Columbia Funds Complex > Columbia Funds Variable Series Trust II
Variable Portfolio - Partners Core Bond Fund
$4.84B
Avg Monthly Net Assets
$5.01B
Total Assets
$165.09M
Total Liabilities
$4.84B
Net Assets
Variable Portfolio - Partners Core Bond Fund is an Underlying fund in Columbia Funds Variable Series Trust II
from Columbia Funds Complex,
based in Massachusetts,
United States of America.
The fund has two share classes
and monthly net assets of $4.84B.
On August 27th, 2024 it reported 2,741 holdings, the largest
being COLUMBIA SHORT TERM CASH FUND (3.2%), UMBS (1.5%) and UNITED STATES TREASURY (1.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000087798 | ||
| Class 2 | C000087799 |
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 |
|---|---|---|---|---|---|---|
| 7-ELEVEN INC | Long | Debt | US | $404K | – | 0.01 |
| 7-ELEVEN INC | Long | Debt | US | $168K | – | 0.00 |
| ABBOTT LABORATORIES | Long | Debt | US | $288K | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $5M | – | 0.10 |
| ABBVIE INC | Long | Debt | US | $3M | – | 0.06 |
| ABBVIE INC | Long | Debt | US | $3M | – | 0.05 |
| ABBVIE INC | Long | Debt | US | $2M | – | 0.05 |
| ABBVIE INC | Long | Debt | US | $2M | – | 0.04 |
| ABBVIE INC | Long | Debt | US | $2M | – | 0.04 |
| ABBVIE INC | Long | Debt | US | $2M | – | 0.04 |
| ABBVIE INC | Long | Debt | US | $1M | – | 0.03 |
| ABBVIE INC | Long | Debt | US | $1M | – | 0.03 |
| ABBVIE INC | Long | Debt | US | $789K | – | 0.02 |
| ABBVIE INC | Long | Debt | US | $246K | – | 0.01 |
| ABBVIE INC | Long | Debt | US | $178K | – | 0.00 |
| ABC SUPPLY CO INC (AMERICAN BUILDERS & CONTRACTORS SUPPLY C) | Long | Debt | US | $829K | – | 0.02 |
| ABN AMRO BANK NV | Long | Debt | NL | $1M | – | 0.02 |
| ABN AMRO BANK NV | Long | Debt | NL | $822K | – | 0.02 |
| ABN AMRO BANK NV | Long | Debt | NL | $504K | – | 0.01 |
| ACADIA HEALTHCARE COMPANY INC (ACADIA HEALTHCARE CO INC) | Long | Debt | US | $1M | – | 0.02 |
| ACC_21-1 (ACC TRUST ACC_21-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| ACCO BRANDS CORP | Long | Debt | US | $1M | – | 0.02 |
| ADANI INTL CONTAINER TERMINAL (ADANI INTERNATIONAL CONTAINER TERMINAL PVT LTD) | Long | Debt | IN | $468K | – | 0.01 |
| ADAPTHEALTH LLC | Long | Debt | US | $793K | – | 0.02 |
| ADIENT GLOBAL HOLDINGS LTD | Long | Debt | JE | $1M | – | 0.02 |
| ADIENT GLOBAL HOLDINGS LTD | Long | Debt | JE | $512K | – | 0.01 |
| ADOBE INC | Long | Debt | US | $3M | – | 0.05 |
| ADOBE INC | Long | Debt | US | $2M | – | 0.04 |
| ADT CORP (ADT SECURITY CORP) | Long | Debt | US | $533K | – | 0.01 |
| AEP TRANSMISSION COMPANY LLC | Long | Debt | US | $359K | – | 0.01 |
| AEP TRANSMISSION COMPANY LLC | Long | Debt | US | $289K | – | 0.01 |
| AERCAP IRELAND CAP DAC/AERCAP GLOB (AERCAP IRELAND CAPITAL DAC) | Long | Debt | IE | $214K | – | 0.00 |
| AERCAP IRELAND CAP/AERCAP GLOBAL (AERCAP IRELAND CAPITAL DAC) | Long | Debt | IE | $877K | – | 0.02 |
| AERCAP IRELAND CAP/AERCAP GLOBAL (AERCAP IRELAND CAPITAL DAC) | Long | Debt | IE | $193K | – | 0.00 |
| AERCAP IRELAND CAPITAL DAC / AERCA | Long | Debt | IE | $442K | – | 0.01 |
| AETNA INC | Long | Debt | US | $357K | – | 0.01 |
| AETNA INC | Long | Debt | US | $215K | – | 0.00 |
| AGL CAPITAL CORP (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $162K | – | 0.00 |
| AGREE LP | Long | Debt | US | $1M | – | 0.03 |
| AGREE LP | Long | Debt | US | $750K | – | 0.02 |
| AGREE LP | Long | Debt | US | $285K | – | 0.01 |
| AH4R_14-SFR3 (AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3) | Long | ABS-mortgage backed security | US | $996K | – | 0.02 |
| AH4R_14-SFR3 (AMERICAN HOMES 4 RENT LLC AH4R_14-SFR3) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| AH4R_15-SFR1 (AMERICAN HOMES 4 RENT AH4R_15-SFR1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| AH4R_15-SFR1 (AMERICAN HOMES 4 RENT AH4R_15-SFR1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| AH4R_15-SFR2 (AMERICAN HOMES 4 RENT AH4R_15-SF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| AH4R_15-SFR2 (AMERICAN HOMES 4 RENT AH4R_15-SF) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| AIA GROUP LTD | Long | Debt | HK | $393K | – | 0.01 |
| AIB GROUP PLC | Long | Debt | IE | $273K | – | 0.01 |
| AID - ISRAEL (ISRAEL (STATE OF)) | Long | Debt | IL | $1M | – | 0.02 |
| AIG SUNAMERICA GLOBAL FINANCING X | Long | Debt | US | $216K | – | 0.00 |
| AIR CANADA (AIR CANADA 2013-1 PASS THROUGH TRUST) | Long | Debt | CA | $1M | – | 0.02 |
| AIR CANADA 2017-1A PTT (AIR CANADA PASS THROUGH CERTIFICATES SERIES 2017-1) | Long | Debt | CA | $348K | – | 0.01 |
| AIR CANADA 2017-1AA PTT (AIR CANADA PASS THROUGH CERTIFICATES SERIES 2017-1) | Long | Debt | CA | $252K | – | 0.01 |
| AIRBUS GROUP SE (AIRBUS SE) | Long | Debt | NL | $121K | – | 0.00 |
| AKER BP ASA | Long | Debt | NO | $3M | – | 0.06 |
| AKER BP ASA | Long | Debt | NO | $2M | – | 0.05 |
| ALABAMA POWER COMPANY | Long | Debt | US | $238K | – | 0.00 |
| ALABAMA POWER COMPANY | Long | Debt | US | $162K | – | 0.00 |
| ALABAMA POWER COMPANY | Long | Debt | US | $74K | – | 0.00 |
| ALBERTSONS COMPANIES LLC/SAFEWAY (ALBERTSONS COMPANIES INC) | Long | Debt | US | $2M | – | 0.04 |
| ALCOA NEDERLAND HOLDING BV | Long | Debt | NL | $1M | – | 0.02 |
| ALCON FINANCE CORP | Long | Debt | US | $2M | – | 0.05 |
| ALCON FINANCE CORP | Long | Debt | US | $404K | – | 0.01 |
| ALEXANDRIA REAL ESTATE EQUITIES (ALEXANDRIA REAL EST EQ INC) | Long | Debt | US | $333K | – | 0.01 |
| ALEXANDRIA REAL ESTATE EQUITIES (ALEXANDRIA REAL EST EQ INC) | Long | Debt | US | $169K | – | 0.00 |
| ALEXANDRIA REAL ESTATE EQUITIES (ALEXANDRIA REAL EST EQ INC) | Long | Debt | US | $167K | – | 0.00 |
| ALEXANDRIA REAL ESTATE EQUITIES (ALEXANDRIA REAL EST EQ INC) | Long | Debt | US | $119K | – | 0.00 |
| ALEXANDRIA REAL ESTATE EQUITIES (ALEXANDRIA REAL EST EQ INC) | Long | Debt | US | $75K | – | 0.00 |
| ALFT_13-1A (ACADEMIC LOAN FUNDING TRUST ALFT) | Long | ABS-mortgage backed security | US | $359K | – | 0.01 |
| ALIMENTATION COUCHE-TARD INC | Long | Debt | CA | $324K | – | 0.01 |
| ALLEGHENY TECHNOLOGIES INC (ATI INC) | Long | Debt | US | $830K | – | 0.02 |
| ALLIANT ENERGY FINANCE LLC | Long | Debt | US | $200K | – | 0.00 |
| ALLISON TRANSMISSION INC | Long | Debt | US | $1M | – | 0.02 |
| ALLY FINANCIAL INC | Long | Debt | US | $845K | – | 0.02 |
| ALLYA_22-3 (ALLY AUTO RECEIVABLES TRUST ALLYA_22-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ALTICE FINANCING SA | Long | Debt | LU | $455K | – | 0.01 |
| ALTICE FRANCE HOLDING SA | Long | Debt | LU | $293K | – | 0.01 |
| ALTICE FRANCE SA (ALTICE FRANCE SA (FRANCE)) | Long | Debt | FR | $276K | – | 0.01 |
| AMAZON.COM INC | Long | Debt | US | $616K | – | 0.01 |
| AMAZON.COM INC | Long | Debt | US | $166K | – | 0.00 |
| AMCAR_22-2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| AMCAR_23-1 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1) | Long | ABS-mortgage backed security | US | $909K | – | 0.02 |
| AMCAR_23-2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| AMER SPORTS CO | Long | Debt | US | $394K | – | 0.01 |
| AMEREN ILLINOIS COMPANY | Long | Debt | US | $736K | – | 0.02 |
| AMERICA MOVIL SAB DE CV | Long | Debt | MX | $548K | – | 0.01 |
| AMERICA MOVIL SAB DE CV (SITIOS LATINOAMERICA SAB DE CV) | Long | Debt | MX | $374K | – | 0.01 |
| AMERICAN AIRLINES 2016-3 AA (AMERICAN AIRLINES 2016-3 CLASS A) | Long | Debt | US | $1M | – | 0.02 |
| AMERICAN AIRLINES/AADVANTAGE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $2M | – | 0.04 |
| AMERICAN AIRLINES/AADVANTAGE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $949K | – | 0.02 |
| AMERICAN AXLE & MANUFACTURING INC | Long | Debt | US | $1M | – | 0.02 |
| AMERICAN EXPRESS COMPANY | Long | Debt | US | $419K | – | 0.01 |
| AMERICAN HOMES 4 RENT (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN HOMES 4 RENT (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $509K | – | 0.01 |
| AMERICAN HOMES 4 RENT LP | Long | Debt | US | $2M | – | 0.04 |
| American Municipal Power Inc (AMERICAN MUNICIPAL POWER-OHIO INC) | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $2M | – | 0.04 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $682K | – | 0.01 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $266K | – | 0.01 |
| AMERICAN TRANSMISSION SYSTEMS INC | Long | Debt | US | $441K | – | 0.01 |
| AMERICAN WATER CAPITAL CORP | Long | Debt | US | $339K | – | 0.01 |
| AMERICAN WATER CAPITAL CORP | Long | Debt | US | $333K | – | 0.01 |
| AMERICAN WATER CAPITAL CORP | Long | Debt | US | $288K | – | 0.01 |
| AMERIGAS FINANCE LLC/FIN CORP (AMERIGAS PARTNERS LP) | Long | Debt | US | $1M | – | 0.02 |
| AMGEN INC | Long | Debt | US | $2M | – | 0.04 |
| AMKOR TECHNOLOGY INC (AMKOR TECH INC) | Long | Debt | US | $812K | – | 0.02 |
| AMS OSRAM AG | Long | Debt | AT | $400K | – | 0.01 |
| AMSR_20-SFR2 (AMSR TRUST AMSR_20-SFR2) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| AMSR_20-SFR3 (AMSR TRUST AMSR_20-SFR3) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| AMSR_20-SFR4 (AMSR TRUST AMSR_20-SFR4) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| AMSR_20-SFR5 (AMSR TRUST AMSR_20-SFR5) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| AMSR_20-SFR5 (AMSR TRUST AMSR_20-SFR5) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| AMSR_21-SFR1 (AMSR TRUST AMSR_21-SFR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| AMSR_21-SFR1 (AMSR TRUST AMSR_21-SFR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| AMSR_21-SFR2 (AMSR TRUST AMSR_21-SFR2) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| AMSR_21-SFR2 (AMSR TRUST AMSR_21-SFR2) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| AMSR_21-SFR3 (AMSR TRUST AMSR_21-SFR3) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| AMSR_22-SFR1 (AMSR TRUST AMSR_22-SFR1) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| AMXCA_24-2 (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_24-2) | Long | ABS-mortgage backed security | US | $10M | – | 0.20 |
| ANALOG DEVICES INC | Long | Debt | US | $2M | – | 0.04 |
| ANALOG DEVICES INC | Long | Debt | US | $2M | – | 0.03 |
| ANGLO AMERICAN CAPITAL PLC | Long | Debt | GB | $1M | – | 0.03 |
| ANGOLA (REPUBLIC OF) | Long | Debt | AO | $598K | – | 0.01 |
| ANGOLA (REPUBLIC OF) | Long | Debt | AO | $469K | – | 0.01 |
| ANHEUSER-BUSCH COS LLC / INBEV (ANHEUSER-BUSCH COMPANIES LLC) | Long | Debt | US | $7M | – | 0.14 |
| ANHEUSER-BUSCH COS LLC / INBEV (ANHEUSER-BUSCH COMPANIES LLC) | Long | Debt | US | $187K | – | 0.00 |
| ANHEUSER-BUSCH INBEV FINANCE INC | Long | Debt | US | $27K | – | 0.00 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $1M | – | 0.02 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $882K | – | 0.02 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $663K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC | Long | Debt | US | $445K | – | 0.01 |
| ANTERO MIDSTREAM PARTNERS/FIN (ANTERO MIDSTREAM PARTNERS LP) | Long | Debt | US | $708K | – | 0.01 |
| ANTERO RESOURCES CORP | Long | Debt | US | $1M | – | 0.03 |
| ANTHEM INC (ELEVANCE HEALTH INC) | Long | Debt | US | $78K | – | 0.00 |
| ANZ NEW ZEALAND INTL/LDN (ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)) | Long | Debt | GB | $261K | – | 0.01 |
| AOMT_20-2 (ANGEL OAK MORTGAGE TRUST AOMT_20-2) | Long | ABS-collateralized bond/debt obligation | US | $632K | – | 0.01 |
| AOMT_20-5 (ANGEL OAK MORTGAGE TRUST AOMT_20-5) | Long | ABS-collateralized bond/debt obligation | US | $135K | – | 0.00 |
| AOMT_21-6 (ANGEL OAK MORTGAGE TRUST AOMT_21-6) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| AON NORTH AMERICA INC | Long | Debt | US | $4M | – | 0.08 |
| AON NORTH AMERICA INC | Long | Debt | US | $2M | – | 0.04 |
| AON NORTH AMERICA INC | Long | Debt | US | $842K | – | 0.02 |
| APOLLO GLOBAL MANAGEMENT INC | Long | Debt | US | $1M | – | 0.03 |
| APPLE INC | Long | Debt | US | $2M | – | 0.04 |
| APPLE INC | Long | Debt | US | $1M | – | 0.03 |
| APPLE INC | Long | Debt | US | $432K | – | 0.01 |
| APPLE INC | Long | Debt | US | $429K | – | 0.01 |
| APPLE INC | Long | Debt | US | $330K | – | 0.01 |
| APPLIED MATERIALS INC (APPLIED MAT INC) | Long | Debt | US | $869K | – | 0.02 |
| APT PIPELINES LTD (APA INFRASTRUCTURE LTD) | Long | Debt | AU | $189K | – | 0.00 |
| ARBOR REALTY TRUST INC | Long | Debt | US | $5M | – | 0.11 |
| ARCHES BUYER INC | Long | Debt | US | $705K | – | 0.01 |
| ARDAGH PACKAGING FIN PLC/HLDGS USA (ARDAGH PACKAGING FINANCE PLC) | Long | Debt | IE | $1M | – | 0.03 |
| AREIT_21-CRE5 (AREIT LTD AREIT_21-CRE5) | Long | ABS-mortgage backed security | KY | $8M | – | 0.16 |
| ARMI_22-1 | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.15 |
| ASBURY AUTOMOTIVE GROUP INC (ASBURY AUTOMOTIVE GROUP INC.) | Long | Debt | US | $829K | – | 0.02 |
| ASCENSION HEALTH | Long | Debt | US | $302K | – | 0.01 |
| ASCENT RESOURCES UTICA/ARU FIN (ASCENT RESOURCES UTICA HOLDINGS LLC) | Long | Debt | US | $696K | – | 0.01 |
| ASTRAZENECA FINANCE LLC | Long | Debt | US | $2M | – | 0.04 |
| ASTRAZENECA PLC | Long | Debt | GB | $323K | – | 0.01 |
| ASTRAZENECA PLC | Long | Debt | GB | $286K | – | 0.01 |
| AT&T INC | Long | Debt | US | $2M | – | 0.05 |
| AT&T INC | Long | Debt | US | $2M | – | 0.05 |
| AT&T INC | Long | Debt | US | $2M | – | 0.04 |
| AT&T INC | Long | Debt | US | $2M | – | 0.03 |
| AT&T INC | Long | Debt | US | $880K | – | 0.02 |
| AT&T INC | Long | Debt | US | $854K | – | 0.02 |
| AT&T INC | Long | Debt | US | $626K | – | 0.01 |
| AT&T INC | Long | Debt | US | $538K | – | 0.01 |
| AT&T INC | Long | Debt | US | $95K | – | 0.00 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $1M | – | 0.03 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $336K | – | 0.01 |
| ATLAS LUXCO 4 SARL/ALLIED UNIV (ALLIED UNIVERSAL HOLDCO LLC) | Long | Debt | US | $214K | – | 0.00 |
| ATLAS LUXCO 4 SARL/ALLIED UNIV | Long | Debt | LU | $203K | – | 0.00 |
| ATMOS ENERGY CORPORATION | Long | Debt | US | $316K | – | 0.01 |
| ATMOS ENERGY CORPORATION | Long | Debt | US | $187K | – | 0.00 |
| AVANTOR FUNDING INC | Long | Debt | US | $423K | – | 0.01 |
| AVIATION CAPITAL GROUP LLC | Long | Debt | US | $496K | – | 0.01 |
| AVIATION CAPITAL GROUP LLC | Long | Debt | US | $416K | – | 0.01 |
| AVIENT CORPORATION | Long | Debt | US | $824K | – | 0.02 |
| AVIS BUDGET CAR RENTAL/AVIS FIN (AVIS BUDGET CAR RENTAL LLC) | Long | Debt | US | $1M | – | 0.03 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $4M | – | 0.09 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $2M | – | 0.05 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $2M | – | 0.03 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $2M | – | 0.03 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $234K | – | 0.00 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $188K | – | 0.00 |
| AXALTA COATING SYSTEMS/HOLDING BV (AXALTA COATING SYSTEMS LLC) | Long | Debt | US | $633K | – | 0.01 |
| BACCT_23-A2 (BANK OF AMERICA CREDIT CARD TRUST BACCT_23-A2) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| BACCT_24-A1 (BANK OF AMERICA CREDIT CARD TRUST BACCT_24-A1) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| BAE SYSTEMS PLC | Long | Debt | GB | $339K | – | 0.01 |
| BAE SYSTEMS PLC | Long | Debt | GB | $135K | – | 0.00 |
| BAFC_04-3 (BANC OF AMERICA FUNDING CORPORATION BAFC_04-3) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| BAHRAIN (KINGDOM OF) | Long | Debt | BH | $827K | – | 0.02 |
| BAKER HUGHES INC (BAKER HUGHES HOLDINGS LLC) | Long | Debt | US | $285K | – | 0.01 |
| BALTIMORE GAS AND ELECTRIC CO | Long | Debt | US | $948K | – | 0.02 |
| BALTIMORE GAS AND ELECTRIC CO | Long | Debt | US | $271K | – | 0.01 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA | Long | Debt | ES | $2M | – | 0.05 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA | Long | Debt | ES | $2M | – | 0.04 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA | Long | Debt | ES | $2M | – | 0.03 |
| BANCO NACIONAL DE COMERCIO (BANCO NACIONAL DE COMERCIO EXTERIOR SNC) | Long | Debt | MX | $461K | – | 0.01 |
| BANCO SANTANDER SA | Long | Debt | ES | $4M | – | 0.08 |
| BANCO SANTANDER SA | Long | Debt | ES | $3M | – | 0.07 |
| BANCO SANTANDER SA | Long | Debt | ES | $3M | – | 0.06 |
| BANCO SANTANDER SA | Long | Debt | ES | $3M | – | 0.05 |
| BANCO SANTANDER SA | Long | Debt | ES | $1M | – | 0.03 |
| BANCO SANTANDER SA | Long | Debt | ES | $1M | – | 0.03 |
| BANCO SANTANDER SA | Long | Debt | ES | $375K | – | 0.01 |
| BANCO SANTANDER SA | Long | Debt | ES | $183K | – | 0.00 |
| BANK OF AMERICA CORP | Long | Debt | US | $6M | – | 0.12 |
| BANK OF AMERICA CORP | Long | Debt | US | $5M | – | 0.11 |
| BANK OF AMERICA CORP | Long | Debt | US | $5M | – | 0.10 |
| BANK OF AMERICA CORP | Long | Debt | US | $5M | – | 0.10 |
| BANK OF AMERICA CORP | Long | Debt | US | $4M | – | 0.09 |
| BANK OF AMERICA CORP | Long | Debt | US | $3M | – | 0.07 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.04 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $2M | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $1M | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $1M | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $1M | – | 0.03 |
| BANK OF AMERICA CORP | Long | Debt | US | $589K | – | 0.01 |
| BANK OF AMERICA CORP | Long | Debt | US | $588K | – | 0.01 |
| BANK OF IRELAND GROUP PLC | Long | Debt | IE | $547K | – | 0.01 |
| BANK OF MONTREAL | Long | Debt | CA | $455K | – | 0.01 |
| BANK OF NEW YORK MELLON CORP (BANK OF NEW YORK MELLON CORP/THE) | Long | Debt | US | $361K | – | 0.01 |
| BANK OF NOVA SCOTIA | Long | Debt | CA | $256K | – | 0.01 |
| BANK_24-BNK47 (BANK BANK_24-BNK47) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANK5_24-5YR7 (BANK5 BANK5_24-5YR7) | Long | ABS-mortgage backed security | US | $884K | – | 0.02 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL | Long | Debt | FR | $1M | – | 0.02 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL | Long | Debt | FR | $685K | – | 0.01 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL | Long | Debt | FR | $317K | – | 0.01 |
| BARCLAYS PLC | Long | Debt | GB | $3M | – | 0.05 |
| BARCLAYS PLC | Long | Debt | GB | $3M | – | 0.05 |
| BARCLAYS PLC | Long | Debt | GB | $2M | – | 0.05 |
| BARCLAYS PLC | Long | Debt | GB | $2M | – | 0.04 |
| BAT CAPITAL CORP | Long | Debt | US | $4M | – | 0.08 |
| BAT CAPITAL CORP | Long | Debt | US | $2M | – | 0.04 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $792K | – | 0.02 |
| BAUSCH HEALTH COS INC (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $404K | – | 0.01 |
| BAXTER INTERNATIONAL INC (BAXTER INTERNATIONAL INC.) | Long | Debt | US | $992K | – | 0.02 |
| BAYTEX ENERGY CORP | Long | Debt | CA | $690K | – | 0.01 |
| BBCMS_16-ETC (BARCLAYS COMMERCIAL MORTGAGE SEC) | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| BBCMS_18-C2 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_18-C2) | Long | ABS-mortgage backed security | US | $514K | – | 0.01 |
| BBCMS_24-C26 (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-C26) | Long | ABS-mortgage backed security | US | $846K | – | 0.02 |
| BBUBS_12-SHOW (BB-UBS TRUST BBUBS_12-SHOW) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| BECTON DICKINSON AND COMPANY | Long | Debt | US | $2M | – | 0.04 |
| BENIN ( REPUBLIC OF) | Long | Debt | BJ | $288K | – | 0.01 |
| BERKSHIRE HATHAWAY FINANCE CORP (BERK HATH FIN) | Long | Debt | US | $901K | – | 0.02 |
| BERMUDA (GOVERNMENT OF) | Long | Debt | BM | $966K | – | 0.02 |
| BERRY GLOBAL INC | Long | Debt | US | $3M | – | 0.07 |
| BHLD_19-2 (BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2) | Long | ABS-collateralized bond/debt obligation | US | $707K | – | 0.01 |
| BHLD_19-3 (BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-3) | Long | ABS-collateralized bond/debt obligation | US | $194K | – | 0.00 |
| BIG RIVER STEEL/BRS FIN (BIG RIVER STEEL LLC) | Long | Debt | US | $321K | – | 0.01 |
| BIOCEANICO SOVEREIGN CERTIFICATE (BIOCEANICO SOVEREIGN CTF LTD) | Long | Debt | KY | $253K | – | 0.01 |
| BIOGEN INC | Long | Debt | US | $1M | – | 0.03 |
| BJETS_21-1 (BUSINESS JET SECURITIES LLC BJETS_21-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| BJETS_21-1A (BUSINESS JET SECURITIES LLC BJETS_21-1A) | Long | ABS-mortgage backed security | US | $854K | – | 0.02 |
| BJETS_22-1A (BUSINESS JET SECURITIES LLC BJETS_22-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| BJETS_24-1A (BUSINESS JET SECURITIES LLC BJETS_24-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| BLOCK INC | Long | Debt | US | $786K | – | 0.02 |
| BLUE RACER MIDSTREAM LLC/FIN CORP | Long | Debt | US | $475K | – | 0.01 |
| BMARK_24-V7 (BENCHMARK MORTGAGE TRUST BMARK_24-V7) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| BMD2_19-FRR1 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| BMO_24-5C4 (BMO MORTGAGE TRUST BMO_24-5C4) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BNP PARIBAS SA | Long | Debt | FR | $4M | – | 0.09 |
| BNP PARIBAS SA | Long | Debt | FR | $3M | – | 0.06 |
| BNP PARIBAS SA | Long | Debt | FR | $677K | – | 0.01 |
| BNP PARIBAS SA | Long | Debt | FR | $287K | – | 0.01 |
| BNP PARIBAS SA | Long | Debt | FR | $279K | – | 0.01 |
| BNP PARIBAS SA | Long | Debt | FR | $215K | – | 0.00 |
| BOC AVIATION LTD | Long | Debt | SG | $308K | – | 0.01 |
| BOEING CO | Long | Debt | US | $2M | – | 0.05 |
| BOEING CO | Long | Debt | US | $2M | – | 0.04 |
| BOEING CO | Long | Debt | US | $2M | – | 0.04 |
| BOEING CO | Long | Debt | US | $2M | – | 0.04 |
| BOEING CO | Long | Debt | US | $1M | – | 0.03 |
| BOEING CO | Long | Debt | US | $1M | – | 0.02 |
| BOEING CO | Long | Debt | US | $924K | – | 0.02 |
| BOEING CO | Long | Debt | US | $907K | – | 0.02 |
| BOEING CO | Long | Debt | US | $355K | – | 0.01 |
| BOEING CO | Long | Debt | US | $310K | – | 0.01 |
| BOMBARDIER INC | Long | Debt | CA | $574K | – | 0.01 |
| BOSTON SCIENTIFIC CORPORATION | Long | Debt | US | $78K | – | 0.00 |
| BOYNE USA INC | Long | Debt | US | $1M | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $3M | – | 0.07 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $3M | – | 0.07 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $2M | – | 0.04 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $2M | – | 0.04 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $2M | – | 0.03 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $1M | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $877K | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $862K | – | 0.02 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $434K | – | 0.01 |
| BP CAPITAL MARKETS AMERICA INC | Long | Debt | US | $217K | – | 0.00 |
| BP CAPITAL MARKETS PLC | Long | Debt | GB | $2M | – | 0.03 |
| BP CAPITAL MARKETS PLC | Long | Debt | GB | $770K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.06 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.05 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.05 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.02 |
| BPCE SA | Long | Debt | FR | $997K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $893K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $802K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $690K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $269K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $245K | – | 0.01 |
| BRASKEM IDESA SAPI | Long | Debt | MX | $187K | – | 0.00 |
| BRAZIL (FEDERATIVE REPUBLIC OF) (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $884K | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $3M | – | 0.07 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $3M | – | 0.06 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $1M | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $352K | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $141K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $108K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO | Long | Debt | US | $91K | – | 0.00 |
| BRITISH AIR 18-1 A PTT (BRITISH AIRWAYS PASS THRU TRUST 2018 1A) | Long | Debt | GB | $371K | – | 0.01 |
| BRITISH AIR 18-1 AA PTT (BRITISH AIRWAYS PASS THROUGH TRUST 2018 - 1 AA) | Long | Debt | US | $269K | – | 0.01 |
| BRITISH AIR 19-1 AA PTT (BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST) | Long | Debt | US | $476K | – | 0.01 |
| BRIXMOR OPERATING PARTNERSHIP LP | Long | Debt | US | $1M | – | 0.02 |
| BRIXMOR OPERATING PARTNERSHIP LP | Long | Debt | US | $270K | – | 0.01 |
| BROADCOM INC | Long | Debt | US | $1M | – | 0.03 |
| BROADCOM INC | Long | Debt | US | $1M | – | 0.02 |
| BROADCOM INC | Long | Debt | US | $1M | – | 0.02 |
| BROADCOM INC | Long | Debt | US | $969K | – | 0.02 |
| BROOKFIELD FINANCE INC | Long | Debt | CA | $378K | – | 0.01 |
| BROOKFIELD FINANCE INC | Long | Debt | CA | $64K | – | 0.00 |
| BROOKFIELD FINANCE LLC | Long | Debt | US | $145K | – | 0.00 |
| BROOKLYN UNION GAS CO | Long | Debt | US | $272K | – | 0.01 |
| BSABS_03-SD1 (BEAR STEARNS ASSET BACKED SECURI) | Long | ABS-collateralized bond/debt obligation | US | $169K | – | 0.00 |
| BSARM_03-4 | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| BSARM_03-7 | Long | ABS-collateralized bond/debt obligation | US | $66K | – | 0.00 |
| BSCMS_07-T26 | Long | ABS-mortgage backed security | US | $3.71 | – | 0.00 |
| BUCKEYE PARTNERS LP | Long | Debt | US | $660K | – | 0.01 |
| BUCKEYE PARTNERS LP | Long | Debt | US | $523K | – | 0.01 |
| BUILDERS FIRSTSOURCE INC | Long | Debt | US | $1M | – | 0.03 |
| BUNGE LIMITED FINANCE CORPORATION | Long | Debt | US | $840K | – | 0.02 |
| BURLINGTON NORTHERN SANTA FE LLC | Long | Debt | US | $2M | – | 0.04 |
| BURLINGTON NORTHERN SANTA FE LLC | Long | Debt | US | $2M | – | 0.04 |
| BURLINGTON NORTHERN SANTA FE LLC | Long | Debt | US | $520K | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC | Long | Debt | US | $290K | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC | Long | Debt | US | $276K | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC | Long | Debt | US | $196K | – | 0.00 |
| BURLINGTON NORTHERN SANTA FE LLC | Long | Debt | US | $108K | – | 0.00 |
| BWX TECHNOLOGIES INC | Long | Debt | US | $657K | – | 0.01 |
| BX_21-VOLT (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| CAALT_21-3A (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3A) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| CAALT_21-3A (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_21-3A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CAALT_23-1A (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| CAALT_23-2A (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| CAALT_23-3A (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| CAALT_23-5A (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-5) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| CAALT_24-2A (CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_24-2) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| CAESARS ENTERTAINMENT INC | Long | Debt | US | $972K | – | 0.02 |
| CAFL_19-3 (COLONY AMERICAN FINANCE LTD CAFL_19-3) | Long | ABS-mortgage backed security | US | $857K | – | 0.02 |
| CAIXABANK SA | Long | Debt | ES | $540K | – | 0.01 |
| CALIFORNIA RESOURCES CORP | Long | Debt | US | $636K | – | 0.01 |
| CALPINE CORP | Long | Debt | US | $609K | – | 0.01 |
| CALPINE CORP | Long | Debt | US | $356K | – | 0.01 |
| CAMERON LNG LLC | Long | Debt | US | $245K | – | 0.01 |
| CAMPBELL SOUP COMPANY | Long | Debt | US | $177K | – | 0.00 |
| CAMPBELL SOUP COMPANY | Long | Debt | US | $162K | – | 0.00 |
| CANADIAN IMPERIAL BANK OF COMMERCE | Long | Debt | CA | $180K | – | 0.00 |
| CAPITAL ONE FINANCIAL CORP (CAPITAL ONE FIN CORP) | Long | Debt | US | $413K | – | 0.01 |
| CAPITAL ONE FINANCIAL CORPORATION (CAPITAL ONE FIN CORP) | Long | Debt | US | $2M | – | 0.04 |
| CARGILL INC | Long | Debt | US | $328K | – | 0.01 |
| CARGILL INC | Long | Debt | US | $135K | – | 0.00 |
| CARM_20-1A (CAPITAL AUTOMOTIVE LP CARM_20-1A) | Long | ABS-mortgage backed security | US | $759K | – | 0.02 |
| CARNIVAL CORP | Long | Debt | PA | $769K | – | 0.02 |
| CARNIVAL HOLDINGS BERMUDA LTD (CARNIVAL HOLDINGS (BERMUDA) LTD) | Long | Debt | BM | $682K | – | 0.01 |
| CAROLINA POWER & LIGHT COMPANY (DUKE ENERGY PROGRESS LLC) | Long | Debt | US | $300K | – | 0.01 |
| CARPENTER TECHNOLOGY CORP (CARPENTER TECH CORP) | Long | Debt | US | $484K | – | 0.01 |
| CASL_17-A (COLLEGE AVE STUDENT LOANS CASL_1) | Long | ABS-mortgage backed security | US | $463K | – | 0.01 |
| CASL_18-A (COLLEGE AVE STUDENT LOANS CASL_18-A) | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| CASL_19-A (COLLEGE AVE STUDENT LOANS CASL_19-A) | Long | ABS-mortgage backed security | US | $695K | – | 0.01 |
| CATERPILLAR FINANCIAL SERVICES (CATERPILLAR FINANCIAL SERVICES CORP) | Long | Debt | US | $3M | – | 0.05 |
| CATERPILLAR FINANCIAL SERVICES (CATERPILLAR FINANCIAL SERVICES CORP) | Long | Debt | US | $3M | – | 0.05 |
| CATERPILLAR FINANCIAL SERVICES (CATERPILLAR FINANCIAL SERVICES CORP) | Long | Debt | US | $2M | – | 0.04 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $5M | – | 0.09 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $947K | – | 0.02 |
| CCO HOLDINGS LLC/CCO HOLDINGS CAP | Long | Debt | US | $3M | – | 0.06 |
| CD_06-CD2 (CITIGROUP/DEUTSCHE BANK COMMERCIAL MORTGAGE CD_06-CD2) | Long | ABS-mortgage backed security | US | $0.31 | – | 0.00 |
| CD&R SMOKEY BUYER INC | Long | Debt | US | $795K | – | 0.02 |
| CEDAR FAIR LP | Long | Debt | US | $388K | – | 0.01 |
| CEDAR FAIR LP/CANADA WONDERLAND | Long | Debt | US | $481K | – | 0.01 |
| CELANESE US HOLDINGS LLC | Long | Debt | US | $2M | – | 0.04 |
| CELANESE US HOLDINGS LLC | Long | Debt | US | $533K | – | 0.01 |
| CENTERPOINT ENERGY HOUSTON (CENTERPOINT ENERGY HOUSTON ELECT) | Long | Debt | US | $1M | – | 0.02 |
| CENTERPOINT ENERGY HOUSTON ELEC (CENTERPOINT ENERGY HOUSTON ELECT) | Long | Debt | US | $1M | – | 0.03 |
| CENTERPOINT ENERGY HOUSTON ELEC (CENTERPOINT ENERGY HOUSTON ELECT) | Long | Debt | US | $607K | – | 0.01 |
| CENTRAL AMERICA BOTTLING CORP | Long | Debt | VG | $389K | – | 0.01 |
| CENTRAL GARDEN & PET COMPANY | Long | Debt | US | $749K | – | 0.02 |
| CFAB_03-2 (CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CFAB_03-2) | Long | ABS-collateralized bond/debt obligation | US | $363K | – | 0.01 |
| CFAB_03-4 (CHASE FUNDING MORTGAGE LOAN ASSE) | Long | ABS-collateralized bond/debt obligation | US | $149K | – | 0.00 |
| CFAB_03-6 (CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CFAB_03-6) | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.00 |
| CFCRE_17-C8 (CFCRE COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $467K | – | 0.01 |
| CHAOT_22-AA (CHASE AUTO OWNER TRUST CHAOT_22-AA) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CHARLES RIVER LABORATORIES INTL (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $462K | – | 0.01 |
| CHART INDUSTRIES INC | Long | Debt | US | $1M | – | 0.02 |
| CHARTER COMM OPT LLC/CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $970K | – | 0.02 |
| CHARTER COMM OPT LLC/CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $296K | – | 0.01 |
| CHARTER COMM OPT/CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $2M | – | 0.04 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $3M | – | 0.05 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $1000K | – | 0.02 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $845K | – | 0.02 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $348K | – | 0.01 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $288K | – | 0.01 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $262K | – | 0.01 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $250K | – | 0.01 |
| CHARTER COMMUNICATIONS INC (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $4M | – | 0.08 |
| CHARTER COMMUNICATIONS INC (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $2M | – | 0.05 |
| CHASE_07-A1 (CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1) | Long | ABS-collateralized bond/debt obligation | US | $87K | – | 0.00 |
| CHASE_07-A1 (CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.00 |
| CHASE_07-A1 (CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| CHEMOURS COMPANY | Long | Debt | US | $882K | – | 0.02 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $3M | – | 0.06 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $1M | – | 0.03 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $486K | – | 0.01 |
| CHESAPEAKE ENERGY CORPORATION | Long | Debt | US | $1M | – | 0.02 |
| CHESAPEAKE ENERGY CORPORATION | Long | Debt | US | $275K | – | 0.01 |
| CHILDRENS HOSPITAL CORP/THE (THE CHILDRENS HOSP CORP) | Long | Debt | US | $145K | – | 0.00 |
| CHILDRENS HOSPITAL/DC (CHILDRENS HOSPITAL (WASHINGTON)) | Long | Debt | US | $166K | – | 0.00 |
| CHS/COMMUNITY HEALTH SYSTEMS INC | Long | Debt | US | $1M | – | 0.02 |
| CIGNA CORP (CIGNA GROUP) | Long | Debt | US | $192K | – | 0.00 |
| CINCINNATI FINANCIAL CORPORATION (CINCINNATI FINL CORP) | Long | Debt | US | $355K | – | 0.01 |
| CINEMARK USA INC | Long | Debt | US | $425K | – | 0.01 |
| CISCO SYSTEMS INC | Long | Debt | US | $3M | – | 0.06 |
| CISCO SYSTEMS INC | Long | Debt | US | $3M | – | 0.05 |
| CISCO SYSTEMS INC | Long | Debt | US | $2M | – | 0.04 |
| CISCO SYSTEMS INC | Long | Debt | US | $1M | – | 0.03 |
| CITIGROUP INC | Long | Debt | US | $4M | – | 0.08 |
| CITIGROUP INC | Long | Debt | US | $3M | – | 0.07 |
| CITIGROUP INC | Long | Debt | US | $2M | – | 0.05 |
| CITIGROUP INC | Long | Debt | US | $2M | – | 0.04 |
| CITIGROUP INC | Long | Debt | US | $2M | – | 0.04 |
| CITIGROUP INC | Long | Debt | US | $2M | – | 0.03 |
| CITIGROUP INC | Long | Debt | US | $1M | – | 0.03 |
| CITIGROUP INC | Long | Debt | US | $1M | – | 0.03 |
| CITIGROUP INC | Long | Debt | US | $1M | – | 0.02 |
| CITIGROUP INC | Long | Debt | US | $710K | – | 0.01 |
| CITIGROUP INC | Long | Debt | US | $686K | – | 0.01 |
| CITIGROUP INC | Long | Debt | US | $593K | – | 0.01 |
| CITIGROUP INC | Long | Debt | US | $525K | – | 0.01 |
| CITIGROUP INC | Long | Debt | US | $226K | – | 0.00 |
| CITIGROUP INC | Long | Debt | US | $163K | – | 0.00 |
| CITIZENS FINANCIAL GROUP INC | Long | Debt | US | $2M | – | 0.04 |
| CITIZENS FINANCIAL GROUP INC | Long | Debt | US | $1M | – | 0.02 |
| City of Los Angeles Department of Airports (LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR) | Long | Debt | US | $404K | – | 0.01 |
| CIVITAS RESOURCES INC | Long | Debt | US | $1M | – | 0.03 |
| CIVITAS RESOURCES INC | Long | Debt | US | $734K | – | 0.02 |
| CIVITAS RESOURCES INC | Long | Debt | US | $247K | – | 0.01 |
| CLARIOS GLOBAL LP | Long | Debt | CA | $426K | – | 0.01 |
| CLARIVATE SCIENCE HOLDINGS CORP | Long | Debt | US | $892K | – | 0.02 |
| CLEAR CHANNEL WORLDWIDE HOLDINGS (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $1M | – | 0.03 |
| CLEVELAND-CLIFFS INC | Long | Debt | US | $743K | – | 0.02 |
| CLEVELAND-CLIFFS INC | Long | Debt | US | $426K | – | 0.01 |
| CMLTI_03-1 (CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_03-1) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| CMLTI_05-2 | Long | ABS-collateralized bond/debt obligation | US | $66K | – | 0.00 |
| CMLTI_09-10 (CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_09-10) | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.00 |
| CNA FINANCIAL CORP | Long | Debt | US | $161K | – | 0.00 |
| CNO GLOBAL FUNDING | Long | Debt | US | $803K | – | 0.02 |
| CNX RESOURCES CORP | Long | Debt | US | $814K | – | 0.02 |
| COCA-COLA CO | Long | Debt | US | $2M | – | 0.03 |
| COCA-COLA CO | Long | Debt | US | $1M | – | 0.03 |
| COCA-COLA CO | Long | Debt | US | $432K | – | 0.01 |
| COCA-COLA FEMSA SAB DE CV (COCA COLA FEMSA SAB DE CV) | Long | Debt | MX | $775K | – | 0.02 |
| COCA-COLA FEMSA SAB DE CV (COCA COLA FEMSA SAB DE CV) | Long | Debt | MX | $301K | – | 0.01 |
| COLGATE ENERGY PARTNERS III LLC (PERMIAN RESOURCES OPERATING LLC) | Long | Debt | US | $705K | – | 0.01 |
| COLGATE ENERGY PARTNERS III LLC (PERMIAN RESOURCES OPERATING LLC) | Long | Debt | US | $277K | – | 0.01 |
| COLO_21-1A (DATABANK ISSUER LLC COLO_21-1A) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $805K | – | 0.02 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $235K | – | 0.00 |
| COLT_21-2 (COLT FUNDING LLC COLT_21-2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| COLT_21-4 (COLT MORTGAGE LOAN TRUST COLT_21-4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| COLUMBIA PIPELINES OP CO LLC (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $700K | – | 0.01 |
| COLUMBIA PIPELINES OP CO LLC (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $427K | – | 0.01 |
| COLUMBIA SHORT TERM CASH FUND | Long | Short-term investment vehicle | US | $155M | 155M | 3.20 |
| COMCAST CORPORATION | Long | Debt | US | $4M | – | 0.09 |
| COMCAST CORPORATION | Long | Debt | US | $4M | – | 0.08 |
| COMCAST CORPORATION | Long | Debt | US | $2M | – | 0.05 |
| COMCAST CORPORATION | Long | Debt | US | $2M | – | 0.04 |
| COMCAST CORPORATION | Long | Debt | US | $2M | – | 0.04 |
| COMCAST CORPORATION | Long | Debt | US | $948K | – | 0.02 |
| COMCAST CORPORATION | Long | Debt | US | $749K | – | 0.02 |
| COMCAST CORPORATION | Long | Debt | US | $726K | – | 0.01 |
| COMCAST CORPORATION | Long | Debt | US | $367K | – | 0.01 |
| COMCAST CORPORATION | Long | Debt | US | $303K | – | 0.01 |
| COMCAST CORPORATION | Long | Debt | US | $210K | – | 0.00 |
| COMCAST CORPORATION | Long | Debt | US | $168K | – | 0.00 |
| COMCAST CORPORATION | Long | Debt | US | $132K | – | 0.00 |
| COMCAST CORPORATION | Long | Debt | US | $128K | – | 0.00 |
| COMISION FEDERAL DE ELECTRICIDAD | Long | Debt | MX | $494K | – | 0.01 |
| COMM_13-300P (COMM MORTGAGE TRUST COMM_13-300P) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COMM_14-UBS4 (COMM MORTGAGE TRUST COMM_14-UBS4) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| COMM_15-CR25 (COMM MORTGAGE TRUST COMM_15-CR25) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COMM_15-LC23 (COMM MORTGAGE TRUST COMM_15-LC23) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| COMM_18-HOME (COMM MORTGAGE TRUST COMM_18-HOME) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| COMM_20-CBM (COMM MORTGAGE TRUST COMM_20-CBM) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| COMM_20-CBM (COMM MORTGAGE TRUST COMM_20-CBM) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $732K | – | 0.02 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $219K | – | 0.00 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $198K | – | 0.00 |
| COMMONSPIRIT HEALTH | Long | Debt | US | $171K | – | 0.00 |
| COMMONWEALTH EDISON COMPANY | Long | Debt | US | $180K | – | 0.00 |
| COMMSCOPE FINANCE LLC (COMMSCOPE INC) | Long | Debt | US | $841K | – | 0.02 |
| COMMSCOPE TECHNOLOGIES LLC | Long | Debt | US | $477K | – | 0.01 |
| COMSTOCK RESOURCES INC (COMSTOCK RES INC) | Long | Debt | US | $1M | – | 0.02 |
| CONNECTICUT LIGHT & POWER COMPANY (CONNECTICUT LIGHT & PWR CO) | Long | Debt | US | $188K | – | 0.00 |
| CONOCOPHILLIPS CO | Long | Debt | US | $2M | – | 0.05 |
| CONSOLIDATED EDISON COMPANY OF NY (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $2M | – | 0.05 |
| CONSOLIDATED EDISON COMPANY OF NY (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $1M | – | 0.03 |
| CONSOLIDATED EDISON COMPANY OF NY (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $872K | – | 0.02 |
| CONSOLIDATED EDISON COMPANY OF NY (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $870K | – | 0.02 |
| CONSOLIDATED EDISON COMPANY OF NY (CONSOLIDATED EDISON COMPANY OF NEW YORK INC) | Long | Debt | US | $168K | – | 0.00 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $2M | – | 0.03 |
| CONSTELLATION ENERGY GENERATION (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $2M | – | 0.03 |
| CONSTELLATION ENERGY GENERATION (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $490K | – | 0.01 |
| CONSUMERS 23 SECURE FUND (CONSUMERS 23 SECURE FUND CMRS_23) | Long | Debt | US | $902K | – | 0.02 |
| CONSUMERS ENERGY COMPANY | Long | Debt | US | $690K | – | 0.01 |
| CONSUMERS ENERGY COMPANY | Long | Debt | US | $143K | – | 0.00 |
| CONTINENTAL AIRLINES 2012-2A (UNITED AIRLINES 2012-2 PASS THROUGH TRUSTS) | Long | Debt | US | $86K | – | 0.00 |
| COOF_14-1 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| COOPERATIEVE RABOBANK UA | Long | Debt | NL | $343K | – | 0.01 |
| COOPERATIEVE RABOBANK UA | Long | Debt | NL | $285K | – | 0.01 |
| COPAR_23-1 (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| CORPORACION NACIONAL DEL COBRE DE (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $373K | – | 0.01 |
| CORPORACION NACIONAL DEL COBRE DE (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $243K | – | 0.01 |
| CORPORATE OFFICE PROPERTIES LP (COPT DEFENSE PROPERTIES) | Long | Debt | US | $455K | – | 0.01 |
| COTE D IVOIRE (REPUBLIC OF) | Long | Debt | CI | $195K | – | 0.00 |
| COTTAGE HEALTH SYSTEM (COTTAGE HEALTH CREDIT GROUP) | Long | Debt | US | $149K | – | 0.00 |
| COX COMMUNICATIONS INC | Long | Debt | US | $323K | – | 0.01 |
| COX COMMUNICATIONS INC | Long | Debt | US | $173K | – | 0.00 |
| CREDIT AGRICOLE SA | Long | Debt | FR | $2M | – | 0.03 |
| CREDIT AGRICOLE SA | Long | Debt | FR | $1M | – | 0.03 |
| CREDIT AGRICOLE SA | Long | Debt | FR | $601K | – | 0.01 |
| CREDIT SUISSE GROUP AG (UBS GROUP AG) | Long | Debt | CH | $2M | – | 0.04 |
| CREDIT SUISSE GROUP AG (UBS GROUP AG) | Long | Debt | CH | $1M | – | 0.03 |
| CREDIT SUISSE GROUP AG (UBS GROUP AG) | Long | Debt | CH | $1M | – | 0.03 |
| CREDIT SUISSE GROUP AG (UBS GROUP AG) | Long | Debt | CH | $1M | – | 0.02 |
| CREDIT SUISSE GROUP AG (UBS GROUP AG) | Long | Debt | CH | $271K | – | 0.01 |
| CREDIT SUISSE GROUP AG (UBS GROUP AG) | Long | Debt | CH | $236K | – | 0.00 |
| CRESCENT ENERGY FINANCE LLC | Long | Debt | US | $1M | – | 0.02 |
| CROWLEY CONRO LLC | Long | Debt | US | $526K | – | 0.01 |
| CROWN CASTLE INC | Long | Debt | US | $3M | – | 0.05 |
| CROWN CASTLE INTERNATIONAL CORP (CROWN CASTLE INC) | Long | Debt | US | $1M | – | 0.02 |
| CROWN CASTLE INTERNATIONAL CORP (CROWN CASTLE INC) | Long | Debt | US | $537K | – | 0.01 |
| CRVNA_23-P3 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CSC HOLDINGS LLC | Long | Debt | US | $2M | – | 0.04 |
| CSFB_03-21 (CS FIRST BOSTON MORTGAGE SECURIT) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.00 |
| CSFB_04-4 (CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-4) | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| CSFB_04-8 (CS FIRST BOSTON MORTGAGE SECURIT) | Long | ABS-collateralized bond/debt obligation | US | $96K | – | 0.00 |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| CSMC_22-JR1 (CREDIT SUISSE MORTGAGE TRUST CSMC_22-JR1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| CVR PARTNERS LP/CVR NITROGEN FIN | Long | Debt | US | $456K | – | 0.01 |
| CVS HEALTH CORP | Long | Debt | US | $2M | – | 0.05 |
| CVS PASS THROUGH TRUST (CVS HEALTH CORP) | Long | Debt | US | $1M | – | 0.03 |
| CVS PASS THROUGH TRUST (CVS PASSTHROUGH TRUST) | Long | Debt | US | $563K | – | 0.01 |
| CVS PASS THROUGH TRUST (CVS PASSTHROUGH TRUST) | Long | Debt | US | $112K | – | 0.00 |
| CVS PASS THROUGH TRUST (CVS HEALTH CORP) | Long | Debt | US | $81K | – | 0.00 |
| CVS PASS THROUGH TRUST (CVS HEALTH CORP) | Long | Debt | US | $35K | – | 0.00 |
| CWHL_04-13 | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.00 |
| CWHL_04-3 (COUNTRYWIDE HOME LOANS CWHL_04-3) | Long | ABS-collateralized bond/debt obligation | US | $39K | – | 0.00 |
| CWHL_04-5 | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.00 |
| DAIMLER TRUCK FINANCE NA (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $411K | – | 0.01 |
| DANA INC | Long | Debt | US | $674K | – | 0.01 |
| DANSKE BANK A/S | Long | Debt | DK | $493K | – | 0.01 |
| DANSKE BANK A/S | Long | Debt | DK | $321K | – | 0.01 |
| DARLING INGREDIENTS INC | Long | Debt | US | $987K | – | 0.02 |
| DAVITA INC | Long | Debt | US | $1M | – | 0.02 |
| DBWF_15-LCM (DBWF MORTGAGE TRUST DBW) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| DBWF_15-LCM (DBWF MORTGAGE TRUST DBW) | Long | ABS-collateralized bond/debt obligation | US | $828K | – | 0.02 |
| DCENT_23-A1 (DISCOVER CARD EXECUTION NOTE TRUST DCENT_23-A1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| DCENT_23-A2 (DISCOVER CARD EXECUTION NOTE TRUST DCENT_23-A2) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| DDR CORP (SITE CENTERS CORP) | Long | Debt | US | $199K | – | 0.00 |
| DELL INTERNATIONAL LLC | Long | Debt | US | $1M | – | 0.02 |
| DELTA AIR LINES 2020-AA (DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $180K | – | 0.00 |
| DELTA AIR LINES/SKYMILES IP LTD (SKYMILES IP LTD) | Long | Debt | KY | $3M | – | 0.06 |
| DETROIT EDISON COMPANY (DTE ELECTRIC COMPANY) | Long | Debt | US | $289K | – | 0.01 |
| DEUTSCHE BANK AG (DEUTSCHE BANK AG (NEW YORK BRANC) | Long | Debt | US | $217K | – | 0.00 |
| DEUTSCHE BANK AG/NY (DEUTSCHE BANK AG (NEW YORK BRANC) | Long | Debt | US | $714K | – | 0.01 |
| DEUTSCHE BANK AG/NY (DEUTSCHE BANK AG (NEW YORK BRANC) | Long | Debt | US | $430K | – | 0.01 |
| DEUTSCHE BANK NY (DEUTSCHE BANK AG (NEW YORK BRANC) | Long | Debt | US | $4M | – | 0.07 |
| DEUTSCHE BANK NY (DEUTSCHE BANK AG (NEW YORK BRANC) | Long | Debt | US | $2M | – | 0.04 |
| DEUTSCHE BANK NY (DEUTSCHE BANK AG (NEW YORK BRANC) | Long | Debt | US | $975K | – | 0.02 |
| DEUTSCHE BANK NY (DEUTSCHE BANK AG (NEW YORK BRANC) | Long | Debt | US | $231K | – | 0.00 |
| DEUTSCHE TELEKOM AG | Long | Debt | DE | $287K | – | 0.01 |
| DH EUROPE FINANCE II SARL | Long | Debt | LU | $2M | – | 0.04 |
| DIAMOND FOREIGN/DIAMOND FIN (DIAMOND FOREIGN ASSET CO) | Long | Debt | KY | $309K | – | 0.01 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $2M | – | 0.03 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $2M | – | 0.03 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $1M | – | 0.03 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $863K | – | 0.02 |
| DIAMONDBACK ENERGY INC | Long | Debt | US | $418K | – | 0.01 |
| DIRECTV HOLDINGS LLC/DIRECTV FIN (DIRECTV FINANCING LLC) | Long | Debt | US | $678K | – | 0.01 |
| DISH DBS CORP | Long | Debt | US | $2M | – | 0.04 |
| DISH NETWORK CORP | Long | Debt | US | $982K | – | 0.02 |
| District of Columbia Water & Sewer Authority (DISTRICT OF COLUMBIA WATER AND SEWER AUTHORITY) | Long | Debt | US | $369K | – | 0.01 |
| DLLAA_23-1A (DLLAA LLC DLLAA_23-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| DNB BANK ASA | Long | Debt | NO | $617K | – | 0.01 |
| DOMINICAN (REPUBLIC OF) (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $895K | – | 0.02 |
| DOMINICAN (REPUBLIC OF) (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $701K | – | 0.01 |
| DOMINICAN REPUBLIC (GOVERNMENT) | Long | Debt | DO | $1M | – | 0.03 |
| DOMINION ENERGY INC | Long | Debt | US | $531K | – | 0.01 |
| DOMINION ENERGY INC | Long | Debt | US | $354K | – | 0.01 |
| DOW CHEMICAL CO/THE (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $2M | – | 0.03 |
| DOW CHEMICAL COMPANY (THE) | Long | Debt | US | $1M | – | 0.03 |
| DR PEPPER SNAPPLE GROUP INC (KEURIG DR PEPPER INC) | Long | Debt | US | $129K | – | 0.00 |
| DROT_21-1A (DIAMOND RESORTS OWNER TRUST DROT_21-1A) | Long | ABS-mortgage backed security | US | $980K | – | 0.02 |
| DT MIDSTREAM INC | Long | Debt | US | $1M | – | 0.02 |
| DTAOT_21-2A (DT AUTO OWNER TRUST DTAOT_21-2A) | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| DTE ELECTRIC CO (DTE ELECTRIC COMPANY) | Long | Debt | US | $636K | – | 0.01 |
| DTE ELECTRIC COMPANY | Long | Debt | US | $855K | – | 0.02 |
| DTE ELECTRIC COMPANY | Long | Debt | US | $446K | – | 0.01 |
| DTE ENERGY COMPANY | Long | Debt | US | $1M | – | 0.03 |
| DUKE ENERGY CAROLINAS (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $817K | – | 0.02 |
| DUKE ENERGY CAROLINAS (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $262K | – | 0.01 |
| DUKE ENERGY CAROLINAS (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $211K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC | Long | Debt | US | $2M | – | 0.03 |
| DUKE ENERGY CAROLINAS LLC | Long | Debt | US | $1M | – | 0.02 |
| DUKE ENERGY CAROLINAS LLC | Long | Debt | US | $853K | – | 0.02 |
| DUKE ENERGY CAROLINAS LLC | Long | Debt | US | $724K | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC | Long | Debt | US | $442K | – | 0.01 |
| DUKE ENERGY CORP | Long | Debt | US | $1M | – | 0.02 |
| DUKE ENERGY CORP | Long | Debt | US | $476K | – | 0.01 |
| DUKE ENERGY FLORIDA LLC | Long | Debt | US | $940K | – | 0.02 |
| DUKE ENERGY INDIANA LLC | Long | Debt | US | $1M | – | 0.02 |
| DUKE ENERGY INDIANA LLC | Long | Debt | US | $142K | – | 0.00 |
| DUKE ENERGY OHIO INC | Long | Debt | US | $2M | – | 0.03 |
| DUKE ENERGY OHIO INC | Long | Debt | US | $237K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $660K | – | 0.01 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $239K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $217K | – | 0.00 |
| DUQUESNE LIGHT HOLDINGS INC | Long | Debt | US | $658K | – | 0.01 |
| DUQUESNE LIGHT HOLDINGS INC | Long | Debt | US | $313K | – | 0.01 |
| DYCOM INDUSTRIES INC | Long | Debt | US | $763K | – | 0.02 |
| EART_22-2A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| EART_22-3A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| EART_22-5A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-5) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| EART_23-2A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-2) | Long | ABS-mortgage backed security | US | $917K | – | 0.02 |
| EART_23-4A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| EART_23-5A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| ECOPETROL SA | Long | Debt | CO | $569K | – | 0.01 |
| ECOPETROL SA | Long | Debt | CO | $264K | – | 0.01 |
| EDGEWELL PERSONAL CARE CO | Long | Debt | US | $760K | – | 0.02 |
| EDISON INTERNATIONAL (EDISON INTL) | Long | Debt | US | $385K | – | 0.01 |
| EDISON INTERNATIONAL (EDISON INTL) | Long | Debt | US | $248K | – | 0.01 |
| EGYPT (ARAB REPUBLIC OF) | Long | Debt | EG | $905K | – | 0.02 |
| EGYPT (ARAB REPUBLIC OF) | Long | Debt | EG | $369K | – | 0.01 |
| EGYPT GOVERNMENT INTERNATIONAL BON (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $786K | – | 0.02 |
| ELASTIC NV | Long | Debt | NL | $576K | – | 0.01 |
| ELECTRICITE DE FRANCE SA | Long | Debt | FR | $807K | – | 0.02 |
| ELEMENT SOLUTIONS INC | Long | Debt | US | $667K | – | 0.01 |
| ELEVANCE HEALTH INC | Long | Debt | US | $2M | – | 0.04 |
| ELEVANCE HEALTH INC | Long | Debt | US | $1M | – | 0.03 |
| ELI LILLY AND COMPANY | Long | Debt | US | $2M | – | 0.03 |
| ELI LILLY AND COMPANY | Long | Debt | US | $1M | – | 0.03 |
| ELI LILLY AND COMPANY | Long | Debt | US | $820K | – | 0.02 |
| EMERA US FINANCE LP | Long | Debt | US | $494K | – | 0.01 |
| EMERALD DEBT MERGER SUB LLC (EMRLD BORROWER LP) | Long | Debt | US | $1M | – | 0.02 |
| EMERGENT BIOSOLUTIONS INC | Long | Debt | US | $175K | – | 0.00 |
| EMPRESA NACIONAL DE TELECOM (EMPRESA NACIONAL DE TELECOMUNICACIONES SA) | Long | Debt | CL | $261K | – | 0.01 |
| ENBRIDGE INC | Long | Debt | CA | $2M | – | 0.04 |
| ENBRIDGE INC | Long | Debt | CA | $1M | – | 0.03 |
| ENBRIDGE INC | Long | Debt | CA | $1M | – | 0.03 |
| ENBRIDGE INC | Long | Debt | CA | $1M | – | 0.03 |
| ENBRIDGE INC | Long | Debt | CA | $427K | – | 0.01 |
| ENCINO ACQUISITION PARTNERS HOLDIN (ENCINO ACQUISITION PARTNERS HOLDINGS LLC) | Long | Debt | US | $367K | – | 0.01 |
| ENCOMPASS HEALTH CORP | Long | Debt | US | $856K | – | 0.02 |
| ENCOMPASS HEALTH CORP | Long | Debt | US | $193K | – | 0.00 |
| ENCOMPASS HEALTH CORP | Long | Debt | US | $74K | – | 0.00 |
| ENEL FINANCE INTERNATIONAL NV | Long | Debt | NL | $1M | – | 0.03 |
| ENEL FINANCE INTERNATIONAL NV | Long | Debt | NL | $1M | – | 0.02 |
| ENEL FINANCE INTERNATIONAL NV | Long | Debt | NL | $807K | – | 0.02 |
| ENEL FINANCE INTERNATIONAL NV | Long | Debt | NL | $313K | – | 0.01 |
| ENERGIZER HOLDINGS INC | Long | Debt | US | $1M | – | 0.03 |
| ENERGY TRANSFER LP | Long | Debt | US | $3M | – | 0.06 |
| ENERGY TRANSFER LP | Long | Debt | US | $2M | – | 0.04 |
| ENERGY TRANSFER LP | Long | Debt | US | $2M | – | 0.04 |
| ENERGY TRANSFER LP | Long | Debt | US | $1M | – | 0.03 |
| ENERGY TRANSFER LP | Long | Debt | US | $771K | – | 0.02 |
| ENERGY TRANSFER LP | Long | Debt | US | $430K | – | 0.01 |
| ENERGY TRANSFER PARTNERS LP (ENERGY TRANSFER LP) | Long | Debt | US | $293K | – | 0.01 |
| ENGIE SA | Long | Debt | FR | $531K | – | 0.01 |
| ENGIE SA | Long | Debt | FR | $376K | – | 0.01 |
| ENI SPA | Long | Debt | IT | $1M | – | 0.03 |
| ENLINK MIDSTREAM LLC | Long | Debt | US | $550K | – | 0.01 |
| ENLINK MIDSTREAM LLC | Long | Debt | US | $134K | – | 0.00 |
| ENTEGRIS ESCROW CORP | Long | Debt | US | $272K | – | 0.01 |
| ENTEGRIS INC | Long | Debt | US | $1M | – | 0.02 |
| ENTERGY ARKANSAS LLC | Long | Debt | US | $2M | – | 0.03 |
| ENTERGY ARKANSAS LLC | Long | Debt | US | $778K | – | 0.02 |
| ENTERGY CORPORATION | Long | Debt | US | $903K | – | 0.02 |
| ENTERGY LOUISIANA LLC | Long | Debt | US | $533K | – | 0.01 |
| ENTERGY LOUISIANA LLC | Long | Debt | US | $493K | – | 0.01 |
| ENTERGY LOUISIANA LLC | Long | Debt | US | $140K | – | 0.00 |
| ENTERGY MISSISSIPPI LLC | Long | Debt | US | $485K | – | 0.01 |
| ENTERGY TEXAS INC (Entergy Tx) | Long | Debt | US | $1M | – | 0.03 |
| ENTERGY TEXAS RESTORATION FD II (ENTERGY TEXAS RESTORATION FUNDING II LLC) | Long | Debt | US | $524K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING LLC | Long | Debt | US | $960K | – | 0.02 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $1M | – | 0.03 |
| EQM MIDSTREAM PARTNERS LP | Long | Debt | US | $838K | – | 0.02 |
| EQUIPMENTSHARECOM INC | Long | Debt | US | $550K | – | 0.01 |
| ERAC USA FINANCE LLC | Long | Debt | US | $347K | – | 0.01 |
| ERP OPERATING LP | Long | Debt | US | $158K | – | 0.00 |
| ESSEX PORTFOLIO LP | Long | Debt | US | $631K | – | 0.01 |
| ESSEX PORTFOLIO LP | Long | Debt | US | $244K | – | 0.01 |
| ESSEX PORTFOLIO LP | Long | Debt | US | $243K | – | 0.01 |
| EVERSOURCE ENERGY | Long | Debt | US | $2M | – | 0.04 |
| EVERSOURCE ENERGY | Long | Debt | US | $1M | – | 0.02 |
| EVERSOURCE ENERGY | Long | Debt | US | $227K | – | 0.00 |
| EXELON CORPORATION (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $787K | – | 0.02 |
| EXELON GENERATION CO LLC (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $2M | – | 0.03 |
| EXPORT FINANCE & INSURANCE CORP (EXPORT FINANCE AND INSURANCE CORP) | Long | Debt | AU | $3M | – | 0.06 |
| EXTRA SPACE STORAGE LP (Extra SpStrg) | Long | Debt | US | $263K | – | 0.01 |
| EXXON MOBIL CORP | Long | Debt | US | $235K | – | 0.00 |
| EXXON MOBIL CORP | Long | Debt | US | $211K | – | 0.00 |
| F&G ANNUITIES & LIFE INC | Long | Debt | US | $499K | – | 0.01 |
| F&G GLOBAL FUNDING | Long | Debt | US | $597K | – | 0.01 |
| F&G GLOBAL FUNDING | Long | Debt | US | $120K | – | 0.00 |
| FCAT_19-4 (FLAGSHIP CREDIT AUTO TRUST FCAT_19-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FCRT_21-2 (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST FCRT_21-2) | Long | ABS-mortgage backed security | US | $824K | – | 0.02 |
| FFIN_19-1A (FOUNDATION FINANCE TRUST FFIN_19-1A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FFIN_20-1A (FOUNDATION FINANCE TRUST FFIN_20-1) | Long | ABS-mortgage backed security | US | $622K | – | 0.01 |
| FFIN_23-2A (FOUNDATION FINANCE TRUST FFIN_23-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FGOLD 20YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FGOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FGOLD 30YR BI-WEEKLY (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| FGOLD 30YR BI-WEEKLY (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $344K | – | 0.01 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FGOLD 30YR GIANT (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FH 5/1 12M SOFR ARM (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FH 5/6M 30D SOFR ARM (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FH 7/1 SFFBK12M ARM (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FHF_24-1A (FIRST HELP FINANCIAL LLC FHF_24-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FHLB (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $4M | – | 0.08 |
| FHLMC (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | Debt | US | $3M | – | 0.06 |
| FHLMC 10/6M 30D SOFR ARM (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLMC 12M SOFR ARM (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FHLMC 1YR CMT ARM (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $923K | – | 0.02 |
| FHLMC 20YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $886K | – | 0.02 |
| FHLMC 20YR UMBS MIRROR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $795K | – | 0.02 |
| FHLMC 20YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.41 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $929K | – | 0.02 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $721K | – | 0.01 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $463K | – | 0.01 |
| FHLMC 30YR UMBS MIRROR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FHLMC 30YR UMBS MIRROR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FHLMC 30YR UMBS MIRROR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $923K | – | 0.02 |
| FHLMC 30YR UMBS RVS REMIC MIRROR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FHLMC 30YR UMBS RVS REMIC MIRROR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FHLMC 30YR UMBS RVS REMIC MIRROR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FHLMC 30YR UMBS RVS REMIC MIRROR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLMC 30YR UMBS RVS REMIC MIRROR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FHLMC 30YR UMBS RVS REMIC SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLMC 30YR UMBS RVS REMIC SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.28 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $601K | – | 0.01 |
| FHLMC 5/1 12M SOFR ARM (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $844K | – | 0.02 |
| FHLMC GOLD 20YR LTV >125 (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FHLMC GOLD 20YR LTV >125 (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FHLMC GOLD 20YR LTV >125 (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FHLMC GOLD 30YR (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $980K | – | 0.02 |
| FHLMC GOLD 30YR REVERSE REMIC GIAN (FREDDIE MAC GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLMC MULTIFAM 55DAY INTEREST ONLY (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FHLMC UMBS 30YR (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $585K | – | 0.01 |
| FHLMC_18-4 (SEASONED CREDIT RISK TRANSFER SCRT_18-4) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| FHLMC_197 (FREDDIE MAC FHLMC_197) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.00 |
| FHLMC_21-P011 (FREDDIE MAC MULTICLASS CERTIFICATES SERIES FHMR_21-P011) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FHLMC_2127 (FREDDIE MAC FHLMC_2127) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.00 |
| FHLMC_2165 | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| FHLMC_2326 (FREDDIE MAC FHLMC_2326) | Long | ABS-collateralized bond/debt obligation | US | $107K | – | 0.00 |
| FHLMC_239 (FREDDIEMAC STRIP FHSTR_239) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| FHLMC_2399 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.10 |
| FHLMC_2399 | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.00 |
| FHLMC_2517 (FREDDIE MAC FHLMC_2517) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.00 |
| FHLMC_2551 | Long | ABS-collateralized bond/debt obligation | US | $48K | – | 0.00 |
| FHLMC_2557 | Long | ABS-collateralized bond/debt obligation | US | $128K | – | 0.00 |
| FHLMC_262 (FREDDIE MAC STRIP FHSTR_12-262) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FHLMC_264 (FREDDIE MAC FHLMC_264) | Long | ABS-collateralized bond/debt obligation | US | $205K | – | 0.00 |
| FHLMC_2752 | Long | ABS-collateralized bond/debt obligation | US | $365K | – | 0.01 |
| FHLMC_2764 | Long | ABS-collateralized bond/debt obligation | US | $299K | – | 0.01 |
| FHLMC_2953 (FREDDIE MAC FHLMC_2953) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_2986 (FREDDIE MAC FHLMC_2986) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| FHLMC_2989 (FREDDIE MAC FHLMC 2989) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FHLMC_299 (FREDDIE MAC FHLMC_299) | Long | ABS-collateralized bond/debt obligation | US | $185K | – | 0.00 |
| FHLMC_2990 | Long | ABS-collateralized bond/debt obligation | US | $485K | – | 0.01 |
| FHLMC_3077 (FREDDIE MAC FHLMC_3077) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FHLMC_310 (FEDERAL HOME LOAN MORTGAGE CORPO) | Long | ABS-collateralized bond/debt obligation | US | $546K | – | 0.01 |
| FHLMC_3100 (FREDDIE MAC FHLMC_3100) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.00 |
| FHLMC_3101 (FREDDIE MAC FHLMC_3101) | Long | ABS-collateralized bond/debt obligation | US | $136K | – | 0.00 |
| FHLMC_3117 (FREDDIE MAC FHLMC_3117) | Long | ABS-collateralized bond/debt obligation | US | $19K | – | 0.00 |
| FHLMC_3123 (FREDDIE MAC FHLMC_3123) | Long | ABS-collateralized bond/debt obligation | US | $157K | – | 0.00 |
| FHLMC_3143 (FREDDIE MAC FHLMC_3143-) | Long | ABS-collateralized bond/debt obligation | US | $175K | – | 0.00 |
| FHLMC_3164 (FREDDIE MAC FHLMC_3164) | Long | ABS-collateralized bond/debt obligation | US | $47K | – | 0.00 |
| FHLMC_3181 (FREDDIE MAC FHLMC_3181) | Long | ABS-collateralized bond/debt obligation | US | $118K | – | 0.00 |
| FHLMC_3195 (FHR_3195) | Long | ABS-collateralized bond/debt obligation | US | $94K | – | 0.00 |
| FHLMC_3200 (FREDDIE MAC FHLMC_3200) | Long | ABS-collateralized bond/debt obligation | US | $117K | – | 0.00 |
| FHLMC_3213 (FREDDIE MAC FHLMC_3213) | Long | ABS-collateralized bond/debt obligation | US | $174K | – | 0.00 |
| FHLMC_3229 (FREDDIE MAC FHLMC_3229) | Long | ABS-collateralized bond/debt obligation | US | $49K | – | 0.00 |
| FHLMC_3316 (FREDDIE MAC FHLMC_3316) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FHLMC_3380 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3380) | Long | ABS-collateralized bond/debt obligation | US | $95K | – | 0.00 |
| FHLMC_3385 (FREDDIE MAC FHLMC_3385) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FHLMC_3423 (FREDDIE MAC FHLMC_3423) | Long | ABS-collateralized bond/debt obligation | US | $402K | – | 0.01 |
| FHLMC_3451 (FREDDIE MAC FHLMC_3451) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FHLMC_3453 (FREDDIE MAC FHLMC_3453) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| FHLMC_3461 (FREDDIE MAC FHLMC_3461) | Long | ABS-collateralized bond/debt obligation | US | $716K | – | 0.01 |
| FHLMC_3501 (FREDDIE MAC FHLMC_3501) | Long | ABS-collateralized bond/debt obligation | US | $157K | – | 0.00 |
| FHLMC_3531 (FREDDIE MAC FHLMC_3531) | Long | ABS-collateralized bond/debt obligation | US | $971.41 | – | 0.00 |
| FHLMC_3607 (FREDDIE MAC FHLMC_3607) | Long | ABS-collateralized bond/debt obligation | US | $103K | – | 0.00 |
| FHLMC_3608 (FREDDIE MAC FHLMC_3608) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FHLMC_3684 (FREDDIE MAC FHLMC_3684) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.00 |
| FHLMC_3688 (FEDERAL HOME LOAN MORTGAGE CORP FHLMC_3688) | Long | ABS-collateralized bond/debt obligation | US | $163K | – | 0.00 |
| FHLMC_3693 (FREDDIE MAC FHLMC_3693) | Long | ABS-collateralized bond/debt obligation | US | $642K | – | 0.01 |
| FHLMC_3704 (FREDDIE MAC FHLMC_3704) | Long | ABS-collateralized bond/debt obligation | US | $245K | – | 0.01 |
| FHLMC_3704 (FREDDIE MAC FHLMC_3704) | Long | ABS-collateralized bond/debt obligation | US | $245K | – | 0.01 |
| FHLMC_3704 (FREDDIE MAC FHLMC_3704) | Long | ABS-collateralized bond/debt obligation | US | $181K | – | 0.00 |
| FHLMC_3707 (FREDDIE MAC FHLMC_3707) | Long | ABS-collateralized bond/debt obligation | US | $12K | – | 0.00 |
| FHLMC_3714 (FREDDIE MAC FHLMC_3714) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FHLMC_3740 (FREDDIE MAC FHLMC_3740) | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| FHLMC_3740 (FREDDIE MAC FHLMC_3740) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FHLMC_3802 (FREDDIE MAC FHLMC_3802) | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| FHLMC_3819 (FREDDIE MAC FHLMC_3819) | Long | ABS-collateralized bond/debt obligation | US | $260K | – | 0.01 |
| FHLMC_3852 (FREDDIE MAC FHLMC_3852) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.00 |
| FHLMC_3890 (FREDDIE MAC FHLMC_3890) | Long | ABS-collateralized bond/debt obligation | US | $976K | – | 0.02 |
| FHLMC_3919 (FREDDIE MAC FHLMC_3919) | Long | ABS-collateralized bond/debt obligation | US | $604K | – | 0.01 |
| FHLMC_3951 | Long | ABS-collateralized bond/debt obligation | US | $470K | – | 0.01 |
| FHLMC_3958 (FREDDIE MAC FHLMC_3958) | Long | ABS-collateralized bond/debt obligation | US | $576K | – | 0.01 |
| FHLMC_3975 (FREDDIE MAC FHLMC_3975) | Long | ABS-collateralized bond/debt obligation | US | $556K | – | 0.01 |
| FHLMC_3975 (FREDDIE MAC FHLMC_3975) | Long | ABS-collateralized bond/debt obligation | US | $460K | – | 0.01 |
| FHLMC_3990 (FREDDIE MAC FHLMC_3990) | Long | ABS-collateralized bond/debt obligation | US | $679K | – | 0.01 |
| FHLMC_4015 (FREDDIE MAC FHLMC_4015) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FHLMC_4047 (FREDDIE MAC REMICS FHLMC_4047) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| FHLMC_4048 (FREDDIE MAC FHLMC_4048) | Long | ABS-collateralized bond/debt obligation | US | $230K | – | 0.00 |
| FHLMC_4059 (FREDDIE MAC FHLMC_4059) | Long | ABS-collateralized bond/debt obligation | US | $760K | – | 0.02 |
| FHLMC_4091 (FREDDIE MAC FHLMC_4091) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FHLMC_4091 (FHR_4091) | Long | ABS-collateralized bond/debt obligation | US | $911K | – | 0.02 |
| FHLMC_4091 (FREDDIE MAC FHLMC_4091) | Long | ABS-collateralized bond/debt obligation | US | $742K | – | 0.02 |
| FHLMC_4091 (FREDDIE MAC FHLMC_4091) | Long | ABS-collateralized bond/debt obligation | US | $733K | – | 0.02 |
| FHLMC_4117 (FREDDIE MAC FHLMC_4117) | Long | ABS-collateralized bond/debt obligation | US | $729K | – | 0.02 |
| FHLMC_4177 (FREDDIE MAC FHLMC_4177) | Long | ABS-collateralized bond/debt obligation | US | $832K | – | 0.02 |
| FHLMC_4205 (FREDDIE MAC FHLMC_4205) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_4217 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FHLMC_4240 (FREDDIE MAC FHLMC_4240) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FHLMC_4272 (FREDDIE MAC FHLMC_4272) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FHLMC_4273 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4273F) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| FHLMC_4286 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FHLMC_4446 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4446) | Long | ABS-collateralized bond/debt obligation | US | $939K | – | 0.02 |
| FHLMC_4544 (FREDDIC MAC FHLMC_4544) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| FHLMC_4582 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4582) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| FHLMC_4587 (FREDDIE MAC FHLMC_4587) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_4604 (FREDDIE MAC FHLMC_4604) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FHLMC_4611 (FEDERAL HOME LOAN MORTGAGE CORPO) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.16 |
| FHLMC_4620 (FANNIE MAE FHLMC_4620) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FHLMC_4709 (FREDDIE MAC FHLMC_4709) | Long | ABS-collateralized bond/debt obligation | US | $842K | – | 0.02 |
| FHLMC_4719 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4719) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FHLMC_4719 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4719) | Long | ABS-collateralized bond/debt obligation | US | $792K | – | 0.02 |
| FHLMC_4742 (FREDDIE MAC) | Long | ABS-collateralized bond/debt obligation | US | $953K | – | 0.02 |
| FHLMC_4753 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4753) | Long | ABS-collateralized bond/debt obligation | US | $772K | – | 0.02 |
| FHLMC_4826 (FREDDIE MAC FHLMC_4826) | Long | ABS-collateralized bond/debt obligation | US | $736K | – | 0.02 |
| FHLMC_4854 (FREDDIE MAC FHLMC_4854) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| FHLMC_4857 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4857) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| FHLMC_4880 (FREDDIE MAC FHLMC_19-4880) | Long | ABS-collateralized bond/debt obligation | US | $920K | – | 0.02 |
| FHLMC_4903 (FREDDIE MAC FHLMC_4903) | Long | ABS-collateralized bond/debt obligation | US | $703K | – | 0.01 |
| FHLMC_4927 (FREDDIE MAC FHLMC_4927) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_4937 (FREDDIE MAC FHLMC_4937) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_4940 (FREDDIE MAC FHLMC_4940) | Long | ABS-collateralized bond/debt obligation | US | $934K | – | 0.02 |
| FHLMC_4941 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4941) | Long | ABS-collateralized bond/debt obligation | US | $741K | – | 0.02 |
| FHLMC_4954 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4954) | Long | ABS-collateralized bond/debt obligation | US | $657K | – | 0.01 |
| FHLMC_4979A (FREDDIE MAC FHLMC_4979) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| FHLMC_4988 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4988) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_5020 (FREDDIE MAC FHLMC_5020) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FHLMC_5058 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5058) | Long | ABS-collateralized bond/debt obligation | US | $933K | – | 0.02 |
| FHLMC_5091 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5091) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FHLMC_5092Z (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5092) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_5116 (FREDDIE MAC FHR_5116) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_5118 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5118) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_5119 (FREDDIE MAC FHLMC_5119) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FHLMC_5119 (FREDDIE MAC FHLMC_5119) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FHLMC_5143 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5143) | Long | ABS-collateralized bond/debt obligation | US | $829K | – | 0.02 |
| FHLMC_5178B (FREDDIE MAC FHLMC_5178B) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FHLMC_5182 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5182) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FHLMC_5184E (FREDDIE MAC FHLMC_21-5184) | Long | ABS-collateralized bond/debt obligation | US | $858K | – | 0.02 |
| FHLMC_5201 (FREDDIE MAC FHLMC_5201) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FHLMC_5202 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5202) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| FHLMC_5202 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5202) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FHLMC_5202 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5202) | Long | ABS-collateralized bond/debt obligation | US | $930K | – | 0.02 |
| FHLMC_5202R (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5202) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| FHLMC_5206 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5206) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FHLMC_5207 (FREDDIE MAC FHLMC_5207) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FHLMC_5209 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5209) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_5209 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5209) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_5210 (FREDDIE MAC FHLMC_5210) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_5217 (FREDDIE MAC FHLMC_5217) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_5220 (FREDDIE MAC FHLMC_5220) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| FHLMC_5335 (FREDDIE MAC FHLMC_5335) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| FHLMC_5386 (FREDDIE MAC FHLMC_5386) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FHLMC_5396 (FREDDIE MAC REMICS FHR_5396) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| FHLMC_5410 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5410) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FHLMC_K-150 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K150) | Long | ABS-mortgage backed security | US | $12M | – | 0.25 |
| FHLMC_K-152 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FHLMC_K-160 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K160) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FHLMC_K065 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLMC_K065 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-mortgage backed security | US | $717K | – | 0.01 |
| FHLMC_K070 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FHLMC_K081 (FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FHLMC_K145 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K144) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FHLMC_K146 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K146) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FHLMC_K753 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K753) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FHLMC_KL05 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_KL05) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FHLMC_R006 (FREDDIE MAC REFERENCE REMIC FHLMC_R006) | Long | ABS-collateralized bond/debt obligation | US | $198K | – | 0.00 |
| FHLMC_R007 (FREDDIE MAC REFERENCE REMIC FHLM) | Long | ABS-collateralized bond/debt obligation | US | $367K | – | 0.01 |
| FHLMC_T-62 (FHLMC STUCTURED PASS THROUGH SECURITIES FHLMC_T-62) | Long | ABS-collateralized bond/debt obligation | US | $262K | – | 0.01 |
| FHLMC_W5FX (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_W5FX) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FIRSTENERGY TRANSMISSION LLC | Long | Debt | US | $480K | – | 0.01 |
| FISERV INC | Long | Debt | US | $280K | – | 0.01 |
| FKH_20-SFR1 (FIRSTKEY HOMES FKH_20-SFR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FKH_21-SFR1 (FIRSTKEY HOMES TRUST FKH_21-SFR1) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FKH_21-SFR1 (FIRSTKEY HOMES TRUST FKH_21-SFR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FKH_21-SFR2 (FIRSTKEY HOMES TRUST FKH_21-SFR2) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FKH_22-SFR2 (FIRSTKEY HOMES TRUST FKH_22-SFR2) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FLEX INTERMEDIATE HOLDCO LLC | Long | Debt | US | $225K | – | 0.00 |
| FLEX INTERMEDIATE HOLDCO LLC | Long | Debt | US | $189K | – | 0.00 |
| FLORIDA POWER & LIGHT CO | Long | Debt | US | $1M | – | 0.02 |
| FLORIDA POWER & LIGHT COMPANY | Long | Debt | US | $205K | – | 0.00 |
| FMG RESOURCES (AUG 2006) PTY LTD (FMG RESOURCES (AUGUST 2006) PTY LTD) | Long | Debt | AU | $625K | – | 0.01 |
| FMMSR_20-GT1 (FMC GMSR ISSUER TRUST FMMSR_20-GT1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.10 |
| FMMSR_21-GT1 (FMC GMSR ISSUER TRUST FMMSR_21-GT1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.11 |
| FMMSR_21-GT2 (FMC GMSR ISSUER TRUST FMMSR_21-GT2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| FMMSR_22-GT1 (FMC GMSR ISSUER TRUST FMMSR_22-GT1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.12 |
| FMMSR_22-GT2 (FMC GMSR ISSUER TRUST FMMSR_22-GT2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.13 |
| FMMSR_24-SAT1 (FMC GMSR ISSUER TRUST FMMSR_24-SAT1) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FN 10/1 SFFBK12M ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FN 10/6M 30D SOFR ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $616K | – | 0.01 |
| FN 7/6M 30D SOFR ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FN 7/6M 30D SOFR ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FN 7/6M 30D SOFR ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $8M | – | 0.16 |
| FNMA 40YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 20YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 20YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $960K | – | 0.02 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $940K | – | 0.02 |
| FNMA >7 YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $525K | – | 0.01 |
| FNMA 10/6M 30D SOFR ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 10YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FNMA 10YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 10YR DUS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA 15YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| FNMA 15YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FNMA 15YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 20YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.31 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $953K | – | 0.02 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $902K | – | 0.02 |
| FNMA 20YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $886K | – | 0.02 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $845K | – | 0.02 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $800K | – | 0.02 |
| FNMA 20YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $787K | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $933K | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $933K | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $890K | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $871K | – | 0.02 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $682K | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $559K | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $541K | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $430K | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR MODIFIED STEP RATE (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR MODIFIED STEP RATE (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 30YR MODIFIED STEP RATE (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $965K | – | 0.02 |
| FNMA 30YR MODIFIED STEP RATE (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $605K | – | 0.01 |
| FNMA 30YR MODIFIED STEP RATE (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $594K | – | 0.01 |
| FNMA 30YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FNMA 30YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 30YR REPERFORMING NON MODIFIE (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR REPERFORMING NON MODIFIE (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 30YR REPERFORMING NON MODIFIE (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35M | – | 0.73 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.28 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.24 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.20 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1000K | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $840K | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $793K | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $741K | – | 0.02 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $737K | – | 0.02 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.51 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.46 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.40 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.29 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.26 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $996K | – | 0.02 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $711K | – | 0.01 |
| FNMA 30YR WA MEGA BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| FNMA 40YR MODIFIED STEP RATE (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| FNMA 40YR MODIFIED STEP RATE (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $877K | – | 0.02 |
| FNMA 40YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FNMA 40YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FNMA 40YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FNMA 40YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FNMA 40YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA 40YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA 40YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FNMA 40YR REPERFORMING MODIFIED (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA 40YR REPERFORMING MODIFIED WI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| FNMA 5/6M 30D SOFR ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| FNMA 5/6M 30D SOFR ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 5/6M 30D SOFR ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA 6M SOFR ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA 7/1 HYBRID ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $929K | – | 0.02 |
| FNMA 7/1 HYBRID ARM (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| FNMA 7YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA 7YR BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA CONV LONG TERM 30YR - JUMBO-C (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.18 |
| FNMA CONV LONG TERM 30YR OR LESS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNMA CONV LONG TERM 30YR OR LESS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA CONV LONG TERM 30YR OR LESS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $623K | – | 0.01 |
| FNMA CONV LONG TERM 30YR OR LESS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $474K | – | 0.01 |
| FNMA CONV LONG TERM 30YR OR LESS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $403K | – | 0.01 |
| FNMA CONV LONG TERM 30YR OR LESS L (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA CONV LONG TERM 30YR OR LESS L (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $716K | – | 0.01 |
| FNMA CONV LONG TERM 30YR OR LESS L (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $665K | – | 0.01 |
| FNMA CONV LONG TERM 30YR OR LESS L (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| FNMA CONV LONG TERM 30YR OR LESS L (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNMA MEGA 30YR REMIC-BACKED LTV >1 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FNMA MEGA 30YR REMIC-BACKED LTV >1 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| FNMA VARIABLE BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| FNMA VARIABLE BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| FNMA VARIABLE BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FNMA VARIABLE BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FNMA VARIABLE BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| FNMA VARIABLE BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FNMA VARIABLE BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FNMA VARIABLE BALLOON MULTI (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA_01-60 | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.00 |
| FNMA_02-50 | Long | ABS-collateralized bond/debt obligation | US | $257K | – | 0.01 |
| FNMA_02-78 | Long | ABS-collateralized bond/debt obligation | US | $108K | – | 0.00 |
| FNMA_03-W16 | Long | ABS-collateralized bond/debt obligation | US | $188K | – | 0.00 |
| FNMA_03-W8 (FANNIE MAE FNMA_03-W8) | Long | ABS-collateralized bond/debt obligation | US | $92K | – | 0.00 |
| FNMA_04-50 | Long | ABS-collateralized bond/debt obligation | US | $532K | – | 0.01 |
| FNMA_04-W10 (FANNIEMAE WHOLE LOAN FNMA_04-W10) | Long | ABS-collateralized bond/debt obligation | US | $832K | – | 0.02 |
| FNMA_05-121 (FNR_05-121A) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FNMA_05-75 (FANNIE MAE FNMA_05-75) | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| FNMA_05-W3 (FANNIE MAE WHOLE LOAN FNMA_05-W3) | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 0.00 |
| FNMA_06-105 (FANNIE MAE FNMA_06-105) | Long | ABS-collateralized bond/debt obligation | US | $324K | – | 0.01 |
| FNMA_06-117 (FANNIE MAE FNMA_06-117) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FNMA_06-15 (FANNIE MAE FNMA_06-15) | Long | ABS-collateralized bond/debt obligation | US | $57K | – | 0.00 |
| FNMA_06-16 (FANNIE MAE FNMA_06-16) | Long | ABS-collateralized bond/debt obligation | US | $253K | – | 0.01 |
| FNMA_06-43 (FANNIEMAE WHOLE LOAN FNMA FNMA_06-43) | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.00 |
| FNMA_06-58 (FANNIE MAE FNMA_06-58) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FNMA_06-8 (FANNIE MAE FNMA_06-8) | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.00 |
| FNMA_06-8 (FANNIE MAE FNMA_06-8) | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.00 |
| FNMA_06-94 (FANNIE MAE FNMA_06-94) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FNMA_06-W3 (FANNIEMAE WHOLE LOAN FNW_06-W3) | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.00 |
| FNMA_07-101 (FANNIE MAE FNMA_07-101) | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.00 |
| FNMA_07-104 (FANNIE MAE FNMA_07-104) | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.00 |
| FNMA_07-109 (FANNIE MAE FNMA_07-109) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FNMA_07-116 (FANNIE MAE FNMA_07-116) | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.00 |
| FNMA_07-18 (FANNIE MAE FNMA_07-18) | Long | ABS-collateralized bond/debt obligation | US | $128K | – | 0.00 |
| FNMA_07-42 (FANNIE MAE FNMA_07-42) | Long | ABS-collateralized bond/debt obligation | US | $91K | – | 0.00 |
| FNMA_07-65 (FANNIE MAE FNMA_07-65) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FNMA_07-72 (FANNIE MAE FNMA_07-72) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.00 |
| FNMA_07-76 (FANNIE MAE FNMA_07-76) | Long | ABS-collateralized bond/debt obligation | US | $167K | – | 0.00 |
| FNMA_07-W7 (FANNIE MAE WHOLE LOAN FNMA_07-W7) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FNMA_08-80 (FANNIE MAE FNMA_08-80) | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.00 |
| FNMA_09-112 (FANNIE MAE FNMA_09-112) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FNMA_09-17 (FANNIE MAE FNMA_09-17) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNMA_09-37 (FANNIE MAE FNMA_09-37) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FNMA_09-59 (FANNIE MAE FNMA_09-59) | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.00 |
| FNMA_09-60 (FANNIE MAE FNMA_09-60) | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.00 |
| FNMA_09-68 (FANNIE MAE FNMA_09-68) | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| FNMA_09-79 (FANNIE MAE FNMA_09-79) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| FNMA_09-86 (FANNIE MAE) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| FNMA_09-86 (FANNIE MAE) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FNMA_09-W1 (FANNIE MAE FNMA_09-W1) | Long | ABS-collateralized bond/debt obligation | US | $296K | – | 0.01 |
| FNMA_10-107 (FANNIE MAE FNMA_10-107) | Long | ABS-collateralized bond/debt obligation | US | $605K | – | 0.01 |
| FNMA_10-111 (FANNIE MAE FNMA_10-111) | Long | ABS-collateralized bond/debt obligation | US | $584K | – | 0.01 |
| FNMA_10-125 (FANNIE MAE FNMA_10-125) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FNMA_10-147 (FANNIE MAE FNMA_10-147) | Long | ABS-collateralized bond/debt obligation | US | $94K | – | 0.00 |
| FNMA_10-2 (FANNIE MAE FNMA_10-2) | Long | ABS-collateralized bond/debt obligation | US | $892K | – | 0.02 |
| FNMA_10-28 (FANNIE MAE FNMA_10-28) | Long | ABS-collateralized bond/debt obligation | US | $22K | – | 0.00 |
| FNMA_10-35 (FANNIE MAE FNMA_10-35) | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 0.00 |
| FNMA_10-35 (FANNIE MAE FNMA_10-35) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FNMA_10-42 (FANNIE MAE FNMA_10-42) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FNMA_10-49 (FANNIE MAE FNMA_10-49) | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.00 |
| FNMA_10-61 (FANNIE MAE FNMA_10-61) | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 0.00 |
| FNMA_10-68 (FANNIE MAE FNMA_10-68) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| FNMA_11-111 (FANNIE MAE FNMA_11-111) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FNMA_11-117 (FANNIE MAE FNR_11-117) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_11-117 (FANNIE MAE FNMA_11-117) | Long | ABS-collateralized bond/debt obligation | US | $534K | – | 0.01 |
| FNMA_11-118 (FANNIE MAE FNMA_11-118) | Long | ABS-collateralized bond/debt obligation | US | $278K | – | 0.01 |
| FNMA_11-118 (FANNIE MAE FNMA_11-118) | Long | ABS-collateralized bond/debt obligation | US | $259K | – | 0.01 |
| FNMA_11-127 (FANNIE MAE FNMA_11-127) | Long | ABS-collateralized bond/debt obligation | US | $569K | – | 0.01 |
| FNMA_11-142 (FANNIE MAE FNMA_11-142) | Long | ABS-collateralized bond/debt obligation | US | $648K | – | 0.01 |
| FNMA_11-2 (FANNIE MAE FNMA_11-2) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.00 |
| FNMA_11-30 (FANNIE MAE FNMA_11-30) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FNMA_11-31 (FANNIE MAE FNMA_11-31) | Long | ABS-collateralized bond/debt obligation | US | $984K | – | 0.02 |
| FNMA_11-39 (FANNIE MAE FNMA_11-39) | Long | ABS-collateralized bond/debt obligation | US | $142K | – | 0.00 |
| FNMA_11-43 (FANNIE MAE FNMA_11-43) | Long | ABS-collateralized bond/debt obligation | US | $63K | – | 0.00 |
| FNMA_11-44 (FANNIE MAE FNMA_11-44) | Long | ABS-collateralized bond/debt obligation | US | $175K | – | 0.00 |
| FNMA_11-46 (FANNIE MAE FNMA_11-46) | Long | ABS-collateralized bond/debt obligation | US | $467K | – | 0.01 |
| FNMA_11-59 (FANNIE MAE FNMA_11-59) | Long | ABS-collateralized bond/debt obligation | US | $721K | – | 0.01 |
| FNMA_11-75 (FANNIE MAE FNMA_11-75) | Long | ABS-collateralized bond/debt obligation | US | $81K | – | 0.00 |
| FNMA_12-106 (FANNIE MAE FNMA_12-106) | Long | ABS-collateralized bond/debt obligation | US | $524K | – | 0.01 |
| FNMA_12-12 (FANNIE MAE FNMA_12-12) | Long | ABS-collateralized bond/debt obligation | US | $564K | – | 0.01 |
| FNMA_12-151 (FANNIE MAE FNMA_12-151) | Long | ABS-collateralized bond/debt obligation | US | $434K | – | 0.01 |
| FNMA_12-35 (FANNIE MAE FNMA_12-35) | Long | ABS-collateralized bond/debt obligation | US | $460K | – | 0.01 |
| FNMA_12-47 (FANNIE MAE FNMA_12-47) | Long | ABS-collateralized bond/debt obligation | US | $759K | – | 0.02 |
| FNMA_12-9 (FANNIE MAE FNMA_12-9) | Long | ABS-collateralized bond/debt obligation | US | $440K | – | 0.01 |
| FNMA_12-9 (FANNIE MAE FNMA_12-9) | Long | ABS-collateralized bond/debt obligation | US | $434K | – | 0.01 |
| FNMA_13-100 (FANNIE MAE FNMA_13-100) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FNMA_13-101 (FANNIE MAE FNMA_13-101) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FNMA_13-101 (FANNIE MAE FNMA_13-101) | Long | ABS-collateralized bond/debt obligation | US | $604K | – | 0.01 |
| FNMA_13-108 (FANNIE MAE FNMA_13-108) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FNMA_13-11 (FANNIE MAE FNMA_13-11) | Long | ABS-collateralized bond/debt obligation | US | $48K | – | 0.00 |
| FNMA_13-128 | Long | ABS-collateralized bond/debt obligation | US | $371K | – | 0.01 |
| FNMA_13-43 (FANNIE MAE FNMA_13-43) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FNMA_13-49C (FANNIE MAE FNMA_13-49) | Long | ABS-collateralized bond/debt obligation | US | $516K | – | 0.01 |
| FNMA_13-59 | Long | ABS-collateralized bond/debt obligation | US | $793K | – | 0.02 |
| FNMA_13-81 | Long | ABS-collateralized bond/debt obligation | US | $719K | – | 0.01 |
| FNMA_13-90 (FANNIE MAE FNMA_13-90) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_13-92 (FANNIE MAE FNMA_13-92) | Long | ABS-collateralized bond/debt obligation | US | $404K | – | 0.01 |
| FNMA_14-25 (FANNIE MAE FNMA_14-25) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FNMA_14-74 | Long | ABS-collateralized bond/debt obligation | US | $881K | – | 0.02 |
| FNMA_15-8 (FANNIE MAE FNMA_15-8) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FNMA_15-84 (FANNIE MAE FNMA_15-84) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FNMA_15-M10 (FANNIEMAE-ACES FNMA_15-M10) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.15 |
| FNMA_15-M11 (FANNIE MAE FNMA_15-M11) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FNMA_16-11 (FANNIE MAE FNMA_16-11) | Long | ABS-collateralized bond/debt obligation | US | $816K | – | 0.02 |
| FNMA_16-11 (FANNIE MAE FNMA_16-11) | Long | ABS-collateralized bond/debt obligation | US | $591K | – | 0.01 |
| FNMA_16-19 (FANNIE MAE FNMA_16-19) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| FNMA_16-22 (FANNIE MAE FNMA_16-22) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FNMA_16-22 (FANNIE MAE FNMA_16-22) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_16-3 (FANNIE MAE FNMA_16-3A) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.14 |
| FNMA_16-45 (FANNIE MAE FNMA_16-45) | Long | ABS-collateralized bond/debt obligation | US | $654K | – | 0.01 |
| FNMA_16-48 (FANNIE MAE FNMA_16-48) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FNMA_16-57 (FANNIE MAE FNMA_16-57) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| FNMA_16-69 (FANNIE MAE FNMA_16-69) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_16-75 (FANNIE MAE FNMA_16-75) | Long | ABS-collateralized bond/debt obligation | US | $959K | – | 0.02 |
| FNMA_16-78 | Long | ABS-collateralized bond/debt obligation | US | $632K | – | 0.01 |
| FNMA_16-79 (FANNIE MAE FNMA_16-79) | Long | ABS-collateralized bond/debt obligation | US | $959K | – | 0.02 |
| FNMA_16-82 (FANNIE MAE FNMA_16-82) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| FNMA_16-82 (FANNIE MAE FNMA_16-82) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FNMA_16-84 (FANNIE MAE FNMA_16-84) | Long | ABS-collateralized bond/debt obligation | US | $938K | – | 0.02 |
| FNMA_16-86 (FANNIE MAE FNMA_16-86) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| FNMA_16-88 (FANNIE MAE FNMA_16-88) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FNMA_16-91 (FANNIE MAE FNMA_16-91) | Long | ABS-collateralized bond/debt obligation | US | $921K | – | 0.02 |
| FNMA_17-12 (FANNIE MAE FNMA_17-12) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FNMA_17-13 (FANNIE MAE FNMA_17-13) | Long | ABS-collateralized bond/debt obligation | US | $39K | – | 0.00 |
| FNMA_17-23 (FANNIE MAE) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FNMA_17-24 (FANNIE MAE FNMA_17-24) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| FNMA_17-26 (FANNIE MAE FNMA_17-26) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| FNMA_17-79 (FANNIE MAE FNMA_17-79) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FNMA_17-9 (FANNIE MAE FNMA_17-9) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FNMA_17-9 (FANNIE MAE FNMA_17-9) | Long | ABS-collateralized bond/debt obligation | US | $838K | – | 0.02 |
| FNMA_17-M12 (FANNIE MAE ACES FNMA_17-M12) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FNMA_17-M5 (FANNIE MAE ACES FNMA_17-M5) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA_17-T1 (FANNIE MAE FNMA_17-T1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA_18-14 (FANNIE MAE FNMA_18-14) | Long | ABS-collateralized bond/debt obligation | US | $85K | – | 0.00 |
| FNMA_18-36 (FANNIE MAE FNMA_18-36) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FNMA_18-38 (FANNIE MAE FNMA_18-38) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FNMA_18-45B (FANNIE MAE FNMA_18-45) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_18-55 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_18-64 (FANNIE MAE FNMA_18-64) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FNMA_18-8 (FANNIE MAE FNMA_18-8) | Long | ABS-collateralized bond/debt obligation | US | $606K | – | 0.01 |
| FNMA_18-85 (FANNIE MAE REMICS FNMA_18-85) | Long | ABS-collateralized bond/debt obligation | US | $946K | – | 0.02 |
| FNMA_18-M10 (FANNIE MAE ACES FNMA_18-M10) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA_18-M3 (FANNIE MAE ACES FNMA_18-M3) | Long | ABS-mortgage backed security | US | $797K | – | 0.02 |
| FNMA_18-M4 (FANNIEMAE-ACES FNMA_18-M4) | Long | ABS-mortgage backed security | US | $999K | – | 0.02 |
| FNMA_19-13 (FANNIE MAE FNMA_19-13) | Long | ABS-collateralized bond/debt obligation | US | $723K | – | 0.01 |
| FNMA_19-15 (FANNIE MAE FNMA_19-15) | Long | ABS-collateralized bond/debt obligation | US | $708K | – | 0.01 |
| FNMA_19-25 (FANNIE MAE FNMA_19-25) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_19-41 (FANNIE MAE FNMA_19-41) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FNMA_19-43 (FANNIE MAE FNMA_19-43) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_19-67 (FANNIE MAE FNMA_19-67) | Long | ABS-collateralized bond/debt obligation | US | $714K | – | 0.01 |
| FNMA_19-8 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| FNMA_20-48 (FANNIE MAE FNMA_20-48) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FNMA_20-48 (FANNIE MAE FNMA_20-48) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_20-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-50) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| FNMA_20-57 (FNMA_20-57E) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FNMA_20-59 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-59) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_20-M5 (FANNIEMAE-ACES FNMA_20-M5) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| FNMA_21-22 (FANNIE MAE REMICS FNMA_21-22) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_21-26 (FANNIE MAE FNMA_21-26) | Long | ABS-collateralized bond/debt obligation | US | $783K | – | 0.02 |
| FNMA_21-27 (FANNIE MAE FNMA_21-27) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| FNMA_21-33 (FANNIE MAE FNMA_21-33) | Long | ABS-collateralized bond/debt obligation | US | $503K | – | 0.01 |
| FNMA_21-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-42) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| FNMA_21-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-42) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FNMA_21-73 (FANNIE MAE FNMA_21-73) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FNMA_21-76 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-76) | Long | ABS-collateralized bond/debt obligation | US | $632K | – | 0.01 |
| FNMA_21-78 (FANNIE MAE FNR_21-78) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.14 |
| FNMA_21-91A (FANNIE MAE REMICS FNMA_21-91) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_21-96 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-96) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| FNMA_21-M3 (FANNIEMAE-ACES FNMA_21-M3) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA_21-M3 (FANNIEMAE-ACES FNMA_21-M3) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA_22-11 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-11) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| FNMA_22-28C (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-28) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_22-3 (FANNIE MAE FNMA_22-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| FNMA_22-4 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FNMA_22-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-49) | Long | ABS-collateralized bond/debt obligation | US | $759K | – | 0.02 |
| FNMA_22-M10 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M10) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| FNMA_22-M13 (FANNIE MAE FNMA_22-M13) | Long | ABS-mortgage backed security | US | $10M | – | 0.20 |
| FNMA_22-M1S (FANNIE MAE FNMA_22-M1S) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| FNMA_22-M3 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M3) | Long | ABS-mortgage backed security | US | $14M | – | 0.28 |
| FNMA_23-14 (FANNIE MAE FNMA_23-14) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FNMA_23-38 (FANNIE MAE FNMA_23-38) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| FNMA_23-M8 (FANNIEMAE-ACES FNA_23-M8) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FNMA_24-26C (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-26) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| FNMA_414 (FANNIE MAE FNMA_414) | Long | ABS-collateralized bond/debt obligation | US | $203K | – | 0.00 |
| FNMA_99-7 | Long | ABS-collateralized bond/debt obligation | US | $44K | – | 0.00 |
| FNMA_G94-8 (FANNIE MAE FNMA_G94-8) | Long | ABS-collateralized bond/debt obligation | US | $101.57 | – | 0.00 |
| FNW_03-W19 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| FORD FOUNDATION | Long | Debt | US | $256K | – | 0.01 |
| FORD MOTOR COMPANY | Long | Debt | US | $2M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.08 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $2M | – | 0.04 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $1M | – | 0.03 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $916K | – | 0.02 |
| FORDL_24-A (FORD CREDIT AUTO LEASE TRUST FORDL_24-A) | Long | ABS-mortgage backed security | US | $908K | – | 0.02 |
| FORDO_22-D (FORD CREDIT AUTO OWNER TRUST FORDO_22-D) | Long | ABS-mortgage backed security | US | $916K | – | 0.02 |
| FORDO_23-A (FORD CREDIT AUTO OWNER TRUST FORDO_23-A) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FORDR_24-1 (FORD CREDIT AUTO OWNER TRUST FORDR_24-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FORTIS INC | Long | Debt | CA | $200K | – | 0.00 |
| FREED_21-2 (FREEDOM FINANCIAL FREED_21-2) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FREED_21-3FP (FREED ABS TRUST FREED_21-3FP) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREED_22-1FP (FREED ABS TRUST FREED_22-1FP) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FREEPORT-MCMORAN INC | Long | Debt | US | $1M | – | 0.03 |
| FREEPORT-MCMORAN INC | Long | Debt | US | $503K | – | 0.01 |
| FREMF_15-K44 (FREMF MORTGAGE TRUST FREMF_15-K4) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FREMF_16-K59 (FREMF MORTGAGE TRUST FREMF_16-K5) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FREMF_19-K92 (FREMF MORTGAGE TRUST FREMF_19-K92) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FREMF_20-K737 (FREMF MORTGAGE TRUST FREMF_20-K737) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FRONTIER COMMUNICATIONS CORP (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $1M | – | 0.03 |
| FRTKL_21-SFR1 (FRTKL FRTKL_21-SFR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FRTKL_21-SFR1 (FRTKL FRTKL_21-SFR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| FRTKL_21-SFR1 (FRTKL FRTKL_21-SFR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| G2 1M/1M 1Y CMT ARM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| G2 1M/1M 1Y CMT ARM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| GAIF BOND ISSUER PTY LTD | Long | Debt | AU | $300K | – | 0.01 |
| GALAXY PIPELINE ASSETS BID CO LTD (GALAXY PIPELINE ASSETS BIDCO LTD) | Long | Debt | JE | $871K | – | 0.02 |
| GALAXY PIPELINE ASSETS BIDCO LTD | Long | Debt | JE | $1M | – | 0.03 |
| GALAXY PIPELINE ASSETS BIDCO LTD | Long | Debt | JE | $843K | – | 0.02 |
| GAM_21-FRR1 | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| GAP INC | Long | Debt | US | $623K | – | 0.01 |
| GARDA WORLD SECURITY CORP (MONTREA | Long | Debt | CA | $624K | – | 0.01 |
| GCAR _21-1A (GLS AUTO RECEIVABLES TRUST GCAR_21-1A) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| GCAR _21-1A (GLS AUTO RECEIVABLES TRUST GCAR_21-1A) | Long | ABS-mortgage backed security | US | $822K | – | 0.02 |
| GCAR_21-2A (GLS AUTO RECEIVABLES TRUST GCAR_21-2A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GCAR_21-3A (GLS AUTO RECEIVABLES TRUST GCAR_21-3) | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| GCAR_23-4A (GLS AUTO RECEIVABLES ISSUER TRUST GCAR_23-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $1M | – | 0.03 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $750K | – | 0.02 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $496K | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $391K | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $271K | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $245K | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO INC | Long | Debt | US | $192K | – | 0.00 |
| GENESEE & WYOMING INC (GENESEE & WYOMING INC.) | Long | Debt | US | $563K | – | 0.01 |
| GENESIS ENERGY LP/FIN CORP | Long | Debt | US | $568K | – | 0.01 |
| GENESIS ENERGY LP/GENESIS ENERGY | Long | Debt | US | $485K | – | 0.01 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $909K | – | 0.02 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $460K | – | 0.01 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $344K | – | 0.01 |
| GFL ENVIRONMENTAL INC | Long | Debt | CA | $243K | – | 0.01 |
| GILEAD SCIENCES INC | Long | Debt | US | $976K | – | 0.02 |
| GILEAD SCIENCES INC | Long | Debt | US | $769K | – | 0.02 |
| GILEAD SCIENCES INC | Long | Debt | US | $359K | – | 0.01 |
| GILEAD SCIENCES INC | Long | Debt | US | $347K | – | 0.01 |
| GILEAD SCIENCES INC | Long | Debt | US | $277K | – | 0.01 |
| GLENCORE FUNDING LLC | Long | Debt | US | $7M | – | 0.14 |
| GLENCORE FUNDING LLC | Long | Debt | US | $3M | – | 0.07 |
| GLENCORE FUNDING LLC | Long | Debt | US | $1M | – | 0.02 |
| GLOBAL INFRASTRUCTURE SOLUTIONS IN (GLOBAL INFRASTRUCTURE SOLUTIONS INC) | Long | Debt | US | $998K | – | 0.02 |
| GLOBAL PAYMENTS INC (GLOBAL PAYMENTS INC.) | Long | Debt | US | $1M | – | 0.02 |
| GMALT_23-2 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GMALT_23-3 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3) | Long | ABS-mortgage backed security | US | $813K | – | 0.02 |
| GMALT_24-2 (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_24-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GMCAR_22-4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GMCAR_24-2 (GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_24-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GMREV_24-1 (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_24-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GNMA 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $624K | – | 0.01 |
| GNMA 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $319K | – | 0.01 |
| GNMA 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $318K | – | 0.01 |
| GNMA 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| GNMA 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| GNMA 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| GNMA 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GNMA 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GNMA 30YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| GNMA II REVERSE MTG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA II REVERSE MTG - FIXED-RATE P (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GNMA_03-75 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-75) | Long | ABS-collateralized bond/debt obligation | US | $228K | – | 0.00 |
| GNMA_05-26 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-26) | Long | ABS-collateralized bond/debt obligation | US | $228K | – | 0.00 |
| GNMA_05-3 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-3) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| GNMA_05-72 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-72) | Long | ABS-collateralized bond/debt obligation | US | $217K | – | 0.00 |
| GNMA_06-17 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-17) | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.00 |
| GNMA_06-38 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-38) | Long | ABS-collateralized bond/debt obligation | US | $365K | – | 0.01 |
| GNMA_06-69 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-69) | Long | ABS-collateralized bond/debt obligation | US | $423K | – | 0.01 |
| GNMA_07-16 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-16) | Long | ABS-collateralized bond/debt obligation | US | $38K | – | 0.00 |
| GNMA_07-40 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| GNMA_08-1 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.00 |
| GNMA_08-23 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-23) | Long | ABS-collateralized bond/debt obligation | US | $346K | – | 0.01 |
| GNMA_08-62 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-62) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| GNMA_08-76 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-76) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| GNMA_08-95 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-95) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| GNMA_09-104 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-104) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| GNMA_09-106 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-106) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| GNMA_09-64 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-64) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| GNMA_09-67 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| GNMA_09-72 | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.00 |
| GNMA_09-81 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-81) | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| GNMA_10-107 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-107) | Long | ABS-collateralized bond/debt obligation | US | $56K | – | 0.00 |
| GNMA_10-130 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-130) | Long | ABS-collateralized bond/debt obligation | US | $185K | – | 0.00 |
| GNMA_10-157 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-157) | Long | ABS-collateralized bond/debt obligation | US | $174K | – | 0.00 |
| GNMA_10-163 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-163) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| GNMA_10-47 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-47) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.00 |
| GNMA_10-H17 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H17) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| GNMA_11-137 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-137) | Long | ABS-collateralized bond/debt obligation | US | $375K | – | 0.01 |
| GNMA_11-75 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-75) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| GNMA_12-141 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-141) | Long | ABS-collateralized bond/debt obligation | US | $251K | – | 0.01 |
| GNMA_12-H10 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H10) | Long | ABS-collateralized bond/debt obligation | US | $218K | – | 0.00 |
| GNMA_12-H21 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| GNMA_12-H21 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| GNMA_12-H26 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H26) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| GNMA_12-H28 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| GNMA_12-H29 | Long | ABS-collateralized bond/debt obligation | US | $164K | – | 0.00 |
| GNMA_13-152 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-152) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| GNMA_13-54 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-54) | Long | ABS-collateralized bond/debt obligation | US | $724K | – | 0.01 |
| GNMA_13-75 | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.00 |
| GNMA_13-H01 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H01) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| GNMA_13-H01 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H01) | Long | ABS-collateralized bond/debt obligation | US | $136.21 | – | 0.00 |
| GNMA_13-H04 (GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_13-H04) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GNMA_13-H05 (GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_13-H05) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| GNMA_13-H07 | Long | ABS-collateralized bond/debt obligation | US | $240K | – | 0.00 |
| GNMA_13-H07 | Long | ABS-collateralized bond/debt obligation | US | $222K | – | 0.00 |
| GNMA_13-H08 | Long | ABS-collateralized bond/debt obligation | US | $256K | – | 0.01 |
| GNMA_13-H09 | Long | ABS-collateralized bond/debt obligation | US | $829K | – | 0.02 |
| GNMA_13-H09 | Long | ABS-collateralized bond/debt obligation | US | $177K | – | 0.00 |
| GNMA_13-H09 | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.00 |
| GNMA_13-H21 | Long | ABS-collateralized bond/debt obligation | US | $321K | – | 0.01 |
| GNMA_13-H21 | Long | ABS-collateralized bond/debt obligation | US | $71K | – | 0.00 |
| GNMA_14-181 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-181) | Long | ABS-collateralized bond/debt obligation | US | $902K | – | 0.02 |
| GNMA_15-144 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| GNMA_15-H15 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| GNMA_15-H16 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| GNMA_15-H16 | Long | ABS-collateralized bond/debt obligation | US | $842K | – | 0.02 |
| GNMA_15-H18 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H18) | Long | ABS-collateralized bond/debt obligation | US | $278K | – | 0.01 |
| GNMA_15-H23 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $742K | – | 0.02 |
| GNMA_15-H26 | Long | ABS-collateralized bond/debt obligation | US | $398K | – | 0.01 |
| GNMA_15-H30 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| GNMA_16-136 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-136) | Long | ABS-collateralized bond/debt obligation | US | $736K | – | 0.02 |
| GNMA_16-93 (GOVERNMENT NATIONAL MORTGAGE ASSO) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| GNMA_16-99 (GOVERNMENT NATIONAL MORTGAGE ASSICATION GNR_16-99) | Long | ABS-collateralized bond/debt obligation | US | $327K | – | 0.01 |
| GNMA_17-139 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-139) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| GNMA_17-167 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-167) | Long | ABS-collateralized bond/debt obligation | US | $659K | – | 0.01 |
| GNMA_18-65 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-65) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| GNMA_20-133 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| GNMA_20-138 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| GNMA_20-30 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-30) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| GNMA_20-H05 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-H05) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| GNMA_21-215 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-215) | Long | ABS-collateralized bond/debt obligation | US | $832K | – | 0.02 |
| GNMA_21-227 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-227) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.13 |
| GNMA_21-27 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| GNMA_21-27 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| GNMA_21-27 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| GNMA_21-27 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| GNMA_21-8 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| GNMA_22-107 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-107) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.10 |
| GNMA_22-153 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-153) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| GNMA_22-191 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-191) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.15 |
| GNMA_22-191 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-191) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.14 |
| GNMA_22-197 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-197) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.11 |
| GNMA_22-205 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-205) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| GNMA_22-31 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-31) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| GNMA_22-34 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-34) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| GNMA_22-5 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-5) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.13 |
| GNMA_22-50 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-50) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| GNMA_22-66 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-66) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| GNMA_22-84 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-84) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| GNMA_23-196 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-196) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| GNMA_24-45 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-45) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| GNMA2 15YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GNMA2 15YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GNMA2 1M 1Y CMT ARM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $11M | – | 0.23 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $985K | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $959K | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $913K | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $854K | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $848K | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $826K | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $750K | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $746K | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $704K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $691K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $686K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $665K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $593K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $589K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $534K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $513K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $487K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $455K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $332K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA2 30YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| GNMA2 30YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| GNMA2 30YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| GNMA2 30YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GNMA2 30YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $482K | – | 0.01 |
| GNMA2 30YR PLATINUM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $22M | – | 0.45 |
| GOLDMAN SACHS BANK USA | Long | Debt | US | $5M | – | 0.10 |
| GOLDMAN SACHS BANK USA | Long | Debt | US | $4M | – | 0.09 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $4M | – | 0.08 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $2M | – | 0.05 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $2M | – | 0.03 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $1M | – | 0.03 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $838K | – | 0.02 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $736K | – | 0.02 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $688K | – | 0.01 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $478K | – | 0.01 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $295K | – | 0.01 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $178K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $151K | – | 0.00 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $4M | – | 0.08 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $4M | – | 0.08 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $569K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $468K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $300K | – | 0.01 |
| GOODG_17-1A | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| GOODG_17-2A (GOODGREEN TRUST GOODG_17-2A) | Long | ABS-mortgage backed security | US | $664K | – | 0.01 |
| GOODG_17-R1 (GOODGREEN GOODG_17-R1A) | Long | ABS-mortgage backed security | KY | $362K | – | 0.01 |
| GOODG_19-2A (GOODGREEN TRUST GOODG_19-2A) | Long | ABS-mortgage backed security | US | $883K | – | 0.02 |
| GOODYEAR TIRE & RUBBER COMPANY | Long | Debt | US | $132K | – | 0.00 |
| GOODYEAR TIRE & RUBBER COMPANY (TH | Long | Debt | US | $854K | – | 0.02 |
| GOODYEAR TIRE & RUBBER COMPANY (TH | Long | Debt | US | $422K | – | 0.01 |
| GRAPHIC PACKAGING INTL LLC (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $427K | – | 0.01 |
| GRAY TELEVISION INC (GRAY TELEVISION INC.) | Long | Debt | US | $645K | – | 0.01 |
| GREENKO DUTCH BV | Long | Debt | NL | $172K | – | 0.00 |
| GRIFFON CORPORATION | Long | Debt | US | $942K | – | 0.02 |
| GRIFOLS ESCROW ISSUER SAU (GRIFOLS SA) | Long | Debt | ES | $712K | – | 0.01 |
| GROUP 1 AUTOMOTIVE INC (GROUP 1 AUTO INC) | Long | Debt | US | $286K | – | 0.01 |
| GSK CONSUMER HEALTHCARE CAPITAL US (HALEON US CAPITAL LLC) | Long | Debt | US | $1M | – | 0.02 |
| GSMPS_05-RP3 (GSMPS MORTGAGE LOAN TRUST GSMPS_05-RP3) | Long | ABS-collateralized bond/debt obligation | US | $345K | – | 0.01 |
| GSMPS_05-RP3 (GSMPS MORTGAGE LOAN TRUST GSMPS_05-RP3) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| GSMS_15-GC32 (GS MORTGAGE SECURITIES TRUST GSM) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GSMS_15-GC32 (GS MORTGAGE SECURITIES TRUST GSM) | Long | ABS-mortgage backed security | US | $904K | – | 0.02 |
| GSMS_20-GSA2 (GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| GSR_03-7F (GSR MORTGAGE LOAN TRUST GSR_03-7) | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.00 |
| GSR_05-5F (GSR MORTGAGE LOAN TRUST GSR_05-5F) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| GTCR W-2 MERGER SUB LLC | Long | Debt | US | $548K | – | 0.01 |
| GUARA NORTE SARL | Long | Debt | LU | $763K | – | 0.02 |
| GUARDIAN LIFE INSURANCE CO (GUARDIAN LIFE INSURANCE COMPANY OF AMERICA) | Long | Debt | US | $174K | – | 0.00 |
| GULFPORT ENERGY CORPORATION (GULFPORT ENERGY OPERATING CORP) | Long | Debt | US | $794K | – | 0.02 |
| GULFPORT ENERGY OPERATING CORP | Long | Debt | US | $157K | – | 0.00 |
| HACKENSACK MERIDIAN HEALTH | Long | Debt | US | $223K | – | 0.00 |
| HALLIBURTON COMPANY | Long | Debt | US | $229K | – | 0.00 |
| HALLIBURTON COMPANY | Long | Debt | US | $161K | – | 0.00 |
| HALST_23-B (HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_23-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| HALST_23-C (HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_23-C) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| HAMR_21-RPL1 (HEADLANDS RESIDENTIAL LLC HAMR_21-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.12 |
| HAROT_24-2 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_24-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| HAROT_24-2 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_24-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| HART_21-C (HYUNDAI AUTO RECEIVABLES TRUST HART_21-C) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| HART_22-A (HYUNDAI AUTO RECEIVABLES TRUST HART_22-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| HART_23-A (HYUNDAI AUTO RECEIVABLES TRUST HART_23-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| HART_23-B (HYUNDAI AUTO RECEIVABLES TRUST HART_23-B) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HARTFORD HEALTHCARE CORP | Long | Debt | US | $330K | – | 0.01 |
| HARVEST MIDSTREAM I LP | Long | Debt | US | $426K | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $5M | – | 0.11 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $2M | – | 0.04 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $1M | – | 0.03 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $1M | – | 0.03 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $388K | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $328K | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $326K | – | 0.01 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $208K | – | 0.00 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $68K | – | 0.00 |
| HCFT_18-1 (HUNDRED ACRE WOOD TRUST HAWT_21-INV1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| HCP INC (HEALTHPEAK OP LLC) | Long | Debt | US | $222K | – | 0.00 |
| HEALTHCARE TRUST OF AMERICA HLDGS (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $436K | – | 0.01 |
| HERC HOLDINGS INC | Long | Debt | US | $1M | – | 0.02 |
| HERO_16-3A (HERO FUNDING TRUST HERO_16-3A) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| HERO_17-1A (HERO FUNDING TRUST HERO_17-1A) | Long | ABS-mortgage backed security | US | $347K | – | 0.01 |
| HERO_17-3A (HERO FUNDING TRUST HERO_17-3A) | Long | ABS-mortgage backed security | US | $434K | – | 0.01 |
| HERTZ CORPORATION (THE) | Long | Debt | US | $624K | – | 0.01 |
| HESS INFRASTRUCTURE PARTNERS LP (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $591K | – | 0.01 |
| HF SINCLAIR CORP | Long | Debt | US | $211K | – | 0.00 |
| HGI_22-FL3 (HGI CRE CLO LTD HGI_22-FL3) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| HIGH STREET FUNDING TRUST I | Long | Debt | US | $692K | – | 0.01 |
| HILCORP ENERGY I LP/HILCORP FIN | Long | Debt | US | $2M | – | 0.03 |
| HILLENBRAND INC | Long | Debt | US | $699K | – | 0.01 |
| HILTON DOMESTIC OPERATING COMPANY (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $449K | – | 0.01 |
| HILTON DOMESTIC OPERATING COMPANY (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $379K | – | 0.01 |
| HILTON WORLDWIDE FIN LLC / FIN (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $1M | – | 0.02 |
| HOLOGIC INC | Long | Debt | US | $938K | – | 0.02 |
| HOME DEPOT INC | Long | Debt | US | $2M | – | 0.04 |
| HOME DEPOT INC | Long | Debt | US | $1M | – | 0.03 |
| HOME DEPOT INC | Long | Debt | US | $1M | – | 0.03 |
| HOME DEPOT INC | Long | Debt | US | $1M | – | 0.02 |
| HOME DEPOT INC | Long | Debt | US | $637K | – | 0.01 |
| HONEYWELL INTERNATIONAL INC | Long | Debt | US | $1M | – | 0.03 |
| HONEYWELL INTERNATIONAL INC | Long | Debt | US | $863K | – | 0.02 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $5M | – | 0.10 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $4M | – | 0.09 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $2M | – | 0.05 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $2M | – | 0.05 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $2M | – | 0.04 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $2M | – | 0.03 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $1M | – | 0.02 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $1M | – | 0.02 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $587K | – | 0.01 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $404K | – | 0.01 |
| HSBC USA INC | Long | Debt | US | $5M | – | 0.09 |
| HUGHES SATELLITE SYSTEMS CORP | Long | Debt | US | $535K | – | 0.01 |
| HUNGARY (GOVERNMENT OF) (HUNGARY (GOVERNMENT)) | Long | Debt | HU | $252K | – | 0.01 |
| HUNGARY GOVERNMENT INTERNATIONAL (HUNGARY (GOVERNMENT)) | Long | Debt | HU | $213K | – | 0.00 |
| HVMLT_04-3 (HARBORVIEW MORTGAGE LOAN TRUST HVMLT_04-3) | Long | ABS-collateralized bond/debt obligation | US | $301K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $3M | – | 0.06 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $2M | – | 0.04 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $2M | – | 0.04 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $1M | – | 0.03 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $861K | – | 0.02 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $810K | – | 0.02 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $297K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $293K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $232K | – | 0.00 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $198K | – | 0.00 |
| HYUNDAI CAPITAL AMERICA | Long | Debt | US | $198K | – | 0.00 |
| IBM INTERNATIONAL CAPITAL PTE LTD | Long | Debt | SG | $609K | – | 0.01 |
| ICAHN ENTERPRISES LP / FIN CORP | Long | Debt | US | $658K | – | 0.01 |
| IFUND_10-1 (IMPACT FUNDING LLC IFUND_10-1) | Long | ABS-mortgage backed security | US | $514K | – | 0.01 |
| IHEARTCOMMUNICATIONS INC | Long | Debt | US | $762K | – | 0.02 |
| IHEARTCOMMUNICATIONS INC | Long | Debt | US | $323K | – | 0.01 |
| II-VI INCORPORATED (COHERENT CORP) | Long | Debt | US | $890K | – | 0.02 |
| IMM_05-4 (IMPAC CMB TRUST IMM_05-4) | Long | ABS-collateralized bond/debt obligation | US | $78K | – | 0.00 |
| IMOLA MERGER CORP | Long | Debt | US | $664K | – | 0.01 |
| IMPERIAL BRANDS FINANCE PLC | Long | Debt | GB | $3M | – | 0.07 |
| IMSA_03-3 | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.00 |
| IMSA_06-1 | Long | ABS-collateralized bond/debt obligation | US | $19K | – | 0.00 |
| INEOS FINANCE PLC | Long | Debt | GB | $502K | – | 0.01 |
| INTEL CORP | Long | Debt | US | $507K | – | 0.01 |
| INTEL CORP | Long | Debt | US | $145K | – | 0.00 |
| INTEL CORPORATION | Long | Debt | US | $2M | – | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $1M | – | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $1M | – | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $1M | – | 0.02 |
| INTEL CORPORATION | Long | Debt | US | $484K | – | 0.01 |
| INTELSAT JACKSON HOLDINGS SA | Long | Debt | LU | $1M | – | 0.03 |
| INTERCHILE SA | Long | Debt | CL | $436K | – | 0.01 |
| INTESA SANPAOLO SPA | Long | Debt | IT | $2M | – | 0.05 |
| INTESA SANPAOLO SPA | Long | Debt | IT | $2M | – | 0.04 |
| INTUIT INC (INTUIT INC.) | Long | Debt | US | $3M | – | 0.05 |
| INTUIT INC. | Long | Debt | US | $2M | – | 0.04 |
| INTUIT INC. | Long | Debt | US | $2M | – | 0.04 |
| INTUIT INC. | Long | Debt | US | $2M | – | 0.04 |
| INVITATION HOMES OP PARTNER LP (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $201K | – | 0.00 |
| INVITATION HOMES OPERATING PARTNER (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $1M | – | 0.03 |
| IPT_18-INDP (INDEPENDENCE PLAZA TRUST IPT_18-INDP) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| IQVIA INC | Long | Debt | US | $1M | – | 0.02 |
| IRON MOUNTAIN INC | Long | Debt | US | $2M | – | 0.04 |
| ISRAEL (STATE OF) | Long | Debt | IL | $2M | – | 0.05 |
| ISRAEL (STATE OF) | Long | Debt | IL | $2M | – | 0.03 |
| ISRAEL (STATE OF) | Long | Debt | IL | $888K | – | 0.02 |
| ISRAEL (STATE OF) | Long | Debt | IL | $453K | – | 0.01 |
| ISRAEL ELECTRIC CORP LTD | Long | Debt | IL | $690K | – | 0.01 |
| ISTANBUL METROPOLITAN MUNICIPALITY (ISTANBUL METROPOLITAN MUNICIPALITY OF) | Long | Debt | TR | $489K | – | 0.01 |
| ITC HOLDINGS CORP | Long | Debt | US | $1M | – | 0.02 |
| ITC HOLDINGS CORP | Long | Debt | US | $690K | – | 0.01 |
| ITC HOLDINGS CORP | Long | Debt | US | $467K | – | 0.01 |
| ITC HOLDINGS CORP | Long | Debt | US | $424K | – | 0.01 |
| IVORY COAST (COTE D IVOIRE (REPUBLIC OF)) | Long | Debt | CI | $1M | – | 0.02 |
| JACKSON NATIONAL LIFE GLOBAL FD (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $274K | – | 0.01 |
| JBS USA LUX SA/JBS FOOD CO/JBS FIN (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $4M | – | 0.07 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $3M | – | 0.05 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $752K | – | 0.02 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $532K | – | 0.01 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $403K | – | 0.01 |
| JELD-WEN INC | Long | Debt | US | $519K | – | 0.01 |
| JERSEY CENTRAL POWER & LIGHT CO (JERSEY CTL PWR & LT CO) | Long | Debt | US | $1M | – | 0.02 |
| JERSEY CENTRAL POWER & LIGHT CO (JERSEY CTL PWR & LT CO) | Long | Debt | US | $155K | – | 0.00 |
| JERSEY CENTRAL POWER & LIGHT COMPA (JERSEY CTL PWR & LT CO) | Long | Debt | US | $255K | – | 0.01 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $3M | – | 0.06 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $3M | – | 0.06 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $3M | – | 0.06 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $3M | – | 0.06 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $3M | – | 0.06 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $3M | – | 0.05 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $2M | – | 0.04 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $2M | – | 0.03 |
| JOHN DEERE CAPITAL CORP | Long | Debt | US | $677K | – | 0.01 |
| JPMBB_15-C28 (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_15-C28) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JPMMT_06-A2 (JP MORGAN MORTGAGE TRUST JPMMT_06-A2) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.00 |
| JPMMT_07-A1 (JP MORGAN MORTGAGE TRUST JPMMT_07-A1) | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| JPMORGAN CHASE & CO | Long | Debt | US | $7M | – | 0.14 |
| JPMORGAN CHASE & CO | Long | Debt | US | $5M | – | 0.11 |
| JPMORGAN CHASE & CO | Long | Debt | US | $4M | – | 0.07 |
| KAISER ALUMINUM CORPORATION | Long | Debt | US | $510K | – | 0.01 |
| KANSAS CITY POWER & LIGHT COMPANY (EVERGY METRO INC) | Long | Debt | US | $320K | – | 0.01 |
| KENNEDY-WILSON INC | Long | Debt | US | $655K | – | 0.01 |
| KEYCORP | Long | Debt | US | $1M | – | 0.02 |
| KINDER MORGAN ENERGY PARTNERS LP | Long | Debt | US | $211K | – | 0.00 |
| KINDER MORGAN INC | Long | Debt | US | $744K | – | 0.02 |
| KINETIK HOLDINGS LP | Long | Debt | US | $3M | – | 0.06 |
| KINETIK HOLDINGS LP | Long | Debt | US | $955K | – | 0.02 |
| KLA CORP | Long | Debt | US | $2M | – | 0.03 |
| KLA CORP | Long | Debt | US | $597K | – | 0.01 |
| KNIFE RIVER CORP | Long | Debt | US | $502K | – | 0.01 |
| KROGER CO | Long | Debt | US | $580K | – | 0.01 |
| KROGER CO | Long | Debt | US | $198K | – | 0.00 |
| KSBA_12-2 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| KSBA_13-2 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| KSBA_14-2 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| L BRANDS INC (BATH & BODY WORKS INC) | Long | Debt | US | $2M | – | 0.04 |
| LABL ESCROW ISSUER LLC (LABL INC) | Long | Debt | US | $691K | – | 0.01 |
| LAMAR MEDIA CORP | Long | Debt | US | $879K | – | 0.02 |
| LAMB WESTON HOLDINGS INC | Long | Debt | US | $522K | – | 0.01 |
| LCCM_13-GCP (LADDER CAPITAL COMMERCIAL MORTGAGE SECURITIES LLC LCCM_13-GCP) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| LDPT_20-REV1 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| LDPT_21-A (LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A) | Long | ABS-mortgage backed security | US | $831K | – | 0.02 |
| LEIDOS INC | Long | Debt | US | $160K | – | 0.00 |
| LEVEL 3 FINANCING INC | Long | Debt | US | $1M | – | 0.02 |
| LFT_20-2 (LENDMARK FUNDING TRUST LFT_20-2A) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| LFT_21-1A (LENDMARK FUNDING TRUST LFT_21-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| LFT_21-1A (LENDMARK FUNDING TRUST LFT_21-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| LFT_21-1A (LENDMARK FUNDING TRUST LFT_21-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| LFT_21-2 (LENDMARK FUNDING TRUST LFT_21-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| LFT_22-1A (LENDMARK FUNDING TRUST LFT_22-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| LHOME_23-RTL2 (LHOME MORTGAGE TRUST LHOME_23-RTL2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| LHOME_23-RTL4 (LHOME MORTGAGE TRUST LHOME_23-RTL4) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| LITHIA MOTORS INC | Long | Debt | US | $817K | – | 0.02 |
| LIVE NATION ENTERTAINMENT INC | Long | Debt | US | $1M | – | 0.03 |
| LIVE NATION ENTERTAINMENT INC | Long | Debt | US | $417K | – | 0.01 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $5M | – | 0.11 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $2M | – | 0.03 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $1M | – | 0.02 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $380K | – | 0.01 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $331K | – | 0.01 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $295K | – | 0.01 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $285K | – | 0.01 |
| LOCKHEED MARTIN CORPORATION | Long | Debt | US | $2M | – | 0.04 |
| LOCKHEED MARTIN CORPORATION | Long | Debt | US | $1M | – | 0.02 |
| LOCKHEED MARTIN CORPORATION | Long | Debt | US | $375K | – | 0.01 |
| LOWES COMPANIES INC | Long | Debt | US | $2M | – | 0.03 |
| LOWES COMPANIES INC | Long | Debt | US | $1M | – | 0.03 |
| LOWES COMPANIES INC | Long | Debt | US | $1M | – | 0.03 |
| LOWES COMPANIES INC | Long | Debt | US | $416K | – | 0.01 |
| LPLMS_21-2A | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| LUMEN TECHNOLOGIES INC | Long | Debt | US | $638K | – | 0.01 |
| LUMEN TECHNOLOGIES INC | Long | Debt | US | $535K | – | 0.01 |
| LUMEN TECHNOLOGIES INC | Long | Debt | US | $519K | – | 0.01 |
| LUNDIN ENERGY FINANCE BV (AKER BP ASA) | Long | Debt | NO | $203K | – | 0.00 |
| LYB INTERNATIONAL FINANCE III LLC | Long | Debt | US | $2M | – | 0.05 |
| LYB INTERNATIONAL FINANCE III LLC | Long | Debt | US | $1M | – | 0.02 |
| LYB INTERNATIONAL FINANCE III LLC | Long | Debt | US | $348K | – | 0.01 |
| M&T BANK CORPORATION (M&T BK CORP) | Long | Debt | US | $1M | – | 0.03 |
| MACQUARIE BANK LTD | Long | Debt | AU | $233K | – | 0.00 |
| MACQUARIE GROUP LTD | Long | Debt | AU | $385K | – | 0.01 |
| MACQUARIE GROUP LTD | Long | Debt | AU | $183K | – | 0.00 |
| MADISON IAQ LLC | Long | Debt | US | $1M | – | 0.02 |
| MARATHON OIL CORP | Long | Debt | US | $162K | – | 0.00 |
| MARM_04-13 | Long | ABS-collateralized bond/debt obligation | US | $91K | – | 0.00 |
| MARM_04-13 | Long | ABS-collateralized bond/debt obligation | US | $53K | – | 0.00 |
| MARRIOTT OWNERSHIP RESORTS INC | Long | Debt | US | $262K | – | 0.01 |
| MARVELL TECHNOLOGY INC | Long | Debt | US | $1M | – | 0.03 |
| MARVELL TECHNOLOGY INC | Long | Debt | US | $1M | – | 0.03 |
| MASCO CORPORATION | Long | Debt | US | $329K | – | 0.01 |
| MASCO CORPORATION | Long | Debt | US | $196K | – | 0.00 |
| MASTEC INC. | Long | Debt | US | $677K | – | 0.01 |
| MASTERBRAND INC | Long | Debt | US | $683K | – | 0.01 |
| MASTR_04-P7 (MASTR ASSET SECURITIZATION TRUST MASTR_04-P7) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| MATADOR RESOURCES CO | Long | Debt | US | $425K | – | 0.01 |
| MAUSER PACKAGING SOLUTIONS HOLDING (BWAY HOLDING CO) | Long | Debt | US | $659K | – | 0.01 |
| MBART_22-1 (MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| MCAS_20-01 (MULTIFAMILY CONNECTICUT AVENUE SECURITIES MCAS_20-1) | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| MCDONALDS CORPORATION | Long | Debt | US | $3M | – | 0.07 |
| MCDONALDS CORPORATION | Long | Debt | US | $2M | – | 0.05 |
| MCDONALDS CORPORATION | Long | Debt | US | $1M | – | 0.03 |
| MCDONALDS CORPORATION | Long | Debt | US | $868K | – | 0.02 |
| MCMLT_21-RS1 (MILL CITY MORTGAGE LOAN TRUST MCMLT_21-RS1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| MDST_06-1 (MID-STATE TRUST MDST_06-1) | Long | ABS-mortgage backed security | US | $454K | – | 0.01 |
| MEAD JOHNSON NUTRITION CO | Long | Debt | US | $303K | – | 0.01 |
| MEMORIAL HEALTH SERVICES | Long | Debt | US | $312K | – | 0.01 |
| MERCK & CO INC | Long | Debt | US | $329K | – | 0.01 |
| MERCK & CO INC | Long | Debt | US | $256K | – | 0.01 |
| MET LIFE GLOBAL FUNDING I (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $159K | – | 0.00 |
| META PLATFORMS INC | Long | Debt | US | $2M | – | 0.04 |
| METROPOLITAN EDISON COMPANY | Long | Debt | US | $1M | – | 0.03 |
| METROPOLITAN EDISON COMPANY | Long | Debt | US | $875K | – | 0.02 |
| METROPOLITAN LIFE GLOBAL FUNDING I | Long | Debt | US | $1M | – | 0.03 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $2M | – | 0.04 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $1M | – | 0.03 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $1M | – | 0.03 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $924K | – | 0.02 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $188K | – | 0.00 |
| MFCC_23-1A (MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC_23-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| MFIT_19-AA (MARINER FINANCE ISSUANCE TRUST MFIT_19-AA) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| MFIT_22-AA (MARINER FINANCE ISSUANCE TRUST MFIT_22-A) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| MFIT_22-AA (MARINER FINANCE ISSUANCE TRUST MFIT_22-A) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| MFIT_23-AA (MARINER FINANCE ISSUANCE TRUST MFIT_23-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| MFRA_21-NQM2 (MFA TRUST MFRA_21-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $590K | – | 0.01 |
| MFT_23-1A (MARLETTE FUNDING TRUST MFT_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| MGM RESORTS INTERNATIONAL | Long | Debt | US | $1M | – | 0.02 |
| MGM RESORTS INTERNATIONAL | Long | Debt | US | $319K | – | 0.01 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $4M | – | 0.09 |
| MICRON TECHNOLOGY INC | Long | Debt | US | $513K | – | 0.01 |
| MID-AMERICA APARTMENTS LP | Long | Debt | US | $1M | – | 0.03 |
| MID-ATLANTIC INTERSTATE TRANS (MID-ATLANTIC INTERSTATE TRANSMISSION LLC) | Long | Debt | US | $245K | – | 0.01 |
| MIDAMERICAN ENERGY COMPANY | Long | Debt | US | $615K | – | 0.01 |
| MIDAMERICAN ENERGY COMPANY | Long | Debt | US | $590K | – | 0.01 |
| MIDAS OPCO HOLDINGS LLC (STAGWELL GLOBAL LLC) | Long | Debt | US | $970K | – | 0.02 |
| MISSISSIPPI POWER CO (MISS PWR CO) | Long | Debt | US | $476K | – | 0.01 |
| MISSISSIPPI POWER COMPANY (MISS PWR CO) | Long | Debt | US | $860K | – | 0.02 |
| MITSUBISHI HC FINANCE AMERICA LLC | Long | Debt | US | $507K | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC | Long | Debt | JP | $458K | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC | Long | Debt | JP | $389K | – | 0.01 |
| MITSUBISHI UFJ FINANCIAL GROUP INC | Long | Debt | JP | $202K | – | 0.00 |
| MIZUHO FINANCIAL GROUP INC | Long | Debt | JP | $356K | – | 0.01 |
| MIZUHO FINANCIAL GROUP INC | Long | Debt | JP | $193K | – | 0.00 |
| MLCC_03-A | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| MLCC_03-E | Long | ABS-collateralized bond/debt obligation | US | $95K | – | 0.00 |
| MLCC_04-1 | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.00 |
| MLCC_04-A | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.00 |
| MLCC_04-G | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| MLMI_04-A4 | Long | ABS-collateralized bond/debt obligation | US | $87K | – | 0.00 |
| MORGAN STANLEY | Long | Debt | US | $7M | – | 0.14 |
| MORGAN STANLEY | Long | Debt | US | $6M | – | 0.12 |
| MORGAN STANLEY | Long | Debt | US | $4M | – | 0.08 |
| MORGAN STANLEY | Long | Debt | US | $3M | – | 0.06 |
| MORGAN STANLEY | Long | Debt | US | $3M | – | 0.05 |
| MORGAN STANLEY | Long | Debt | US | $2M | – | 0.05 |
| MORGAN STANLEY | Long | Debt | US | $2M | – | 0.04 |
| MORGAN STANLEY | Long | Debt | US | $2M | – | 0.04 |
| MORGAN STANLEY | Long | Debt | US | $2M | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $1M | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $986K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $855K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $512K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $509K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $340K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $317K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $247K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $192K | – | 0.00 |
| MORGAN STANLEY | Long | Debt | US | $145K | – | 0.00 |
| MORGAN STANLEY BANK NA | Long | Debt | US | $4M | – | 0.09 |
| MORGAN STANLEY BANK NA | Long | Debt | US | $4M | – | 0.07 |
| MOROCCO (KINGDOM OF) | Long | Debt | MA | $209K | – | 0.00 |
| MOZART DEBT MERGER SUB INC (MEDLINE BORROWER LP) | Long | Debt | US | $2M | – | 0.04 |
| MPLX LP | Long | Debt | US | $2M | – | 0.04 |
| MPLX LP | Long | Debt | US | $178K | – | 0.00 |
| MRCD_19-PARK (MRCD MORTGAGE TRUST MRCD_19-PARK) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| MRCD_19-PARK (MRCD MORTGAGE TRUST MRCD_19-PARK) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| MSC_06-T21 (MORGAN STANELY CAPITAL I TRUST MSC_06-T21) | Long | ABS-mortgage backed security | US | $8.02 | – | 0.00 |
| MSC_18-L1 (MORGAN STANLEY CAPITAL I TRUST MSC_18-L1) | Long | ABS-mortgage backed security | US | $847K | – | 0.02 |
| MSC_20-HR8 (MORGAN STANLEY CAPITAL I TRUST MSC_20-HR8) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| MSCR_21-MN1 (MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| MSCR_21-MN1 (MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| MSCR_21-MN2 (MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN2) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| MSCR_22-MN4 (MULTIFAMILY STRUCTURED CREDIT RISK MSCR_22-MN4) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| MSCR_22-MN4 (MULTIFAMILY STRUCTURED CREDIT RISK MSCR_22-MN4) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| MSM_04-3 | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.00 |
| MSSTR_04-2 (MASTR SEASONED SECURITIZATION TRUST MSSTR_04-2) | Long | ABS-collateralized bond/debt obligation | US | $92K | – | 0.00 |
| MSSTR_04-2 (MASTR SEASONED SECURITIZATION TRUST MSSTR_04-2) | Long | ABS-collateralized bond/debt obligation | US | $58K | – | 0.00 |
| MULTICARE HEALTH SYSTEM | Long | Debt | US | $117K | – | 0.00 |
| MUTUAL OF OMAHA COMPANIES GLOBAL (MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING) | Long | Debt | US | $352K | – | 0.01 |
| MV24 CAPITAL BV | Long | Debt | NL | $450K | – | 0.01 |
| MVWOT_23-2A (MVW OWNER TRUST MVWOT_23-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| NAA_04-R2 | Long | ABS-collateralized bond/debt obligation | US | $63K | – | 0.00 |
| NABORS INDUSTRIES INC | Long | Debt | US | $502K | – | 0.01 |
| NALT_23-B (NISSAN AUTO LEASE TRUST NALT_23-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| NALT_24-A (NISSAN AUTO LEASE TRUST NALT_24-A) | Long | ABS-mortgage backed security | US | $949K | – | 0.02 |
| NAROT_22-B (NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-B) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| NAROT_24-A (NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_24-A) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| NAROT_24-A (NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_24-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| NATIONAL AUSTRALIA BANK LIMITED (NATIONAL AUSTRALIA BANK LTD) | Long | Debt | AU | $566K | – | 0.01 |
| NATIONAL AUSTRALIA BANK LTD | Long | Debt | AU | $338K | – | 0.01 |
| NATIONAL OILWELL VARCO INC (NOV INC) | Long | Debt | US | $314K | – | 0.01 |
| NATIONAL RETAIL PROPERTIES INC (NNN REIT INC) | Long | Debt | US | $243K | – | 0.01 |
| NATIONAL RETAIL PROPERTIES INC (NNN REIT INC) | Long | Debt | US | $202K | – | 0.00 |
| NATIONSTAR MORTGAGE HOLDINGS INC | Long | Debt | US | $985K | – | 0.02 |
| NATIONWIDE BUILDING SOCIETY | Long | Debt | GB | $418K | – | 0.01 |
| NATIONWIDE BUILDING SOCIETY | Long | Debt | GB | $193K | – | 0.00 |
| NATWEST GROUP PLC | Long | Debt | GB | $1M | – | 0.02 |
| NATWEST GROUP PLC | Long | Debt | GB | $788K | – | 0.02 |
| NATWEST GROUP PLC | Long | Debt | GB | $587K | – | 0.01 |
| NATWEST GROUP PLC | Long | Debt | GB | $341K | – | 0.01 |
| NATWEST MARKETS PLC | Long | Debt | GB | $2M | – | 0.03 |
| NATWEST MARKETS PLC | Long | Debt | GB | $1M | – | 0.03 |
| NAVSL_16-AA (NAVIENT STUDENT LOAN TRUST NAVSL) | Long | ABS-mortgage backed security | US | $707K | – | 0.01 |
| NAVSL_18-CA (NAVIENT STUDENT LOAN TRUST NAVSL_18-CA) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| NAVSL_18-DA (NAVIENT STUDENT LOAN TRUST NAVSL_18-DA) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NAVSL_19-A (NAVIENT STUDENT LOAN TRUST NAVSL_19-A) | Long | ABS-mortgage backed security | US | $526K | – | 0.01 |
| NAVSL_19-CA (NAVIENT STUDENT LOAN TRUST NAVSL_19-CA) | Long | ABS-mortgage backed security | US | $397K | – | 0.01 |
| NAVSL_19-D (NAVIENT STUDENT LOAN TRUST NAVSL_19-D) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| NAVSL_19-FA (NAVIENT STUDENT LOAN TRUST NAVSL_19-FA) | Long | ABS-mortgage backed security | US | $993K | – | 0.02 |
| NAVSL_20-EA (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-E) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| NAVSL_20-GA (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-GA) | Long | ABS-mortgage backed security | US | $900K | – | 0.02 |
| NAVSL_21-3A (NAVIENT STUDENT LOAN TRUST NAVSL_21-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| NAVSL_21-BA (NAVIENT STUDENT LOAN TRUST NAVSL_21-BA) | Long | ABS-mortgage backed security | US | $551K | – | 0.01 |
| NAVSL_21-CA (NAVIENT STUDENT LOAN TRUST NAVSL_21-CA) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| NAVSL_21-EA (NAVIENT STUDENT LOAN TRUST NAVSL_21-EA) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| NAVSL_21-FA (NAVIENT STUDENT LOAN TRUST NAVSL_21-FA) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| NAVSL_21-GA (NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-GA) | Long | ABS-mortgage backed security | US | $479K | – | 0.01 |
| NAVSL_22-A (NAVIENT STUDENT LOAN TRUST NAVSL_22-A) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| NCR ATLEOS ESCROW CORP (NCR ATLEOS LLC) | Long | Debt | US | $546K | – | 0.01 |
| NCR CORPORATION (NCR VOYIX CORP) | Long | Debt | US | $1M | – | 0.03 |
| NEVADA POWER COMPANY (NEVADA PWR CO) | Long | Debt | US | $516K | – | 0.01 |
| NEVADA POWER COMPANY (NEVADA PWR CO) | Long | Debt | US | $242K | – | 0.01 |
| NEW ENGLAND POWER CO | Long | Debt | US | $125K | – | 0.00 |
| NEW YORK LIFE GLOBAL FUNDING | Long | Debt | US | $377K | – | 0.01 |
| NEW YORK LIFE INSURANCE COMPANY (NEW YORK LIFE INS CO) | Long | Debt | US | $207K | – | 0.00 |
| NEWELL BRANDS INC | Long | Debt | US | $1M | – | 0.02 |
| NEWELL RUBBERMAID INC (NEWELL BRANDS INC) | Long | Debt | US | $2M | – | 0.03 |
| NEWS CORP | Long | Debt | US | $539K | – | 0.01 |
| NEXSTAR ESCROW CORP (NEXSTAR MEDIA INC) | Long | Debt | US | $1M | – | 0.03 |
| NEXTERA ENERGY CAPITAL HOLDINGS (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $495K | – | 0.01 |
| NGL ENERGY OP/NGL ENERGY FIN (NGL ENERGY OPERATING LLC) | Long | Debt | US | $286K | – | 0.01 |
| NGL ENERGY OPERATING LLC | Long | Debt | US | $426K | – | 0.01 |
| NIAGARA MOHAWK POWER CORPORATION (NIAGARA MOHAWK PWR CORP) | Long | Debt | US | $227K | – | 0.00 |
| NIGERIA (REPUBLIC OF) (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $1M | – | 0.02 |
| NIGERIA (REPUBLIC OF) (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $462K | – | 0.01 |
| NIGERIA GOVERNMENT INTERNATIONAL B (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $472K | – | 0.01 |
| NIGERIA GOVERNMENT INTERNATIONAL B (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $361K | – | 0.01 |
| NISOURCE FINANCE CORPORATION (NISOURCE INC.) | Long | Debt | US | $370K | – | 0.01 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $244K | – | 0.01 |
| NISOURCE INC (NISOURCE INC.) | Long | Debt | US | $231K | – | 0.00 |
| NOBLE FINANCE 2 LLC | Long | Debt | US | $452K | – | 0.01 |
| NOMURA HOLDINGS INC | Long | Debt | JP | $1M | – | 0.02 |
| NOMURA HOLDINGS INC | Long | Debt | JP | $246K | – | 0.01 |
| NORDEA BANK ABP | Long | Debt | FI | $201K | – | 0.00 |
| NORDSTROM INC | Long | Debt | US | $545K | – | 0.01 |
| North Texas Tollway Authority | Long | Debt | US | $1M | – | 0.03 |
| NORTHERN STATES POWER CO (MN) (NORTHERN STATES POWER COMPANY (MINNESOTA)) | Long | Debt | US | $666K | – | 0.01 |
| NORTHERN STATES POWER CO/MN (NORTHERN STATES POWER COMPANY (MINNESOTA)) | Long | Debt | US | $372K | – | 0.01 |
| NORTHERN TRUST CORPORATION | Long | Debt | US | $218K | – | 0.00 |
| NORTHRIVER MIDSTREAM FINANCE LP | Long | Debt | CA | $541K | – | 0.01 |
| NORTHWESTERN MUTUAL GLOBAL FUNDING | Long | Debt | US | $511K | – | 0.01 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $655K | – | 0.01 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $507K | – | 0.01 |
| NOVA CHEMICALS CORP | Long | Debt | CA | $317K | – | 0.01 |
| NRG ENERGY INC | Long | Debt | US | $1M | – | 0.03 |
| NRG ENERGY INC | Long | Debt | US | $913K | – | 0.02 |
| NRG ENERGY INC | Long | Debt | US | $295K | – | 0.01 |
| NRG ENERGY INC | Long | Debt | US | $277K | – | 0.01 |
| NRG ENERGY INC | Long | Debt | US | $188K | – | 0.00 |
| NRG ENERGY INC | Long | Debt | US | $107K | – | 0.00 |
| NRMLT_22-SFR1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRMLT_22-SFR1) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| NRMLT_24-RTL1 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRMLT_24-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| NRZT_19-NQM4 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $186K | – | 0.00 |
| NSLT_04-3 (NELNET STUDENT LOAN TRUST NSLT_04-3) | Long | ABS-mortgage backed security | US | $466K | – | 0.01 |
| NSLT_04-4 (NELNET STUDENT LOAN TRUST NSLT_04-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| NSLT_05-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| NSLT_05-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| NSLT_05-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| NSLT_05-4 | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| NSTAR ELECTRIC CO | Long | Debt | US | $1M | – | 0.03 |
| NTT FINANCE CORP | Long | Debt | JP | $447K | – | 0.01 |
| NUSTAR LOGISTICS LP | Long | Debt | US | $589K | – | 0.01 |
| NUSTAR LOGISTICS LP | Long | Debt | US | $539K | – | 0.01 |
| NUSTAR LOGISTICS LP | Long | Debt | US | $436K | – | 0.01 |
| NUTRIEN LTD | Long | Debt | CA | $213K | – | 0.00 |
| NUTRIEN LTD | Long | Debt | CA | $194K | – | 0.00 |
| NUTRIEN LTD | Long | Debt | CA | $148K | – | 0.00 |
| NXP BV/NXP FUNDING LLC/NXP USA | Long | Debt | NL | $838K | – | 0.02 |
| NXP BV/NXP FUNDING LLC/NXP USA | Long | Debt | NL | $263K | – | 0.01 |
| NYU HOSPITALS CENTER (NYU LANGONE HOSPITALS) | Long | Debt | US | $130K | – | 0.00 |
| NZES_20-PLS1 (NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| NZES_21-FNT2 (NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_21-FNT2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| OASIS PETROLEUM INC (CHORD ENERGY CORP) | Long | Debt | US | $734K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORPORATION | Long | Debt | US | $1M | – | 0.02 |
| OCP SA | Long | Debt | MA | $557K | – | 0.01 |
| OCTL_21-1A (OCTANE RECEIVABLES TRUST OCTL_21-1A) | Long | ABS-mortgage backed security | US | $685K | – | 0.01 |
| OCTL_21-1A (OCTANE RECEIVABLES TRUST OCTL_21-1A) | Long | ABS-mortgage backed security | US | $577K | – | 0.01 |
| OHIO POWER CO | Long | Debt | US | $424K | – | 0.01 |
| Ohio State University/The | Long | Debt | US | $2M | – | 0.04 |
| OMAN GOVERNMENT INTERNATIONAL BOND (OMAN SULTANATE OF (GOVERNMENT)) | Long | Debt | OM | $2M | – | 0.03 |
| OMAN GOVT INTL BOND (OMAN SULTANATE OF (GOVERNMENT)) | Long | Debt | OM | $331K | – | 0.01 |
| ON SEMICONDUCTOR CORPORATION | Long | Debt | US | $438K | – | 0.01 |
| ONCOR ELECTRIC DELIVERY COMPANY (ONCOR ELECTRIC DELIVERY COMPANY LLC) | Long | Debt | US | $1M | – | 0.03 |
| ONE GAS INC | Long | Debt | US | $315K | – | 0.01 |
| ONEMAIN FINANCE CORP | Long | Debt | US | $511K | – | 0.01 |
| ONEOK INC | Long | Debt | US | $2M | – | 0.05 |
| ONTARIO TEACHERS CADILLAC FAIRVIEW (ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTY TRUST) | Long | Debt | CA | $265K | – | 0.01 |
| OPTN_21-1 (OPORTUN FUNDING LLC OPTN_21-A) | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| OPTN_22-A (OPORTUN FUNDING LLC OPTN_22-A) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| ORACLE CORPORATION | Long | Debt | US | $1M | – | 0.02 |
| ORACLE CORPORATION | Long | Debt | US | $708K | – | 0.01 |
| ORACLE CORPORATION | Long | Debt | US | $282K | – | 0.01 |
| ORACLE CORPORATION | Long | Debt | US | $240K | – | 0.00 |
| ORACLE CORPORATION | Long | Debt | US | $218K | – | 0.00 |
| ORACLE CORPORATION | Long | Debt | US | $149K | – | 0.00 |
| ORGANON FINANCE 1 LLC (ORGANON & CO) | Long | Debt | US | $925K | – | 0.02 |
| ORGANON FINANCE 1 LLC (ORGANON & CO) | Long | Debt | US | $604K | – | 0.01 |
| OUTFRONT MEDIA CAP LLC/CAP CORP (OUTFRONT MEDIA CAPITAL LLC) | Long | Debt | US | $574K | – | 0.01 |
| OVINTIV INC | Long | Debt | US | $226K | – | 0.00 |
| OWENS & MINOR INC | Long | Debt | US | $857K | – | 0.02 |
| OWENS CORNING | Long | Debt | US | $1M | – | 0.03 |
| OWENS CORNING | Long | Debt | US | $793K | – | 0.02 |
| OWENS-BROCKWAY GLASS CONTAINER INC (OWENS-BROCKWAY GLASS CONTAINER INC.) | Long | Debt | US | $1M | – | 0.02 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $3M | – | 0.06 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.04 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $1M | – | 0.03 |
| PACIFIC GAS & ELECTRIC COMPANY (PG&E CORP) | Long | Debt | US | $786K | – | 0.02 |
| PACIFIC GAS & ELECTRIC COMPANY (PG&E CORP) | Long | Debt | US | $583K | – | 0.01 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $516K | – | 0.01 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $313K | – | 0.01 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $283K | – | 0.01 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $229K | – | 0.00 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $179K | – | 0.00 |
| PACIFIC GAS & ELECTRIC COMPANY (PACIFIC GAS AND ELECTRIC COMPANY) | Long | Debt | US | $132K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC COMPANY | Long | Debt | US | $3M | – | 0.07 |
| PACIFIC GAS AND ELECTRIC COMPANY | Long | Debt | US | $21K | – | 0.00 |
| PACIFICORP | Long | Debt | US | $677K | – | 0.01 |
| PACKAGING CORP OF AMERICA | Long | Debt | US | $212K | – | 0.00 |
| PALOMINO FUNDING TRUST I | Long | Debt | US | $525K | – | 0.01 |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $324K | – | 0.01 |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $274K | – | 0.01 |
| PANTHER BF AGGREGATOR 2 LP (CLARIOS GLOBAL LP) | Long | Debt | CA | $556K | – | 0.01 |
| PARAGUAY (REPUBLIC OF) (PARAGUAY REPUBLIC OF (GOVERNMENT)) | Long | Debt | PY | $2M | – | 0.03 |
| PARAGUAY (REPUBLIC OF) (PARAGUAY REPUBLIC OF (GOVERNMENT)) | Long | Debt | PY | $2M | – | 0.03 |
| PARAGUAY (REPUBLIC OF) (PARAGUAY REPUBLIC OF (GOVERNMENT)) | Long | Debt | PY | $960K | – | 0.02 |
| PECO ENERGY CO | Long | Debt | US | $844K | – | 0.02 |
| PECO ENERGY CO | Long | Debt | US | $304K | – | 0.01 |
| PENNSYLVANIA ELECTRIC COMPANY (FIRSTENERGY PENNSYLVANIA ELECTRIC CO) | Long | Debt | US | $1M | – | 0.02 |
| PENNSYLVANIA ELECTRIC COMPANY (FIRSTENERGY PENNSYLVANIA ELECTRIC CO) | Long | Debt | US | $848K | – | 0.02 |
| PENSKE AUTOMOTIVE GROUP INC | Long | Debt | US | $815K | – | 0.02 |
| PENSKE TRUCK LEASING CO LP | Long | Debt | US | $645K | – | 0.01 |
| PEPPERDINE UNIVERSITY | Long | Debt | US | $121K | – | 0.00 |
| PEPSICO INC | Long | Debt | US | $2M | – | 0.04 |
| PERFORMANCE FOOD GROUP INC | Long | Debt | US | $763K | – | 0.02 |
| PERMIAN RESOURCES OPERATING LLC | Long | Debt | US | $308K | – | 0.01 |
| PERMIAN RESOURCES OPERATING LLC | Long | Debt | US | $277K | – | 0.01 |
| PERU (REPUBLIC OF) | Long | Debt | PE | $95K | – | 0.00 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $989K | – | 0.02 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $936K | – | 0.02 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $580K | – | 0.01 |
| PETSMART INC/PETSMART FIN CORP (PETSMART LLC) | Long | Debt | US | $1M | – | 0.02 |
| PFIZER INVESTMENT ENTERPRISES PTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $5M | – | 0.09 |
| PFIZER INVESTMENT ENTERPRISES PTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $4M | – | 0.09 |
| PFIZER INVESTMENT ENTERPRISES PTE (PFIZER INVESTMENT ENTERPRISES PTE LTD) | Long | Debt | SG | $773K | – | 0.02 |
| PG&E RECOVERY FND LLC (PG&E RECOVERY FUNDING LLC) | Long | Debt | US | $830K | – | 0.02 |
| PG&E WILDFIRE RECOVERY (PG&E WILDFIRE RECOVERY FUNDING LLC) | Long | Debt | US | $154K | – | 0.00 |
| PG&E WILDFIRE RECOVERY FUNDING LLC | Long | Debt | US | $488K | – | 0.01 |
| PG&E WILDFIRE RECOVERY FUNDING LLC | Long | Debt | US | $262K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $4M | – | 0.08 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $3M | – | 0.07 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $3M | – | 0.06 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $3M | – | 0.05 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $2M | – | 0.04 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $2M | – | 0.04 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $2M | – | 0.04 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Debt | US | $1M | – | 0.03 |
| PHILIPPINES (REPUBLIC OF) | Long | Debt | PH | $973K | – | 0.02 |
| PHILLIPS 66 | Long | Debt | US | $35K | – | 0.00 |
| PHILLIPS 66 CO | Long | Debt | US | $238K | – | 0.00 |
| PHILLIPS 66 CO | Long | Debt | US | $165K | – | 0.00 |
| PIONEER NATURAL RESOURCES COMPANY (PIONEER NAT RES CO) | Long | Debt | US | $365K | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $2M | – | 0.04 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $564K | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $402K | – | 0.01 |
| PNFED_22-A (PENFED AUTO RECEIVABLES OWNER TRUST PNFED_22-A) | Long | ABS-mortgage backed security | US | $940K | – | 0.02 |
| PNFED_22-A (PENFED AUTO RECEIVABLES OWNER TRUST PNFED_22-A) | Long | ABS-mortgage backed security | US | $935K | – | 0.02 |
| POLAND (REPUBLIC OF) (POLAND (REPUBLIC OF)) | Long | Debt | PL | $174K | – | 0.00 |
| Port Authority of New York & New Jersey (PORT AUTHORITY OF NEW YORK AND NEW JERSEY) | Long | Debt | US | $2M | – | 0.03 |
| POST HOLDINGS INC | Long | Debt | US | $841K | – | 0.02 |
| POTOMAC ELECTRIC POWER CO (POTOMAC ELECTRIC POWER COMPANY) | Long | Debt | US | $206K | – | 0.00 |
| POTOMAC ELECTRIC POWER CO (POTOMAC ELECTRIC POWER COMPANY) | Long | Debt | US | $202K | – | 0.00 |
| PPL ELECTRIC UTILITIES CORPORATION | Long | Debt | US | $210K | – | 0.00 |
| PRECISION DRILLING CORPORATION | Long | Debt | CA | $529K | – | 0.01 |
| PRET_21-NPL1 (PRETIUM MORTGAGE CREDIT PARTNERS PRET_21-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| PRET_21-NPL4 (PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| PRET_21-NPL6 (PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL6) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| PRET_21-RN3 (PRET LLC PRET_21-RN3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| PRET_22-NPL1 (PRET LLC PRET_22-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.09 |
| PRIME SECURITY SERVICES BORROWER (PRIME SECURITY SERVICES BORROWER LLC) | Long | Debt | US | $280K | – | 0.01 |
| PRIME SECURITY SERVICES/PRIME FIN (PRIME SECURITY SERVICES BORROWER LLC) | Long | Debt | US | $1M | – | 0.02 |
| PROG_20-SFR2 (PROGRESS RESIDENTIAL TRUST PROG_20-SFR2) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| PROG_21-SFR2 (PROGRESS RESIDENTIAL TRUST PROG_21-SFR2) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| PROG_21-SFR5 (PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR5) | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| PROG_21-SFR5 (PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR5) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| PROG_21-SFR6 (PROGRESS RESIDENTIAL TRUST PROG_21-SFR6) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| PROG_21-SFR7 (PROGRESS RESIDENTIAL TRUST PROG_21-SFR7) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| PROG_21-SFR8 (PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| PROG_21-SFR8 (PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8) | Long | ABS-mortgage backed security | US | $898K | – | 0.02 |
| PROG_21-SFR9 (PROGRESS RESIDENTIAL TRUST PROG_21-SFR9) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| PROG_22-SFR1 (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR1) | Long | ABS-mortgage backed security | US | $11M | – | 0.24 |
| PROG_22-SFR2 (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| PROG_22-SFR3 (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| PROLOGIS LP | Long | Debt | US | $354K | – | 0.01 |
| PROLOGIS LP | Long | Debt | US | $241K | – | 0.00 |
| PROTECTIVE LIFE GLOBAL FUNDING | Long | Debt | US | $639K | – | 0.01 |
| PROVIDENCE ST JOSEPH HEALTH (PROVIDENCE HEALTH AND SERVICES) | Long | Debt | US | $289K | – | 0.01 |
| PRUDENTIAL FUNDING ASIA PLC | Long | Debt | GB | $493K | – | 0.01 |
| PRUDENTIAL INSURANCE CO OF AMERICA (PRUDENTIAL INSURANCE COMPANY OF AMERICA) | Long | Debt | US | $718K | – | 0.01 |
| PUBLIC SERVICE CO OF COLORADO (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $297K | – | 0.01 |
| PUBLIC SERVICE COMPANY OF OKLAHOMA | Long | Debt | US | $495K | – | 0.01 |
| PUBLIC SERVICE ELECTRIC AND GAS CO (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $2M | – | 0.03 |
| PUBLIC SERVICE ELECTRIC AND GAS CO (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $332K | – | 0.01 |
| PUBLIC SERVICE ELECTRIC AND GAS CO (PUBLIC SERVICE ELECTRIC AND GAS COMPANY) | Long | Debt | US | $170K | – | 0.00 |
| PUBLIC SERVICE ENTERPRISE GROUP (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $2M | – | 0.04 |
| PUBLIC SERVICE ENTERPRISE GROUP IN (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $1M | – | 0.03 |
| PUBLIC SERVICE ENTERPRISE GROUP IN (PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED) | Long | Debt | US | $1M | – | 0.03 |
| PUGET SOUND ENERGY INC (PUGET SOUND ENRG INC) | Long | Debt | US | $1M | – | 0.03 |
| PUGET SOUND ENERGY INC (PUGET SOUND ENRG INC) | Long | Debt | US | $493K | – | 0.01 |
| QUALCOMM INCORPORATED | Long | Debt | US | $2M | – | 0.04 |
| QUALCOMM INCORPORATED | Long | Debt | US | $250K | – | 0.01 |
| QUEST DIAGNOSTICS INCORPORATED | Long | Debt | US | $153K | – | 0.00 |
| QUICKEN LOANS LLC/ QUICKEN LOANS (ROCKET MORTGAGE LLC) | Long | Debt | US | $2M | – | 0.03 |
| RAISA_23-1A (BASTION FUNDING LLC RAISA_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| RAIZEN FUELS FINANCE SA | Long | Debt | LU | $230K | – | 0.00 |
| RAMP_04-SL2 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC RAMP_04-SL2) | Long | ABS-collateralized bond/debt obligation | US | $105K | – | 0.00 |
| RANGE RESOURCES CORPORATION | Long | Debt | US | $914K | – | 0.02 |
| RAST_04-IP2 (RESIDENTIAL ASSET SECURITIZATION TRUST RAST_04-IP2) | Long | ABS-collateralized bond/debt obligation | US | $142K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORPORATION (RTX CORP) | Long | Debt | US | $148K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORPORATION (RTX CORP) | Long | Debt | US | $133K | – | 0.00 |
| RBSCF_13-SMV (RBSCF TRUST RBSCF_13-SMV) | Long | ABS-mortgage backed security | US | $726K | – | 0.01 |
| RCO_22-1 (RCO MORTGAGE LLC RCO_22-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| RCO_22-1 (RCO MORTGAGE LLC RCO_22-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| REALTY INCOME CORPORATION | Long | Debt | US | $2M | – | 0.04 |
| REALTY INCOME CORPORATION | Long | Debt | US | $1M | – | 0.02 |
| REALTY INCOME CORPORATION | Long | Debt | US | $877K | – | 0.02 |
| REALTY INCOME CORPORATION | Long | Debt | US | $801K | – | 0.02 |
| REALTY INCOME CORPORATION | Long | Debt | US | $737K | – | 0.02 |
| REALTY INCOME CORPORATION | Long | Debt | US | $704K | – | 0.01 |
| REALTY INCOME CORPORATION | Long | Debt | US | $653K | – | 0.01 |
| REALTY INCOME CORPORATION | Long | Debt | US | $265K | – | 0.01 |
| REGENCY CENTERS LP | Long | Debt | US | $2M | – | 0.04 |
| REGENCY CENTERS LP | Long | Debt | US | $2M | – | 0.03 |
| REGENERON PHARMACEUTICALS INC (REGENERON PHARMACEUTICALS INC.) | Long | Debt | US | $435K | – | 0.01 |
| Regents of the University of California Medical Center Pooled Revenue (UNIVERSITY CALIF REGTS MEDICAL CENTER POOLED REV) | Long | Debt | US | $902K | – | 0.02 |
| RENEW_17-1A | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| RENEW_23-1A (RENEW LTD RENEW_23-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| REPUBLIC SERVICES INC | Long | Debt | US | $2M | – | 0.04 |
| REPUBLIC SERVICES INC | Long | Debt | US | $2M | – | 0.04 |
| REPUBLIC SERVICES INC | Long | Debt | US | $300K | – | 0.01 |
| REYNOLDS GROUP ISSUER INC (PACTIV EVERGREEN GROUP ISSUER LLC) | Long | Debt | US | $1M | – | 0.02 |
| RHP HOTEL PPPTY / RPH FINANCE CORP (RHP HOTEL PROPERTIES LP) | Long | Debt | US | $1M | – | 0.03 |
| RINGCENTRAL INC | Long | Debt | US | $465K | – | 0.01 |
| RITCHIE BROS HOLDINGS INC | Long | Debt | US | $277K | – | 0.01 |
| RMIT_21-2 (REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_21-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| ROCHE HOLDINGS INC | Long | Debt | US | $2M | – | 0.04 |
| ROCKIES EXPRESS PIPELINE LLC | Long | Debt | US | $618K | – | 0.01 |
| ROCKIES EXPRESS PIPELINE LLC | Long | Debt | US | $508K | – | 0.01 |
| ROGERS COMMUNICATIONS INC | Long | Debt | CA | $268K | – | 0.01 |
| ROMANIA (REPUBLIC OF) | Long | Debt | RO | $429K | – | 0.01 |
| ROPER TECHNOLOGIES INC | Long | Debt | US | $507K | – | 0.01 |
| ROPER TECHNOLOGIES INC | Long | Debt | US | $202K | – | 0.00 |
| ROYAL BANK OF SCOTLAND GROUP PLC (NATWEST GROUP PLC) | Long | Debt | GB | $370K | – | 0.01 |
| ROYAL BANK OF SCOTLAND GROUP PLC (NATWEST GROUP PLC) | Long | Debt | GB | $199K | – | 0.00 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $1M | – | 0.03 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $1M | – | 0.02 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $651K | – | 0.01 |
| RTX CORP | Long | Debt | US | $3M | – | 0.06 |
| RTX CORP | Long | Debt | US | $2M | – | 0.04 |
| S&P GLOBAL INC | Long | Debt | US | $1M | – | 0.03 |
| SABRA HEALTH CARE LP | Long | Debt | US | $366K | – | 0.01 |
| SAMI_04-AR5 | Long | ABS-collateralized bond/debt obligation | US | $115K | – | 0.00 |
| SAMI_05-AR5 | Long | ABS-collateralized bond/debt obligation | US | $80K | – | 0.00 |
| SAN DIEGO GAS & ELECTRIC CO | Long | Debt | US | $637K | – | 0.01 |
| SAN DIEGO GAS & ELECTRIC CO | Long | Debt | US | $348K | – | 0.01 |
| SANTANDER HOLDINGS USA INC | Long | Debt | US | $3M | – | 0.05 |
| SANTANDER HOLDINGS USA INC | Long | Debt | US | $464K | – | 0.01 |
| SANTANDER UK GROUP HOLDINGS PLC | Long | Debt | GB | $2M | – | 0.04 |
| SARM_04-4 | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.00 |
| SART_18-1 | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| SASC_03-34A | Long | ABS-collateralized bond/debt obligation | US | $86K | – | 0.00 |
| SASC_03-40A | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| SASC_04-4XS (STRUCTURED ASSET SECURITIES CORPORATION SASC_04-4XS) | Long | ABS-collateralized bond/debt obligation | US | $172K | – | 0.00 |
| SAUDI ARABIA (KINGDOM OF) | Long | Debt | SA | $387K | – | 0.01 |
| SBA COMMUNICATIONS CORP | Long | Debt | US | $1M | – | 0.02 |
| SBALT_24-A (SBNA AUTO LEASE TRUST SBALT_24-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SBALT_24-A (SBNA AUTO LEASE TRUST SBALT_24-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| SBALT_24-B (SBNA AUTO LEASE TRUST SBALT_24-B) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| SBAT_24-A (SBNA AUTO RECEIVABLES TRUST SBAT_24-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SBAT_24-A (SBNA AUTO RECEIVABLES TRUST SBAT_24-A) | Long | ABS-mortgage backed security | US | $524K | – | 0.01 |
| SCE RECOVERY FUNDING LLC | Long | Debt | US | $114K | – | 0.00 |
| SCFET_21-1A (SCF EQUIPMENT TRUST LLC SCFET_21-1A) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| SCFET_22-2A (SCF EQUIPMENT LEASING LLC SCFET_22-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| SCOTTS MIRACLE-GRO CO/THE | Long | Debt | US | $1M | – | 0.03 |
| SCRIPPS ESCROW II INC (EW SCRIPPS CO) | Long | Debt | US | $619K | – | 0.01 |
| SCRIPPS ESCROW INC (EW SCRIPPS CO) | Long | Debt | US | $139K | – | 0.00 |
| SCRT_19-3 (SEASONED CREDIT RISK TRANSFER SCRT_19-3) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| SCRT_19-4 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| SDART_22-3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| SDART_22-4 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-4) | Long | ABS-mortgage backed security | US | $826K | – | 0.02 |
| SDART_22-5 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5) | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| SDART_22-6 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| SDART_22-6 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SDART_22-7 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7) | Long | ABS-mortgage backed security | US | $833K | – | 0.02 |
| SDART_23-2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| SDART_24-2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| SDART_24-3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| SEAGATE HDD CAYMAN | Long | Debt | KY | $1M | – | 0.02 |
| SEAGATE HDD CAYMAN | Long | Debt | KY | $409K | – | 0.01 |
| SEALED AIR CORPORATION | Long | Debt | US | $733K | – | 0.02 |
| SEMPRA | Long | Debt | US | $2M | – | 0.03 |
| SEMT_03-1 (SEQUOIA MORTGAGE TRUST SEMT_03-1) | Long | ABS-collateralized bond/debt obligation | US | $186K | – | 0.00 |
| SEMT_03-8 | Long | ABS-collateralized bond/debt obligation | US | $147K | – | 0.00 |
| SEMT_04-11 | Long | ABS-collateralized bond/debt obligation | US | $146K | – | 0.00 |
| SEMT_04-12 (SEQUOIA MORTGAGE TRUST SEMT_04-12) | Long | ABS-collateralized bond/debt obligation | US | $77K | – | 0.00 |
| SENEGAL (REPUBLIC OF) | Long | Debt | SN | $334K | – | 0.01 |
| SENEGAL (REPUBLIC OF) | Long | Debt | SN | $287K | – | 0.01 |
| SENSATA TECHNOLOGIES BV | Long | Debt | NL | $1M | – | 0.02 |
| SERVICE CORPORATION INTERNATIONAL | Long | Debt | US | $954K | – | 0.02 |
| SFAST_24-1A (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| SFAST_24-1A (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1) | Long | ABS-mortgage backed security | US | $459K | – | 0.01 |
| SFAST_24-2A (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| SFR_19-STL (STARWOOD WAYPOINT HOMES TRUST SWH_17-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SHARJAH EMIRATE OF | Long | Debt | AE | $725K | – | 0.01 |
| SHELL INTERNATIONAL FINANCE BV | Long | Debt | NL | $1M | – | 0.03 |
| SIGECO SECURITIZATION I (SIGECO SECURITIZATION I LLC) | Long | Debt | US | $114K | – | 0.00 |
| SIGECO SECURITIZATION I (SIGECO SECURITIZATION I LLC) | Long | Debt | US | $110K | – | 0.00 |
| SINCLAIR TELEVISION GROUP INC | Long | Debt | US | $888K | – | 0.02 |
| SIRIUS XM RADIO INC | Long | Debt | US | $1M | – | 0.02 |
| SIRIUS XM RADIO INC | Long | Debt | US | $1M | – | 0.02 |
| SIRIUS XM RADIO INC | Long | Debt | US | $1M | – | 0.02 |
| SIX FLAGS THEME PARKS INC | Long | Debt | US | $303K | – | 0.01 |
| SLG_21-OVA (SLG OFFICE TRUST SLG_21-OVA) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| SLST_18-2 (FREDDIE MAC - SLST SLST_18-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| SM ENERGY CO | Long | Debt | US | $907K | – | 0.02 |
| SM ENERGY CO | Long | Debt | US | $460K | – | 0.01 |
| SMB_16-C (SMB PRIVATE EDUCATION LOAN TRUST) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| SMB_18-A (SMB PRIVATE EDUCATION LOAN TRUST SMB_18-A) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SMB_20-BA (SMB PRIVATE EDUCATION LOAN TRUST SMB_20-B) | Long | ABS-mortgage backed security | US | $612K | – | 0.01 |
| SMB_21-A (SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| SMB_24-D (SMB PRIVATE EDUCATION LOAN TRUST SMB_24-D) | Long | ABS-mortgage backed security | US | $906K | – | 0.02 |
| SOCIETE GENERALE SA | Long | Debt | FR | $3M | – | 0.06 |
| SOCIETE GENERALE SA | Long | Debt | FR | $2M | – | 0.05 |
| SOCIETE GENERALE SA | Long | Debt | FR | $2M | – | 0.04 |
| SOCIETE GENERALE SA | Long | Debt | FR | $1M | – | 0.02 |
| SOCIETE GENERALE SA | Long | Debt | FR | $1M | – | 0.02 |
| SOCIETE GENERALE SA | Long | Debt | FR | $930K | – | 0.02 |
| SOCIETE GENERALE SA | Long | Debt | FR | $610K | – | 0.01 |
| SOCIETE GENERALE SA | Long | Debt | FR | $603K | – | 0.01 |
| SOCIETE GENERALE SA | Long | Debt | FR | $305K | – | 0.01 |
| SOCIETE GENERALE SA | Long | Debt | FR | $302K | – | 0.01 |
| SOFI_17-D (SOFI PROFESSIONAL LOAN PROGRAM S) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| SOFI_20-C (SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_20-C) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| SOFI_21-B (SOFI PROFESSIONAL LOAN PROGRAM SOFI_21-B) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SOLVENTUM CORP | Long | Debt | US | $245K | – | 0.01 |
| SONIC AUTOMOTIVE INC | Long | Debt | US | $343K | – | 0.01 |
| SOUTH AFRICA (REPUBLIC OF) | Long | Debt | ZA | $1M | – | 0.02 |
| SOUTHERN CALIFORNIA EDISON COMPANY | Long | Debt | US | $2M | – | 0.03 |
| SOUTHERN CALIFORNIA EDISON COMPANY | Long | Debt | US | $665K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON COMPANY | Long | Debt | US | $443K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON COMPANY | Long | Debt | US | $213K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON COMPANY | Long | Debt | US | $189K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON COMPANY | Long | Debt | US | $129K | – | 0.00 |
| SOUTHERN CALIFORNIA GAS COMPANY | Long | Debt | US | $326K | – | 0.01 |
| SOUTHERN CO GAS CAPITAL CORP (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $470K | – | 0.01 |
| SOUTHERN COMPANY GAS CAPITAL CORP (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $185K | – | 0.00 |
| SOUTHERN POWER COMPANY | Long | Debt | US | $368K | – | 0.01 |
| SOUTHWESTERN ELECTRIC POWER CO (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $358K | – | 0.01 |
| SOUTHWESTERN ELECTRIC POWER CO (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $318K | – | 0.01 |
| SOUTHWESTERN ENERGY COMPANY | Long | Debt | US | $722K | – | 0.01 |
| SOUTHWESTERN ENERGY COMPANY | Long | Debt | US | $636K | – | 0.01 |
| SOUTHWESTERN PUBLIC SERVICE CO (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $283K | – | 0.01 |
| SPIRIT AEROSYSTEMS INC (SPIRIT AROSYSTMS) | Long | Debt | US | $181K | – | 0.00 |
| SPIRIT AIRLINES INC 17-1PTT AA (SPIRIT AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $181K | – | 0.00 |
| SPRINGLEAF FINANCE CORP (ONEMAIN FINANCE CORP) | Long | Debt | US | $2M | – | 0.04 |
| SPRINT CAPITAL CORPORATION | Long | Debt | US | $410K | – | 0.01 |
| SRFC_20-2A (SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_20-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SRFC_24-1 (SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_24-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| SRM ESCROW ISSUER LLC (SMYRNA READY MIX CONCRETE LLC) | Long | Debt | US | $562K | – | 0.01 |
| SS&C TECHNOLOGIES INC (SS&C TECH INC) | Long | Debt | US | $616K | – | 0.01 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $2M | – | 0.04 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $1M | – | 0.03 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $787K | – | 0.02 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $715K | – | 0.01 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $640K | – | 0.01 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $485K | – | 0.01 |
| STANDARD CHARTERED PLC | Long | Debt | GB | $431K | – | 0.01 |
| STANDARD INDUSTRIES INC (STANDARD BUILDING SOLUTIONS INC) | Long | Debt | US | $2M | – | 0.04 |
| STANDARD INDUSTRIES INC (STANDARD BUILDING SOLUTIONS INC) | Long | Debt | US | $926K | – | 0.02 |
| STAR_20-1 (STARWOOD MORTGAGE RESIDENTIAL STAR_20-1) | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.00 |
| STAR_20-3 | Long | ABS-collateralized bond/debt obligation | US | $341K | – | 0.01 |
| STAR_20-INV1 (STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1) | Long | ABS-collateralized bond/debt obligation | US | $280K | – | 0.01 |
| STAR_21-1 (STARWOOD NON-AGENCY LENDING LLC STAR_21-1) | Long | ABS-collateralized bond/debt obligation | US | $411K | – | 0.01 |
| STAR_21-4 (STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| STARWOOD PROPERTY TRUST INC | Long | Debt | US | $566K | – | 0.01 |
| State of California (CALIFORNIA (STATE OF)) | Long | Debt | US | $337K | – | 0.01 |
| STATE STREET CORP | Long | Debt | US | $814K | – | 0.02 |
| STATION CASINOS LLC | Long | Debt | US | $517K | – | 0.01 |
| STEEL DYNAMICS INC | Long | Debt | US | $189K | – | 0.00 |
| STERICYCLE INC | Long | Debt | US | $285K | – | 0.01 |
| STORE CAPITAL CORP (STORE CAPITAL LLC) | Long | Debt | US | $1M | – | 0.02 |
| STORE CAPITAL CORP (STORE CAPITAL LLC) | Long | Debt | US | $885K | – | 0.02 |
| STORE CAPITAL CORP (STORE CAPITAL LLC) | Long | Debt | US | $803K | – | 0.02 |
| STORE CAPITAL CORP (STORE CAPITAL LLC) | Long | Debt | US | $410K | – | 0.01 |
| STRE_24-1A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| SUMITOMO MITSUI FINANCIAL GROUP (SUMITOMO MITSUI FIN GRP INC) | Long | Debt | JP | $693K | – | 0.01 |
| SUMITOMO MITSUI FINANCIAL GROUP (SUMITOMO MITSUI FIN GRP INC) | Long | Debt | JP | $313K | – | 0.01 |
| SUMITOMO MITSUI FINANCIAL GROUP (SUMITOMO MITSUI FIN GRP INC) | Long | Debt | JP | $282K | – | 0.01 |
| SUMMIT MATERIALS LLC/FIN CORP | Long | Debt | US | $989K | – | 0.02 |
| SUN COMMUNITIES OPERATING LP | Long | Debt | US | $2M | – | 0.04 |
| SUNOCO LOGISTICS PARTNERS OPS LP (ENERGY TRANSFER LP) | Long | Debt | US | $231K | – | 0.00 |
| SUNOCO LP | Long | Debt | US | $615K | – | 0.01 |
| SUNOCO LP | Long | Debt | US | $379K | – | 0.01 |
| SUNOCO LP | Long | Debt | US | $377K | – | 0.01 |
| SUNTRUST BANK (TRUIST BANK) | Long | Debt | US | $192K | – | 0.00 |
| SUPERIOR PLUS LP/SUPERIOR GEN | Long | Debt | CA | $505K | – | 0.01 |
| SVENSKA HANDELSBANKEN AB | Long | Debt | SE | $2M | – | 0.04 |
| SYNAPTICS INCORPORATED | Long | Debt | US | $820K | – | 0.02 |
| SYNIT_23-A1 (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| T-MOBILE USA INC | Long | Debt | US | $3M | – | 0.05 |
| T-MOBILE USA INC | Long | Debt | US | $2M | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $2M | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $1M | – | 0.02 |
| TAKE-TWO INTERACTIVE SOFTWARE INC (TAKE-TWO INTERACTIVE SOFTWARE INC.) | Long | Debt | US | $2M | – | 0.03 |
| TAKE-TWO INTERACTIVE SOFTWARE INC. | Long | Debt | US | $137K | – | 0.00 |
| TAKEDA PHARMACEUTICAL CO LTD | Long | Debt | JP | $2M | – | 0.04 |
| TAKEDA PHARMACEUTICAL CO LTD | Long | Debt | JP | $1M | – | 0.02 |
| TAKEDA PHARMACEUTICAL CO LTD | Long | Debt | JP | $850K | – | 0.02 |
| TAKEDA PHARMACEUTICAL CO LTD | Long | Debt | JP | $619K | – | 0.01 |
| TAKEDA PHARMACEUTICAL CO LTD | Long | Debt | JP | $183K | – | 0.00 |
| TALLGRASS ENERGY PARTNERS LP/FIN | Long | Debt | US | $499K | – | 0.01 |
| TALLGRASS ENERGY PARTNERS LP/FIN | Long | Debt | US | $366K | – | 0.01 |
| TALNT_24-1A (TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_24-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| TAOT_22-D (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| TAOT_23-B (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| TAOT_23-C (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| TARGET CORPORATION | Long | Debt | US | $254K | – | 0.01 |
| TEACHERS INSURANCE & ANNUITY (TEACHERS INS & ANN ASSOC OF AMER) | Long | Debt | US | $680K | – | 0.01 |
| TEACHERS INSURANCE & ANNUITY (TEACHERS INS & ANN ASSOC OF AMER) | Long | Debt | US | $136K | – | 0.00 |
| TEGNA INC | Long | Debt | US | $963K | – | 0.02 |
| TEGNA INC | Long | Debt | US | $328K | – | 0.01 |
| TELECOM ITALIA CAPITAL (TELECOM ITALIA CAPITAL SA) | Long | Debt | LU | $68K | – | 0.00 |
| TELECOM ITALIA CAPITAL SA | Long | Debt | LU | $1M | – | 0.02 |
| TEMPUR SEALY INTERNATIONAL INC | Long | Debt | US | $1M | – | 0.03 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $2M | – | 0.04 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $1M | – | 0.03 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $1M | – | 0.03 |
| TENET HEALTHCARE CORPORATION (TENET HLTHCR CORP) | Long | Debt | US | $1M | – | 0.02 |
| TENNESSEE VALLEY AUTHORITY (TN VLY AUTHORITY) | Long | Debt | US | $5M | – | 0.11 |
| TENNESSEE VALLEY AUTHORITY (TN VLY AUTHORITY) | Long | Debt | US | $1M | – | 0.03 |
| TEREX CORPORATION | Long | Debt | US | $493K | – | 0.01 |
| TEXAS INSTRUMENTS INC | Long | Debt | US | $2M | – | 0.05 |
| TEXAS INSTRUMENTS INC | Long | Debt | US | $2M | – | 0.04 |
| TEXAS INSTRUMENTS INC | Long | Debt | US | $745K | – | 0.02 |
| Texas Natural Gas Securitization Finance Corp (TEXAS NAT GAS SECURITIZATION FIN CORP REV) | Long | Debt | US | $140K | – | 0.00 |
| THRM_22-2A (THEOREM FUNDING TRUST THRM_22-2) | Long | ABS-mortgage backed security | US | $834K | – | 0.02 |
| TIME WARNER CABLE INC (TIME WARNER CABLE LLC) | Long | Debt | US | $462K | – | 0.01 |
| TIME WARNER CABLE INC (TIME WARNER CABLE LLC) | Long | Debt | US | $194K | – | 0.00 |
| TMST_04-4 | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.00 |
| TMUST_22-1A (T-MOBILE US TRUST TMUST_22-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| TMUST_24-1A (T-MOBILE US TRUST TMUST_24-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| TOLEDO EDISON COMPANY (THE) (TOLEDO EDISON CO (THE)) | Long | Debt | US | $215K | – | 0.00 |
| TORONTO-DOMINION BANK (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $344K | – | 0.01 |
| TOTAL CAPITAL INTERNATIONAL SA (TOTALENERGIES CAPITAL INTERNATIONAL SA) | Long | Debt | FR | $946K | – | 0.02 |
| TOTAL CAPITAL INTERNATIONAL SA (TOTALENERGIES CAPITAL INTERNATIONAL SA) | Long | Debt | FR | $346K | – | 0.01 |
| TOTALENERGIES CAPITAL SA | Long | Debt | FR | $2M | – | 0.04 |
| TOTALENERGIES CAPITAL SA | Long | Debt | FR | $1M | – | 0.03 |
| TOTALENERGIES CAPITAL SA | Long | Debt | FR | $862K | – | 0.02 |
| TRANSCANADA PIPELINES LIMITED (TRANSCANADA PIPELINES LTD) | Long | Debt | CA | $971K | – | 0.02 |
| TRANSCANADA PIPELINES LIMITED (TRANSCANADA PIPELINES LTD) | Long | Debt | CA | $176K | – | 0.00 |
| TRANSCANADA PIPELINES LTD | Long | Debt | CA | $366K | – | 0.01 |
| TRANSDIGM INC | Long | Debt | US | $1M | – | 0.02 |
| TRANSDIGM INC | Long | Debt | US | $673K | – | 0.01 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $49M | – | 1.01 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $43M | – | 0.90 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $36M | – | 0.75 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $25M | – | 0.52 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $24M | – | 0.50 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $19M | – | 0.40 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $16M | – | 0.33 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $11M | – | 0.23 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $10M | – | 0.21 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $10M | – | 0.20 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $10M | – | 0.20 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $8M | – | 0.17 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $8M | – | 0.17 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $8M | – | 0.17 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $8M | – | 0.17 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $7M | – | 0.14 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $7M | – | 0.13 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $6M | – | 0.13 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $5M | – | 0.11 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $5M | – | 0.10 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $4M | – | 0.09 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $4M | – | 0.09 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $4M | – | 0.09 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $4M | – | 0.08 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.07 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.07 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.05 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.05 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.03 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $1M | – | 0.03 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $40M | – | 0.83 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $26M | – | 0.54 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $26M | – | 0.53 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $23M | – | 0.48 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $21M | – | 0.43 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $20M | – | 0.42 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $20M | – | 0.42 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $17M | – | 0.35 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $16M | – | 0.33 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $14M | – | 0.28 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $13M | – | 0.27 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $13M | – | 0.26 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $11M | – | 0.23 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $11M | – | 0.22 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $9M | – | 0.19 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $9M | – | 0.18 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $8M | – | 0.17 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $8M | – | 0.17 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $5M | – | 0.10 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $5M | – | 0.10 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $5M | – | 0.10 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $5M | – | 0.10 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $5M | – | 0.09 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $4M | – | 0.09 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $4M | – | 0.09 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.06 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.05 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.04 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $1M | – | 0.02 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $650K | – | 0.01 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $555K | – | 0.01 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $273K | – | 0.01 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $25M | – | 0.51 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $9M | – | 0.19 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $5M | – | 0.10 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.07 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.06 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.06 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.03 |
| TREASURY STRIP (INT) (UNITED STATES TREASURY) | Long | Debt | US | $1M | – | 0.02 |
| TRIMAS CORPORATION | Long | Debt | US | $663K | – | 0.01 |
| TRINSEO MATERIALS OP/TRINSEO FIN (TRINSEO MATERIALS OPERATING SCA) | Long | Debt | LU | $223K | – | 0.00 |
| TRIVIUM PACKAGING FINANCE BV | Long | Debt | NL | $765K | – | 0.02 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $6M | – | 0.12 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $3M | – | 0.06 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $2M | – | 0.04 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $2M | – | 0.04 |
| TRUIST FINANCIAL CORP | Long | Debt | US | $604K | – | 0.01 |
| TRUSTEES OF THE UNIVERSITY OF PENN (TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA) | Long | Debt | US | $555K | – | 0.01 |
| TSMC ARIZONA CORP | Long | Debt | US | $1M | – | 0.02 |
| TUCSON ELECTRIC POWER CO | Long | Debt | US | $394K | – | 0.01 |
| TURKEY (REPUBLIC OF) | Long | Debt | TR | $1M | – | 0.03 |
| TURKIYE IHRACAT KREDI BANKASI AS (EXPORT CREDIT BANK OF TURKE) | Long | Debt | TR | $213K | – | 0.00 |
| TVA (TN VLY AUTHORITY) | Long | Debt | US | $766K | – | 0.02 |
| TVA PRIN STRIP (TN VLY AUTHORITY) | Long | Debt | US | $421K | – | 0.01 |
| UACST_22-2 (UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-2) | Long | ABS-mortgage backed security | US | $705K | – | 0.01 |
| UBS AG/LONDON (UBS AG (LONDON BRANCH)) | Long | Debt | GB | $2M | – | 0.04 |
| UBS GROUP AG | Long | Debt | CH | $5M | – | 0.09 |
| UBS GROUP AG | Long | Debt | CH | $4M | – | 0.08 |
| UBS GROUP AG | Long | Debt | CH | $2M | – | 0.04 |
| UBS GROUP AG | Long | Debt | CH | $2M | – | 0.04 |
| UBS GROUP AG | Long | Debt | CH | $2M | – | 0.04 |
| UBS GROUP AG | Long | Debt | CH | $872K | – | 0.02 |
| UBS GROUP AG | Long | Debt | CH | $812K | – | 0.02 |
| UBS GROUP AG | Long | Debt | CH | $358K | – | 0.01 |
| UBS GROUP AG | Long | Debt | CH | $338K | – | 0.01 |
| UDR INC | Long | Debt | US | $344K | – | 0.01 |
| UDR INC | Long | Debt | US | $208K | – | 0.00 |
| UDR INC | Long | Debt | US | $170K | – | 0.00 |
| UDR INC | Long | Debt | US | $99K | – | 0.00 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $75M | – | 1.54 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $38M | – | 0.79 |
| UNICREDIT SPA | Long | Debt | IT | $1M | – | 0.02 |
| UNION CARBIDE CORPORATION | Long | Debt | US | $383K | – | 0.01 |
| UNION ELECTRIC CO | Long | Debt | US | $481K | – | 0.01 |
| UNION PACIFIC CORPORATION | Long | Debt | US | $948K | – | 0.02 |
| UNION PACIFIC CORPORATION | Long | Debt | US | $688K | – | 0.01 |
| UNION PACIFIC CORPORATION | Long | Debt | US | $297K | – | 0.01 |
| UNION PACIFIC CORPORATION | Long | Debt | US | $151K | – | 0.00 |
| UNITED AIR LINES INC 2016-1-B (UNITED AIRLINES CLASS B PASS THROUGH CERTIFICATES SERIES 2016 1) | Long | Debt | US | $61K | – | 0.00 |
| UNITED AIRLINES 2016-2 A PTT (UNITED AIRLINES 2016-2 PASS THROUGH TRUSTS) | Long | Debt | US | $833K | – | 0.02 |
| UNITED AIRLINES 2018-1 CLASS B PT (UNITED AIRLINES CLASS B PASS THROUGH CERTIFICATES SERIES 2018-1) | Long | Debt | US | $170K | – | 0.00 |
| UNITED AIRLINES INC | Long | Debt | US | $1M | – | 0.02 |
| UNITED AIRLINES INC 2013-1 A (UNITED AIRLINES PASS THROUGH TRUST 2013 1A O) | Long | Debt | US | $157K | – | 0.00 |
| UNITED AIRLINES INC 2016-1 AA (UNITED AIRLINES 2016-1 PASS THROUGH TRUSTS) | Long | Debt | US | $485K | – | 0.01 |
| UNITED AIRLINES INC 2019-1 A (UNITED AIRLINES 2019-1 PASS THROUGH TRUSTS) | Long | Debt | US | $633K | – | 0.01 |
| UNITED AIRLINES INC 2019-1 AA (UNITED AIRLINES 2019-1 PASS THROUGH TRUSTS) | Long | Debt | US | $735K | – | 0.02 |
| UNITED AIRLINESS 2018-1 A PTT (UNITED AIRLINES 2018 1A PASS THROUGH TRUST INC) | Long | Debt | US | $1M | – | 0.02 |
| UNITED AIRLINESS 2018-1 AA PTT (UNITED AIRLINES 2018-1 AA PASS THROUGH TRUST INC) | Long | Debt | US | $379K | – | 0.01 |
| UNITED MEXICAN STATES (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $4M | – | 0.09 |
| UNITED MEXICAN STATES (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $872K | – | 0.02 |
| UNITED RENTALS NA INC (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $2M | – | 0.03 |
| UNITED RENTALS NA INC (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $741K | – | 0.02 |
| UNITED STATES STEEL CORP | Long | Debt | US | $492K | – | 0.01 |
| UNITED TECHNOLOGIES CORPORATION (RTX CORP) | Long | Debt | US | $337K | – | 0.01 |
| UNITED TECHNOLOGIES CORPORATION (RTX CORP) | Long | Debt | US | $161K | – | 0.00 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $2M | – | 0.05 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $2M | – | 0.04 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $2M | – | 0.04 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $1M | – | 0.03 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $792K | – | 0.02 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $432K | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $296K | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Debt | US | $200K | – | 0.00 |
| UNIVERSITY OF MIAMI | Long | Debt | US | $258K | – | 0.01 |
| UNIVERSITY OF SOUTHERN CALIFORNIA | Long | Debt | US | $140K | – | 0.00 |
| University of Texas System/The | Long | Debt | US | $422K | – | 0.01 |
| UNIVISION COMMUNICATIONS INC | Long | Debt | US | $786K | – | 0.02 |
| UPSPT_21-ST4 (UPSTART PASS-THROUGH TRUST UPSPT_21-ST4) | Long | ABS-mortgage backed security | US | $842K | – | 0.02 |
| UPSPT_21-ST8 (UPSTART PASS THROUGH TRUST UPSPT_21-ST8) | Long | ABS-mortgage backed security | US | $350K | – | 0.01 |
| US 10YR NOTE SEP 24 (Citi) | Derivative-interest rate | US | $41K | – | 0.00 | |
| US 10YR NOTE SEP 24 (Citi) | Derivative-interest rate | US | $-19K | – | -0.00 | |
| US 2YR NOTE SEP 24 (Citi) | Derivative-interest rate | US | $207K | – | 0.00 | |
| US 5YR NOTE SEP 24 (Citi) | Derivative-interest rate | US | $1M | – | 0.03 | |
| US BANCORP | Long | Debt | US | $603K | – | 0.01 |
| US BANCORP | Long | Debt | US | $381K | – | 0.01 |
| US CELLULAR CORP (UNITED STATES CELLULAR CORP) | Long | Debt | US | $1M | – | 0.03 |
| US LONG BOND SEP 24 (Citi) | Derivative-interest rate | US | $-354K | – | -0.01 | |
| US ULTRA 10YR NOTE SEP 24 (Citi) | Derivative-interest rate | US | $11K | – | 0.00 | |
| US ULTRA T-BOND SEP 24 (Citi) | Derivative-interest rate | US | $472K | – | 0.01 | |
| USA COMPRESSION PARTNERS LP/USA CO | Long | Debt | US | $671K | – | 0.01 |
| USAUT_21-1A (USASF RECEIVABLES LLC USAUT_21-1A) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| USAUT_22-1A (US AUTO FUNDING LLC USAUT_22-1) | Long | ABS-mortgage backed security | US | $50 | – | 0.00 |
| VALARIS LTD | Long | Debt | BM | $569K | – | 0.01 |
| VALE OVERSEAS LTD | Long | Debt | KY | $800K | – | 0.02 |
| VALE OVERSEAS LTD | Long | Debt | KY | $297K | – | 0.01 |
| VALEANT PHARMACEUTICALS INTL (BAUSCH HEALTH AMERICAS INC) | Long | Debt | US | $2M | – | 0.04 |
| VALERO ENERGY CORPORATION | Long | Debt | US | $311K | – | 0.01 |
| VALERO ENERGY CORPORATION | Long | Debt | US | $204K | – | 0.00 |
| VALET_23-1 (VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| VCAT_21-NPL1 (VCAT VCAT_21-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| VCAT_21-NPL3 (VCAT VCAT_21-NPL3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.05 |
| VCAT_21-NPL5 (VCAT VCAT_21-NPL5) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| VENDE_98-2 (VENDEE MORTGAGE TRUST VENDE_98-2) | Long | ABS-collateralized bond/debt obligation | US | $62K | – | 0.00 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $2M | – | 0.03 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $1M | – | 0.03 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $1M | – | 0.02 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $2M | – | 0.03 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $312K | – | 0.01 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $282K | – | 0.01 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $223K | – | 0.00 |
| VERIZON COMMUNICATIONS INC | Long | Debt | US | $62K | – | 0.00 |
| VEROS_21-1 | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| VERUS_19-4 (VERUS SECURITIZATION TRUST VERUS_19-4) | Long | ABS-collateralized bond/debt obligation | US | $266K | – | 0.01 |
| VERUS_19-INV3 (VERUS SECURITIZATION TRUST VERUS_19-INV3) | Long | ABS-collateralized bond/debt obligation | US | $111K | – | 0.00 |
| VERUS_20-2 (VERUS SECURITIZATION TRUST VERUS_20-2) | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| VERUS_21-1 (VERUS SECURITIZATION TRUST VERUS_21-1) | Long | ABS-collateralized bond/debt obligation | US | $501K | – | 0.01 |
| VERUS_21-2 (VERUS SECURITIZATION TRUST VERUS_21-2) | Long | ABS-collateralized bond/debt obligation | US | $963K | – | 0.02 |
| VERUS_21-3 (VERUS SECURITIZATION TRUST VERUS_21-3) | Long | ABS-collateralized bond/debt obligation | US | $986K | – | 0.02 |
| VERUS_21-4 (VERUS SECURITIZATION TRUST VERUS_21-4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| VERUS_21-5 (VERUS SECURITIZATION TRUST VERUS_21-5) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.07 |
| VERUS_21-7 (VERUS SECURITIZATION TRUST VERUS_21-7) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| VERUS_21-8 (VERUS SECURITIZATION TRUST VERUS_21-8) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| VERUS_21-R1 (VERUS SECURITIZATION TRUST VERUS_21-R1) | Long | ABS-collateralized bond/debt obligation | US | $406K | – | 0.01 |
| VERUS_21-R3 (VERUS SECURITIZATION TRUST VERUS_21-R3) | Long | ABS-collateralized bond/debt obligation | US | $534K | – | 0.01 |
| VIRGIN MEDIA SECURED FINANCE PLC | Long | Debt | GB | $831K | – | 0.02 |
| VIRGINIA ELECTRIC AND POWER COMPAN (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $711K | – | 0.01 |
| VISIO_20-1R | Long | ABS-collateralized bond/debt obligation | US | $305K | – | 0.01 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $4M | – | 0.08 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $2M | – | 0.04 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $668K | – | 0.01 |
| VISTRA OPERATIONS COMPANY LLC | Long | Debt | US | $385K | – | 0.01 |
| VITAL ENERGY INC | Long | Debt | US | $264K | – | 0.01 |
| VMD_19-1 (VM DEBT LLC VMD_19-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| VMWARE INC (VMWARE LLC) | Long | Debt | US | $3M | – | 0.05 |
| VMWARE INC (VMWARE LLC) | Long | Debt | US | $1M | – | 0.02 |
| VMWARE INC (VMWARE LLC) | Long | Debt | US | $761K | – | 0.02 |
| VODAFONE GROUP PLC | Long | Debt | GB | $436K | – | 0.01 |
| VOLT_21-NP10 (VERICREST OPPORTUNITY LOAN TRUST VOLT_21-NP10) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| VOLT_21-NPL2 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| VOLT_21-NPL3 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| VOLT_21-NPL5 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| VOLT_21-NPL6 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| VSTNA_18-A (VSE VOI MORTGAGE LLC VSTNA_18-A) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| VZMT_22-4 (VERIZON MASTER TRUST VZMT_22-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| VZMT_22-6 (VERIZON MASTER TRUST VZMT_22-) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| VZMT_23-1 (VERIZON MASTER TRUST VZMT_23-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| VZMT_23-2 (VERIZON MASTER TRUST VZMT_23-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| VZMT_23-4 (VERIZON MASTER TRUST VZMT_23-4) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| VZMT_24-1 (VERIZON MASTER TRUST VZMT_24-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| VZMT_24-5 (VERIZON MASTER TRUST VZMT_24-5) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| WAMU_03-AR11 | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.00 |
| WAMU_03-AR5 | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.00 |
| WAMU_03-AR6 | Long | ABS-collateralized bond/debt obligation | US | $51K | – | 0.00 |
| WAMU_03-AR7 | Long | ABS-collateralized bond/debt obligation | US | $82K | – | 0.00 |
| WAMU_04-AR3 | Long | ABS-collateralized bond/debt obligation | US | $36K | – | 0.00 |
| WAMU_04-S3 | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $3M | – | 0.06 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $1M | – | 0.03 |
| WBCMT_04-C12 | Long | ABS-mortgage backed security | US | $712.54 | – | 0.00 |
| WBCMT_06-C24 (WACHOVIA BANK COMMERCIAL MORTGAGE WBCMT_06-C24) | Long | ABS-mortgage backed security | US | $3.69 | – | 0.00 |
| WEEKLEY HOMES LLC | Long | Debt | US | $949K | – | 0.02 |
| WELLS FARGO & COMPANY | Long | Debt | US | $11M | – | 0.22 |
| WELLS FARGO & COMPANY | Long | Debt | US | $5M | – | 0.11 |
| WELLS FARGO & COMPANY | Long | Debt | US | $5M | – | 0.09 |
| WELLS FARGO & COMPANY | Long | Debt | US | $4M | – | 0.09 |
| WELLS FARGO & COMPANY | Long | Debt | US | $4M | – | 0.08 |
| WELLS FARGO & COMPANY | Long | Debt | US | $2M | – | 0.05 |
| WELLS FARGO & COMPANY | Long | Debt | US | $2M | – | 0.03 |
| WELLS FARGO & COMPANY | Long | Debt | US | $2M | – | 0.03 |
| WELLS FARGO & COMPANY | Long | Debt | US | $1M | – | 0.03 |
| WELLS FARGO & COMPANY | Long | Debt | US | $1M | – | 0.03 |
| WELLS FARGO & COMPANY | Long | Debt | US | $857K | – | 0.02 |
| WELLS FARGO & COMPANY | Long | Debt | US | $842K | – | 0.02 |
| WELLS FARGO & COMPANY | Long | Debt | US | $258K | – | 0.01 |
| WESCO DISTRIBUTION INC | Long | Debt | US | $1M | – | 0.02 |
| WFCIT_24-A1 (WELLS FARGO CARD ISSUANCE TRUST WFCIT_24-A1) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| WFCM_21-SAVE (WELLS FARGO COMMERCIAL MORTGAGE WFCM_21-SAVE) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| WFMBS_04-U | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.00 |
| WFNMT_24-A (WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| WILLIAM CARTER COMPANY (THE) (WILLIAM CARTER CO (THE)) | Long | Debt | US | $400K | – | 0.01 |
| WILLIAMS SCOTSMAN INC | Long | Debt | US | $375K | – | 0.01 |
| WILLIAMS SCOTSMAN INTL INC | Long | Debt | US | $165K | – | 0.00 |
| WLAKE_23-4A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| WORKDAY INC | Long | Debt | US | $926K | – | 0.02 |
| WOSAT_23-A (WORLD OMNI SELECT AUTO TRUST WOSAT_23-A) | Long | ABS-mortgage backed security | US | $988K | – | 0.02 |
| WP CAREY INC | Long | Debt | US | $338K | – | 0.01 |
| WP CAREY INC | Long | Debt | US | $336K | – | 0.01 |
| WW GRAINGER INC | Long | Debt | US | $179K | – | 0.00 |
| WYNN LAS VEGAS LLC / CAPITAL CORP (WYMN LAS WYNN LA) | Long | Debt | US | $502K | – | 0.01 |
| WYNN MACAU LTD | Long | Debt | KY | $503K | – | 0.01 |
| WYNN MACAU LTD | Long | Debt | KY | $277K | – | 0.01 |
| WYNN RESORTS FIN LLC/CAPITAL CORP (WYNN RESORTS FINANCE LLC) | Long | Debt | US | $766K | – | 0.02 |
| XCEL ENERGY INC | Long | Debt | US | $78K | – | 0.00 |
| XEROX HOLDINGS CORP | Long | Debt | US | $405K | – | 0.01 |
| XPO INC | Long | Debt | US | $635K | – | 0.01 |
| XPO INC | Long | Debt | US | $327K | – | 0.01 |
| XYLEM INC | Long | Debt | US | $148K | – | 0.00 |
| YALE-NEW HAVEN HLTH SERVICES CORP (YALE NEW HAVEN HEALTH SERVICES CORP) | Long | Debt | US | $195K | – | 0.00 |
| YUM! BRANDS INC (YUM! BRANDS INC.) | Long | Debt | US | $1M | – | 0.02 |
| ZOETIS INC | Long | Debt | US | $318K | – | 0.01 |
| ZOETIS INC | Long | Debt | US | $255K | – | 0.01 |
Address
Columbia Funds Variable Series Trust II
290 Congress Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
Carlton, Pamela G.
Blatz, Kathleen
Beckman, Daniel J.
Batejan, George S.
Yeager, Sandra
Trunow, Natalie A.
Paglia, Catherine James
Moffett, David M.
Lukitsh, Nancy T.
Hacker, Douglas A.
Gallagher, Brian J.
Flynn, Patricia M.
Darragh, Olive
Connaughton, J. Kevin
Carrig, Janet Langford
Transfer Agents
Columbia Management Investment Services Corp.
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
ICE Data Pricing and Reference Data, LLC
PricingDirect Inc.
Bloomberg Finance L.P.
IHS Markit Ltd.
REFINITIV US LLC
Custodians
JPMORGAN CHASE BANK, N.A.
BANCO NACIONAL DE MEXICO, S.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
CACEIS BANK SPAIN, S.A.U.
CITIBANK A.S.
DBS BANK LTD
DEUTSCHE BANK AG
DEUTSCHE BANK AG
EUROCLEAR BANK S.A.
EUROCLEAR BANK S.A.
FIRSTRAND BANK LIMITED
HSBC BANK ARGENTINA S.A.
HSBC BANK MALAYSIA BERHAD
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN S.A. DTVM
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
MIZUHO BANK, LTD.
PT BANK HSBC INDONESIA
ROYAL BANK OF CANADA
STANDARD CHARTERED BANK (THAI) PUBLIC COMPANY LIMITED
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
UNICREDIT BANK AUSTRIA AG
UNICREDIT BANK CZECH REPUBLIC AND SLOVAKIA, A.S.
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Columbia Management Investment Services Corp.
Admins
Columbia Management Investment Advisers, LLC
Brokers
Goldman Sachs
Virtu Americas LLC
Morgan Stanley
Wells Fargo
JPMorgan
Citi
Barclays
UBS
Jefferies LLC
BMO Capital Markets Corp.