ALLIANZ FUNDS > ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
AZL Enhanced Bond Index Fund
$2.79B
Avg Monthly Net Assets
$3.17B
Total Assets
$220.31M
Total Liabilities
$2.95B
Net Assets
AZL Enhanced Bond Index Fund is an Underlying fund in ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
from ALLIANZ FUNDS,
based in Minnesota,
United States of America.
The fund has one share class
and monthly net assets of $2.79B.
On August 27th, 2024 it reported 1,664 holdings, the largest
being United States of America (4.8%), Dreyfus Treasury Securities Cash Management; Institutional Shares (4.8%) and United States of America (2.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| AZL Enhanced Bond Index Fund | C000075764 |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US TREASURY NOTE FUTURE SEP24 (United States of America) | Derivative-interest rate | US | $570K | – | 0.02 | |
| 2 YEAR US TREASURY NOTE FUTURE SEP24 (United States of America) | Derivative-interest rate | US | $-62K | – | -0.00 | |
| 30 DAY FEDERAL FUNDS FUTURE AUG24 | Derivative-interest rate | US | $-583.46 | – | -0.00 | |
| 30 YEAR US TREASURY BOND FUTURE SEP24 (United States of America) | Derivative-interest rate | US | $42K | – | 0.00 | |
| 5 YEAR US TREASURY NOTE FUTURE SEP24 (United States of America) | Derivative-interest rate | US | $363K | – | 0.01 | |
| A D MORTGAGE TRUST (A&D MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| ABBVIE INC (ABBVIE INC.) | Long | Debt | US | $6M | – | 0.20 |
| ABBVIE INC (ABBVIE INC.) | Long | Debt | US | $2M | – | 0.05 |
| ABU DHABI DEVELOPMENTAL (Abu Dhabi Developmental Holding Company PJSC) | Long | Debt | AE | $276K | – | 0.01 |
| ABU DHABI GOVT INTL (Emirate of Abu Dhabi) | Long | Debt | AE | $343K | – | 0.01 |
| AEP TEXAS INC (AEP TEXAS INC.) | Long | Debt | US | $1M | – | 0.04 |
| AEP TEXAS INC (AEP TEXAS INC.) | Long | Debt | US | $918K | – | 0.03 |
| AEP TEXAS INC (AEP TEXAS INC.) | Long | Debt | US | $453K | – | 0.02 |
| AEP TEXAS INC (AEP TEXAS INC.) | Long | Debt | US | $386K | – | 0.01 |
| AEP TEXAS INC (AEP TEXAS INC.) | Long | Debt | US | $312K | – | 0.01 |
| AEP TEXAS INC (AEP TEXAS INC.) | Long | Debt | US | $194K | – | 0.01 |
| AEP TRANSMISSION CO LLC (AEP TRANSMISSION COMPANY, LLC) | Long | Debt | US | $1M | – | 0.05 |
| AEP TRANSMISSION CO LLC (AEP TRANSMISSION COMPANY, LLC) | Long | Debt | US | $1M | – | 0.04 |
| AEP TRANSMISSION CO LLC (AEP TRANSMISSION COMPANY, LLC) | Long | Debt | US | $666K | – | 0.02 |
| AEP TRANSMISSION CO LLC (AEP TRANSMISSION COMPANY, LLC) | Long | Debt | US | $653K | – | 0.02 |
| AEP TRANSMISSION CO LLC (AEP TRANSMISSION COMPANY, LLC) | Long | Debt | US | $422K | – | 0.01 |
| AEP TRANSMISSION CO LLC (AEP TRANSMISSION COMPANY, LLC) | Long | Debt | US | $379K | – | 0.01 |
| AES PANAMA GENERATION HOLDINGS SRL (AES Panama Generation Holdings S. de R.L.) | Long | Debt | PA | $226K | – | 0.01 |
| AGILENT TECHNOLOGIES INC (AGILENT TECHNOLOGIES, INC.) | Long | Debt | US | $255K | – | 0.01 |
| AGL CLO 28 LTD (AGL CLO LTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| AHS HOSPITAL CORP (AHS HOSPITAL CORP.) | Long | Debt | US | $174K | – | 0.01 |
| ALABAMA POWER CO (Alabama Power Company) | Long | Debt | US | $778K | – | 0.03 |
| ALABAMA POWER CO (Alabama Power Company) | Long | Debt | US | $627K | – | 0.02 |
| ALABAMA POWER CO (Alabama Power Company) | Long | Debt | US | $609K | – | 0.02 |
| ALABAMA POWER CO (Alabama Power Company) | Long | Debt | US | $172K | – | 0.01 |
| ALABAMA POWER CO (Alabama Power Company) | Long | Debt | US | $61K | – | 0.00 |
| ALEN 2021 ACEN MORTGAGE TRUST (ACEN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| ALGONQUIN PWR UTILITY (ALGONQUIN POWER & UTILITIES CORP.) | Long | Debt | CA | $81K | – | 0.00 |
| ALLEGRO CLO VIII LTD (ALLEGRO CLO LTD) | Long | ABS-mortgage backed security | US | $664K | – | 0.02 |
| ALTRIA GROUP INC (Altria Group, Inc.) | Long | Debt | US | $5M | – | 0.15 |
| ALTRIA GROUP INC (Altria Group, Inc.) | Long | Debt | US | $2M | – | 0.06 |
| ALTRIA GROUP INC (Altria Group, Inc.) | Long | Debt | US | $1M | – | 0.04 |
| ALTRIA GROUP INC (Altria Group, Inc.) | Long | Debt | US | $386K | – | 0.01 |
| ALTRIA GROUP INC (Altria Group, Inc.) | Long | Debt | US | $341K | – | 0.01 |
| AMCOR FLEXIBLES NORTH AMERICA INC (Amcor Flexibles North America, Inc) | Long | Debt | US | $268K | – | 0.01 |
| AMEREN ILLINOIS CO (AMEREN ILLINOIS COMPANY) | Long | Debt | US | $390K | – | 0.01 |
| AMERICAN HOMES 4 RENT (AMERICAN HOMES 4 RENT TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| AMERICAN INTERNATIONAL GROUP INC (AMERICAN INTERNATIONAL GROUP, INC.) | Long | Debt | US | $485K | – | 0.02 |
| AMERICAN TOWER CORP (AMERICAN TOWER CORPORATION) | Long | Debt | US | $5M | – | 0.18 |
| AMERICAN TOWER CORP (AMERICAN TOWER CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| AMERICAN TOWER CORP (AMERICAN TOWER CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| AMERICAN TOWER CORP (AMERICAN TOWER CORPORATION) | Long | Debt | US | $349K | – | 0.01 |
| AMERICAN TOWER CORP (AMERICAN TOWER CORPORATION) | Long | Debt | US | $148K | – | 0.01 |
| AMERICAN TRANSMISSION SYSTEMS INC (AMERICAN TRANSMISSION SYSTEMS, INCORPORATED) | Long | Debt | US | $86K | – | 0.00 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $8M | – | 0.28 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $1M | – | 0.04 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $802K | – | 0.03 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $783K | – | 0.03 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $735K | – | 0.02 |
| AMGEN INC (AMGEN INC.) | Long | Debt | US | $287K | – | 0.01 |
| ANCHORAGE CAPITAL CLO LTD | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| ANGEL OAK MORTGAGE TRUST 2023 6 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| ANGEL OAK MORTGAGE TRUST 2024 1 | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| ANGEL OAK MORTGAGE TRUST 2024 2 | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| ANGLO AMERICAN CAPITAL (ANGLO AMERICAN CAPITAL PLC) | Long | Debt | GB | $526K | – | 0.02 |
| ANGLO AMERICAN CAPITAL PLC | Long | Debt | GB | $5M | – | 0.18 |
| ANGLO AMERICAN CAPITAL PLC | Long | Debt | GB | $5M | – | 0.17 |
| ANGLO AMERICAN CAPITAL PLC | Long | Debt | GB | $3M | – | 0.10 |
| ANGLO AMERICAN CAPITAL PLC | Long | Debt | GB | $829K | – | 0.03 |
| ANGLO AMERICAN PLC (ANGLO AMERICAN CAPITAL PLC) | Long | Debt | GB | $1M | – | 0.04 |
| ANTHEM INC (ELEVANCE HEALTH, INC.) | Long | Debt | US | $888K | – | 0.03 |
| ANTOFAGASTA PLC | Long | Debt | GB | $433K | – | 0.01 |
| ANTOFAGASTA PLC | Long | Debt | GB | $278K | – | 0.01 |
| AON CORP (AON CORPORATION) | Long | Debt | US | $120K | – | 0.00 |
| APIDOS CLO XX | Long | ABS-mortgage backed security | US | $991K | – | 0.03 |
| APIDOS CLO XXV | Long | ABS-mortgage backed security | US | $890K | – | 0.03 |
| ARES XL CLO LTD (ARES CLO LTD) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| ARES XXXIIR CLO LTD (ARES CLO LTD) | Long | ABS-mortgage backed security | US | $296K | – | 0.01 |
| ARI FLEET LEASE TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| ARROYO MORTGAGE TRUST 2022 2 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| AT T INC (AT&T INC.) | Long | Debt | US | $5M | – | 0.16 |
| AT T INC (AT&T INC.) | Long | Debt | US | $4M | – | 0.14 |
| AT T INC (AT&T INC.) | Long | Debt | US | $599K | – | 0.02 |
| AT T INC (AT&T INC.) | Long | Debt | US | $339K | – | 0.01 |
| BAE SYSTEMS PLC | Long | Debt | GB | $3M | – | 0.09 |
| BAIDU INC (BAIDU, INC.) | Long | Debt | KY | $463K | – | 0.02 |
| BAIN CAPITAL CREDIT CLO LIMITED | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BALLYROCK CLO 2019 2 LTD (BALLYROCK CLO LTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BALTIMORE GAS AND ELECTRIC CO (BALTIMORE GAS AND ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| BALTIMORE GAS AND ELECTRIC CO (BALTIMORE GAS AND ELECTRIC COMPANY) | Long | Debt | US | $588K | – | 0.02 |
| BALTIMORE GAS ELECTRIC (BALTIMORE GAS AND ELECTRIC COMPANY) | Long | Debt | US | $5K | – | 0.00 |
| BANCO DEL ESTADO CHILE (Banco del Estado de Chile) | Long | Debt | CL | $408K | – | 0.01 |
| BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA (Banco Latinoamericano de Comercio Exterior, S.A.) | Long | Debt | PA | $448K | – | 0.02 |
| BANCO NACIONAL DE PANAMA | Long | Debt | PA | $153K | – | 0.01 |
| BANK 2017 BNK4 | Long | ABS-mortgage backed security | US | $408K | – | 0.01 |
| BANK GOSPODARSTWA KRAJOW (Bank Gospodarstwa Krajowego) | Long | Debt | PL | $207K | – | 0.01 |
| BANK GOSPODARSTWA KRAJOWEGO | Long | Debt | PL | $312K | – | 0.01 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $6M | – | 0.22 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.18 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.17 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.12 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $3M | – | 0.09 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.03 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $525K | – | 0.02 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $466K | – | 0.02 |
| BANK OF AMERICA CORP (BANK OF AMERICA CORPORATION) | Long | Debt | US | $339K | – | 0.01 |
| BANK OF AMERICA CREDIT CARD TRUST (BA CREDIT CARD TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| BARCLAYS COMMERCIAL MORTGAGE (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| BARCLAYS COMMERCIAL MORTGAGE (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES (BBCMS TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| BARCLAYS PLC | Long | Debt | GB | $634K | – | 0.02 |
| BAT CAPITAL CORP (B.A.T CAPITAL CORPORATION) | Long | Debt | US | $6M | – | 0.20 |
| BAT CAPITAL CORP (B.A.T CAPITAL CORPORATION) | Long | Debt | US | $3M | – | 0.10 |
| BAT CAPITAL CORP (B.A.T CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| BAT CAPITAL CORP (B.A.T CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| BAT CAPITAL CORP (B.A.T CAPITAL CORPORATION) | Long | Debt | US | $324K | – | 0.01 |
| BATTALION CLO VIII LTD (BATTALION CLO LTD) | Long | ABS-mortgage backed security | US | $834K | – | 0.03 |
| BECTON DICKINSON CO (BECTON, DICKINSON AND COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| BENCHMARK MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| BENCHMARK MTG TR (BENCHMARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $856K | – | 0.03 |
| BFLD TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BHARTI AIRTEL LTD (BHARTI AIRTEL LIMITED) | Long | Debt | IN | $246K | – | 0.01 |
| BHSH SYSTEM OBLIGATED GROUP (COREWELL HEALTH) | Long | Debt | US | $715K | – | 0.02 |
| BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES (BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO) | Long | Short-term investment vehicle | US | $3M | 3M | 0.10 |
| BLACKSTONE SECURED LENDING FUND | Long | Debt | US | $140K | – | 0.00 |
| BOEING CO (THE BOEING COMPANY) | Long | Debt | US | $813K | – | 0.03 |
| BOEING CO THE (THE BOEING COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| BOEING CO THE (THE BOEING COMPANY) | Long | Debt | US | $809K | – | 0.03 |
| BP CAPITAL MARKETS AMERICA INC (BP CAPITAL MARKETS AMERICA INC.) | Long | Debt | US | $3M | – | 0.11 |
| BRAVO RESIDENTIAL FUNDING TRUST 2023 NQM6 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| BRISTOL MYERS SQUIBB CO (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| BROADCOM INC (BROADCOM INC.) | Long | Debt | US | $4M | – | 0.12 |
| BROADCOM INC (BROADCOM INC.) | Long | Debt | US | $1M | – | 0.05 |
| BURLINGTN NORTH SANTA FE (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $326K | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $1M | – | 0.04 |
| BURLINGTON NORTHERN SANTA FE LLC (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $442K | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC (BURLINGTON NORTHERN SANTA FE, LLC) | Long | Debt | US | $266K | – | 0.01 |
| BX TRUST | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| BX TRUST | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| BX TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| BX TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BX TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BX TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BX TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BX TRUST (BX COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BX TRUST | Long | ABS-mortgage backed security | US | $935K | – | 0.03 |
| BX TRUST | Long | ABS-mortgage backed security | US | $779K | – | 0.03 |
| BX TRUST 2023 DELC | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CALIFORNIA INSTITUTE OF TECHNOLOGY | Long | Debt | US | $129K | – | 0.00 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $502K | – | 0.02 |
| CALIFORNIA STATE UNIVERSITY (CALIFORNIA ST UNIV REV) | Long | Debt | US | $605K | – | 0.02 |
| CAMERON LNG LLC (CAMERON LNG, LLC) | Long | Debt | US | $4M | – | 0.13 |
| CAMERON LNG LLC (CAMERON LNG, LLC) | Long | Debt | US | $3M | – | 0.09 |
| CAMERON LNG LLC (CAMERON LNG, LLC) | Long | Debt | US | $1M | – | 0.04 |
| CANTOR COMMERCIAL REAL ESTATE LENDING (CF MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $544K | – | 0.02 |
| CANTOR COMMERCIAL REAL ESTATE LENDING (CF MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $515K | – | 0.02 |
| CARMAX AUTO OWNER TRUST 2023 2 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CEDR TRUST (CEDR COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CELULOSA ARAUCO Y CONSTITUCION SA (Celulosa Arauco y Constitucion S.A.) | Long | Debt | CL | $569K | – | 0.02 |
| CENCOSUD SA (Cencosud S.A.) | Long | Debt | CL | $560K | – | 0.02 |
| CENT TRUST 2023 CITY | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| CENTERPOINT ENER HOUSTON (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $145K | – | 0.00 |
| CENTERPOINT ENERGY HOUSTON (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $145K | – | 0.00 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $227K | – | 0.01 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $222K | – | 0.01 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC (CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC) | Long | Debt | US | $82K | – | 0.00 |
| CENTERPOINT ENERGY RESOURCES CORP (CENTERPOINT ENERGY RESOURCES CORP.) | Long | Debt | US | $743K | – | 0.03 |
| CENTERPOINT ENERGY RESOURCES CORP (CENTERPOINT ENERGY RESOURCES CORP.) | Long | Debt | US | $303K | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC (CHARTER COMMUNICATIONS OPERATING, LLC) | Long | Debt | US | $2M | – | 0.06 |
| CHASE MORTGAGE FINANCE (CHASE HOME LENDING MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| CHENIERE CORP CHRISTI HD (CHENIERE CORPUS CHRISTI HOLDINGS, LLC) | Long | Debt | US | $13M | – | 0.44 |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC (CHENIERE CORPUS CHRISTI HOLDINGS, LLC) | Long | Debt | US | $1M | – | 0.05 |
| CHENIERE ENERGY INC (CHENIERE ENERGY, INC.) | Long | Debt | US | $5M | – | 0.16 |
| CHENIERE ENERGY PARTNERS LP (CHENIERE ENERGY PARTNERS, L.P.) | Long | Debt | US | $3M | – | 0.11 |
| CHENIERE ENERGY PARTNERS LP (CHENIERE ENERGY PARTNERS, L.P.) | Long | Debt | US | $2M | – | 0.08 |
| CHENIERE ENERGY PARTNERS LP (CHENIERE ENERGY PARTNERS, L.P.) | Long | Debt | US | $915K | – | 0.03 |
| CHESAPEAKE FUNDING II LLC (CHESAPEAKE FUNDING LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| CHESAPEAKE FUNDING II LLC (CHESAPEAKE FUNDING LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| CHILE GOVERNMENT INTERNATIONAL BOND (Gobierno de Chile) | Long | Debt | CL | $191K | – | 0.01 |
| CIFC FUNDING 2013 III R LTD (CIFC FUNDING LTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CIM TRUST | Long | ABS-mortgage backed security | US | $583K | – | 0.02 |
| CIM TRUST | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| CITIGROUP INC (CITIGROUP INC.) | Long | Debt | US | $3M | – | 0.11 |
| CITIGROUP INC (CITIGROUP INC.) | Long | Debt | US | $3M | – | 0.09 |
| CITIGROUP INC (CITIGROUP INC.) | Long | Debt | US | $3M | – | 0.09 |
| CITIGROUP INC (CITIGROUP INC.) | Long | Debt | US | $2M | – | 0.08 |
| CITIGROUP INC (CITIGROUP INC.) | Long | Debt | US | $255K | – | 0.01 |
| CITY OF HOPE THE | Long | Debt | US | $593K | – | 0.02 |
| CK HUTCHISON INTERNATIONAL 23 LTD (CK Hutchison International (23) Limited) | Long | Debt | KY | $339K | – | 0.01 |
| CNH INDUSTRIAL CAP LLC (CNH INDUSTRIAL CAPITAL LLC) | Long | Debt | US | $6M | – | 0.19 |
| CNH INDUSTRIAL NV (CNH Industrial N.V.) | Long | Debt | NL | $3M | – | 0.09 |
| COAST COMMERCIAL MORTGAGE TRUST 2023 2HTL | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CODELCO INC (Corporacion Nacional del Cobre de Chile) | Long | Debt | CL | $813K | – | 0.03 |
| COLBUN SA (Colbun S.A.) | Long | Debt | CL | $424K | – | 0.01 |
| COLLEGE AVE STUDENT LOANS (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $757K | – | 0.03 |
| COLLEGE AVE STUDENT LOANS 2021 C LLC (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $705K | – | 0.02 |
| COLLEGE AVE STUDENT LOANS 2023 A LLC (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COLLEGE AVENUE STUDENT LOANS LLC (COLLEGE AVE STUDENT LOANS LLC) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND (Republica de Colombia) | Long | Debt | CO | $3M | – | 0.11 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND (Republica de Colombia) | Long | Debt | CO | $251K | – | 0.01 |
| COLT 2023 4 MORTGAGE LOAN TRUST (COLT MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $784K | – | 0.03 |
| COMCAST CORP (COMCAST CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| COMCAST CORP (COMCAST CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| COMCAST CORP (COMCAST CORPORATION) | Long | Debt | US | $482K | – | 0.02 |
| COMCAST CORP (COMCAST CORPORATION) | Long | Debt | US | $171K | – | 0.01 |
| COMM MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $652K | – | 0.02 |
| COMMERCIAL MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $302K | – | 0.01 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $98K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NEW YORK INC (CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.) | Long | Debt | US | $685K | – | 0.02 |
| CONSORCIO TRANSMANTARO SA (CONSORCIO TRANSMANTARO S.A.) | Long | Debt | PE | $716K | – | 0.02 |
| CONSUMERS ENERGY CO (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| CONSUMERS ENERGY CO (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $210K | – | 0.01 |
| CONSUMERS ENERGY CO (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $78K | – | 0.00 |
| CORP FINANCIERA DE DESARROLLO SA (Corporacion Financiera de Desarrollo S.A.) | Long | Debt | PE | $406K | – | 0.01 |
| CREDICORP LTD (CREDICORP LTD.) | Long | Debt | BM | $433K | – | 0.01 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2021 4 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CREDIT SUISSE AG NEW YORK NY (UBS AG (New York Branch)) | Long | Debt | US | $7M | – | 0.23 |
| CREDIT SUISSE GROUP AG (UBS Group AG) | Long | Debt | CH | $4M | – | 0.14 |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES (CSMC COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES (CSMC TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CROSS 2023 H2 MORTGAGE TRUST (CROSS MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CROWN CASTLE INTERNATIONAL CORP (CROWN CASTLE INC.) | Long | Debt | US | $3M | – | 0.11 |
| CROWN CASTLE INTL CORP (CROWN CASTLE INC.) | Long | Debt | US | $3M | – | 0.10 |
| CSAIL 2019 C15 COMMERCIAL MORTGAGE TRUST (CSAIL COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CSMC (CSMC COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CSX CORP (CSX Corporation) | Long | Debt | US | $13K | – | 0.00 |
| CVS HEALTH CORP (CVS HEALTH CORPORATION) | Long | Debt | US | $4M | – | 0.14 |
| CVS HEALTH CORP (CVS HEALTH CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| CVS HEALTH CORP (CVS HEALTH CORPORATION) | Long | Debt | US | $975K | – | 0.03 |
| CVS HEALTH CORP (CVS HEALTH CORPORATION) | Long | Debt | US | $409K | – | 0.01 |
| CVS HEALTH CORP (CVS HEALTH CORPORATION) | Long | Debt | US | $342K | – | 0.01 |
| DELL INTERNATIONAL LLC EMC CORP (DELL INTERNATIONAL L.L.C.) | Long | Debt | US | $329K | – | 0.01 |
| DELL INTERNATIONAL LLC EMC CORP (DELL INTERNATIONAL L.L.C.) | Long | Debt | US | $212K | – | 0.01 |
| DEUTSCHE BANK AG NEW YORK NY (DEUTSCHE BANK AG NEW YORK BRANCH) | Long | Debt | US | $574K | – | 0.02 |
| DEVON FINANCING CORP LLC (DEVON FINANCING COMPANY, L.L.C.) | Long | Debt | US | $769K | – | 0.03 |
| DEWOLF PARK CLO LTD (DEWOLF PARK CLO, LTD.) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| DIAMETER CAPITAL CLO 1 LTD (DIAMETER CAPITAL CLO LTD.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| DIAMONDBACK ENERGY INC (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $18M | – | 0.60 |
| DIAMONDBACK ENERGY INC (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $16M | – | 0.55 |
| DIAMONDBACK ENERGY INC (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $7M | – | 0.25 |
| DIAMONDBACK ENERGY INC (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $2M | – | 0.05 |
| DIAMONDBACK ENERGY INC (DIAMONDBACK ENERGY, INC.) | Long | Debt | US | $1M | – | 0.04 |
| DISCOVER CARD EXECUTION NOTE TRUST | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| DOMINION ENERGY SOUTH CAROLINA INC (DOMINION ENERGY SOUTH CAROLINA, INC.) | Long | Debt | US | $399K | – | 0.01 |
| DREYFUS TREASURY SECURITIES CASH MANAGEMENT (Dreyfus Treasury Securities Cash Management; Institutional Shares) | Long | Short-term investment vehicle | US | $142M | 142M | 4.80 |
| DRYDEN 37 SENIOR LOAN FUND (DRYDEN SENIOR LOAN FUND) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| DRYDEN 60 CLO LTD (DRYDEN CLO LTD) | Long | ABS-mortgage backed security | US | $446K | – | 0.02 |
| DRYDEN SENIOR LOAN FUND | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| DUKE ENERGRGY CAROLINAS (Duke Energy Carolinas, LLC) | Long | Debt | US | $557K | – | 0.02 |
| DUKE ENERGY CAROLINAS (Duke Energy Carolinas, LLC) | Long | Debt | US | $508K | – | 0.02 |
| DUKE ENERGY CAROLINAS LLC (Duke Energy Carolinas, LLC) | Long | Debt | US | $2M | – | 0.07 |
| DUKE ENERGY CAROLINAS LLC (Duke Energy Carolinas, LLC) | Long | Debt | US | $871K | – | 0.03 |
| DUKE ENERGY CAROLINAS LLC (Duke Energy Carolinas, LLC) | Long | Debt | US | $828K | – | 0.03 |
| DUKE ENERGY CAROLINAS LLC (Duke Energy Carolinas, LLC) | Long | Debt | US | $228K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC (Duke Energy Carolinas, LLC) | Long | Debt | US | $140K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $5M | – | 0.18 |
| DUKE ENERGY FLORIDA LLC (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $2M | – | 0.07 |
| DUKE ENERGY FLORIDA LLC (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $672K | – | 0.02 |
| DUKE ENERGY FLORIDA LLC (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $661K | – | 0.02 |
| DUKE ENERGY FLORIDA LLC (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $468K | – | 0.02 |
| DUKE ENERGY FLORIDA LLC (DUKE ENERGY FLORIDA, LLC) | Long | Debt | US | $372K | – | 0.01 |
| DUKE ENERGY OHIO INC (DUKE ENERGY OHIO, INC.) | Long | Debt | US | $1M | – | 0.04 |
| DUKE ENERGY PROGRESS INC (Duke Energy Progress, LLC) | Long | Debt | US | $858K | – | 0.03 |
| DUKE ENERGY PROGRESS INC (Duke Energy Progress, LLC) | Long | Debt | US | $721K | – | 0.02 |
| DUKE ENERGY PROGRESS INC (Duke Energy Progress, LLC) | Long | Debt | US | $220K | – | 0.01 |
| DUKE ENERGY PROGRESS LLC (Duke Energy Progress, LLC) | Long | Debt | US | $2M | – | 0.07 |
| DUKE ENERGY PROGRESS LLC (Duke Energy Progress, LLC) | Long | Debt | US | $1M | – | 0.04 |
| DUKE ENERGY PROGRESS LLC (Duke Energy Progress, LLC) | Long | Debt | US | $1M | – | 0.04 |
| DUKE ENERGY PROGRESS LLC (Duke Energy Progress, LLC) | Long | Debt | US | $380K | – | 0.01 |
| DUKE ENERGY PROGRESS LLC (Duke Energy Progress, LLC) | Long | Debt | US | $189K | – | 0.01 |
| DUKE ENERGY PROGRESS LLC (Duke Energy Progress, LLC) | Long | Debt | US | $40K | – | 0.00 |
| DUKE UNIVERSITY HEALTH (Duke University Health System, Inc) | Long | Debt | US | $996K | – | 0.03 |
| DXC TECHNOLOGY CO (DXC TECHNOLOGY COMPANY) | Long | Debt | US | $283K | – | 0.01 |
| EASTMAN CHEMICAL CO (EASTMAN CHEMICAL COMPANY) | Long | Debt | US | $811K | – | 0.03 |
| EBAY INC (EBAY INC.) | Long | Debt | US | $1M | – | 0.05 |
| EDISON INTERNATIONAL | Long | Debt | US | $4M | – | 0.15 |
| EDISON INTERNATIONAL | Long | Debt | US | $1M | – | 0.04 |
| EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 1 LLC (NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION) | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| EIG PEARL HOLDINGS SARL (EIG Pearl Holdings S.a r.l.) | Long | Debt | LU | $562K | – | 0.02 |
| ELEVANCE HEALTH INC (ELEVANCE HEALTH, INC.) | Long | Debt | US | $650K | – | 0.02 |
| ELFI GRADUATE LOAN PROGRAM 2023 A LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| ELI LILLY CO (ELI LILLY AND COMPANY) | Long | Debt | US | $200K | – | 0.01 |
| ELM TRUST 2024 ELM | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| ELM TRUST 2024 ELM | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| ELMWOOD CLO 26 LTD | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| ELMWOOD CLO 30 LTD | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| EMPRESA NACIONAL DEL PETROLEO | Long | Debt | CL | $501K | – | 0.02 |
| EMPRESA NACIONAL DEL PETROLEO | Long | Debt | CL | $285K | – | 0.01 |
| ENBRIDGE INC (Enbridge Inc.) | Long | Debt | CA | $78K | – | 0.00 |
| ENERGY TRANSFER LP | Long | Debt | US | $2M | – | 0.07 |
| ENERGY TRANSFER LP | Long | Debt | US | $674K | – | 0.02 |
| ENERGY TRANSFER OPERATING LP (ENERGY TRANSFER LP) | Long | Debt | US | $5M | – | 0.16 |
| ENERGY TRANSFER PARTNERS (ENERGY TRANSFER LP) | Long | Debt | US | $760K | – | 0.03 |
| ENERGY TRANSFER PARTNERS (ENERGY TRANSFER LP) | Long | Debt | US | $474K | – | 0.02 |
| ENTERPRISE FLEET FINANCING 2022 3 LLC (ENTERPRISE FLEET FINANCING LLC) | Long | ABS-mortgage backed security | US | $758K | – | 0.03 |
| ENTERPRISE FLEET FINANCING LLC | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| ENTERPRISE FLEET FINANCING LLC | Long | ABS-mortgage backed security | US | $422K | – | 0.01 |
| EQT CORP (EQT CORPORATION) | Long | Debt | US | $16M | – | 0.55 |
| EQT CORP (EQT CORPORATION) | Long | Debt | US | $3M | – | 0.10 |
| EQT CORP (EQT CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| EQT CORP (EQT CORPORATION) | Long | Debt | US | $996K | – | 0.03 |
| EQT CORP (EQT CORPORATION) | Long | Debt | US | $249K | – | 0.01 |
| EQUATE PETROCHEMICAL BV (MEGlobal B.V.) | Long | Debt | NL | $637K | – | 0.02 |
| EQUINIX INC (EQUINIX, INC.) | Long | Debt | US | $4M | – | 0.13 |
| EQUINIX INC (EQUINIX, INC.) | Long | Debt | US | $3M | – | 0.11 |
| EQUINIX INC (EQUINIX, INC.) | Long | Debt | US | $3M | – | 0.09 |
| EQUINIX INC (EQUINIX, INC.) | Long | Debt | US | $1M | – | 0.04 |
| EURO | Derivative-foreign exchange | $-489.17 | – | -0.00 | ||
| EVERSOURCE ENERGY | Long | Debt | US | $2M | – | 0.06 |
| EXTRA SPACE STORAGE LP | Long | Debt | US | $898K | – | 0.03 |
| FACTSET RESEARCH SYSTEMS (FACTSET RESEARCH SYSTEMS INC.) | Long | Debt | US | $59K | – | 0.00 |
| FANNIE MAE (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FED FUND 30DAY JUL24 | Derivative-interest rate | US | $-583.59 | – | -0.00 | |
| FED FUND 30DAY JUN24 | Derivative-interest rate | US | $89.12 | – | 0.00 | |
| FEDERAL FARM CREDIT BANK (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $13M | – | 0.44 |
| FEDERAL FARM CREDIT BANK (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $9M | – | 0.31 |
| FEDERAL FARM CREDIT BANK (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $4M | – | 0.15 |
| FEDERAL FARM CREDIT BANK (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $4M | – | 0.12 |
| FEDERAL FARM CREDIT BANK (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $3M | – | 0.09 |
| FEDERAL FARM CREDIT BANK (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| FEDERAL FARM CREDIT BANK (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| FEDERAL FARM CREDIT BANKS FUNDING CORP (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $994K | – | 0.03 |
| FEDERAL FARM CREDIT BANKS FUNDING CORP (FEDERAL FARM CREDIT BANKS FUNDING CORPORATION) | Long | Debt | US | $579K | – | 0.02 |
| FEDERAL HOME LOAN BANK (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $4M | – | 0.13 |
| FEDERAL HOME LOAN BANK (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $1M | – | 0.04 |
| FEDERAL HOME LOAN BANK (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $1M | – | 0.04 |
| FEDERAL HOME LOAN BANK (THE FEDERAL HOME LOAN BANKS) | Long | Debt | US | $674K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $23M | – | 0.78 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $22M | – | 0.76 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORP (FRESB MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $916K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $894K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $845K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $826K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $808K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $804K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $798K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $796K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $771K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $736K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $713K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $675K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $643K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $618K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $608K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $599K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $565K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $467K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST) | Long | ABS-mortgage backed security | US | $445K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $429K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $365K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $352K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $342K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORP (Freddie Mac) | Long | ABS-mortgage backed security | US | $812.54 | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $19M | – | 0.63 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $18M | – | 0.60 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $974K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $913K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $862K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $853K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $821K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $810K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $805K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $794K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $771K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $755K | – | 0.03 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $709K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $704K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $668K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $667K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $646K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $564K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $557K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $534K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $505K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $505K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $500K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $489K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $474K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $471K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $463K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $445K | – | 0.02 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $373K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $363K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $331K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $318K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $303K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $288K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $206K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL CONVENTIONAL LOAN (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $56M | – | 1.88 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $25M | – | 0.84 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11M | – | 0.36 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $10M | – | 0.35 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9M | – | 0.31 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9M | – | 0.29 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8M | – | 0.28 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7M | – | 0.22 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | Debt | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $994K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $980K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $968K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $936K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $934K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $916K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $909K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $908K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $902K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $897K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $895K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $887K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $887K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $882K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $869K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $864K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $845K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $835K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $809K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $807K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $802K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $779K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $769K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $764K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $762K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $756K | – | 0.03 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $731K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $722K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $722K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $721K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $707K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $703K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $688K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $679K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $667K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $664K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $657K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $657K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $656K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $652K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $652K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $651K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $620K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $610K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $599K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $567K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $559K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $557K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $554K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $550K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $539K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $523K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $522K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $521K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $518K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $489K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $481K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $476K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $475K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $466K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $452K | – | 0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $436K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $430K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $429K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $428K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $425K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $425K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $424K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $420K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $420K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $416K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $404K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $399K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $389K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $384K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $382K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $372K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $371K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $369K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $354K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $343K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $342K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $326K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $299K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $298K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $494.41 | – | 0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Short | ABS-mortgage backed security | US | $-64K | – | -0.00 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Short | ABS-mortgage backed security | US | $-570K | – | -0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Short | ABS-mortgage backed security | US | $-596K | – | -0.02 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Short | ABS-mortgage backed security | US | $-1M | – | -0.04 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Short | ABS-mortgage backed security | US | $-9M | – | -0.32 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Short | ABS-mortgage backed security | US | $-10M | – | -0.34 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | Short | ABS-mortgage backed security | US | $-14M | – | -0.48 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION STRIP | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FIRSTENERGY CORP (FIRSTENERGY CORP.) | Long | Debt | US | $5M | – | 0.16 |
| FIRSTENERGY CORP (FIRSTENERGY CORP.) | Long | Debt | US | $710K | – | 0.02 |
| FIRSTENERGY TRANSMISSION (FIRSTENERGY TRANSMISSION, LLC) | Long | Debt | US | $3M | – | 0.09 |
| FLAGSTAR MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FLAGSTAR MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $406K | – | 0.01 |
| FLATIRON CLO 18 LTD (FLATIRON CLO LTD) | Long | ABS-mortgage backed security | US | $620K | – | 0.02 |
| FLORIDA POWER LIGHT CO (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| FLORIDA POWER LIGHT CO (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| FLORIDA POWER LIGHT CO (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $767K | – | 0.03 |
| FORD CREDIT AUTO OWNER TRUST 2023 REV1 | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| FORD CREDIT AUTO OWNER TRUST 2023 REV2 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FORD CREDIT AUTO OWNER TRUST 2024 REV1 | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A | Long | ABS-mortgage backed security | US | $8M | – | 0.27 |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FOUNDATION FINANCE TRUST 2024 1 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FOUNDRY JV HOLDCO LLC | Long | Debt | US | $3M | – | 0.09 |
| FRANCISCAN MISSIONARIES OF OUR LADY (FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM, INC.) | Long | Debt | US | $223K | – | 0.01 |
| FREDDIE MAC | Long | ABS-mortgage backed security | US | $932K | – | 0.03 |
| FREDDIE MAC MULTIFAMILY STRUCTURED | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| FREDDIE MAC SCRT (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FREEPORT INDONESIA PT (PT Freeport Indonesia) | Long | Debt | ID | $416K | – | 0.01 |
| FRESB MULTIFAMILY MORTGAGE PASS THROUGH (FRESB MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $784K | – | 0.03 |
| FS RIALTO (FS RIALTO ISSUER, LTD.) | Long | ABS-mortgage backed security | US | $569K | – | 0.02 |
| GACI FIRST INVESTMENT (GACI First Investment Company) | Long | Debt | KY | $277K | – | 0.01 |
| GALAXY CLO LTD (GALAXY CLO, LTD) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GALAXY PIPELINE ASSETS BIDCO LTD (GALAXY PIPELINE ASSETS BIDCO LIMITED) | Long | Debt | JE | $452K | – | 0.02 |
| GALAXY XXVII CLO LTD (GALAXY CLO, LTD) | Long | ABS-mortgage backed security | US | $712K | – | 0.02 |
| GATX CORP (GATX CORPORATION) | Long | Debt | US | $208K | – | 0.01 |
| GCAT 2021 NQM7 TRUST (GCAT TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $2M | – | 0.08 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $844K | – | 0.03 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $806K | – | 0.03 |
| GENERAL MOTORS FINANCIAL CO INC (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $396K | – | 0.01 |
| GENERAL MOTORS FINL CO (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $2M | – | 0.06 |
| GENERAL MOTORS FINL CO (GENERAL MOTORS FINANCIAL COMPANY, INC.) | Long | Debt | US | $2M | – | 0.06 |
| GEORGIA POWER CO (GEORGIA POWER COMPANY) | Long | Debt | US | $626K | – | 0.02 |
| GEORGIA POWER CO (GEORGIA POWER COMPANY) | Long | Debt | US | $567K | – | 0.02 |
| GILEAD SCIENCES INC (GILEAD SCIENCES, INC.) | Long | Debt | US | $3M | – | 0.09 |
| GILEAD SCIENCES INC (GILEAD SCIENCES, INC.) | Long | Debt | US | $1M | – | 0.04 |
| GLENCORE FUNDING LLC | Long | Debt | US | $3M | – | 0.10 |
| GLENCORE FUNDING LLC | Long | Debt | US | $2M | – | 0.08 |
| GLENCORE FUNDING LLC | Long | Debt | US | $2M | – | 0.07 |
| GLENCORE FUNDING LLC | Long | Debt | US | $1M | – | 0.04 |
| GLOBAL PAYMENTS INC (GLOBAL PAYMENTS INC.) | Long | Debt | US | $772K | – | 0.03 |
| GLOBAL PAYMENTS INC (GLOBAL PAYMENTS INC.) | Long | Debt | US | $219K | – | 0.01 |
| GLOBAL PAYMENTS INC (GLOBAL PAYMENTS INC.) | Long | Debt | US | $146K | – | 0.00 |
| GM Financial Revolving Receivables Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GOLDMAN SACHS GROUP INC (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $11M | – | 0.39 |
| GOLDMAN SACHS GROUP INC (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $6M | – | 0.21 |
| GOLDMAN SACHS GROUP INC THE (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $6M | – | 0.20 |
| GOLDMAN SACHS GROUP INC THE (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $5M | – | 0.18 |
| GOLDMAN SACHS GROUP INC THE (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $4M | – | 0.15 |
| GOLDMAN SACHS GROUP INC THE (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $4M | – | 0.14 |
| GOLDMAN SACHS GROUP INC THE (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $3M | – | 0.10 |
| GOLDMAN SACHS GROUP INC THE (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $1M | – | 0.05 |
| GOLDMAN SACHS GROUP INC THE (THE GOLDMAN SACHS GROUP, INC.) | Long | Debt | US | $253K | – | 0.01 |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022 1 | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022 3 | Long | ABS-mortgage backed security | US | $560K | – | 0.02 |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $12M | – | 0.41 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $12M | – | 0.41 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $9M | – | 0.32 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $9M | – | 0.30 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $8M | – | 0.27 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $884K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $878K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $848K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $469K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $459K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $456K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $434K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $356K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | 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 (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $239.68 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (Government National Mortgage Association 2) | Short | ABS-mortgage backed security | US | $-3M | – | -0.10 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $11M | – | 0.36 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $15M | – | 0.50 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $14M | – | 0.46 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $984K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $982K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $759K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association 2) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GRIPPEN PARK CLO LTD | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GRUPO BIMBO SAB DE CV (Grupo Bimbo S.A.B. de C.V.) | Long | Debt | MX | $535K | – | 0.02 |
| GS MORTGAGE BACKED SECURITIES TRUST 2021 PJ2 (GS MORTGAGE-BACKED SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $786K | – | 0.03 |
| GS MORTGAGE BACKED SECURITIES TRUST 2021 PJ6 (GS MORTGAGE-BACKED SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GS MORTGAGE SECURITIES CORP TRUST 2023 FUN (GS MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GS MORTGAGE SECURITIES CORP TRUST 2023 FUN (GS MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| HARRIS CORPORATION (L3HARRIS TECHNOLOGIES, INC.) | Long | Debt | US | $2M | – | 0.08 |
| HCA INC (HCA INC.) | Long | Debt | US | $8M | – | 0.26 |
| HCA INC (HCA INC.) | Long | Debt | US | $2M | – | 0.07 |
| HCA INC (HCA INC.) | Long | Debt | US | $1M | – | 0.04 |
| HCA INC (HCA INC.) | Long | Debt | US | $956K | – | 0.03 |
| HCA INC (HCA INC.) | Long | Debt | US | $470K | – | 0.02 |
| HESS CORP (HESS CORPORATION) | Long | Debt | US | $559K | – | 0.02 |
| HEWLETT PACKARD ENTERPRISE CO (HEWLETT PACKARD ENTERPRISE COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| HOAG MEMORIAL HOSPITAL PRESBYTERIAN | Long | Debt | US | $154K | – | 0.01 |
| HOME DEPOT INC (THE HOME DEPOT, INC.) | Long | Debt | US | $102K | – | 0.00 |
| HOME DEPOT INC THE (THE HOME DEPOT, INC.) | Long | Debt | US | $151K | – | 0.01 |
| HOMEWARD OPPORTUNITIES FUND TRUST 2022 1 (HOMEWARD OPPORTUNITIES FUND I TRUST) | Long | ABS-mortgage backed security | US | $921K | – | 0.03 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $4M | – | 0.14 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $180K | – | 0.01 |
| HUMANA INC (HUMANA INC.) | Long | Debt | US | $4M | – | 0.12 |
| HUMANA INC (HUMANA INC.) | Long | Debt | US | $242K | – | 0.01 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND (Magyarorszag) | Long | Debt | HU | $416K | – | 0.01 |
| HUNTINGTON INGALLS INDUS (HUNTINGTON INGALLS INDUSTRIES, INC.) | Long | Debt | US | $347K | – | 0.01 |
| INTEL CORP (INTEL CORPORATION) | Long | Debt | US | $562K | – | 0.02 |
| INTEL CORP (INTEL CORPORATION) | Long | Debt | US | $469K | – | 0.02 |
| INTERCORP PERU LTD (Intercorp Peru Ltd.) | Long | Debt | BS | $309K | – | 0.01 |
| INVITATION HOMES OPERATING PARTNERSHIP LP | Long | Debt | US | $563K | – | 0.02 |
| ISRAEL ELECTRIC CORP LTD (THE ISRAEL ELECTRIC CORP. LTD.) | Long | Debt | IL | $548K | – | 0.02 |
| J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| J P MORGAN MORTGAGE TRUST 2021 14 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| J P MORGAN MORTGAGE TRUST 2022 INV3 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| JOHN DEERE OWNER TRUST | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| JOHN DEERE OWNER TRUST | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| JP MORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $5M | – | 0.16 |
| JP MORGAN MORTGAGE TRUST (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $827K | – | 0.03 |
| JP MORGAN MORTGAGE TRUST (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST 2021 12 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $856K | – | 0.03 |
| JP MORGAN MORTGAGE TRUST 2021 12 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $556K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST 2021 7 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST 2024 2 (J.P. MORGAN MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| JP MORGAN SECURITIES LLC (SOFI PERSONAL LOAN TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| JPMDB COMMERCIAL MORTGAGE (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-mortgage backed security | US | $665K | – | 0.02 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $4M | – | 0.13 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $4M | – | 0.12 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $3M | – | 0.10 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $3M | – | 0.09 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $2M | – | 0.06 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.04 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $1M | – | 0.03 |
| JPMORGAN CHASE CO (JPMORGAN CHASE & CO.) | Long | Debt | US | $528K | – | 0.02 |
| JUNIPER NETWORKS INC (JUNIPER NETWORKS, INC.) | Long | Debt | US | $257K | – | 0.01 |
| KALLPA GENERACION SA (Kallpa Generacion S.A.) | Long | Debt | PE | $503K | – | 0.02 |
| KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND (Republic of Kazakhstan) | Long | Debt | KZ | $89K | – | 0.00 |
| KAZMUNAYGAS NATIONAL CO JSC (Joint Stock Company National Company KazMunayGas) | Long | Debt | KZ | $221K | – | 0.01 |
| KINDER MORGAN INC (KINDER MORGAN, INC.) | Long | Debt | US | $2M | – | 0.07 |
| KINDER MORGAN INC (KINDER MORGAN, INC.) | Long | Debt | US | $666K | – | 0.02 |
| KINDER MORGAN INC DELAWA (KINDER MORGAN, INC.) | Long | Debt | US | $690K | – | 0.02 |
| KLA CORP (KLA CORPORATION) | Long | Debt | US | $953K | – | 0.03 |
| KLA TENCOR CORP (KLA CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| KSL COMMERCIAL MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| L3HARRIS TECH INC (L3HARRIS TECHNOLOGIES, INC.) | Long | Debt | US | $2M | – | 0.07 |
| L3HARRIS TECH INC (L3HARRIS TECHNOLOGIES, INC.) | Long | Debt | US | $759K | – | 0.03 |
| L3HARRIS TECH INC (L3HARRIS TECHNOLOGIES, INC.) | Long | Debt | US | $233K | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC (L3HARRIS TECHNOLOGIES, INC.) | Long | Debt | US | $6M | – | 0.19 |
| L3HARRIS TECHNOLOGIES INC (L3HARRIS TECHNOLOGIES, INC.) | Long | Debt | US | $2M | – | 0.06 |
| LAS VEGAS SANDS CORP (LAS VEGAS SANDS CORP.) | Long | Debt | US | $1M | – | 0.04 |
| LAS VEGAS SANDS CORP (LAS VEGAS SANDS CORP.) | Long | Debt | US | $265K | – | 0.01 |
| LCM XVIII LP (LCM LIMITED PARTNERSHIP) | Long | ABS-mortgage backed security | US | $570K | – | 0.02 |
| LG ELECTRONICS INC (LG ELECTRONICS INC.) | Long | Debt | KR | $331K | – | 0.01 |
| LOCKHEED MARTIN CORP (LOCKHEED MARTIN CORPORATION) | Long | Debt | US | $496K | – | 0.02 |
| LOS ANGELES DEPT WTR PWR BAB (LOS ANGELES CALIF DEPT WTR & PWR REV) | Long | Debt | US | $1M | – | 0.05 |
| LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE (LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| LOWE S COS INC (LOWE'S COMPANIES, INC.) | Long | Debt | US | $4M | – | 0.15 |
| LOWE S COS INC (LOWE'S COMPANIES, INC.) | Long | Debt | US | $3M | – | 0.09 |
| LOWE S COS INC (LOWE'S COMPANIES, INC.) | Long | Debt | US | $471K | – | 0.02 |
| MADISON PARK FUNDING XVIII LTD (MADISON PARK FUNDING, LTD.) | Long | ABS-mortgage backed security | US | $959K | – | 0.03 |
| MADISON PARK FUNDING XXXV LTD (MADISON PARK FUNDING, LTD.) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| MARRIOTT INTERNATIONAL (MARRIOTT INTERNATIONAL, INC.) | Long | Debt | US | $4M | – | 0.14 |
| MARRIOTT INTERNATIONAL INC MD (MARRIOTT INTERNATIONAL, INC.) | Long | Debt | US | $633K | – | 0.02 |
| MARSH MCLENNAN COS INC (MARSH & MCLENNAN COMPANIES, INC.) | Long | Debt | US | $3M | – | 0.09 |
| MASS INSTITUTE OF TECH (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) | Long | Debt | US | $318K | – | 0.01 |
| MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY (MASSACHUSETTS EDL FING AUTH ED LN REV) | Long | Debt | US | $2M | – | 0.07 |
| MELLO MORTGAGE CAPITAL ACCEPTANCE 2022 INV2 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| MERCEDES BENZ AUTO RECEIVABLES TRUST (MERCEDES-BENZ AUTO RECEIVABLES TRUST) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| META PLATFORMS INC (META PLATFORMS, INC.) | Long | Debt | US | $4M | – | 0.12 |
| MEXICO GOVERNMENT INTERNATIONAL BOND (Estados Unidos Mexicanos) | Long | Debt | MX | $5M | – | 0.17 |
| MEXICO GOVERNMENT INTERNATIONAL BOND (Estados Unidos Mexicanos) | Long | Debt | MX | $349K | – | 0.01 |
| MEXICO GOVERNMENT INTERNATIONAL BOND (Estados Unidos Mexicanos) | Long | Debt | MX | $188K | – | 0.01 |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST (MF1 LTD) | Long | ABS-mortgage backed security | US | $624K | – | 0.02 |
| MFA 2023 INV2 TRUST (MFA TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| MFA 2023 NQM3 TRUST (MFA TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| MHP 2021 STOR (MHP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MIDAMERICAN ENERGY CO (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $3M | – | 0.10 |
| MIDAMERICAN ENERGY CO (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $867K | – | 0.03 |
| MIDAMERICAN ENERGY CO (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $570K | – | 0.02 |
| MMAF EQUIPMENT FINANCE LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| MOODY S CORP (MOODY'S CORPORATION) | Long | Debt | US | $194K | – | 0.01 |
| MOODY S CORPORATION (MOODY'S CORPORATION) | Long | Debt | US | $389K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $22M | – | 0.74 |
| MORGAN STANLEY | Long | Debt | US | $9M | – | 0.31 |
| MORGAN STANLEY | Long | Debt | US | $7M | – | 0.25 |
| MORGAN STANLEY | Long | Debt | US | $4M | – | 0.13 |
| MORGAN STANLEY | Long | Debt | US | $3M | – | 0.09 |
| MORGAN STANLEY | Long | Debt | US | $1M | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $267K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $172K | – | 0.01 |
| MORGAN STANLEY BAML TRUST (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| MORGAN STANLEY CAPITAL I TRUST | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MOSAIC SOLAR LOAN TRUST 2022 2 | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| MOTOROLA SOLUTIONS INC (MOTOROLA SOLUTIONS, INC.) | Long | Debt | US | $612K | – | 0.02 |
| MOUNT NITTANY MEDICAL CENTER OBLIGATED GROUP | Long | Debt | US | $314K | – | 0.01 |
| MSCI INC (MSCI INC.) | Long | Debt | US | $4M | – | 0.15 |
| MSCI INC (MSCI INC.) | Long | Debt | US | $709K | – | 0.02 |
| MSWF COMMERCIAL MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| MVM ENERGETIKA ZRT (MVM Energetika Zartkoruen Mukodo Reszvenytarsasag) | Long | Debt | HU | $227K | – | 0.01 |
| NATIONAL RETAIL PROPERTIES INC (NNN REIT, INC.) | Long | Debt | US | $923K | – | 0.03 |
| NATIONAL RETAIL PROPERTIES INC (NNN REIT, INC.) | Long | Debt | US | $175K | – | 0.01 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2018 B | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2020 I | Long | ABS-mortgage backed security | US | $748K | – | 0.03 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019 D (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021 E (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023 A (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| NAVIENT STUDENT LOAN TRUST (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| NAVIENT STUDENT LOAN TRUST (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $837K | – | 0.03 |
| NAVIENT STUDENT LOAN TRUST (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST (NAVIENT PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST (NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST (NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| NELNET STUDENT LOAN TRUST (NELNET PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| NELNET STUDENT LOAN TRUST 2021 A (NELNET PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| NELNET STUDENT LOAN TRUST 2021 C (NELNET PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD (NEUBERGER BERMAN CLO LTD) | Long | ABS-mortgage backed security | US | $799K | – | 0.03 |
| NEW JERSEY ST TRANSPRTN TRUST FUND (NEW JERSEY ST TRANSN TR FD AUTH) | Long | Debt | US | $229K | – | 0.01 |
| NEW JERSEY ST TURNPIKE (NEW JERSEY ST TPK AUTH TPK REV) | Long | Debt | US | $124K | – | 0.00 |
| NEW JERSEY STATE TRANSPORTATION AUTH (NEW JERSEY ST TRANSN TR FD AUTH) | Long | Debt | US | $629K | – | 0.02 |
| NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX (NEW YORK ST DORM AUTH ST PERS INCOME TAX REV) | Long | Debt | US | $1M | – | 0.04 |
| NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX (NEW YORK ST DORM AUTH ST PERS INCOME TAX REV) | Long | Debt | US | $903K | – | 0.03 |
| NEWMONT CORP (NEWMONT CORPORATION) | Long | Debt | US | $827K | – | 0.03 |
| NEWMONT CORP NEWCREST FINANCE PTY LTD (NEWMONT CORPORATION) | Long | Debt | US | $7K | – | 0.00 |
| NGPL PIPECO LLC | Long | Debt | US | $3M | – | 0.09 |
| NGPL PIPECO LLC | Long | Debt | US | $3M | – | 0.09 |
| NGPL PIPECO LLC | Long | Debt | US | $876K | – | 0.03 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $921K | – | 0.03 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $622K | – | 0.02 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $263K | – | 0.01 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $148K | – | 0.01 |
| NORFLOK SOUTHERN CORP (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| NORFLOK SOUTHERN CORP (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $467K | – | 0.02 |
| NORFOLK SOUTHERN CORP (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $696K | – | 0.02 |
| NORFOLK SOUTHERN CORP (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $259K | – | 0.01 |
| NORFOLK SOUTHERN CORP (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $185K | – | 0.01 |
| NORTHERN STATES POWER CO MN (Northern States Power Company (Minnesota)) | Long | Debt | US | $491K | – | 0.02 |
| NORTHERN STATES POWER CO MN (Northern States Power Company (Minnesota)) | Long | Debt | US | $27K | – | 0.00 |
| NORTHERN STATES POWER PWR MINN (Northern States Power Company (Minnesota)) | Long | Debt | US | $171K | – | 0.01 |
| NORTHROP GRUMMAN CORP (Northrop Grumman Corporation) | Long | Debt | US | $1M | – | 0.05 |
| NORTHROP GRUMMAN CORP (Northrop Grumman Corporation) | Long | Debt | US | $176K | – | 0.01 |
| NORTHROP GRUMMAN CORP (Northrop Grumman Corporation) | Long | Debt | US | $41K | – | 0.00 |
| NORTHWEST FLORIDA TIMBER (NORTHWEST FLORIDA TIMBER FINANCE, LLC) | Long | Debt | US | $859K | – | 0.03 |
| NORTHWEST PIPELINE LLC | Long | Debt | US | $7M | – | 0.25 |
| NTT FINANCE CORP (NTT FINANCE CORPORATION) | Long | Debt | JP | $330K | – | 0.01 |
| NXP BV NXP FUNDING LLC NXP USA INC (NXP B.V.) | Long | Debt | NL | $893K | – | 0.03 |
| OCP CLO 2018 15 LTD (OCP CLO LTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| OCTAGON INVESTMENT PARTNERS 30 LTD (OCTAGON INVESTMENT PARTNERS, LTD.) | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| OCTAGON INVESTMENT PARTNERS 35 LTD (OCTAGON INVESTMENT PARTNERS, LTD.) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| OCTAGON INVESTMENT PARTNERS XIV LTD (OCTAGON INVESTMENT PARTNERS, LTD.) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| OCTAGON INVESTMENT PARTNERS XVI LTD (OCTAGON INVESTMENT PARTNERS, LTD.) | Long | ABS-mortgage backed security | US | $925K | – | 0.03 |
| OCTAGON INVESTMENT PARTNERS XVII LTD (OCTAGON INVESTMENT PARTNERS, LTD.) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| OHIO POWER CO (OHIO POWER COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| OHIO POWER CO (OHIO POWER COMPANY) | Long | Debt | US | $522K | – | 0.02 |
| OHIO POWER CO (OHIO POWER COMPANY) | Long | Debt | US | $407K | – | 0.01 |
| OHIO POWER CO (OHIO POWER COMPANY) | Long | Debt | US | $347K | – | 0.01 |
| OHIO POWER COMPANY | Long | Debt | US | $649K | – | 0.02 |
| OHIO POWER COMPANY | Long | Debt | US | $276K | – | 0.01 |
| OKLAHOMA DEVELOPMENT FINANCE AUTHORITY (OKLAHOMA DEV FIN AUTH REV) | Long | Debt | US | $238K | – | 0.01 |
| ONE GAS INC (ONE GAS, INC.) | Long | Debt | US | $490K | – | 0.02 |
| ONE NEW YORK PLAZA TRUST 2020 1NYP | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| ONEMAIN FINANCIAL ISSUANCE TRUST | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023 2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| ONSLOW BAY FINANCIAL LLC (OBX TRUST) | Long | ABS-mortgage backed security | US | $695K | – | 0.02 |
| ORACLE CORP (ORACLE CORPORATION) | Long | Debt | US | $4M | – | 0.14 |
| ORACLE CORP (ORACLE CORPORATION) | Long | Debt | US | $2M | – | 0.07 |
| ORACLE CORP (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| ORIENTAL REPUBLIC OF URUGUAY (Republica Oriental del Uruguay) | Long | Debt | UY | $196K | – | 0.01 |
| OVINTIV INC (OVINTIV INC.) | Long | Debt | US | $1M | – | 0.04 |
| OVINTIV INC (OVINTIV INC.) | Long | Debt | US | $694K | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| PACIFIC GAS AND ELECTRIC CO (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $721K | – | 0.02 |
| PACIFIC GAS ELECTRIC (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $7M | – | 0.24 |
| PALMER SQUARE CLO 2022 4 LTD | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| PALMER SQUARE CLO LTD | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| PARAMOUNT GLOBAL | Long | Debt | US | $156K | – | 0.01 |
| PARAMOUNT GLOBAL | Long | Debt | US | $153K | – | 0.01 |
| PARAMOUNT GLOBAL | Long | Debt | US | $112K | – | 0.00 |
| PECO ENERGY CO (PECO Energy Company) | Long | Debt | US | $1M | – | 0.04 |
| PECO ENERGY CO (PECO Energy Company) | Long | Debt | US | $585K | – | 0.02 |
| PECO ENERGY CO (PECO Energy Company) | Long | Debt | US | $460K | – | 0.02 |
| PECO ENERGY CO (PECO Energy Company) | Long | Debt | US | $145K | – | 0.00 |
| PERTAMINA PERSERO PT (PT Pertamina (Persero)) | Long | Debt | ID | $419K | – | 0.01 |
| PERUSAHAAN PENERBIT SBSN INDONESIA III (Perusahaan Penerbit Surat Berharga Syariah Negara Indonesia III) | Long | Debt | ID | $196K | – | 0.01 |
| PERUVIAN GOVERNMENT INTERNATIONAL BOND (Republica del Peru) | Long | Debt | PE | $299K | – | 0.01 |
| PERUVIAN GOVERNMENT INTERNATIONAL BOND (Republica del Peru) | Long | Debt | PE | $94K | – | 0.00 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | SG | $2M | – | 0.07 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | SG | $244K | – | 0.01 |
| PFS FINANCING CORP (PFS FINANCING CORP.) | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| PFS FINANCING CORP (PFS FINANCING CORP.) | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| PFS FINANCING CORP (PFS FINANCING CORP.) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| PFS FINANCING CORP (PFS FINANCING CORP.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| PFS FINANCING CORP (PFS FINANCING CORP.) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC (Philip Morris International Inc.) | Long | Debt | US | $523K | – | 0.02 |
| PHILIP MORRIS INTL INC (Philip Morris International Inc.) | Long | Debt | US | $666K | – | 0.02 |
| PIEDMONT NATURAL GAS CO (Piedmont Natural Gas Company, Inc.) | Long | Debt | US | $999K | – | 0.03 |
| PIKES PEAK CLO 16 LTD | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| PIONEER NATURAL RESOURCES CO (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $2M | – | 0.07 |
| PIONEER NATURAL RESOURCES CO (PIONEER NATURAL RESOURCES COMPANY) | Long | Debt | US | $499K | – | 0.02 |
| PLUSPETROL CAM PLUS LOTE (PLUSPETROL CAMISEA S.A.) | Long | Debt | PE | $150K | – | 0.01 |
| POSCO (POSCO Holdings Inc.) | Long | Debt | KR | $409K | – | 0.01 |
| PRESTON RIDGE PARTNER MORTGA (PRPM LLC) | Long | ABS-mortgage backed security | US | $736K | – | 0.02 |
| PRKCM 2021 AFC2 TRUST (PRKCM TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| PRODIGY FINANCE CM2021 1 DESIGNATED ACTIVITY CO (PRODIGY FINANCE LTD) | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| PROVINCE OF BRITISH COLUMBIA CANADA | Long | Debt | CA | $4M | – | 0.12 |
| PRP ADVISORS LLC (PRPM LLC) | Long | ABS-mortgage backed security | US | $901K | – | 0.03 |
| PUBLIC SERVICE CO OF NEW HAMPSHIRE (PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE) | Long | Debt | US | $328K | – | 0.01 |
| PUBLIC SERVICE ELECTRIC (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $510K | – | 0.02 |
| PUBLIC SERVICE ELECTRIC AND GAS CO (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $350K | – | 0.01 |
| PUBLIC SERVICE ELECTRIC AND GAS CO (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $260K | – | 0.01 |
| PUBLIC SERVICE ELECTRIC AND GAS CO (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $146K | – | 0.00 |
| QATAR GOVERNMENT INTERNATIONAL BOND (The State of Qatar) | Long | Debt | QA | $193K | – | 0.01 |
| QATAR GOVERNMENT INTERNATIONAL BOND (The State of Qatar) | Long | Debt | QA | $193K | – | 0.01 |
| QATAR PETROLEUM (Qatar Energy) | Long | Debt | QA | $412K | – | 0.01 |
| QAZAQGAZ NC JSC (Joint Stock Company National Company QazaqGaz) | Long | Debt | KZ | $188K | – | 0.01 |
| RAYTHEON TECHNOLOGIES CORP (RTX CORPORATION) | Long | Debt | US | $2M | – | 0.06 |
| RAYTHEON TECHNOLOGIES CORP (RTX CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| RAYTHEON TECHNOLOGIES CORP (RTX CORPORATION) | Long | Debt | US | $325K | – | 0.01 |
| RAYTHEON TECHNOLOGIES CORP (RTX CORPORATION) | Long | Debt | US | $121K | – | 0.00 |
| REGIONAL MANAGEMENT ISSUANCE TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| REGIONAL MANAGEMENT ISSUANCE TRUST | Long | ABS-mortgage backed security | US | $598K | – | 0.02 |
| RELX CAPITAL INC (RELX Capital Inc.) | Long | Debt | US | $351K | – | 0.01 |
| REPUBLIC OF COLOMBIA (Republica de Colombia) | Long | Debt | CO | $2M | – | 0.05 |
| REPUBLIC OF COLOMBIA (Republica de Colombia) | Long | Debt | CO | $660K | – | 0.02 |
| REPUBLIC OF COLOMBIA (Republica de Colombia) | Long | Debt | CO | $465K | – | 0.02 |
| REPUBLIC OF HUNGARY (Magyarorszag) | Long | Debt | HU | $272K | – | 0.01 |
| REPUBLIC OF PERU (Republica del Peru) | Long | Debt | PE | $368K | – | 0.01 |
| REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND (Rzeczpospolita Polska) | Long | Debt | PL | $401K | – | 0.01 |
| RMBS MIRAVET (MIRA TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $2M | – | 0.06 |
| ROMANIA | Long | Debt | RO | $118K | – | 0.00 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND | Long | Debt | RO | $310K | – | 0.01 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND | Long | Debt | RO | $273K | – | 0.01 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND | Long | Debt | RO | $152K | – | 0.01 |
| RPM INTERNATIONAL INC (RPM INTERNATIONAL INC.) | Long | Debt | US | $172K | – | 0.01 |
| RRAM (RR LTD) | Long | ABS-mortgage backed security | US | $751K | – | 0.03 |
| RTX CORP (RTX CORPORATION) | Long | Debt | US | $4M | – | 0.14 |
| RTX CORP (RTX CORPORATION) | Long | Debt | US | $143K | – | 0.00 |
| SA GLOBAL SUKUK LTD (SA GLOBAL SUKUK LIMITED) | Long | Debt | KY | $557K | – | 0.02 |
| SABIC CAPITAL II BV (SABIC Capital II B.V.) | Long | Debt | NL | $547K | – | 0.02 |
| SABINE PASS LIQUEFACTION (SABINE PASS LIQUEFACTION, LLC) | Long | Debt | US | $13M | – | 0.43 |
| SABINE PASS LIQUEFACTION (SABINE PASS LIQUEFACTION, LLC) | Long | Debt | US | $2M | – | 0.06 |
| SABINE PASS LIQUEFACTION (SABINE PASS LIQUEFACTION, LLC) | Long | Debt | US | $671K | – | 0.02 |
| SAN DIEGO GAS ELECTRIC CO (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $763K | – | 0.03 |
| SAUDI ARABIAN OIL CO (Saudi Arabian Oil Company) | Long | Debt | SA | $417K | – | 0.01 |
| SAUDI ARABIAN OIL CO (Saudi Arabian Oil Company) | Long | Debt | SA | $389K | – | 0.01 |
| SAUDI GOVERNMENT INTERNATIONAL BOND (Kingdom of Saudi Arabia) | Long | Debt | SA | $180K | – | 0.01 |
| SAUDI GOVERNMENT INTERNATIONAL BOND (Kingdom of Saudi Arabia) | Long | Debt | SA | $130K | – | 0.00 |
| SAUDI INTERNATIONAL BOND (Kingdom of Saudi Arabia) | Long | Debt | SA | $334K | – | 0.01 |
| SAUDI INTERNATIONAL BOND (Kingdom of Saudi Arabia) | Long | Debt | SA | $178K | – | 0.01 |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| SG RESIDENTIAL MORTGAGE TRUST 2022 2 | Long | ABS-mortgage backed security | US | $751K | – | 0.03 |
| SIGNAL PEAK CLO 4 LTD (SIGNAL PEAK CLO LTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| SIGNAL PEAK CLO 8 LTD (MARINER CLO LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SK HYNIX INC (SK hynix Inc.) | Long | Debt | KR | $210K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| SMB PRIVATE EDUCATION LOAN TRUST | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| SMB PRIVATE EDUCATION LOAN TRUST | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRUST 2020 B | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRUST 2021 C | Long | ABS-mortgage backed security | US | $756K | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRUST 2022 D | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| SMB PRIVATE EDUCATION LOAN TRUST 2023 B | Long | ABS-mortgage backed security | US | $9M | – | 0.31 |
| SMB PRIVATE EDUCATION LOAN TRUST 2023 C | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRUST 2024 A | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| SOCIAL PROFESSIONAL LOAN PROG (SOFI PROFESSIONAL LOAN PROGRAM) | Long | ABS-mortgage backed security | US | $371K | – | 0.01 |
| SOCIAL PROFESSIONAL LOAN PROGRAM LLC (SOFI PROFESSIONAL LOAN PROGRAM) | Long | ABS-mortgage backed security | US | $718K | – | 0.02 |
| SOCIAL PROFESSIONAL LOAN PROGRAM LLC (SOFI PROFESSIONAL LOAN PROGRAM) | Long | ABS-mortgage backed security | US | $531K | – | 0.02 |
| SOCIAL PROFESSIONAL LOAN PROGRAM LLC (SOFI PROFESSIONAL LOAN PROGRAM) | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA (Sociedad Quimica y Minera de Chile S.A.) | Long | Debt | CL | $395K | – | 0.01 |
| SOLVENTUM CORP (SOLVENTUM CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| SOLVENTUM CORP (SOLVENTUM CORPORATION) | Long | Debt | US | $889K | – | 0.03 |
| SOUTHERN CAL EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $531K | – | 0.02 |
| SOUTHERN CAL EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $412K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $4M | – | 0.13 |
| SOUTHERN CALIFORNIA EDISON CO (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $791K | – | 0.03 |
| SOUTHERN CALIFORNIA EDISON CO (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $516K | – | 0.02 |
| SOUTHERN CALIFORNIA EDISON CO (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $261K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $108K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $79K | – | 0.00 |
| SOUTHWEST GAS CORP (SOUTHWEST GAS CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| SPIRE MISSOURI INC (Spire Missouri Inc.) | Long | Debt | US | $22K | – | 0.00 |
| SPRINT CORP (SPRINT LLC) | Long | Debt | US | $7M | – | 0.25 |
| ST MARYS CEMENT INC (ST. MARYS CEMENT INC. (CANADA)) | Long | Debt | CA | $197K | – | 0.01 |
| STATE OF QATAR (The State of Qatar) | Long | Debt | QA | $190K | – | 0.01 |
| STATE OF TEXAS (TEXAS ST) | Long | Debt | US | $316K | – | 0.01 |
| SUZANO AUSTRIA GMBH | Long | Debt | AT | $551K | – | 0.02 |
| SUZANO AUSTRIA GMBH | Long | Debt | AT | $284K | – | 0.01 |
| SUZANO INTL FINANCE BV (Suzano International Finance B.V.) | Long | Debt | NL | $275K | – | 0.01 |
| T MOBILE USA INC (T-MOBILE USA, INC.) | Long | Debt | US | $6M | – | 0.20 |
| T MOBILE USA INC (T-MOBILE USA, INC.) | Long | Debt | US | $5M | – | 0.17 |
| T MOBILE USA INC (T-MOBILE USA, INC.) | Long | Debt | US | $732K | – | 0.02 |
| T MOBILE USA INC (T-MOBILE USA, INC.) | Long | Debt | US | $145K | – | 0.00 |
| TAKEDA PHARMACEUTICAL (Takeda Pharmaceutical Company Limited) | Long | Debt | JP | $1M | – | 0.05 |
| TAMPA ELECTRIC CO (TAMPA ELECTRIC COMPANY) | Long | Debt | US | $8K | – | 0.00 |
| TARGA RESOURCES CORP (TARGA RESOURCES CORP.) | Long | Debt | US | $3M | – | 0.12 |
| TARGA RESOURCES CORP (TARGA RESOURCES CORP.) | Long | Debt | US | $2M | – | 0.08 |
| TARGA RESOURCES CORP (TARGA RESOURCES CORP.) | Long | Debt | US | $888K | – | 0.03 |
| TARGA RESOURCES PARTNERS LP | Long | Debt | US | $2M | – | 0.05 |
| TARGA RESOURCES PARTNERS LP | Long | Debt | US | $190K | – | 0.01 |
| TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022 DPM | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| TCI FLATIRON CLO 2017 1 LTD (TCI-FLATIRON CLO LTD) | Long | ABS-mortgage backed security | US | $423K | – | 0.01 |
| TENCENT HOLDINGS LTD (Tencent Holdings Limited) | Long | Debt | KY | $489K | – | 0.02 |
| TEXAS EASTERN TRANMISSION (TEXAS EASTERN TRANSMISSION, LP) | Long | Debt | US | $395K | – | 0.01 |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC | Long | Debt | US | $2M | – | 0.05 |
| TEXAS INSTRUMENTS INC (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $333K | – | 0.01 |
| TEXAS INSTRUMENTS INC (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $227K | – | 0.01 |
| TEXAS INSTRUMENTS INC (TEXAS INSTRUMENTS INCORPORATED) | Long | Debt | US | $145K | – | 0.00 |
| TEXTRON INC (TEXTRON INC.) | Long | Debt | US | $425K | – | 0.01 |
| THERMO FISHER SCIENTIFIC INC (THERMO FISHER SCIENTIFIC INCORPORATED) | Long | Debt | US | $1M | – | 0.04 |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023 1 | Long | ABS-mortgage backed security | US | $11M | – | 0.37 |
| TRANSCONT GAS PIPE LINE (TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC) | Long | Debt | US | $3M | – | 0.09 |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC (TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC) | Long | Debt | US | $2M | – | 0.07 |
| TRESTLES CLO LTD | Long | ABS-mortgage backed security | KY | $3M | – | 0.11 |
| TRESTLES CLO V LTD (TRESTLES CLO LTD) | Long | ABS-mortgage backed security | US | $381K | – | 0.01 |
| TSMC ARIZONA CORP (TSMC ARIZONA CORPORATION) | Long | Debt | US | $478K | – | 0.02 |
| U S DOLLAR | Derivative-foreign exchange | US | $895.01 | – | 0.00 | |
| U S DOLLAR | Derivative-foreign exchange | US | $271.46 | – | 0.00 | |
| U S DOLLAR | Derivative-foreign exchange | US | $137.73 | – | 0.00 | |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $49M | – | 1.67 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $31M | – | 1.05 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $21M | – | 0.71 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $20M | – | 0.67 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $15M | – | 0.52 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $13M | – | 0.45 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $12M | – | 0.42 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $12M | – | 0.42 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $11M | – | 0.36 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $10M | – | 0.34 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $9M | – | 0.32 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $9M | – | 0.30 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $9M | – | 0.29 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $8M | – | 0.27 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $8M | – | 0.26 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $6M | – | 0.21 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $6M | – | 0.21 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $5M | – | 0.17 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $4M | – | 0.15 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $4M | – | 0.13 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $4M | – | 0.13 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $4M | – | 0.12 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $4M | – | 0.12 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $3M | – | 0.12 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $3M | – | 0.11 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $3M | – | 0.10 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $2M | – | 0.08 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $2M | – | 0.07 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $2M | – | 0.05 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $1M | – | 0.05 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $1M | – | 0.04 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $1M | – | 0.04 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $962K | – | 0.03 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $895K | – | 0.03 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $742K | – | 0.03 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $671K | – | 0.02 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $640K | – | 0.02 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $92K | – | 0.00 |
| U S TREASURY BOND (United States of America) | Long | Debt | US | $11K | – | 0.00 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $15M | – | 0.49 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $8M | – | 0.26 |
| U S TREASURY BONDS (United States of America) | Long | Debt | US | $2M | – | 0.07 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $143M | – | 4.84 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $82M | – | 2.76 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $55M | – | 1.88 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $48M | – | 1.64 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $40M | – | 1.34 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $21M | – | 0.71 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $19M | – | 0.64 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $11M | – | 0.38 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $10M | – | 0.35 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $10M | – | 0.33 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $5M | – | 0.18 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $5M | – | 0.18 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $5M | – | 0.16 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $3M | – | 0.10 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $3M | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $3M | – | 0.09 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $1M | – | 0.04 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $975K | – | 0.03 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $908K | – | 0.03 |
| U S TREASURY NOTE (United States of America) | Long | Debt | US | $865K | – | 0.03 |
| UBS GROUP AG | Long | Debt | CH | $3M | – | 0.10 |
| UBS GROUP AG | Long | Debt | CH | $1M | – | 0.04 |
| UBS GROUP AG | Long | Debt | CH | $451K | – | 0.02 |
| UBS GROUP AG | Long | Debt | CH | $273K | – | 0.01 |
| ULTRA LONG TERM US TREASURY BOND FUTURE SEP24 (United States of America) | Derivative-interest rate | US | $46K | – | 0.00 | |
| UNION ELECTRIC CO (UNION ELECTRIC COMPANY) | Long | Debt | US | $426K | – | 0.01 |
| UNION ELECTRIC CO (UNION ELECTRIC COMPANY) | Long | Debt | US | $35K | – | 0.00 |
| UNION PACIFIC CORP (UNION PACIFIC CORPORATION) | Long | Debt | US | $2M | – | 0.05 |
| UNION PACIFIC CORP (UNION PACIFIC CORPORATION) | Long | Debt | US | $813K | – | 0.03 |
| UNION PACIFIC RAILROAD CO (UNION PACIFIC RAILROAD COMPANY) | Long | Debt | US | $320K | – | 0.01 |
| UNITED AIRLINES 2019 1 AA PTT (United Airlines 2019-1 Pass Through Trusts) | Long | Debt | US | $275K | – | 0.01 |
| UNITED MEXICAN STATES (Estados Unidos Mexicanos) | Long | Debt | MX | $769K | – | 0.03 |
| UNITED MEXICAN STATES (Estados Unidos Mexicanos) | Long | Debt | MX | $264K | – | 0.01 |
| UNITED TECHONOLOGIES CORP (RTX CORPORATION) | Long | Debt | US | $587K | – | 0.02 |
| UNITEDHEALTH GROUP INC (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $1M | – | 0.04 |
| UNITEDHEALTH GROUP INC (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $552K | – | 0.02 |
| UNITEDHEALTH GROUP INC (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $477K | – | 0.02 |
| UNITEDHEALTH GROUP INC (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $273K | – | 0.01 |
| UNITEDHEALTH GROUP INC (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $259K | – | 0.01 |
| UNITEDHEALTH GROUP INC (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $194K | – | 0.01 |
| UNITEDHEALTH GROUP INC (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $21K | – | 0.00 |
| UNIV OF CALIFORNIA CA REVENUES (UNIVERSITY CALIF REVS) | Long | Debt | US | $44K | – | 0.00 |
| UNIVERSITY OF CALIFORNIA (UNIVERSITY CALIF REVS) | Long | Debt | US | $274K | – | 0.01 |
| UNIVERSITY OF CALIFORNIA REVENUES (UNIVERSITY CALIF REVS) | Long | Debt | US | $302K | – | 0.01 |
| UNIVERSITY OF MICHIGAN (UNIVERSITY MICH UNIV REVS) | Long | Debt | US | $611K | – | 0.02 |
| UNIVERSITY OF MINNESOTA (UNIVERSITY MINN) | Long | Debt | US | $346K | – | 0.01 |
| US 10 YEAR US TREASURY NOTE FUTURES SEP14 (United States of America) | Derivative-interest rate | US | $508K | – | 0.02 | |
| US T NOTE 4 625 11 15 26 (United States of America) | Long | Debt | US | $10M | – | 0.34 |
| UWM MORTGAGE TRUST 2021 INV5 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| VALE OVERSEAS LTD (VALE OVERSEAS LIMITED) | Long | Debt | KY | $138K | – | 0.00 |
| VERIZON COMMUNICATIONS (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $7M | – | 0.23 |
| VERIZON COMMUNICATIONS (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $5M | – | 0.16 |
| VERIZON COMMUNICATIONS INC (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $166K | – | 0.01 |
| VERIZON COMMUNICATIONS INC (VERIZON COMMUNICATIONS INC.) | Long | Debt | US | $86K | – | 0.00 |
| VERUS SECURITIZATION TRUST 2022 2 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| VIACOM INC (PARAMOUNT GLOBAL) | Long | Debt | US | $533K | – | 0.02 |
| VIACOM INC (PARAMOUNT GLOBAL) | Long | Debt | US | $151K | – | 0.01 |
| VICI PROPERTIES VICI NOTE (VICI PROPERTIES L.P.) | Long | Debt | US | $2M | – | 0.06 |
| VIRGINIA ELECTRIC AND POWER CO (Virginia Electric and Power Company) | Long | Debt | US | $771K | – | 0.03 |
| VIRGINIA ELECTRIC AND POWER CO (Virginia Electric and Power Company) | Long | Debt | US | $13K | – | 0.00 |
| VIRGINIA ELECTRIC POWER CO (Virginia Electric and Power Company) | Long | Debt | US | $420K | – | 0.01 |
| VISTRA OPERATIONS CO LLC (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $2M | – | 0.08 |
| VISTRA OPERATIONS CO LLC (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $263K | – | 0.01 |
| VOYA CLO 2019 1 LTD | Long | ABS-mortgage backed security | US | $498K | – | 0.02 |
| WASTE MANAGEMENT INC (WASTE MANAGEMENT, INC.) | Long | Debt | US | $457K | – | 0.02 |
| WASTE MANAGEMENT INC (WASTE MANAGEMENT, INC.) | Long | Debt | US | $77K | – | 0.00 |
| WELLS FARGO CO (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.19 |
| WELLS FARGO CO (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.16 |
| WELLS FARGO CO (WELLS FARGO & COMPANY) | Long | Debt | US | $510K | – | 0.02 |
| WELLS FARGO CO (WELLS FARGO & COMPANY) | Long | Debt | US | $200K | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $989K | – | 0.03 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $750K | – | 0.03 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| WELLS FARGO COMPANY (WELLS FARGO & COMPANY) | Long | Debt | US | $781K | – | 0.03 |
| WYETH (WYETH LLC) | Long | Debt | US | $1M | – | 0.05 |
Address
ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
5701 Golden Hills Drive
Minneapolis
Minnesota
55416
United States of America
Websites
Directors
Peggy L. Ettestad
Richard H. Forde
Jack Gee
Brian Muench
Claire R. Leonardi
Tamara Lynn Fagely
Transfer Agents
FIS Investor Services LLC
Pricing Services
PricingDirect Inc.
IHS Markit
Refinitiv
Bloomberg L.P.
ICE Data Services
Virtu Financial, Inc.
Custodians
Credit Suisse (Switzerland) Ltd.
The Bank of New York Mellon
The Bank of New York Mellon
The Bank of New York Mellon
Skandinaviska Enskilda Banken AB (Publ)
The Hongkong and Shanghai Banking Corporation Limited
Euroclear Bank
Shareholder Servicing Agents
N/A
Admins
Citi Fund Services Ohio, Inc.
Brokers
Citigroup Global Markets Inc.
Merrill Lynch, Pierce, Fenner & Smith Incorporated
J.P. Morgan Securities LLC
BMO Capital Markets Corp.
UBS Securities LLC
Morgan Stanley & Co. LLC
BNP Paribas Securities Corp.
Credit Suisse Securities (USA) LLC
Goldman Sachs & Co. LLC
Barclays Capital Inc.