209K | – | 0.01 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $8M | – | 0.19 |
| OneMain Financial Issuance Trust 2019-2 | Long | ABS-other | US | $2M | – | 0.06 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $3M | – | 0.07 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.04 |
| OneMain Financial Issuance Trust 2022-2 | Long | ABS-other | US | $2M | – | 0.06 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $4M | – | 0.10 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $908K | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $691K | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $367K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $350K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $266K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $161K | – | 0.00 |
| ONEOK Partners LP | Long | Debt | US | $760K | – | 0.02 |
| Option One Mortgage Accept Corp Asset Back Certs Ser 2003 5 (Option One Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Option One Mortgage Loan Trust 2007-FXD2 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.04 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.03 |
| Oracle Corp | Long | Debt | US | $834K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $660K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $631K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $580K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $304K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $91K | – | 0.00 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $627K | – | 0.02 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $558K | – | 0.01 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $283K | – | 0.01 |
| Otis Worldwide Corp | Long | Debt | US | $2M | – | 0.05 |
| Otis Worldwide Corp | Long | Debt | US | $184K | – | 0.00 |
| Ovintiv Inc | Long | Debt | US | $516K | – | 0.01 |
| Owens Corning | Long | Debt | US | $1M | – | 0.03 |
| OZLM Funding IV Ltd (OZLM Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $88K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $5M | – | 0.13 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $681K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $416K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $58K | – | 0.00 |
| PacifiCorp | Long | Debt | US | $2M | – | 0.06 |
| Palmer Square CLO 2014-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $385K | – | 0.01 |
| Palmer Square CLO 2018-2 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Palmer Square CLO 2018-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $187K | – | 0.00 |
| Palmer Square CLO 2022-5 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $343K | – | 0.01 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $587K | – | 0.02 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $349K | – | 0.01 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $135K | – | 0.00 |
| Paramount Global | Long | Debt | US | $1M | – | 0.03 |
| Paramount Global | Long | Debt | US | $303K | – | 0.01 |
| Park Avenue Institutional Advisers CLO Ltd 2017-1 | Long | ABS-collateralized bond/debt obligation | KY | $722K | – | 0.02 |
| PCI Gaming Authority | Long | Loan | US | $926K | – | 0.02 |
| PeaceHealth Obligated Group | Long | Debt | US | $158K | – | 0.00 |
| PECO Energy Co | Long | Debt | US | $103K | – | 0.00 |
| Pelabuhan Indonesia Persero PT (PELABUHAN INDO PERSERO) | Long | Debt | ID | $198K | – | 0.01 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $266K | – | 0.01 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $109K | – | 0.00 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $430K | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $4M | – | 0.09 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $2M | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $2M | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $563K | – | 0.01 |
| PepsiCo Inc | Long | Debt | US | $69K | – | 0.00 |
| Peraton Corp | Long | Loan | US | $440K | – | 0.01 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $187K | – | 0.00 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $186K | – | 0.00 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $223K | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $350K | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $289K | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $239K | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $146K | – | 0.00 |
| Petrobras Global Finance BV | Long | Debt | NL | $517K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $486K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $460K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $302K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $249K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $237K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $166K | – | 0.00 |
| Pfizer Inc | Long | Debt | US | $529K | – | 0.01 |
| Pfizer Inc | Long | Debt | US | $255K | – | 0.01 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $129M | 129M | 3.30 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $7M | – | 0.17 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $2M | – | 0.04 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $1M | – | 0.04 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $918K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $522K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $347K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $308K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $208K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $167K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $100K | – | 0.00 |
| Phillips 66 Co | Long | Debt | US | $2M | – | 0.05 |
| PHOENIX GUARANTOR INC | Long | Loan | US | $1M | – | 0.03 |
| Pilgrim's Pride Corp | Long | Debt | US | $321K | – | 0.01 |
| Pioneer Natural Resources Co | Long | Debt | US | $182K | – | 0.00 |
| PMT Credit Risk Transfer Trust 2019-2R | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $1M | – | 0.03 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $598K | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $576K | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $220K | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $131K | – | 0.00 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $495K | – | 0.01 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $347K | – | 0.01 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $193K | – | 0.00 |
| Power Finance Corp Ltd | Long | Debt | IN | $286K | – | 0.01 |
| PPM CLO 2018-1 Ltd (PPM CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| PRET 2024-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| Prime Bloom Holdings Ltd | Long | Debt | VG | $2K | – | 0.00 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $1M | – | 0.03 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $43K | – | 0.00 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $1M | – | 0.03 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $243K | – | 0.01 |
| Progress Energy Inc | Long | Debt | US | $3M | – | 0.07 |
| Progress Residential 2021-SFR1 (Progress Residential Trust) | Long | ABS-other | US | $5M | – | 0.13 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $597K | – | 0.02 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $4M | – | 0.09 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.09 |
| Progress Residential 2022-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.03 |
| Progress Residential 2022-SFR4 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.07 |
| Prologis Targeted US Logistics Fund LP | Long | Debt | US | $270K | – | 0.01 |
| Prosus NV | Long | Debt | NL | $1M | – | 0.03 |
| Prosus NV | Long | Debt | NL | $732K | – | 0.02 |
| Prosus NV | Long | Debt | NL | $283K | – | 0.01 |
| Protective Life Global Funding | Long | Debt | US | $1M | – | 0.03 |
| Province of Quebec Canada | Long | Debt | CA | $340K | – | 0.01 |
| PRPM 2020-4 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $593K | – | 0.02 |
| PRPM 2024-3 (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Public Service Electric and Gas Co | Long | Debt | US | $849K | – | 0.02 |
| Public Service Enterprise Group Inc | Long | Debt | US | $2M | – | 0.05 |
| Public Service Enterprise Group Inc | Long | Debt | US | $903K | – | 0.02 |
| Public Service Enterprise Group Inc | Long | Debt | US | $534K | – | 0.01 |
| Public Service Enterprise Group Inc | Long | Debt | US | $327K | – | 0.01 |
| Puget Energy Inc | Long | Debt | US | $2M | – | 0.05 |
| Puget Energy Inc | Long | Debt | US | $109K | – | 0.00 |
| Qorvo Inc | Long | Debt | US | $3M | – | 0.08 |
| QUIKRETE HOLDINGS INC | Long | Loan | US | $366K | – | 0.01 |
| Rad CLO 2 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $276K | – | 0.01 |
| Rad CLO 22 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Rad CLO 5 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $431K | – | 0.01 |
| RAMP Series 2006-RZ2 Trust (Residential Asset Mortgage Pro) | Long | ABS-other | US | $2M | – | 0.05 |
| Range Resources Corp | Long | Debt | US | $281K | – | 0.01 |
| RCKT Mortgage Trust 2024-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $944K | – | 0.02 |
| RCKT Mortgage Trust 2024-CES3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $992K | – | 0.03 |
| Realty Income Corp | Long | Debt | US | $1M | – | 0.03 |
| Regal Rexnord Corp | Long | Debt | US | $2M | – | 0.06 |
| Regal Rexnord Corp | Long | Debt | US | $638K | – | 0.02 |
| Reinsurance Group of America Inc (REINSURANCE GRP OF AMER) | Long | Debt | US | $1M | – | 0.03 |
| Reliance Industries Ltd | Long | Debt | IN | $624K | – | 0.02 |
| Reliance Industries Ltd | Long | Debt | IN | $221K | – | 0.01 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $3M | – | 0.09 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $681K | – | 0.02 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $610K | – | 0.02 |
| Republic Services Inc | Long | Debt | US | $2M | – | 0.04 |
| Republic Services Inc | Long | Debt | US | $416K | – | 0.01 |
| Resolution Funding Corp Principal Strip (RFC PRINCIPAL STRIP) | Long | Debt | US | $42K | – | 0.00 |
| Retained Vantage Data Centers Issuer LLC | Long | ABS-other | US | $3M | – | 0.08 |
| Reynolds American Inc | Long | Debt | US | $1M | – | 0.03 |
| Reynolds American Inc | Long | Debt | US | $465K | – | 0.01 |
| Reynolds American Inc | Long | Debt | US | $271K | – | 0.01 |
| RGA Global Funding | Long | Debt | US | $952K | – | 0.02 |
| Rio Tinto Alcan Inc | Long | Debt | CA | $1M | – | 0.03 |
| Rockford Tower CLO 2017-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $528K | – | 0.01 |
| Rockford Tower CLO 2018-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| Rogers Communications Inc | Long | Debt | CA | $412K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $4M | – | 0.11 |
| Romanian Government International Bond | Long | Debt | RO | $4M | – | 0.10 |
| Romanian Government International Bond | Long | Debt | RO | $874K | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $303K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $186K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $61K | – | 0.00 |
| Royal Bank of Canada | Long | Debt | CA | $3M | – | 0.08 |
| Royal Bank of Canada | Long | Debt | CA | $403K | – | 0.01 |
| Royal Bank of Canada | Long | Debt | CA | $347K | – | 0.01 |
| Royal Bank of Canada | Long | Debt | CA | $242K | – | 0.01 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $231K | – | 0.01 |
| Royalty Pharma PLC | Long | Debt | GB | $2M | – | 0.04 |
| Royalty Pharma PLC | Long | Debt | GB | $992K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $688K | – | 0.02 |
| Royalty Pharma PLC | Long | Debt | GB | $331K | – | 0.01 |
| RPM International Inc | Long | Debt | US | $506K | – | 0.01 |
| RR 23 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $5M | – | 0.12 |
| RTX Corp | Long | Debt | US | $606K | – | 0.02 |
| RTX Corp | Long | Debt | US | $412K | – | 0.01 |
| RTX Corp | Long | Debt | US | $355K | – | 0.01 |
| RTX Corp | Long | Debt | US | $315K | – | 0.01 |
| RTX Corp | Long | Debt | US | $287K | – | 0.01 |
| RTX Corp | Long | Debt | US | $277K | – | 0.01 |
| RTX Corp | Long | Debt | US | $268K | – | 0.01 |
| RTX Corp | Long | Debt | US | $20K | – | 0.00 |
| Rutgers The State University of New Jersey (RUTGERS NJ ST UNIV) | Long | Debt | US | $403K | – | 0.01 |
| SACO I Trust 2007-VA1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Salt River Project Agricultural Improvement & Power District (SALT RIVER AZ PROJ AGRIC IMPT) | Long | Debt | US | $484K | – | 0.01 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $193K | – | 0.00 |
| Sands China Ltd | Long | Debt | KY | $1M | – | 0.03 |
| Sands China Ltd | Long | Debt | KY | $884K | – | 0.02 |
| Sands China Ltd | Long | Debt | KY | $863K | – | 0.02 |
| Sands China Ltd | Long | Debt | KY | $803K | – | 0.02 |
| Sands China Ltd | Long | Debt | KY | $755K | – | 0.02 |
| Santander Bank Auto Credit-Linked Notes Series 2023-B | Long | ABS-other | US | $319K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2021-1 | Long | ABS-other | US | $857K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2021-2 | Long | ABS-other | US | $3M | – | 0.07 |
| Santander Drive Auto Receivables Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.03 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $2M | – | 0.05 |
| Santander Drive Auto Receivables Trust 2023-3 | Long | ABS-other | US | $1M | – | 0.03 |
| Santander Drive Auto Receivables Trust 2023-4 | Long | ABS-other | US | $2M | – | 0.05 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $504K | – | 0.01 |
| Sasol Financing USA LLC | Long | Debt | US | $447K | – | 0.01 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $1M | – | 0.03 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $620K | – | 0.02 |
| SBNA Auto Lease Trust 2024-A | Long | ABS-other | US | $749K | – | 0.02 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $950K | – | 0.02 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $136K | – | 0.00 |
| Schlumberger Investment SA | Long | Debt | LU | $1M | – | 0.03 |
| Sealed Air Corp | Long | Debt | US | $354K | – | 0.01 |
| Sequoia Mortgage Trust 2017-CH1 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Sequoia Mortgage Trust 2018-CH1 | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Sequoia Mortgage Trust 2018-CH3 | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $1M | – | 0.04 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $752K | – | 0.02 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $181K | – | 0.00 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $262K | – | 0.01 |
| Service Properties Trust | Long | Debt | US | $285K | – | 0.01 |
| SETANTA AIRCRAFT LEASING | Long | Loan | IE | $367K | – | 0.01 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.04 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $203K | – | 0.01 |
| SFS Auto Receivables Securitization Trust 2023-1 | Long | ABS-other | US | $101K | – | 0.00 |
| SFS Auto Receivables Securitization Trust 2024-1 | Long | ABS-other | US | $286K | – | 0.01 |
| SG Residential Mortgage Trust 2022-1 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Shamrock Residential | Long | ABS-mortgage backed security | IE | $329K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $2M | – | 0.04 |
| Shell International Finance BV | Long | Debt | NL | $733K | – | 0.02 |
| Shell International Finance BV | Long | Debt | NL | $436K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $341K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $225K | – | 0.01 |
| Sherwin-Williams Co/The | Long | Debt | US | $2M | – | 0.04 |
| Shops at Crystals Trust 2016-CSTL | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SHOW Trust 2022-BIZ (DCP RIGHTS, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Signal Peak CLO 8 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $351K | – | 0.01 |
| Sixth Street CLO XIX Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.18 |
| SkyMiles IP Ltd | Long | Loan | KY | $264K | – | 0.01 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $408K | – | 0.01 |
| SMB Private Education Loan Trust 2015-C | Long | ABS-other | US | $2M | – | 0.05 |
| SMB Private Education Loan Trust 2022-C | Long | ABS-other | US | $1M | – | 0.03 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $2M | – | 0.05 |
| SMB Private Education Loan Trust 2024-C | Long | ABS-other | US | $1M | – | 0.04 |
| Smith & Nephew PLC | Long | Debt | GB | $600K | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $3M | – | 0.09 |
| Societe Generale SA | Long | Debt | FR | $3M | – | 0.08 |
| Societe Generale SA | Long | Debt | FR | $3M | – | 0.07 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $904K | – | 0.02 |
| Sofi Professional Loan Program 2019-C LLC (Social Professional Loan Progr) | Long | ABS-other | US | $355K | – | 0.01 |
| SoFi Professional Loan Program 2020-ATrust (Social Professional Loan Progr) | Long | ABS-other | US | $1M | – | 0.03 |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $59K | – | 0.00 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $54K | – | 0.00 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $11K | – | 0.00 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-47K | – | -0.00 | |
| SOFR 1 YEAR MIDCURVE (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-51K | – | -0.00 | |
| Solventum Corp | Long | Debt | US | $2M | – | 0.06 |
| Solventum Corp | Long | Debt | US | $928K | – | 0.02 |
| Solventum Corp | Long | Debt | US | $638K | – | 0.02 |
| Solventum Corp | Long | Debt | US | $516K | – | 0.01 |
| Sompo International Holdings Ltd (SOMPO INTL HLDS LTD) | Long | Debt | BM | $337K | – | 0.01 |
| SOTERA HEALTH HOLDINGS LLC (SOTERA HEALTH HLDGS LLC) | Long | Loan | US | $658K | – | 0.02 |
| Sound Point CLO II Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $603K | – | 0.02 |
| Sound Point CLO XXIII (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.08 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $3M | – | 0.08 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.06 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $1M | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $855K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $847K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $660K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $562K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $491K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $243K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $205K | – | 0.01 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $3M | – | 0.07 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $2M | – | 0.04 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $585K | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $369K | – | 0.01 |
| Southern Co/The | Long | Debt | US | $2M | – | 0.06 |
| Southern Co/The | Long | Debt | US | $2M | – | 0.05 |
| Southern Co/The | Long | Debt | US | $1M | – | 0.04 |
| Southern Co/The | Long | Debt | US | $678K | – | 0.02 |
| Southern Copper Corp | Long | Debt | US | $872K | – | 0.02 |
| Southern Natural Gas Co LLC | Long | Debt | US | $1M | – | 0.03 |
| Southern Power Co | Long | Debt | US | $199K | – | 0.01 |
| Southwest Gas Corp | Long | Debt | US | $1M | – | 0.03 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $993K | – | 0.03 |
| Southwestern Energy Co | Long | Debt | US | $321K | – | 0.01 |
| Southwestern Energy Co | Long | Debt | US | $155K | – | 0.00 |
| Southwestern Energy Co | Long | Debt | US | $29K | – | 0.00 |
| Southwick Park CLO LLC (Southwick Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd (SPIRIT LOYALTY KY LTD/IP) | Long | Debt | KY | $550K | – | 0.01 |
| Sprint LLC | Long | Debt | US | $277K | – | 0.01 |
| Sprint LLC | Long | Debt | US | $108K | – | 0.00 |
| St Paul's CLO IV DAC (St Pauls CLO) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.05 |
| St Paul's CLO V DAC (St Pauls CLO) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.11 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $2M | – | 0.05 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $1M | – | 0.03 |
| Standard Chartered PLC | Long | Debt | GB | $2M | – | 0.04 |
| Standard Chartered PLC | Long | Debt | GB | $1M | – | 0.03 |
| Standard Industries Inc/NJ | Long | Debt | US | $79K | – | 0.00 |
| Standard Industries Inc/NJ | Long | Debt | US | $32K | – | 0.00 |
| Starwood Mortgage Residential Trust 2020-INV | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $1M | – | 0.03 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $1M | – | 0.03 |
| State of Israel | Long | Debt | IL | $152K | – | 0.00 |
| State of Texas (TEXAS ST) | Long | Debt | US | $412K | – | 0.01 |
| State Street Corp | Long | Debt | US | $4M | – | 0.10 |
| Steele Creek Clo 2017-1 Ltd (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $253K | – | 0.01 |
| Storm King Park CLO LTD (Storm King Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $251K | – | 0.01 |
| Structured Asset Investment Loan Trust 2004-BNC1 | Long | ABS-other | US | $262K | – | 0.01 |
| Subway Funding LLC | Long | ABS-other | US | $5M | – | 0.12 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $2M | – | 0.05 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $2M | – | 0.04 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $1M | – | 0.03 |
| Suzano Austria GmbH | Long | Debt | AT | $725K | – | 0.02 |
| Suzano Austria GmbH | Long | Debt | AT | $124K | – | 0.00 |
| Symphony CLO 40 Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.03 |
| Symphony CLO XXVI Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $272K | – | 0.01 |
| Synchrony Financial | Long | Debt | US | $3M | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $5M | – | 0.12 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $521K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $435K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $397K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $393K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $377K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $344K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $249K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $190K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $116K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $25K | – | 0.00 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $3M | – | 0.08 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $610K | – | 0.02 |
| Tapestry Inc | Long | Debt | US | $422K | – | 0.01 |
| Tapestry Inc | Long | Debt | US | $318K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $2M | – | 0.05 |
| Targa Resources Corp | Long | Debt | US | $537K | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $1M | – | 0.04 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $671K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $582K | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $233K | – | 0.01 |
| Taylor Morrison Communities Inc | Long | Debt | US | $263K | – | 0.01 |
| Taylor Morrison Communities Inc | Long | Debt | US | $248K | – | 0.01 |
| TCW CLO 2017-1A Ltd (TCW CLO 2017-1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| TCW CLO 2021-2 Ltd (TCW CLO 2021-2, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $579K | – | 0.01 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $56K | – | 0.00 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $53K | – | 0.00 |
| Telefonica Emisiones SA (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $232K | – | 0.01 |
| Telefonica Emisiones SA (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $150K | – | 0.00 |
| Telos CLO 2013-4 Ltd (Telos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $538K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $350K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $256K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $190K | – | 0.00 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $1M | – | 0.03 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $785K | – | 0.02 |
| Tennessee Valley Authority Generic Strip (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $361K | – | 0.01 |
| Tennessee Valley Authority Generic Strip (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $79K | – | 0.00 |
| Teva Pharmaceutical Finance Co LLC (TEVA PHARM FIN CO LLC) | Long | Debt | US | $127K | – | 0.00 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $3M | – | 0.06 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $1M | – | 0.04 |
| Texas Instruments Inc | Long | Debt | US | $211K | – | 0.01 |
| Texas Natural Gas Securitization Finance Corp (TEXAS NATURAL GAS SECURITIZTN) | Long | ABS-other | US | $2M | – | 0.06 |
| Textron Inc | Long | Debt | US | $779K | – | 0.02 |
| TFS_18-3 | Long | ABS-mortgage backed security | $1.07 | – | 0.00 | |
| TFS_18-3-A1 | Long | ABS-mortgage backed security | LU | $2M | – | 0.06 |
| THE VANGUARD GROUP INC | Long | Debt | US | $1M | – | 0.04 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $387K | – | 0.01 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $232K | – | 0.01 |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $102K | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $7K | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-131.25 | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-25K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-59K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-178K | – | -0.00 | |
| Tikehau US CLO III Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $8M | – | 0.21 |
| Time Warner Cable Enterprises LLC (TIME WARNER CABLE ENTRMN) | Long | Debt | US | $754K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.04 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.04 |
| Time Warner Cable LLC | Long | Debt | US | $1M | – | 0.04 |
| Time Warner Cable LLC | Long | Debt | US | $595K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $288K | – | 0.01 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $4M | – | 0.11 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $385K | – | 0.01 |
| TotalEnergies Capital SA | Long | Debt | FR | $1M | – | 0.04 |
| Towd Point HE Trust 2023-1 | Long | ABS-other | US | $309K | – | 0.01 |
| Towd Point Mortgage Trust 2015-4 | Long | ABS-mortgage backed security | US | $401K | – | 0.01 |
| Towd Point Mortgage Trust 2016-2 | Long | ABS-mortgage backed security | US | $998K | – | 0.03 |
| Towd Point Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $705K | – | 0.02 |
| Towd Point Mortgage Trust 2019-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Towd Point Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Towd Point Mortgage Trust 2019-HY3 | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Towd Point Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Towd Point Mortgage Trust 2023-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| Towd Point Mortgage Trust 2024-CES2 | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Towd Point Mortgage Trust 2024-CES3 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Trane Technologies Financing Ltd (TRANE TECH FIN LTD) | Long | Debt | IE | $304K | – | 0.01 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $1M | – | 0.03 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $1M | – | 0.03 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $442K | – | 0.01 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $409K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $341K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $162K | – | 0.00 |
| TransDigm Inc | Long | Debt | US | $141K | – | 0.00 |
| TRESTLES CLO III LTD (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Trestles Clo IV Ltd (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $582K | – | 0.01 |
| TRESTLES CLO V LTD (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.02 |
| Tri Pointe Homes Inc | Long | Debt | US | $300K | – | 0.01 |
| Tricolor Auto Securitization Trust 2023-1 | Long | ABS-other | US | $201K | – | 0.01 |
| Tricolor Auto Securitization Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.03 |
| Tricon Residential 2022-SFR1 Trust | Long | ABS-other | US | $5M | – | 0.12 |
| Triton Water Holdings Inc | Long | Loan | US | $311K | – | 0.01 |
| TRS IBOXIG INDEX (BNP PARIBAS) | Derivative-interest rate | FR | $118K | – | 0.00 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-770K | – | -0.02 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-951K | – | -0.02 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-1M | – | -0.03 | |
| TRS TRSBENCH7 INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-equity | US | $137K | – | 0.00 | |
| Truist Financial Corp | Long | Debt | US | $892K | – | 0.02 |
| Truist Financial Corp | Long | Debt | US | $272K | – | 0.01 |
| TYSN 2023-CRNR Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Tyson Foods Inc | Long | Debt | US | $747K | – | 0.02 |
| Tyson Foods Inc | Long | Debt | US | $205K | – | 0.01 |
| U.S. TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $29K | – | 0.00 | |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $1M | – | 0.03 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $1M | – | 0.03 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $1M | – | 0.03 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $529K | – | 0.01 |
| UBS Commercial Mortgage Trust 2017-C1 | Long | ABS-mortgage backed security | US | $753K | – | 0.02 |
| UBS Commercial Mortgage Trust 2017-C5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| UBS Commercial Mortgage Trust 2017-C6 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| UBS Commercial Mortgage Trust 2018-C12 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| UBS Commercial Mortgage Trust 2019-C16 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $900K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $740K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $581K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $344K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $270K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $203K | – | 0.01 |
| UFC Holdings LLC | Long | Loan | US | $272K | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $577K | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $116K | – | 0.00 |
| Union Pacific Corp | Long | Debt | US | $97K | – | 0.00 |
| United Airlines 2014-1 Class A Pass Through Trust (UNITED AIR 2014-1 A PTT) | Long | Debt | US | $117K | – | 0.00 |
| United Airlines 2015-1 Class AA Pass Through Trust (UNITED AIR 2015-1 AA PTT) | Long | Debt | US | $84K | – | 0.00 |
| United Airlines 2016-1 Class AA Pass Through Trust (UNITED AIR 2016-1 AA PTT) | Long | Debt | US | $71K | – | 0.00 |
| United Airlines 2016-2 Class AA Pass Through Trust (UNITED AIR 2016-2 AA PTT) | Long | Debt | US | $587K | – | 0.02 |
| United Airlines 2018-1 Class AA Pass Through Trust (UNITED AIR 2018-1 AA PTT) | Long | Debt | US | $108K | – | 0.00 |
| United Airlines 2019-2 Class AA Pass Through Trust (UNITED AIR 2019-2 AA PTT) | Long | Debt | US | $250K | – | 0.01 |
| United Airlines Inc | Long | Debt | US | $1M | – | 0.03 |
| United Airlines Inc | Long | Debt | US | $538K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $1M | – | 0.04 |
| United Rentals North America Inc | Long | Debt | US | $604K | – | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $404K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $226K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $65K | – | 0.00 |
| United States Small Business Administration (Small Business Administration) | Long | ABS-mortgage backed security | US | $488K | – | 0.01 |
| United States Small Business Administration (Small Business Administration) | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $42M | – | 1.09 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $10M | – | 0.25 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $3M | – | 0.07 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $2M | – | 0.06 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $2M | – | 0.05 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $858K | – | 0.02 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $89K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $43M | – | 1.10 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $39M | – | 0.99 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $33M | – | 0.85 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $28M | – | 0.71 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $27M | – | 0.69 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $22M | – | 0.57 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $20M | – | 0.52 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $20M | – | 0.52 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $19M | – | 0.47 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $18M | – | 0.45 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $17M | – | 0.44 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $17M | – | 0.43 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 0.31 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 0.28 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 0.28 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.26 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.24 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $8M | – | 0.21 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.15 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.12 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.11 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $916K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $748K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $337K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $111K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $81K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $32K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $17M | – | 0.44 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $2M | – | 0.05 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $1M | – | 0.04 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $1M | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $522K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $1M | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $1M | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $1M | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $996K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $762K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $758K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $633K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $379K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $276K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $268K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $263K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $207K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $168K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $115K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $100K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $46K | – | 0.00 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $103K | – | 0.00 |
| University of Virginia (UNIV OF VIRGINIA VA UNIV REVEN) | Long | Debt | US | $2M | – | 0.05 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $431K | – | 0.01 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $176K | – | 0.00 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $169K | – | 0.00 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $2M | – | 0.04 | |
| US Bancorp | Long | Debt | US | $4M | – | 0.10 |
| US Bancorp | Long | Debt | US | $528K | – | 0.01 |
| US Bancorp | Long | Debt | US | $172K | – | 0.00 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $1M | – | 0.03 | |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-346K | – | -0.01 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $171K | – | 0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| USD CALL VERSUS MXN PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $311K | – | 0.01 | |
| USD CALL VERSUS MXN PUT (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $-110K | – | -0.00 | |
| USD/AUD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/AUD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-39K | – | -0.00 | |
| USD/BRL FORWARD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $102K | – | 0.00 | |
| USD/BRL FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/BRL FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-46K | – | -0.00 | |
| USD/BRL FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-95K | – | -0.00 | |
| USD/BRL FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-188K | – | -0.00 | |
| USD/BRL FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-687K | – | -0.02 | |
| USD/CHF FORWARD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| USD/CHF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| USD/CNH FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $75K | – | 0.00 | |
| USD/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $90K | – | 0.00 | |
| USD/EUR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| USD/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-92K | – | -0.00 | |
| USD/GBP FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| USD/GBP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| USD/GBP FORWARD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/JPY FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $142K | – | 0.00 | |
| USD/JPY FORWARD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| USD/JPY FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/MXN FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $45K | – | 0.00 | |
| USD/MXN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $44K | – | 0.00 | |
| USD/MXN FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-76K | – | -0.00 | |
| USD/NOK FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-925.93 | – | -0.00 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $1M | – | 0.03 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $438K | – | 0.01 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $204K | – | 0.01 |
| Vanguard Total Bond Market ETF | Long | Equity-common | US | $61M | 843K | 1.56 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $2M | – | 0.06 |
| Vector Group Ltd | Long | Debt | US | $597K | – | 0.02 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $376K | – | 0.01 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $59K | – | 0.00 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $36K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $4M | – | 0.10 |
| Verizon Communications Inc | Long | Debt | US | $939K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $878K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $484K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $456K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $446K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $359K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $274K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $213K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $208K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $167K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $153K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $153K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $97K | – | 0.00 |
| Verus Securitization Trust 2020-1 | Long | ABS-mortgage backed security | US | $633K | – | 0.02 |
| Verus Securitization Trust 2021-1 | Long | ABS-mortgage backed security | US | $529K | – | 0.01 |
| Verus Securitization Trust 2021-4 | Long | ABS-mortgage backed security | US | $319K | – | 0.01 |
| Verus Securitization Trust 2021-5 | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Verus Securitization Trust 2021-7 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Verus Securitization Trust 2022-3 | Long | ABS-mortgage backed security | US | $622K | – | 0.02 |
| Viatris Inc | Long | Debt | US | $2M | – | 0.05 |
| VICI Properties LP | Long | Debt | US | $685K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $2M | – | 0.04 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $1M | – | 0.04 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $351K | – | 0.01 |
| Videotron Ltd (VIDEOTRON LTD / LTEE) | Long | Debt | CA | $196K | – | 0.01 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $337K | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $2M | – | 0.05 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $2M | – | 0.04 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $359K | – | 0.01 |
| Visa Inc | Long | Debt | US | $738K | – | 0.02 |
| Vistra Operations Co LLC | Long | Debt | US | $3M | – | 0.07 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $818K | – | 0.02 |
| Vistra Operations Co LLC | Long | Debt | US | $717K | – | 0.02 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $530K | – | 0.01 |
| VOC Escrow Ltd | Long | Debt | BM | $634K | – | 0.02 |
| Volkswagen Auto Loan Enhanced Trust 2021-1 | Long | ABS-other | US | $586K | – | 0.02 |
| Walmart Inc | Long | Debt | US | $352K | – | 0.01 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $71K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $3M | – | 0.08 |
| Warnermedia Holdings Inc | Long | Debt | US | $1M | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $1M | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $720K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $180K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $40K | – | 0.00 |
| Waste Connections Inc | Long | Debt | CA | $389K | – | 0.01 |
| Waste Management Inc | Long | Debt | US | $2M | – | 0.04 |
| WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $775K | – | 0.02 |
| Wellfleet CLO 2017-3 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $641K | – | 0.02 |
| Wellfleet CLO 2018-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Wellfleet CLO 2018-2 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.19 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.20 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $752K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $741K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $668K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $551K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $545K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $539K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $180K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $30K | – | 0.00 |
| Wells Fargo Bank NA | Long | Debt | US | $2M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2015-LC20 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2016-LC24 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2018-1745 | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2019-C49 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2019-C52 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Wells Fargo Mortgage Backed Securities 2020-RR1 Trust | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Welltower OP LLC | Long | Debt | US | $2M | – | 0.05 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $3M | – | 0.07 |
| Western Midstream Operating LP | Long | Debt | US | $2M | – | 0.06 |
| Western Midstream Operating LP | Long | Debt | US | $715K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $384K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $356K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $170K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $112K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $79K | – | 0.00 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $663K | – | 0.02 |
| Westpac Banking Corp | Long | Debt | AU | $3M | – | 0.07 |
| WFRBS Commercial Mortgage Trust 2014-C20 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $3M | – | 0.08 |
| Wheels Fleet Lease Funding 1 LLC (Wheels Fleet Lease Funding LLC) | Long | ABS-other | US | $2M | – | 0.05 |
| William Carter Co/The | Long | Debt | US | $104K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $918K | – | 0.02 |
| Williams Cos Inc/The | Long | Debt | US | $709K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $698K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $454K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $393K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $341K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $318K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $207K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $123K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $11K | – | 0.00 |
| Willis North America Inc | Long | Debt | US | $3M | – | 0.08 |
| Willis North America Inc | Long | Debt | US | $2M | – | 0.04 |
| Wind River 2016-1K CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Wisconsin Power and Light Co (WISCONSIN POWER & LIGHT) | Long | Debt | US | $1M | – | 0.03 |
| World Omni Auto Receivables Trust 2023-A | Long | ABS-other | US | $1M | – | 0.03 |
| WRKCo Inc | Long | Debt | US | $242K | – | 0.01 |
| Wynn Macau Ltd | Long | Debt | KY | $1M | – | 0.03 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $290K | – | 0.01 |
| Xcel Energy Inc | Long | Debt | US | $688K | – | 0.02 |
| Yamana Gold Inc | Long | Debt | CA | $385K | – | 0.01 |
| YMCA of Greater New York (YMCA OF GREATER NY) | Long | Debt | US | $1M | – | 0.04 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $538K | – | 0.01 |
Address
Advanced Series Trust
655 Broad Street
Newark
New Jersey
07102-4077
United States of America
Directors
Susan Davenport Austin
Robert F. Gunia
Sherry S. Barrat
Stephen M. Chipman
Jessica M. Bibliowicz
Thomas M. O'Brien
Kay Ryan Booth
Timothy S. Cronin
Transfer Agents
Prudential Mutual Fund Services LLC
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
LSEG US FIN CORP.
S&P Global Market Intelligence
Intercontinental Exchange, Inc.
Bloomberg Finance L.P.
Custodians
The Bank of New York Mellon
The Bank of New York Mellon SA/NV (Belgium)
Euroclear Bank SA/NV (Belgium)
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
J.P. Morgan Securities LLC
GOLDMAN SACHS & CO. LLC
CitiGroup Global Markets Inc.
BOFA SECURITIES, INC.