LINCOLNTRS > LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
LVIP JPMorgan Core Bond Fund
$1.05B
Avg Monthly Net Assets
$2.24B
Total Assets
$1.08M
Total Liabilities
$2.24B
Net Assets
LVIP JPMorgan Core Bond Fund is an Underlying fund in LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
from LINCOLNTRS,
based in Indiana,
United States of America.
The fund has two share classes
and monthly net assets of $1.05B.
On August 8th, 2024 it reported 2,863 holdings, the largest
being United States Treasury (7.9%), United States Treasury (3.9%) and United States Treasury (1.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Service Class | C000241300 | ||
| Standard Class | C000241301 |
Holdings
From latest NPORT-P, filed August 8th, 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 | $158K | – | 0.01 |
| 7-Eleven Inc | Long | Debt | US | $112K | – | 0.01 |
| 7-Eleven Inc | Long | Debt | US | $91K | – | 0.00 |
| Abbott Laboratories | Long | Debt | US | $661K | – | 0.03 |
| Abbott Laboratories | Long | Debt | US | $602K | – | 0.03 |
| Abbott Laboratories | Long | Debt | US | $361K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.10 |
| AbbVie Inc | Long | Debt | US | $992K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $593K | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $505K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $454K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $453K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $443K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $324K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $185K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $101K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $94K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $57K | – | 0.00 |
| ABN AMRO Bank NV | Long | Debt | NL | $2M | – | 0.08 |
| ABN AMRO Bank NV | Long | Debt | NL | $792K | – | 0.04 |
| ACC Trust 2022-1 | Long | ABS-other | US | $204K | – | 0.01 |
| Adjustable Rate Mortgage Trust 2005-9 | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| AEP Transmission Co LLC | Long | Debt | US | $23K | – | 0.00 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.11 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.06 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.06 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $446K | – | 0.02 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $149K | – | 0.01 |
| Aetna Inc | Long | Debt | US | $261K | – | 0.01 |
| AIB Group PLC | Long | Debt | IE | $877K | – | 0.04 |
| Air Canada 2013-1 Class A Pass Through Trust (AIR CANADA 2013-1A PTT) | Long | Debt | CA | $74K | – | 0.00 |
| Air Canada 2015-1 Class A Pass Through Trust (AIR CANADA 2015-1A PTT) | Long | Debt | CA | $57K | – | 0.00 |
| Air Canada 2017-1 Class A Pass Through Trust (AIR CANADA 2017-1A PTT) | Long | Debt | CA | $119K | – | 0.01 |
| Air Canada 2017-1 Class AA Pass Through Trust (AIR CANADA 2017-1AA PTT) | Long | Debt | CA | $171K | – | 0.01 |
| Alabama Power Co | Long | Debt | US | $65K | – | 0.00 |
| Albemarle Corp | Long | Debt | US | $46K | – | 0.00 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $188K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $105K | – | 0.00 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $93K | – | 0.00 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $22K | – | 0.00 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $201K | – | 0.01 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $189K | – | 0.01 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $172K | – | 0.01 |
| Alternative Loan Trust 2004-2CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| Alternative Loan Trust 2005-20CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Alternative Loan Trust 2005-22T1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Alternative Loan Trust 2005-28CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| Alternative Loan Trust 2005-54CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $1M | – | 0.06 |
| Altria Group Inc | Long | Debt | US | $440K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $3M | – | 0.15 |
| Amazon.com Inc | Long | Debt | US | $2M | – | 0.08 |
| Amazon.com Inc | Long | Debt | US | $978K | – | 0.04 |
| Amazon.com Inc | Long | Debt | US | $632K | – | 0.03 |
| Amazon.com Inc | Long | Debt | US | $464K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $383K | – | 0.02 |
| Amazon.com Inc | Long | Debt | US | $314K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $201K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $126K | – | 0.01 |
| Ameren Illinois Co | Long | Debt | US | $126K | – | 0.01 |
| American Airlines 2014-1 Class A Pass Through Trust (AMER AIRLN 14-1 A PTT) | Long | Debt | US | $24K | – | 0.00 |
| American Airlines 2015-1 Class A Pass Through Trust (AMER AIRLN 15-1 A PTT) | Long | Debt | US | $831K | – | 0.04 |
| American Airlines 2016-3 Class AA Pass Through Trust (AMER AIRLINE 16-3 AA PTT) | Long | Debt | US | $76K | – | 0.00 |
| American Credit Acceptance Receivables Trust 2023-4 | Long | ABS-other | US | $4M | – | 0.17 |
| American Electric Power Co Inc | Long | Debt | US | $222K | – | 0.01 |
| American Express Co | Long | Debt | US | $3M | – | 0.14 |
| American Express Co | Long | Debt | US | $1M | – | 0.06 |
| American Homes 4 Rent 2014-SFR3 Trust | Long | ABS-other | US | $202K | – | 0.01 |
| American Homes 4 Rent 2014-SFR3 Trust | Long | ABS-other | US | $199K | – | 0.01 |
| American Homes 4 Rent 2015-SFR1 Trust | Long | ABS-other | US | $375K | – | 0.02 |
| American Homes 4 Rent 2015-SFR1 Trust | Long | ABS-other | US | $99K | – | 0.00 |
| American Homes 4 Rent 2015-SFR2 Trust | Long | ABS-other | US | $196K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $285K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $224K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $167K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $126K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $84K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $53K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $42K | – | 0.00 |
| American Tower Trust #1 (American Tower Trust I) | Long | Debt | US | $151K | – | 0.01 |
| American Transmission Systems Inc | Long | Debt | US | $200K | – | 0.01 |
| American Water Capital Corp | Long | Debt | US | $159K | – | 0.01 |
| American Water Capital Corp | Long | Debt | US | $41K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $256K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $105K | – | 0.00 |
| AMSR 2020-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $826K | – | 0.04 |
| AMSR 2020-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $963K | – | 0.04 |
| AMSR 2020-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $714K | – | 0.03 |
| AMSR 2020-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $944K | – | 0.04 |
| AMSR 2021-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $4M | – | 0.20 |
| AMSR 2022-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $904K | – | 0.04 |
| Analog Devices Inc | Long | Debt | US | $160K | – | 0.01 |
| ANCHOR MTG TR 2024 RTL1 | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Angel Oak Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $517K | – | 0.02 |
| Angel Oak Mortgage Trust 2022-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Anglo American Capital PLC | Long | Debt | GB | $680K | – | 0.03 |
| Anglo American Capital PLC | Long | Debt | GB | $422K | – | 0.02 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $2M | – | 0.07 |
| ANZ New Zealand Int'l Ltd/London (ANZ NEW ZEALAND INTL/LDN) | Long | Debt | NZ | $303K | – | 0.01 |
| ANZ New Zealand Int'l Ltd/London (ANZ NEW ZEALAND INTL/LDN) | Long | Debt | NZ | $189K | – | 0.01 |
| ANZ New Zealand Int'l Ltd/London (ANZ NEW ZEALAND INTL/LDN) | Long | Debt | NZ | $175K | – | 0.01 |
| Aon North America Inc | Long | Debt | US | $2M | – | 0.08 |
| Aon North America Inc | Long | Debt | US | $1M | – | 0.07 |
| APA Infrastructure Ltd | Long | Debt | AU | $119K | – | 0.01 |
| APA Infrastructure Ltd | Long | Debt | AU | $71K | – | 0.00 |
| Apache Corp | Long | Debt | US | $2M | – | 0.07 |
| Apple Inc | Long | Debt | US | $1M | – | 0.07 |
| Apple Inc | Long | Debt | US | $684K | – | 0.03 |
| Apple Inc | Long | Debt | US | $613K | – | 0.03 |
| Apple Inc | Long | Debt | US | $112K | – | 0.00 |
| Apple Inc | Long | Debt | US | $64K | – | 0.00 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| AREIT 2022-CRE6 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| Arrow Electronics Inc | Long | Debt | US | $44K | – | 0.00 |
| Ascension Health | Long | Debt | US | $169K | – | 0.01 |
| AstraZeneca PLC | Long | Debt | GB | $56K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.05 |
| AT&T Inc | Long | Debt | US | $985K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $867K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $481K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $269K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $227K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $152K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $140K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $107K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $49K | – | 0.00 |
| Athene Global Funding | Long | Debt | US | $485K | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $347K | – | 0.02 |
| Athene Global Funding | Long | Debt | US | $101K | – | 0.00 |
| Atmos Energy Corp | Long | Debt | US | $1M | – | 0.05 |
| Atmos Energy Corp | Long | Debt | US | $1M | – | 0.05 |
| Atmos Energy Corp | Long | Debt | US | $122K | – | 0.01 |
| Atmos Energy Corp | Long | Debt | US | $41K | – | 0.00 |
| AutoZone Inc | Long | Debt | US | $144K | – | 0.01 |
| Avangrid Inc | Long | Debt | US | $71K | – | 0.00 |
| Aviation Capital Group LLC | Long | Debt | US | $174K | – | 0.01 |
| Avid Automobile Receivables Trust 2021-1 | Long | ABS-other | US | $11K | – | 0.00 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.12 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $738K | – | 0.03 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $8M | – | 0.37 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.09 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.08 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $1M | – | 0.07 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $1M | – | 0.05 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $1M | – | 0.05 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $238K | – | 0.01 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $150K | – | 0.01 |
| BAE Systems Holdings Inc | Long | Debt | US | $45K | – | 0.00 |
| BAE Systems PLC | Long | Debt | GB | $162K | – | 0.01 |
| BAE Systems PLC | Long | Debt | GB | $51K | – | 0.00 |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc (BAKER HUGHES LLC/CO-OBL) | Long | Debt | US | $164K | – | 0.01 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $840K | – | 0.04 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $367K | – | 0.02 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $69K | – | 0.00 |
| BAMLL Re-REMIC Trust 2024-FRR3 (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Banc of America Alternative Loan Trust 2004-6 | Long | ABS-mortgage backed security | US | $792.56 | – | 0.00 |
| Banc of America Funding 2004-1 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Banc of America Funding 2005-6 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Banc of America Funding 2005-7 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Banco Nacional de Panama | Long | Debt | PA | $231K | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $3M | – | 0.15 |
| Banco Santander SA | Long | Debt | ES | $630K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $606K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $193K | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $183K | – | 0.01 |
| BANK 2018-BNK14 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $936K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $843K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $725K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $643K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $601K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $589K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $519K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $432K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $351K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $311K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $249K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $218K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $181K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $99K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $94K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $91K | – | 0.00 |
| Bank of Ireland Group PLC | Long | Debt | IE | $1M | – | 0.07 |
| Bank of Ireland Group PLC | Long | Debt | IE | $288K | – | 0.01 |
| Bank of Ireland Group PLC | Long | Debt | IE | $190K | – | 0.01 |
| Bank of Montreal | Long | Debt | CA | $1M | – | 0.06 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $1M | – | 0.05 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $1M | – | 0.05 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $368K | – | 0.02 |
| Bank of Nova Scotia/The | Long | Debt | CA | $2M | – | 0.07 |
| Bank of Nova Scotia/The | Long | Debt | CA | $625K | – | 0.03 |
| Bank of Nova Scotia/The | Long | Debt | CA | $531K | – | 0.02 |
| Bank of Nova Scotia/The | Long | Debt | CA | $384K | – | 0.02 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $754K | – | 0.03 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $225K | – | 0.01 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $762K | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $574K | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $165K | – | 0.01 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $1M | – | 0.05 |
| Bastion Funding I LLC (Bastion Funding LLC) | Long | ABS-other | US | $2M | – | 0.10 |
| BAT Capital Corp | Long | Debt | US | $581K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $570K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $211K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $188K | – | 0.01 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $150K | – | 0.01 |
| Baxalta Inc | Long | Debt | US | $3K | – | 0.00 |
| BB-UBS Trust 2012-SHOW | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| Bear Stearns ARM Trust 2003-7 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Bear Stearns ARM Trust 2006-1 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $300K | – | 0.01 |
| Becton Dickinson & Co | Long | Debt | US | $69K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $65K | – | 0.00 |
| BEDROCK ABS I LLC | Long | ABS-other | US | $841K | – | 0.04 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $777K | – | 0.03 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $162K | – | 0.01 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $54K | – | 0.00 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $653K | – | 0.03 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $219K | – | 0.01 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $206K | – | 0.01 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $195K | – | 0.01 |
| Blackbird Capital II Aircraft Lease Ltd (Blackbird Capital Aircraft) | Long | ABS-other | US | $608K | – | 0.03 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $17K | – | 0.00 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.12 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $947K | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $380K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $296K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $269K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $217K | – | 0.01 |
| Boardwalk Pipelines LP | Long | Debt | US | $149K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $747K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $736K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $687K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $501K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $221K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $209K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $204K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $188K | – | 0.01 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $18K | – | 0.00 |
| Boston Scientific Corp | Long | Debt | US | $46K | – | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $1M | – | 0.06 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $301K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $227K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $219K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $146K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $87K | – | 0.00 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.07 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.06 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.05 |
| BPCE SA | Long | Debt | FR | $591K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $579K | – | 0.03 |
| BPCE SA | Long | Debt | FR | $285K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $250K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $237K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $202K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $200K | – | 0.01 |
| BRAVO Residential Funding Trust 2022-NQM3 | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Bridge 2022-SFR1 Trust (Bridge Trust) | Long | ABS-other | US | $872K | – | 0.04 |
| Bridgecrest Lending Auto Securitization Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.10 |
| Bristol-Myers Squibb Co | Long | Debt | US | $1M | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $675K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $606K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $395K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $116K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $99K | – | 0.00 |
| British Airways 2018-1 Class A Pass Through Trust (BRITISH AIR 18-1 A PTT) | Long | Debt | US | $65K | – | 0.00 |
| British Airways 2018-1 Class AA Pass Through Trust (BRITISH AIR 18-1 AA PTT) | Long | Debt | US | $49K | – | 0.00 |
| British Airways 2019-1 Class AA Pass Through Trust (BRITISH AIR 19-1 AA PTT) | Long | Debt | US | $109K | – | 0.00 |
| Brixmor Operating Partnership LP | Long | Debt | US | $178K | – | 0.01 |
| Brixmor Operating Partnership LP | Long | Debt | US | $86K | – | 0.00 |
| Brixmor Operating Partnership LP | Long | Debt | US | $49K | – | 0.00 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.10 |
| Broadcom Inc | Long | Debt | US | $611K | – | 0.03 |
| Broadcom Inc | Long | Debt | US | $530K | – | 0.02 |
| Broadcom Inc | Long | Debt | US | $317K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $217K | – | 0.01 |
| Brookfield Finance Inc | Long | Debt | CA | $53K | – | 0.00 |
| Brookfield Finance Inc | Long | Debt | CA | $52K | – | 0.00 |
| Brookfield Finance Inc | Long | Debt | CA | $8K | – | 0.00 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $60K | – | 0.00 |
| Brown & Brown Inc | Long | Debt | US | $380K | – | 0.02 |
| Bunge Ltd Finance Corp | Long | Debt | US | $342K | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $811K | – | 0.04 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $124K | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $87K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $74K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $31K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $22K | – | 0.00 |
| Business Jet Securities 2021-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $1M | – | 0.06 |
| BX Commercial Mortgage Trust 2021-SOAR (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $774K | – | 0.03 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BXG Receivables Note Trust 2022-A | Long | ABS-other | US | $560K | – | 0.03 |
| CaixaBank SA | Long | Debt | ES | $392K | – | 0.02 |
| Cameron LNG LLC | Long | Debt | US | $152K | – | 0.01 |
| Campbell Soup Co | Long | Debt | US | $31K | – | 0.00 |
| Canadian Pacific Railway Co | Long | Debt | CA | $171K | – | 0.01 |
| Capital One Financial Corp | Long | Debt | US | $995K | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $191K | – | 0.01 |
| Capital One Financial Corp | Long | Debt | US | $119K | – | 0.01 |
| Capital One Financial Corp | Long | Debt | US | $68K | – | 0.00 |
| Capital One Financial Corp | Long | Debt | US | $39K | – | 0.00 |
| CarMax Auto Owner Trust 2023-4 | Long | ABS-other | US | $486K | – | 0.02 |
| Carrier Global Corp | Long | Debt | US | $51K | – | 0.00 |
| Cars Net Lease Mortgage Notes Series 2020-1 (Capital Automotive LP) | Long | ABS-other | US | $141K | – | 0.01 |
| Carvana Auto Receivables Trust 2023-N1 | Long | ABS-other | US | $4M | – | 0.17 |
| Carvana Auto Receivables Trust 2023-P3 | Long | ABS-other | US | $277K | – | 0.01 |
| Carvana Auto Receivables Trust 2023-P4 | Long | ABS-other | US | $645K | – | 0.03 |
| Cascade MH Asset Trust 2021-MH1 | Long | ABS-other | US | $612K | – | 0.03 |
| CD 2016-CD1 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Celanese US Holdings LLC | Long | Debt | US | $41K | – | 0.00 |
| Cencora Inc | Long | Debt | US | $2M | – | 0.07 |
| CENT Trust 2023-CITY | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $128K | – | 0.01 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $8K | – | 0.00 |
| CenterPoint Energy Inc | Long | Debt | US | $214K | – | 0.01 |
| CFIN 2022-RTL1 Issuer LLC | Long | ABS-other | US | $376K | – | 0.02 |
| CGI Inc | Long | Debt | CA | $295K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $890K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $719K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $372K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $316K | – | 0.01 |
| Cheniere Energy Inc | Long | Debt | US | $711K | – | 0.03 |
| Chevron Corp | Long | Debt | US | $314K | – | 0.01 |
| Chevron Corp | Long | Debt | US | $281K | – | 0.01 |
| Chevron Corp | Long | Debt | US | $185K | – | 0.01 |
| Chevron USA Inc | Long | Debt | US | $485K | – | 0.02 |
| Children's Hospital/DC | Long | Debt | US | $116K | – | 0.01 |
| Chile Government International Bonds | Long | Debt | CL | $573K | – | 0.03 |
| CHL Mortgage Pass-Through Trust 2004-7 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2004-HYB1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2004-HYB3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-16 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-22 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Chubb INA Holdings LLC | Long | Debt | US | $435K | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $615K | – | 0.03 |
| Cigna Group/The | Long | Debt | US | $82K | – | 0.00 |
| CIM Trust 2021-R6 | Long | ABS-mortgage backed security | US | $678K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2014-GC25 | Long | ABS-mortgage backed security | US | $675K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $555K | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2016-P6 | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| Citigroup Global Markets Mortgage Securities VII Inc (Salomon Brothers Mortgage Securities VII) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Citigroup Global Markets Mortgage Securities VII Inc (Salomon Brothers Mortgage Securities VII) | Long | ABS-mortgage backed security | US | $42.84 | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $8M | – | 0.34 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.14 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $715K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $577K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $521K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $500K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $403K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $295K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $193K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $188K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $77K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $71K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $71K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $63K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $52K | – | 0.00 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $626.69 | – | 0.00 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $305K | – | 0.01 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $61K | – | 0.00 |
| CMS Energy Corp | Long | Debt | US | $44K | – | 0.00 |
| CNO Global Funding | Long | Debt | US | $2M | – | 0.11 |
| Coca-Cola Femsa SAB de CV (COCA-COLA FEMSA SAB CV) | Long | Debt | MX | $167K | – | 0.01 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $1M | – | 0.06 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $828K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.10 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.07 |
| Comcast Corp | Long | Debt | US | $812K | – | 0.04 |
| Comcast Corp | Long | Debt | US | $746K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $575K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $524K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $290K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $282K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $156K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $119K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $89K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $86K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $45K | – | 0.00 |
| Comision Federal de Electricidad | Long | Debt | MX | $552K | – | 0.02 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| COMM 2015-CCRE23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $313K | – | 0.01 |
| COMM 2015-CCRE25 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $729K | – | 0.03 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $482K | – | 0.02 |
| CommonSpirit Health | Long | Debt | US | $138K | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $126K | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $106K | – | 0.00 |
| Commonwealth Edison Co | Long | Debt | US | $22K | – | 0.00 |
| Conagra Brands Inc | Long | Debt | US | $33K | – | 0.00 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $230K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $156K | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $44K | – | 0.00 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $38K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $478K | – | 0.02 |
| Constellation Brands Inc | Long | Debt | US | $371K | – | 0.02 |
| Constellation Brands Inc | Long | Debt | US | $82K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $54K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $23K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $19K | – | 0.00 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $2M | – | 0.11 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $1M | – | 0.05 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $350K | – | 0.02 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $305K | – | 0.01 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $244K | – | 0.01 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $103K | – | 0.00 |
| Continental Airlines 2012-2 Class A Pass Through Trust (CONTL AIRLINES 2012-2 A) | Long | Debt | US | $12K | – | 0.00 |
| Continental Finance Credit Card ABS Master Trust (Continental Finance Credit Credit Card ABS Master Trust) | Long | ABS-other | US | $906K | – | 0.04 |
| Continental Resources Inc/OK | Long | Debt | US | $1M | – | 0.07 |
| Continental Resources Inc/OK | Long | Debt | US | $20K | – | 0.00 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $3M | – | 0.12 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $573K | – | 0.03 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $443K | – | 0.02 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $433K | – | 0.02 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $444K | – | 0.02 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $270K | – | 0.01 |
| Corebridge Financial Inc | Long | Debt | US | $177K | – | 0.01 |
| Corebridge Financial Inc | Long | Debt | US | $122K | – | 0.01 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $276K | – | 0.01 |
| CoreVest American Finance 2019-2Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $450K | – | 0.02 |
| Corevest American Finance 2019-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $623K | – | 0.03 |
| CoreVest American Finance 2020-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $683K | – | 0.03 |
| Corning Inc | Long | Debt | US | $213K | – | 0.01 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $891K | – | 0.04 |
| Costco Wholesale Corp | Long | Debt | US | $845K | – | 0.04 |
| Costco Wholesale Corp | Long | Debt | US | $305K | – | 0.01 |
| Cox Communications Inc | Long | Debt | US | $107K | – | 0.00 |
| Cox Communications Inc | Long | Debt | US | $64K | – | 0.00 |
| CPS Auto Receivables Trust 2022-D (CPS Auto Trust) | Long | ABS-other | US | $897K | – | 0.04 |
| CPS Auto Receivables Trust 2023-D (CPS Auto Trust) | Long | ABS-other | US | $4M | – | 0.17 |
| Credit Acceptance Auto Loan Trust 2022-3 | Long | ABS-other | US | $932K | – | 0.04 |
| Credit Acceptance Auto Loan Trust 2023-2 | Long | ABS-other | US | $999K | – | 0.04 |
| Credit Acceptance Auto Loan Trust 2023-3 | Long | ABS-other | US | $708K | – | 0.03 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $4M | – | 0.18 |
| Credit Agricole SA | Long | Debt | FR | $2M | – | 0.07 |
| Credit Agricole SA | Long | Debt | FR | $436K | – | 0.02 |
| Credit Agricole SA | Long | Debt | FR | $373K | – | 0.02 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $1M | – | 0.05 |
| Crown Castle Inc | Long | Debt | US | $672K | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $23K | – | 0.00 |
| Crown Castle Towers LLC | Long | Debt | US | $59K | – | 0.00 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $774K | – | 0.03 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| CSMC 2020-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $706K | – | 0.03 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $802K | – | 0.04 |
| CSMC 2021-AFC1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $587K | – | 0.03 |
| CSMC 2021-NQM3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| CSMC 2021-NQM7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $468K | – | 0.02 |
| CSMC 2021-NQM8 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| CSMC 2021-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CSMC 2021-RPL2Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| CSMC 2021-RPL6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $869K | – | 0.04 |
| CSMC 2022-JR1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| CSMC 2022-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| CSMC Series 2019-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $814K | – | 0.04 |
| CSMC Trust 2018-J1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| CSX Corp | Long | Debt | US | $96K | – | 0.00 |
| CSX Corp | Long | Debt | US | $50K | – | 0.00 |
| CSX Corp | Long | Debt | US | $7K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.08 |
| CVS Health Corp | Long | Debt | US | $1M | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $739K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $681K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $540K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $474K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $322K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $221K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $144K | – | 0.01 |
| CVS Pass-Through Trust | Long | Debt | US | $59K | – | 0.00 |
| CVS Pass-Through Trust | Long | Debt | US | $54K | – | 0.00 |
| CVS Pass-Through Trust Series 2009 (CVS PASS THRU TR 2009) | Long | Debt | US | $56K | – | 0.00 |
| CVS Pass-Through Trust Series 2013 (CVS PASS-THROUGH TR 2013) | Long | Debt | US | $118K | – | 0.01 |
| CWABS Inc Asset-Backed Certificates Series 2004-1 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $5K | – | 0.00 |
| CWABS Inc Asset-Backed Certificates Series 2004-1 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $2K | – | 0.00 |
| CWABS Inc Asset-Backed Certificates Series 2004-1 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $997.47 | – | 0.00 |
| CWHEQ Revolving Home Equity Loan Trust Series 2006-I (Countrywide Home Equity Loan Trust) | Long | ABS-other | US | $389K | – | 0.02 |
| Danske Bank A/S | Long | Debt | DK | $1000K | – | 0.04 |
| Danske Bank A/S | Long | Debt | DK | $973K | – | 0.04 |
| Danske Bank A/S | Long | Debt | DK | $345K | – | 0.02 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $603K | – | 0.03 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $668K | – | 0.03 |
| Deephaven Residential Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $289K | – | 0.01 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $289K | – | 0.01 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $129K | – | 0.01 |
| Delmarva Power & Light Co (DELMARVA PWR & LIGHT CO) | Long | Debt | US | $40K | – | 0.00 |
| Delta Air Lines 2015-1 Class AA Pass Through Trust (DELTA AIR LINES 2015-1AA) | Long | Debt | US | $240K | – | 0.01 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $2M | – | 0.07 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $573K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.07 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.05 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $984K | – | 0.04 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $324K | – | 0.01 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $195K | – | 0.01 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $155K | – | 0.01 |
| Deutsche Telekom International Finance BV (DEUTSCHE TELEKOM INT FIN) | Long | Debt | NL | $137K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $874K | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $616K | – | 0.03 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $571K | – | 0.03 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $126K | – | 0.01 |
| DH Europe Finance II Sarl | Long | Debt | LU | $145K | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $1M | – | 0.06 |
| Diamondback Energy Inc | Long | Debt | US | $1M | – | 0.05 |
| Diversified ABS Phase VIII LLC (Diversified ABS VIII LLC) | Long | ABS-other | US | $1M | – | 0.06 |
| DNB Bank ASA | Long | Debt | NO | $293K | – | 0.01 |
| DOC DR LLC | Long | Debt | US | $108K | – | 0.00 |
| Dow Chemical Co/The | Long | Debt | US | $14K | – | 0.00 |
| DP Lion Holdco LLC | Long | ABS-other | US | $2M | – | 0.09 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $3M | – | 0.13 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $855K | – | 0.04 |
| Drive Auto Receivables Trust 2020-2 | Long | ABS-other | US | $419K | – | 0.02 |
| DT Auto Owner Trust 2022-3 | Long | ABS-other | US | $915K | – | 0.04 |
| DT Auto Owner Trust 2022-3 | Long | ABS-other | US | $773K | – | 0.03 |
| DT Auto Owner Trust 2023-2 | Long | ABS-other | US | $953K | – | 0.04 |
| DTE Electric Co | Long | Debt | US | $361K | – | 0.02 |
| DTE Electric Securitization Funding II LLC (DTE ELECT SECUR FND II) | Long | Debt | US | $1M | – | 0.05 |
| DTE Energy Co | Long | Debt | US | $345K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $1M | – | 0.07 |
| Duke Energy Corp | Long | Debt | US | $893K | – | 0.04 |
| Duke Energy Corp | Long | Debt | US | $226K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $95K | – | 0.00 |
| Duke Energy Ohio Inc | Long | Debt | US | $34K | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $40K | – | 0.00 |
| DuPont de Nemours Inc | Long | Debt | US | $371K | – | 0.02 |
| Duquesne Light Holdings Inc | Long | Debt | US | $177K | – | 0.01 |
| Duquesne Light Holdings Inc | Long | Debt | US | $150K | – | 0.01 |
| Eastern Gas Transmission & Storage Inc | Long | Debt | US | $97K | – | 0.00 |
| Eaton Corp | Long | Debt | US | $663K | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $2M | – | 0.10 |
| Ecopetrol SA | Long | Debt | CO | $38K | – | 0.00 |
| Edison International | Long | Debt | US | $281K | – | 0.01 |
| EFS Volunteer No 2 LLC | Long | ABS-other | US | $812K | – | 0.04 |
| Electricite de France SA | Long | Debt | FR | $965K | – | 0.04 |
| Element Fleet Management Corp | Long | Debt | CA | $1M | – | 0.05 |
| Element Fleet Management Corp | Long | Debt | CA | $238K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $557K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $411K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $327K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $315K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $53K | – | 0.00 |
| Eli Lilly & Co | Long | Debt | US | $195K | – | 0.01 |
| Ellington Financial Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $594K | – | 0.03 |
| Emera US Finance LP | Long | Debt | US | $107K | – | 0.00 |
| Emerson Electric Co | Long | Debt | US | $704K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $2M | – | 0.08 |
| Enbridge Inc | Long | Debt | CA | $262K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.16 |
| Energy Transfer LP | Long | Debt | US | $599K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $338K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $323K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $59K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $45K | – | 0.00 |
| Eni USA Inc | Long | Debt | US | $53K | – | 0.00 |
| Entergy Corp | Long | Debt | US | $20K | – | 0.00 |
| Entergy Louisiana LLC | Long | Debt | US | $79K | – | 0.00 |
| Entergy Louisiana LLC | Long | Debt | US | $55K | – | 0.00 |
| Entergy Louisiana LLC | Long | Debt | US | $36K | – | 0.00 |
| Entergy Louisiana LLC | Long | Debt | US | $33K | – | 0.00 |
| Entergy Mississippi LLC | Long | Debt | US | $100K | – | 0.00 |
| Entergy Texas Inc | Long | Debt | US | $100K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $406K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $243K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $169K | – | 0.01 |
| EQT Corp | Long | Debt | US | $722K | – | 0.03 |
| EQT Corp | Long | Debt | US | $57K | – | 0.00 |
| Equinix Inc | Long | Debt | US | $410K | – | 0.02 |
| Equinix Inc | Long | Debt | US | $269K | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $181K | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $12K | – | 0.00 |
| Essex Portfolio LP | Long | Debt | US | $416K | – | 0.02 |
| Essex Portfolio LP | Long | Debt | US | $159K | – | 0.01 |
| Essex Portfolio LP | Long | Debt | US | $120K | – | 0.01 |
| Evergy Inc | Long | Debt | US | $152K | – | 0.01 |
| Evergy Metro Inc | Long | Debt | US | $40K | – | 0.00 |
| Evergy Missouri West Storm Funding I LLC (EVERGY MISSOURI W STORM) | Long | Debt | US | $2M | – | 0.07 |
| Eversource Energy | Long | Debt | US | $266K | – | 0.01 |
| Exelon Corp | Long | Debt | US | $298K | – | 0.01 |
| Exeter Automobile Receivables Trust 2019-4 | Long | ABS-other | US | $96K | – | 0.00 |
| Exeter Automobile Receivables Trust 2022-6 | Long | ABS-other | US | $1M | – | 0.05 |
| Exeter Automobile Receivables Trust 2023-5 | Long | ABS-other | US | $2M | – | 0.08 |
| Exeter Automobile Receivables Trust 2024-2 | Long | ABS-other | US | $4M | – | 0.19 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $952K | – | 0.04 |
| Extra Space Storage LP | Long | Debt | US | $1M | – | 0.05 |
| Extra Space Storage LP | Long | Debt | US | $249K | – | 0.01 |
| Extra Space Storage LP | Long | Debt | US | $141K | – | 0.01 |
| Extra Space Storage LP | Long | Debt | US | $103K | – | 0.00 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $411K | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $358K | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $308K | – | 0.01 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $76K | – | 0.00 |
| F&G Annuities & Life Inc | Long | Debt | US | $623K | – | 0.03 |
| F&G Global Funding | Long | Debt | US | $1M | – | 0.05 |
| F&G Global Funding | Long | Debt | US | $170K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $922K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $798K | – | 0.04 |
| Fannie Mae Grantor Trust 2017-T1 (FannieMae Grantor Trust) | Long | ABS-mortgage backed security | US | $623K | – | 0.03 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $997K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $986K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $982K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $982K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $979K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $978K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $969K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $965K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $961K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $959K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $957K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $956K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $953K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $941K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $932K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $927K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $920K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $910K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $909K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $901K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $899K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $889K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $884K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $880K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $875K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $872K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $865K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $864K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $850K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $847K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $847K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $846K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $844K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $842K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $828K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $818K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $807K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $807K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $806K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $806K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $804K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $802K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $801K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $800K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $793K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $792K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $790K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $790K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $786K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $779K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $778K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $774K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $773K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $759K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $759K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $759K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $757K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $752K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $748K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $742K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $731K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $727K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $725K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $724K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $721K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $715K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $715K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $707K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $693K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $690K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $690K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $690K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $687K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $682K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $680K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $672K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $671K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $671K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $671K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $668K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $659K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $654K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $636K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $633K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $627K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $617K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $614K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $609K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $608K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $607K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $594K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $593K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $592K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $587K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $587K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $576K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $544K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $539K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $535K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $534K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $532K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $523K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $523K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $515K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $514K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $511K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $507K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $506K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $506K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $502K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $501K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $490K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $488K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $484K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $484K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $480K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $479K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $477K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $472K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $466K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $459K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $453K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $453K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $452K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $449K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $448K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $448K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $443K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $442K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $439K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $438K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $438K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $438K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $436K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $431K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $430K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $425K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $414K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $413K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $407K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $406K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $401K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $395K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $395K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $394K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $390K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $387K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $365K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $361K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $350K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $349K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $349K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $343K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $341K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $341K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $337K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $331K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $327K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $326K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $319K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $296K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $267K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $206K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $464 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $417.96 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $258.9 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $185.29 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $153.58 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $123.68 | – | 0.00 |
| Fannie Mae Principal Strip (FNMA PRIN STRIPS) | Long | Debt | US | $531K | – | 0.02 |
| Fannie Mae REMIC Trust 1999-W1 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMIC Trust 1999-W4 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae REMIC Trust 2002-W7 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae REMIC Trust 2003-W1 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Fannie Mae REMIC Trust 2003-W1 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $949K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $948K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $745K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $727K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $656K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $564K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $440K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $380K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $797.95 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $680.06 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $554.52 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $539.3 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $500.13 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $328.59 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $328.58 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $314.15 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $268.76 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $139.12 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $59.44 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $46.18 | – | 0.00 |
| Fannie Mae Trust 2004-W2 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $9M | – | 0.41 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $837K | – | 0.04 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $628K | – | 0.03 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $455K | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $434K | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $392K | – | 0.02 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $281K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $202K | – | 0.01 |
| Fells Point Funding Trust | Long | Debt | US | $1M | – | 0.07 |
| FHF Issuer Trust 2023-2 (First Help Financial LLC) | Long | ABS-other | US | $2M | – | 0.11 |
| Fidelity & Guaranty Life Holdings Inc | Long | Debt | US | $57K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2005-FA8 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| First Investors Auto Owner Trust 2023-1 | Long | ABS-other | US | $4M | – | 0.18 |
| FirstEnergy Corp | Long | Debt | US | $2M | – | 0.07 |
| FirstEnergy Corp | Long | Debt | US | $235K | – | 0.01 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $18K | – | 0.00 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $1M | – | 0.05 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $763K | – | 0.03 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $810K | – | 0.04 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $5M | – | 0.21 |
| FirstKey Homes 2022-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $836K | – | 0.04 |
| FirstKey Homes 2022-SFR3 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $757K | – | 0.03 |
| Fiserv Inc | Long | Debt | US | $67K | – | 0.00 |
| Fiserv Inc | Long | Debt | US | $53K | – | 0.00 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $295K | – | 0.01 |
| Flex Intermediate Holdco LLC | Long | Debt | US | $94K | – | 0.00 |
| Florida Power & Light Co | Long | Debt | US | $202K | – | 0.01 |
| Florida Power & Light Co | Long | Debt | US | $50K | – | 0.00 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $6M | – | 0.25 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $3M | – | 0.12 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $2M | – | 0.07 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $1M | – | 0.06 |
| Ford Foundation/The | Long | Debt | US | $52K | – | 0.00 |
| Fortis Inc/Canada | Long | Debt | CA | $118K | – | 0.01 |
| Foundation Finance Trust 2020-1 | Long | ABS-other | US | $126K | – | 0.01 |
| Foundation Finance Trust 2023-2 | Long | ABS-other | US | $3M | – | 0.13 |
| Foundry JV Holdco LLC | Long | Debt | US | $2M | – | 0.11 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $770K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $501K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $223.45 | – | 0.00 |
| Freddie Mac Multifamily Structured Credit Risk (Multifamily Structured Credit Risk) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $969K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $945K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $931K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $931K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $801K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $741K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $563K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $439K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $277K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $734K | – | 0.03 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $993.79 | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $984K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $956K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $941K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $922K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $908K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $887K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $876K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $868K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $855K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $851K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $825K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $814K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $802K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $798K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $763K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $760K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $726K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $706K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $688K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $687K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $647K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $642K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $631K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $626K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $626K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $622K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $618K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $587K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $554K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $543K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $530K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $524K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $521K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $518K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $516K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $514K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $510K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $492K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $490K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $478K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $475K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $471K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $463K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $462K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $462K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $452K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $448K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $448K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $435K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $428K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $416K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $391K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $371K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $362K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $361K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $355K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $352K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $347K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $332K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $312K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $303K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $448K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $404K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $390K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $384K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $830.62 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $573.48 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $547.99 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $449.62 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $399.31 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $304.19 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $287.25 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $270.04 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $140.77 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $72.51 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $23.64 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $19.97 | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $643K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2023-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $735K | – | 0.03 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREMF 2014-K40 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| FREMF 2015-K44 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $631K | – | 0.03 |
| FREMF 2015-K45 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $493K | – | 0.02 |
| FREMF 2016-K59 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| FREMF 2018-K730 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $542K | – | 0.02 |
| FREMF 2019-K102 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $668K | – | 0.03 |
| FREMF 2019-KBF3 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FW ENERGY ASSET ISSUER LLC | Long | ABS-other | US | $3M | – | 0.15 |
| FW ENERGY ASSET ISSUER LLC | Long | ABS-other | US | $1M | – | 0.05 |
| GAIF Bond Issuer Pty Ltd (GAIF BOND ISSUER P/L) | Long | Debt | AU | $76K | – | 0.00 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $183K | – | 0.01 |
| Galton Funding Mortgage Trust 2017-1 (GMRF Mortgage Acquisition Co., LLC) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GAM RE-REMIC TRUST 2021-FRR2 (Gam Resecuritization Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GCAT 2019-NQM2 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| General Dynamics Corp | Long | Debt | US | $44K | – | 0.00 |
| General Motors Co | Long | Debt | US | $240K | – | 0.01 |
| General Motors Co | Long | Debt | US | $157K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $812K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $730K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $691K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $265K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $216K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $177K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $109K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $80K | – | 0.00 |
| Gilead Sciences Inc | Long | Debt | US | $214K | – | 0.01 |
| Gilead Sciences Inc | Long | Debt | US | $156K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $491K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $491K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $458K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $822.67 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $755.53 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $486.75 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $426.96 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $376.73 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $314.84 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $53.51 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $999K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $995K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $990K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $985K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $963K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $959K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $942K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $929K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $910K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $881K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $861K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $836K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $834K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $810K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $802K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $790K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $781K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $777K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $741K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $715K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $695K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $671K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $651K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $636K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $631K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $629K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $607K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $576K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $575K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $573K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $562K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $556K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $555K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $554K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $554K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $553K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $551K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $542K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $541K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $517K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $505K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $501K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $494K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $480K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $478K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $460K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $457K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $425K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $417K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $414K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $408K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $407K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $403K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $397K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $394K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $390K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $387K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $380K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $376K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $376K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $358K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $352K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $346K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $345K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $313.03 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $165.4 | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.04 |
| Glencore Funding LLC | Long | Debt | US | $634K | – | 0.03 |
| Glencore Funding LLC | Long | Debt | US | $386K | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $212K | – | 0.01 |
| Global Payments Inc | Long | Debt | US | $90K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $77K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $42K | – | 0.00 |
| GLS Auto Receivables Issuer Trust 2023-3 (GLS Auto Receivables Trust) | Long | ABS-other | US | $524K | – | 0.02 |
| GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $5M | – | 0.20 |
| GLS Auto Select Receivables Trust 2023-2 | Long | ABS-other | US | $4M | – | 0.19 |
| GMACM Mortgage Loan Trust 2005-AR3 (GMAC Mortgage Corporation Loan Trust) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.13 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.12 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $931K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $727K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $701K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $571K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $463K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $407K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $351K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $340K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $330K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $281K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $258K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $190K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $185K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $180K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $136K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $78K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $43K | – | 0.00 |
| GOODGREEN 2017 R1 (Goodgreen Trust) | Long | ABS-other | US | $60K | – | 0.00 |
| Goodgreen 2017-1 Trust (Goodgreen Trust) | Long | ABS-other | US | $26K | – | 0.00 |
| Goodgreen 2017-2 Trust (Goodgreen Trust) | Long | ABS-other | KY | $105K | – | 0.00 |
| Goodgreen 2019-2 (Goodgreen Trust) | Long | ABS-other | KY | $181K | – | 0.01 |
| GoodLeap Sustainable Home Solutions Trust 2022-1 (GoodLeap Sustainable Home Improvement Loan Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| Goodman US Finance Three LLC (GOODMAN US FIN THREE) | Long | Debt | US | $40K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $818K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $728K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $669K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $614K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $563K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $446K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $864.22 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $505.25 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $290.75 | – | 0.00 |
| Granite Park Equipment Leasing 2023-1 LLC (Granite Park Equipment Leasing LLC) | Long | ABS-other | US | $3M | – | 0.13 |
| Graphic Packaging International LLC | Long | Debt | US | $263K | – | 0.01 |
| Gray Oak Pipeline LLC | Long | Debt | US | $350K | – | 0.02 |
| Gray Oak Pipeline LLC | Long | Debt | US | $158K | – | 0.01 |
| GS Mortgage Securities Corp Trust 2013-PEMB (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GS Mortgage Securities Corp Trust 2021-ROSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $381K | – | 0.02 |
| GSR Mortgage Loan Trust 2004-13F | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GSR Mortgage Loan Trust 2004-6F | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GSR Mortgage Loan Trust 2004-6F | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GTP Acquisition Partners I LLC | Long | Debt | US | $66K | – | 0.00 |
| Guardian Life Global Funding (GUARDIAN LIFE GLOB FUND) | Long | Debt | US | $230K | – | 0.01 |
| Guardian Life Insurance Co of America/The | Long | Debt | US | $18K | – | 0.00 |
| Hackensack Meridian Health Inc (HACKENSACK MERIDIAN HLTH) | Long | Debt | US | $273K | – | 0.01 |
| Hackensack Meridian Health Inc (HACKENSACK MERIDIAN HLTH) | Long | Debt | US | $151K | – | 0.01 |
| Haleon US Capital LLC | Long | Debt | US | $789K | – | 0.04 |
| Haleon US Capital LLC | Long | Debt | US | $573K | – | 0.03 |
| Haleon US Capital LLC | Long | Debt | US | $563K | – | 0.03 |
| Halliburton Co | Long | Debt | US | $199K | – | 0.01 |
| Halliburton Co | Long | Debt | US | $66K | – | 0.00 |
| Halliburton Co | Long | Debt | US | $29K | – | 0.00 |
| Halliburton Co | Long | Debt | US | $20K | – | 0.00 |
| Hardee's Funding LLC (CKE Restaurants Holdings Inc) | Long | ABS-other | US | $2M | – | 0.09 |
| Hartford Financial Services Group Inc/The (HARTFORD FINL SVCS GRP) | Long | Debt | US | $59K | – | 0.00 |
| HCA Inc | Long | Debt | US | $226K | – | 0.01 |
| HCA Inc | Long | Debt | US | $116K | – | 0.01 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $271K | – | 0.01 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $126K | – | 0.01 |
| Healthpeak OP LLC | Long | Debt | US | $291K | – | 0.01 |
| Healthpeak OP LLC | Long | Debt | US | $122K | – | 0.01 |
| Healthpeak OP LLC | Long | Debt | US | $80K | – | 0.00 |
| Hero Funding 2017-3 (HERO Funding Trust) | Long | ABS-other | KY | $69K | – | 0.00 |
| HERO Funding Trust 2016-3 | Long | ABS-other | US | $16K | – | 0.00 |
| HERO Funding Trust 2017-1A | Long | ABS-other | US | $53K | – | 0.00 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $2M | – | 0.07 |
| HF Sinclair Corp | Long | Debt | US | $138K | – | 0.01 |
| HGI CRE CLO 2021-FL1 Ltd (HGI CRE CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $540K | – | 0.02 |
| High Street Funding Trust I (HIGH STREET FNDG TRUST I) | Long | Debt | US | $779K | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $1M | – | 0.07 |
| Home Depot Inc/The | Long | Debt | US | $483K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $413K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $300K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $174K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $71K | – | 0.00 |
| Home Partners of America 2020-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $685K | – | 0.03 |
| Home RE 2022-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | US | $326K | – | 0.01 |
| Honeywell International Inc | Long | Debt | US | $1M | – | 0.05 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.09 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $333K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $260K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $256K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $251K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $176K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $128K | – | 0.01 |
| Humana Inc | Long | Debt | US | $1M | – | 0.06 |
| Humana Inc | Long | Debt | US | $899K | – | 0.04 |
| Humana Inc | Long | Debt | US | $761K | – | 0.03 |
| Humana Inc | Long | Debt | US | $109K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $1M | – | 0.06 |
| Hyundai Capital America | Long | Debt | US | $191K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $189K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $133K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $119K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $108K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $42K | – | 0.00 |
| Impac CMB Trust Series 2007-A | Long | ABS-mortgage backed security | US | $906K | – | 0.04 |
| Impac Secured Assets Trust 2006-1 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| ING Groep NV | Long | Debt | NL | $193K | – | 0.01 |
| Intel Corp | Long | Debt | US | $172K | – | 0.01 |
| Intel Corp | Long | Debt | US | $30K | – | 0.00 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $258K | – | 0.01 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $209K | – | 0.01 |
| Intuit Inc | Long | Debt | US | $351K | – | 0.02 |
| Intuit Inc | Long | Debt | US | $111K | – | 0.00 |
| ITC Holdings Corp | Long | Debt | US | $88K | – | 0.00 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $551K | – | 0.02 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $478K | – | 0.02 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $85K | – | 0.00 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $435K | – | 0.02 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $83K | – | 0.00 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $39K | – | 0.00 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $31K | – | 0.00 |
| John Deere Owner Trust 2023-B | Long | ABS-other | US | $1M | – | 0.05 |
| Johnson & Johnson | Long | Debt | US | $928K | – | 0.04 |
| Jonah Energy Abs I LLC (Jonah Energy LLC) | Long | ABS-other | US | $400K | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $970K | – | 0.04 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-MKST (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $807K | – | 0.04 |
| JP Morgan Mortgage Trust 2006-A2 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| JP Morgan Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| JP Morgan Mortgage Trust 2018-4 | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2015-C33 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $2M | – | 0.08 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $779K | – | 0.03 |
| KBC Group NV | Long | Debt | BE | $540K | – | 0.02 |
| Kellanova | Long | Debt | US | $281K | – | 0.01 |
| Kenvue Inc | Long | Debt | US | $920K | – | 0.04 |
| KeyCorp | Long | Debt | US | $50K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $406K | – | 0.02 |
| Kinder Morgan Inc | Long | Debt | US | $1M | – | 0.05 |
| Kinder Morgan Inc | Long | Debt | US | $513K | – | 0.02 |
| Kinder Morgan Inc | Long | Debt | US | $306K | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $62K | – | 0.00 |
| KLA Corp | Long | Debt | US | $508K | – | 0.02 |
| KLA Corp | Long | Debt | US | $106K | – | 0.00 |
| Kraft Heinz Foods Co | Long | Debt | US | $177K | – | 0.01 |
| Kraft Heinz Foods Co | Long | Debt | US | $124K | – | 0.01 |
| Kroger Co/The | Long | Debt | US | $425K | – | 0.02 |
| Kroger Co/The | Long | Debt | US | $17K | – | 0.00 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $1M | – | 0.05 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $418K | – | 0.02 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $296K | – | 0.01 |
| LAD Auto Receivables Trust 2023-2 | Long | ABS-other | US | $3M | – | 0.11 |
| Lear Corp | Long | Debt | US | $90K | – | 0.00 |
| Leidos Inc | Long | Debt | US | $151K | – | 0.01 |
| Leidos Inc | Long | Debt | US | $99K | – | 0.00 |
| Lending Funding Trust 2020-2 (Lendmark Funding Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| Lending Funding Trust 2020-2 (Lendmark Funding Trust) | Long | ABS-other | US | $923K | – | 0.04 |
| Lendmark Funding Trust 2021-1 | Long | ABS-other | US | $4M | – | 0.18 |
| Lendmark Funding Trust 2022-1 | Long | ABS-other | US | $1M | – | 0.05 |
| Lennox International Inc | Long | Debt | US | $516K | – | 0.02 |
| Liberty Mutual Group Inc | Long | Debt | US | $151K | – | 0.01 |
| Liberty Mutual Group Inc | Long | Debt | US | $26K | – | 0.00 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.06 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $228K | – | 0.01 |
| Lloyds Banking Group PLC | Long | Debt | GB | $219K | – | 0.01 |
| Lloyds Banking Group PLC | Long | Debt | GB | $197K | – | 0.01 |
| Lloyds Banking Group PLC | Long | Debt | GB | $196K | – | 0.01 |
| Lockheed Martin Corp | Long | Debt | US | $1M | – | 0.06 |
| Lockheed Martin Corp | Long | Debt | US | $601K | – | 0.03 |
| Long Beach Mortgage Loan Trust 2003-4 | Long | ABS-other | US | $1K | – | 0.00 |
| Long Beach Mortgage Loan Trust 2004-1 | Long | ABS-other | US | $18K | – | 0.00 |
| LSEGA Financing PLC | Long | Debt | GB | $426K | – | 0.02 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $168K | – | 0.01 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $75K | – | 0.00 |
| Macquarie Bank Ltd | Long | Debt | AU | $166K | – | 0.01 |
| Macquarie Group Ltd | Long | Debt | AU | $330K | – | 0.01 |
| Macquarie Group Ltd | Long | Debt | AU | $216K | – | 0.01 |
| Macquarie Group Ltd | Long | Debt | AU | $197K | – | 0.01 |
| Marlette Funding Trust 2021-3 | Long | ABS-other | US | $1M | – | 0.06 |
| Martin Marietta Materials Inc | Long | Debt | US | $95K | – | 0.00 |
| Martin Marietta Materials Inc | Long | Debt | US | $50K | – | 0.00 |
| Marvell Technology Inc | Long | Debt | US | $388K | – | 0.02 |
| Masco Corp | Long | Debt | US | $85K | – | 0.00 |
| Masco Corp | Long | Debt | US | $74K | – | 0.00 |
| Massachusetts Electric Co | Long | Debt | US | $43K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2004-13 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MASTR Alternative Loan Trust 2003-9 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| MASTR Alternative Loan Trust 2004-10 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $386 | – | 0.00 |
| MASTR Alternative Loan Trust 2004-6 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| MASTR Alternative Loan Trust 2004-7 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MASTR Alternative Loan Trust 2004-8 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $88.69 | – | 0.00 |
| MASTR Asset Securitization Trust 2003-11 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| MASTR Asset Securitization Trust 2003-12 | Long | ABS-mortgage backed security | US | $0 | – | – |
| MASTR Asset Securitization Trust 2004-6 | Long | ABS-mortgage backed security | US | $81.44 | – | 0.00 |
| Mastr Resecuritization Trust 2005-PO | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| McCormick & Co Inc/MD | Long | Debt | US | $296K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $953K | – | 0.04 |
| McDonald's Corp | Long | Debt | US | $399K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $57K | – | 0.00 |
| Medtronic Inc | Long | Debt | US | $90K | – | 0.00 |
| Memorial Health Services | Long | Debt | US | $182K | – | 0.01 |
| Merchants Fleet Funding LLC | Long | ABS-other | US | $4M | – | 0.16 |
| Merck & Co Inc | Long | Debt | US | $207K | – | 0.01 |
| Merck & Co Inc | Long | Debt | US | $161K | – | 0.01 |
| Merck & Co Inc | Long | Debt | US | $121K | – | 0.01 |
| Merck & Co Inc | Long | Debt | US | $106K | – | 0.00 |
| Mercury Financial Credit Card Master Trust | Long | ABS-other | US | $4M | – | 0.18 |
| MetLife Inc | Long | Debt | US | $1M | – | 0.06 |
| MetLife Inc | Long | Debt | US | $23K | – | 0.00 |
| Mexico Government International Bonds | Long | Debt | MX | $4M | – | 0.18 |
| Mexico Government International Bonds | Long | Debt | MX | $499K | – | 0.02 |
| Mexico Government International Bonds | Long | Debt | MX | $265K | – | 0.01 |
| Mexico Government International Bonds | Long | Debt | MX | $232K | – | 0.01 |
| MF1 2022-FL10 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| MFA 2020-NQM1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $455K | – | 0.02 |
| MHC Trust 2021-MHC2 (MHC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $414K | – | 0.02 |
| Microsoft Corp | Long | Debt | US | $1M | – | 0.06 |
| Microsoft Corp | Long | Debt | US | $557K | – | 0.02 |
| Microsoft Corp | Long | Debt | US | $26K | – | 0.00 |
| Microsoft Corp | Long | Debt | US | $17K | – | 0.00 |
| Mid-America Apartments LP | Long | Debt | US | $220K | – | 0.01 |
| Mid-America Apartments LP | Long | Debt | US | $120K | – | 0.01 |
| Mid-Atlantic Interstate Transmission LLC | Long | Debt | US | $634K | – | 0.03 |
| MidAmerican Energy Co | Long | Debt | US | $775K | – | 0.03 |
| MidAmerican Energy Co | Long | Debt | US | $225K | – | 0.01 |
| Mitsubishi HC Finance America LLC (MITSUBISHI HC FIN AMER) | Long | Debt | US | $213K | – | 0.01 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $571K | – | 0.03 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $561K | – | 0.03 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $430K | – | 0.02 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $284K | – | 0.01 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $204K | – | 0.01 |
| Mizuho Financial Group Inc | Long | Debt | JP | $406K | – | 0.02 |
| Mizuho Financial Group Inc | Long | Debt | JP | $385K | – | 0.02 |
| Mizuho Financial Group Inc | Long | Debt | JP | $236K | – | 0.01 |
| Mizuho Financial Group Inc | Long | Debt | JP | $195K | – | 0.01 |
| MNR ABS ISSUER I LLC | Long | ABS-other | US | $2M | – | 0.11 |
| Monongahela Power Co | Long | Debt | US | $143K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $488K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $225K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $211K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $202K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $198K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $176K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $154K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $119K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $100K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $72K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $36K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $20K | – | 0.00 |
| Morgan Stanley Bank NA | Long | Debt | US | $282K | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $395K | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $940K | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $516K | – | 0.02 |
| Morgan Stanley Capital I Trust 2019-BPR | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| Mount Sinai Hospital/The (MT SINAI HOSPITAL) | Long | Debt | US | $64K | – | 0.00 |
| MPLX LP | Long | Debt | US | $2M | – | 0.07 |
| MPLX LP | Long | Debt | US | $803K | – | 0.04 |
| MPLX LP | Long | Debt | US | $452K | – | 0.02 |
| MRCD 2019-MARK Mortgage Trust (MRCD Mortgage Trust) | Long | ABS-mortgage backed security | US | $738K | – | 0.03 |
| MRCD 2019-MARK Mortgage Trust (MRCD Mortgage Trust) | Long | ABS-mortgage backed security | US | $652K | – | 0.03 |
| MTN Commercial Mortgage Trust 2022-LPFL | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MultiCare Health System | Long | Debt | US | $72K | – | 0.00 |
| Mutual of Omaha Cos Global Funding (MUTUAL OF OMAHA GLOBAL) | Long | Debt | US | $251K | – | 0.01 |
| MVW 2019-2 LLC (MVW Owner Trust) | Long | ABS-other | US | $149K | – | 0.01 |
| MVW 2023-1 LLC (MVW Owner Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| MVW 2023-2 LLC (MVW Owner Trust) | Long | ABS-other | US | $1M | – | 0.06 |
| MVW Owner Trust 2019-1 | Long | ABS-other | US | $36K | – | 0.00 |
| MyMichigan Health | Long | Debt | US | $56K | – | 0.00 |
| NACC Reperforming Loan REMIC Trust 2004-R2 (Nomura Asset Acceptance Corporation) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Nasdaq Inc | Long | Debt | US | $125K | – | 0.01 |
| National Securities Clearing Corp (NATIONAL SECS CLEARING) | Long | Debt | US | $368K | – | 0.02 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $883K | – | 0.04 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $503K | – | 0.02 |
| Natixis Commercial Mortgage Securities Trust 2019-FAME | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Natixis Commercial Mortgage Securities Trust 2019-FAME | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| NatWest Group PLC | Long | Debt | GB | $4M | – | 0.19 |
| NatWest Group PLC | Long | Debt | GB | $2M | – | 0.07 |
| NatWest Group PLC | Long | Debt | GB | $832K | – | 0.04 |
| NatWest Group PLC | Long | Debt | GB | $446K | – | 0.02 |
| NatWest Group PLC | Long | Debt | GB | $279K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $211K | – | 0.01 |
| NatWest Markets PLC | Long | Debt | GB | $346K | – | 0.02 |
| Navient Student Loan Trust 2016-3 | Long | ABS-other | US | $1M | – | 0.05 |
| Nevada Power Co | Long | Debt | US | $163K | – | 0.01 |
| Nevada Power Co | Long | Debt | US | $94K | – | 0.00 |
| New Century Home Equity Loan Trust 2005-1 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| New England Power Co | Long | Debt | US | $33K | – | 0.00 |
| New Residential Mortgage Loan Trust 2014-2 | Long | ABS-mortgage backed security | US | $481K | – | 0.02 |
| New Residential Mortgage Loan Trust 2015-1 | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| New Residential Mortgage Loan Trust 2015-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| New Residential Mortgage Loan Trust 2015-2 | Long | ABS-mortgage backed security | US | $928K | – | 0.04 |
| New Residential Mortgage Loan Trust 2016-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| New Residential Mortgage Loan Trust 2016-3 | Long | ABS-mortgage backed security | US | $512K | – | 0.02 |
| New Residential Mortgage Loan Trust 2016-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| New Residential Mortgage Loan Trust 2017-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| New Residential Mortgage Loan Trust 2017-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| New Residential Mortgage Loan Trust 2017-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| New Residential Mortgage Loan Trust 2017-6 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| New Residential Mortgage Loan Trust 2022-NQM2 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| New Residential Mortgage Loan Trust 2022-SFR1 | Long | ABS-other | US | $1M | – | 0.06 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $440K | – | 0.02 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $62K | – | 0.00 |
| New York Life Insurance Co | Long | Debt | US | $84K | – | 0.00 |
| NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE (New York State Dormitory Authority) | Long | Debt | US | $30K | – | 0.00 |
| New York State Electric & Gas Corp (NY STATE ELECTRIC & GAS) | Long | Debt | US | $47K | – | 0.00 |
| Newell Brands Inc | Long | Debt | US | $346K | – | 0.02 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $2M | – | 0.09 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $611K | – | 0.03 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $158K | – | 0.01 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $26K | – | 0.00 |
| NGPL PipeCo LLC | Long | Debt | US | $867K | – | 0.04 |
| Niagara Mohawk Power Corp | Long | Debt | US | $208K | – | 0.01 |
| NIKE Inc | Long | Debt | US | $1M | – | 0.05 |
| NIKE Inc | Long | Debt | US | $303K | – | 0.01 |
| NIKE Inc | Long | Debt | US | $257K | – | 0.01 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.05 |
| NiSource Inc | Long | Debt | US | $151K | – | 0.01 |
| NiSource Inc | Long | Debt | US | $76K | – | 0.00 |
| NNN REIT Inc | Long | Debt | US | $634K | – | 0.03 |
| NNN REIT Inc | Long | Debt | US | $149K | – | 0.01 |
| NNN REIT Inc | Long | Debt | US | $145K | – | 0.01 |
| NNN REIT Inc | Long | Debt | US | $56K | – | 0.00 |
| Nomura Holdings Inc | Long | Debt | JP | $818K | – | 0.04 |
| Nomura Holdings Inc | Long | Debt | JP | $208K | – | 0.01 |
| Nomura Holdings Inc | Long | Debt | JP | $170K | – | 0.01 |
| Nordea Bank Abp | Long | Debt | FI | $201K | – | 0.01 |
| Norfolk Southern Corp | Long | Debt | US | $56K | – | 0.00 |
| Norfolk Southern Corp | Long | Debt | US | $31K | – | 0.00 |
| Northern Trust Corp | Long | Debt | US | $27K | – | 0.00 |
| Northrop Grumman Corp | Long | Debt | US | $3M | – | 0.14 |
| Northrop Grumman Corp | Long | Debt | US | $134K | – | 0.01 |
| Northwestern Memorial Healthcare Obligated Group | Long | Debt | US | $558K | – | 0.02 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $172K | – | 0.01 |
| NOV Inc | Long | Debt | US | $184K | – | 0.01 |
| NP SPE X LP | Long | ABS-other | US | $2M | – | 0.07 |
| NRG Energy Inc | Long | Debt | US | $190K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $175K | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $104K | – | 0.00 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $566K | – | 0.03 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $538K | – | 0.02 |
| NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $333K | – | 0.01 |
| Nutrien Ltd | Long | Debt | CA | $80K | – | 0.00 |
| Nutrien Ltd | Long | Debt | CA | $68K | – | 0.00 |
| Nutrien Ltd | Long | Debt | CA | $35K | – | 0.00 |
| Nutrien Ltd | Long | Debt | CA | $24K | – | 0.00 |
| Nuveen LLC | Long | Debt | US | $153K | – | 0.01 |
| nVent Finance Sarl | Long | Debt | LU | $73K | – | 0.00 |
| NVIDIA Corp | Long | Debt | US | $1M | – | 0.05 |
| NVIDIA Corp | Long | Debt | US | $499K | – | 0.02 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $302K | – | 0.01 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $270K | – | 0.01 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $185K | – | 0.01 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $137K | – | 0.01 |
| O'Reilly Automotive Inc | Long | Debt | US | $77K | – | 0.00 |
| O'Reilly Automotive Inc | Long | Debt | US | $47K | – | 0.00 |
| OBX 2021-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $408K | – | 0.02 |
| OBX 2021-NQM3 Trust (ONSLOW BAY FINANCIAL LLC) | Long | ABS-mortgage backed security | US | $634K | – | 0.03 |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.07 |
| Occidental Petroleum Corp | Long | Debt | US | $703K | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $580K | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $433K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $402K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $345K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $228K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $170K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $122K | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $941K | – | 0.04 |
| Octane Receivables Trust 2022-2 | Long | ABS-other | US | $1M | – | 0.06 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $332K | – | 0.01 |
| OHIO ST UNIV (Ohio State University/The) | Long | Debt | US | $88K | – | 0.00 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $143K | – | 0.01 |
| ONE Gas Inc | Long | Debt | US | $169K | – | 0.01 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $973K | – | 0.04 |
| OneMain Direct Auto Receivables Trust 2021-1 | Long | ABS-other | US | $586K | – | 0.03 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $690K | – | 0.03 |
| ONEOK Inc | Long | Debt | US | $1M | – | 0.06 |
| ONEOK Inc | Long | Debt | US | $1M | – | 0.05 |
| ONEOK Inc | Long | Debt | US | $512K | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $321K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $240K | – | 0.01 |
| ONEOK Partners LP | Long | Debt | US | $16K | – | 0.00 |
| Onesky Class A Loan Trust 2021-1 2021 One Sky Claas A Term Loan | Long | Loan | US | $655K | – | 0.03 |
| Onslow Bay Mortgage Loan Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| OPENDOOR PROPERTYTRUST I 2022 | Long | Debt | US | $960K | – | 0.04 |
| OPG Trust 2021-PORT | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Oportun Issuance Trust 2021-C (Oportun Funding LLC) | Long | ABS-other | US | $1M | – | 0.06 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.09 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.08 |
| Oracle Corp | Long | Debt | US | $529K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $346K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $301K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $208K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $107K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $84K | – | 0.00 |
| Otis Worldwide Corp | Long | Debt | US | $292K | – | 0.01 |
| Otis Worldwide Corp | Long | Debt | US | $246K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.13 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $569K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $513K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $504K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $297K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $165K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $141K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $126K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $117K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $42K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $24K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $16K | – | 0.00 |
| Pacific Life Global Funding II (PACIFIC LIFE GF II) | Long | Debt | US | $276K | – | 0.01 |
| Pacific Life Insurance Co | Long | Debt | US | $105K | – | 0.00 |
| Packaging Corp of America | Long | Debt | US | $122K | – | 0.01 |
| Pagaya AI Technology in Housing Trust 2022-1 | Long | ABS-other | US | $1M | – | 0.06 |
| Paramount Global | Long | Debt | US | $21K | – | 0.00 |
| Parker-Hannifin Corp | Long | Debt | US | $26K | – | 0.00 |
| PEAC Solutions Receivables 2024-1 LLC (PEAC Solutions Receivables LLC) | Long | ABS-other | US | $2M | – | 0.11 |
| PECO Energy Co | Long | Debt | US | $63K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $317K | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $99K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $25K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $24K | – | 0.00 |
| Pepperdine University | Long | Debt | US | $70K | – | 0.00 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $1M | – | 0.06 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $3M | – | 0.12 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $954K | – | 0.04 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $490K | – | 0.02 |
| Pfizer Inc | Long | Debt | US | $488K | – | 0.02 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $497K | – | 0.02 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $205K | – | 0.01 |
| PG&E Recovery Funding LLC (PG&E RECOVERY FND LLC) | Long | Debt | US | $248K | – | 0.01 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $196K | – | 0.01 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $149K | – | 0.01 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $106K | – | 0.00 |
| PHH Alternative Mortgage Trust Series 2007-2 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $686K | – | 0.03 |
| Phillips 66 Co | Long | Debt | US | $267K | – | 0.01 |
| Phillips 66 Co | Long | Debt | US | $86K | – | 0.00 |
| Phillips 66 Co | Long | Debt | US | $68K | – | 0.00 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $185K | – | 0.01 |
| Pine Street Trust III | Long | Debt | US | $999K | – | 0.04 |
| Pioneer Natural Resources Co | Long | Debt | US | $1M | – | 0.05 |
| Pioneer Natural Resources Co | Long | Debt | US | $771K | – | 0.03 |
| Pioneer Natural Resources Co | Long | Debt | US | $150K | – | 0.01 |
| PNC Bank NA | Long | Debt | US | $249K | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $349K | – | 0.02 |
| PNMAC GMSR ISSUER TRUST 2022-GT1 | Long | ABS-other | US | $861K | – | 0.04 |
| PORT AUTH OF NEW YORK & NEW JERSEY NY (Port Authority of New York & New Jersey) | Long | Debt | US | $135K | – | 0.01 |
| Potomac Electric Power Co | Long | Debt | US | $82K | – | 0.00 |
| PPL Electric Utilities Corp | Long | Debt | US | $214K | – | 0.01 |
| PRET 2021-NPL6 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $314K | – | 0.01 |
| PRET 2021-RN4 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $1M | – | 0.05 |
| Pretium Mortgage Credit Partners I 2021-NPL1 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $508K | – | 0.02 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $28K | – | 0.00 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $221K | – | 0.01 |
| PRKCM 2021-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $634K | – | 0.03 |
| Progress Residential 2022-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.11 |
| Progress Residential 2022-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $510K | – | 0.02 |
| Prologis LP | Long | Debt | US | $85K | – | 0.00 |
| Prologis LP | Long | Debt | US | $80K | – | 0.00 |
| Prosus NV | Long | Debt | NL | $2M | – | 0.08 |
| Prosus NV | Long | Debt | NL | $533K | – | 0.02 |
| Providence St Joseph Health Obligated Group (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $34K | – | 0.00 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $1M | – | 0.05 |
| Province of Manitoba Canada (MANITOBA (PROVINCE OF)) | Long | Debt | CA | $625K | – | 0.03 |
| Province of Quebec Canada | Long | Debt | CA | $699K | – | 0.03 |
| PRPM 2024-RCF3 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Prudential Financial Inc | Long | Debt | US | $47K | – | 0.00 |
| Prudential Funding Asia PLC | Long | Debt | GB | $1M | – | 0.05 |
| Prudential Insurance Co of America/The | Long | Debt | US | $725K | – | 0.03 |
| Public Service Co of Oklahoma (PUBLIC SERVICE OKLAHOMA) | Long | Debt | US | $274K | – | 0.01 |
| Public Service Co of Oklahoma (PUBLIC SERVICE OKLAHOMA) | Long | Debt | US | $188K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $1M | – | 0.06 |
| Public Service Electric and Gas Co (PUB SVC ELEC & GAS) | Long | Debt | US | $27K | – | 0.00 |
| Public Service Enterprise Group Inc | Long | Debt | US | $862K | – | 0.04 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $108K | – | 0.00 |
| Quanta Services Inc | Long | Debt | US | $317K | – | 0.01 |
| Quanta Services Inc | Long | Debt | US | $219K | – | 0.01 |
| Quest Diagnostics Inc | Long | Debt | US | $16K | – | 0.00 |
| Realty Income Corp | Long | Debt | US | $274K | – | 0.01 |
| Regency Centers LP | Long | Debt | US | $193K | – | 0.01 |
| Regeneron Pharmaceuticals Inc | Long | Debt | US | $379K | – | 0.02 |
| Reliance Inc | Long | Debt | US | $571K | – | 0.03 |
| Renew 2017-1 (Renew Financial) | Long | ABS-other | KY | $27K | – | 0.00 |
| Republic of Poland Government International Bond | Long | Debt | PL | $894K | – | 0.04 |
| Reynolds American Inc | Long | Debt | US | $138K | – | 0.01 |
| Roche Holdings Inc | Long | Debt | US | $593K | – | 0.03 |
| Rogers Communications Inc | Long | Debt | CA | $147K | – | 0.01 |
| Roper Technologies Inc | Long | Debt | US | $312K | – | 0.01 |
| Roper Technologies Inc | Long | Debt | US | $134K | – | 0.01 |
| Royal Bank of Canada | Long | Debt | CA | $2M | – | 0.08 |
| Royal Bank of Canada | Long | Debt | CA | $595K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $93K | – | 0.00 |
| RT FIN 2023 LLC | Long | ABS-other | US | $2M | – | 0.11 |
| RTX Corp | Long | Debt | US | $998K | – | 0.04 |
| RTX Corp | Long | Debt | US | $943K | – | 0.04 |
| RTX Corp | Long | Debt | US | $487K | – | 0.02 |
| RTX Corp | Long | Debt | US | $219K | – | 0.01 |
| RTX Corp | Long | Debt | US | $111K | – | 0.00 |
| RTX Corp | Long | Debt | US | $74K | – | 0.00 |
| RTX Corp | Long | Debt | US | $60K | – | 0.00 |
| S&P Global Inc | Long | Debt | US | $167K | – | 0.01 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $94K | – | 0.00 |
| Sabra Health Care LP | Long | Debt | US | $175K | – | 0.01 |
| SACO I Inc (SACO I Trust) | Long | ABS-mortgage backed security | US | $828.76 | – | 0.00 |
| Safehold GL Holdings LLC | Long | Debt | US | $329K | – | 0.01 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $70K | – | 0.00 |
| Santander Drive Auto Receivables Trust 2022-4 | Long | ABS-other | US | $3M | – | 0.13 |
| Santander Drive Auto Receivables Trust 2022-4 | Long | ABS-other | US | $354K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2022-5 | Long | ABS-other | US | $5M | – | 0.24 |
| Santander Drive Auto Receivables Trust 2022-6 | Long | ABS-other | US | $5M | – | 0.25 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $2M | – | 0.10 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $2M | – | 0.10 |
| Santander Drive Auto Receivables Trust 2024-3 | Long | ABS-other | US | $5M | – | 0.23 |
| Santander Holdings USA Inc | Long | Debt | US | $1M | – | 0.07 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $483K | – | 0.02 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $440K | – | 0.02 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $203K | – | 0.01 |
| SART CMO 4757 (SART CMO 4757 CPN 15JUN2025) | Long | ABS-other | US | $16K | – | 0.00 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $160K | – | 0.01 |
| SBALR Commercial Mortgage 2020-RR1 Trust | Long | ABS-mortgage backed security | US | $752K | – | 0.03 |
| SCE Recovery Funding LLC | Long | Debt | US | $243K | – | 0.01 |
| SCE Recovery Funding LLC | Long | Debt | US | $105K | – | 0.00 |
| Scentre Group Trust 1 / Scentre Group Trust 2 (SCENTRE GROUP TRUST 1/2) | Long | Debt | AU | $168K | – | 0.01 |
| SCF Equipment Leasing 2022-2 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $3M | – | 0.14 |
| SCF Equipment Leasing 2022-2 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $821K | – | 0.04 |
| SCF Equipment Leasing 2023-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $4M | – | 0.18 |
| SCF Equipment Leasing 2023-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $3M | – | 0.14 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $3M | – | 0.11 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $287K | – | 0.01 |
| SG Residential Mortgage Trust 2022-1 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Shell International Finance BV | Long | Debt | NL | $1M | – | 0.06 |
| Shell International Finance BV | Long | Debt | NL | $587K | – | 0.03 |
| Shell International Finance BV | Long | Debt | NL | $132K | – | 0.01 |
| Sierra Pacific Power Co | Long | Debt | US | $288K | – | 0.01 |
| Sierra Timeshare 2019-3 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $93K | – | 0.00 |
| Sierra Timeshare 2020-2 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $116K | – | 0.01 |
| Sigeco Securitization I LLC | Long | Debt | US | $242K | – | 0.01 |
| SITE Centers Corp | Long | Debt | US | $60K | – | 0.00 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $2M | – | 0.07 |
| SLC Student Loan Trust 2008-1 | Long | ABS-other | US | $974K | – | 0.04 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| SLM Private Credit Student Loan Trust 2005-B (SLM Student Loan Trust) | Long | ABS-other | US | $547K | – | 0.02 |
| SLM Private Credit Student Loan Trust 2006-A (SLM Student Loan Trust) | Long | ABS-other | US | $492K | – | 0.02 |
| SMB Private Education Loan Trust 2020-A | Long | ABS-other | US | $449K | – | 0.02 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $1M | – | 0.07 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $802K | – | 0.04 |
| SMB Private Education Loan Trust 2022-C | Long | ABS-other | US | $3M | – | 0.14 |
| Smithfield Foods Inc | Long | Debt | US | $323K | – | 0.01 |
| Smithfield Foods Inc | Long | Debt | US | $155K | – | 0.01 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.08 |
| Societe Generale SA | Long | Debt | FR | $408K | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $243K | – | 0.01 |
| Societe Generale SA | Long | Debt | FR | $198K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $1M | – | 0.07 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $289K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $111K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $80K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $79K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $76K | – | 0.00 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $216K | – | 0.01 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $170K | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $225K | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $96K | – | 0.00 |
| Southern Co Gas Capital Corp | Long | Debt | US | $35K | – | 0.00 |
| Southern Co Gas Capital Corp | Long | Debt | US | $16K | – | 0.00 |
| Southern Co Gas Capital Corp | Long | Debt | US | $16K | – | 0.00 |
| Southern Co/The | Long | Debt | US | $2M | – | 0.07 |
| Southern Copper Corp | Long | Debt | US | $4M | – | 0.18 |
| Southern Power Co | Long | Debt | US | $46K | – | 0.00 |
| Southwest Gas Corp | Long | Debt | US | $32K | – | 0.00 |
| Spirit Airlines Pass Through Trust 2017-1AA (SPIRIT AIR 2017-1 PTT AA) | Long | Debt | US | $36K | – | 0.00 |
| Standard Chartered PLC | Long | Debt | GB | $2M | – | 0.09 |
| Standard Chartered PLC | Long | Debt | GB | $1M | – | 0.05 |
| Standard Chartered PLC | Long | Debt | GB | $1M | – | 0.05 |
| Standard Chartered PLC | Long | Debt | GB | $229K | – | 0.01 |
| Standard Chartered PLC | Long | Debt | GB | $227K | – | 0.01 |
| Starbucks Corp | Long | Debt | US | $841K | – | 0.04 |
| Starbucks Corp | Long | Debt | US | $429K | – | 0.02 |
| State Street Corp | Long | Debt | US | $193K | – | 0.01 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $3M | 3M | 0.14 |
| Steel Dynamics Inc | Long | Debt | US | $112K | – | 0.01 |
| Stellantis Finance US Inc (STELLANTIS FIN US INC) | Long | Debt | US | $165K | – | 0.01 |
| STWD 2022-FL3 Ltd (Starwood Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $520K | – | 0.02 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $377K | – | 0.02 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $374K | – | 0.02 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $311K | – | 0.01 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $24K | – | 0.00 |
| Sumitomo Mitsui Trust Bank Ltd (SUMITOMO MITSUI TR BK LT) | Long | Debt | JP | $378K | – | 0.02 |
| Suncor Energy Inc | Long | Debt | CA | $155K | – | 0.01 |
| Suncor Energy Inc | Long | Debt | CA | $61K | – | 0.00 |
| Sutter Health | Long | Debt | US | $409K | – | 0.02 |
| Sydney Airport Finance Co Pty Ltd | Long | Debt | AU | $353K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $5M | – | 0.24 |
| T-Mobile USA Inc | Long | Debt | US | $685K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $669K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $572K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $556K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $357K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $128K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $125K | – | 0.01 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $395K | – | 0.02 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $149K | – | 0.01 |
| Tampa Electric Co | Long | Debt | US | $84K | – | 0.00 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $40K | – | 0.00 |
| Telefonica Emisiones SA (Telefonica Emisiones SAU) | Long | Debt | ES | $300K | – | 0.01 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $154K | – | 0.01 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $86K | – | 0.00 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $86K | – | 0.00 |
| Texas Health Resources | Long | Debt | US | $81K | – | 0.00 |
| Texas Instruments Inc | Long | Debt | US | $256K | – | 0.01 |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE (Texas Natural Gas Securitization Finance Corp) | Long | Debt | US | $275K | – | 0.01 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $270K | – | 0.01 |
| Time Warner Cable Enterprises LLC (TIME WARNER CABLE ENTRMN) | Long | Debt | US | $99K | – | 0.00 |
| Time Warner Cable LLC | Long | Debt | US | $435K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $237K | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $83K | – | 0.00 |
| Toledo Edison Co/The (TOLEDO EDISON COMPANY) | Long | Debt | US | $52K | – | 0.00 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $1M | – | 0.05 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $596K | – | 0.03 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $240K | – | 0.01 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $111K | – | 0.00 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $255K | – | 0.01 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $175K | – | 0.01 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $105K | – | 0.00 |
| Towd Point Mortgage Trust 2016-3 | Long | ABS-mortgage backed security | US | $809K | – | 0.04 |
| Towd Point Mortgage Trust 2017-6 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Towd Point Mortgage Trust 2019-HY2 | Long | ABS-mortgage backed security | US | $974K | – | 0.04 |
| Towd Point Mortgage Trust 2021-R1 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Towd Point Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Trane Technologies Financing Ltd (TRANE TECH FIN LTD) | Long | Debt | IE | $151K | – | 0.01 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $73K | – | 0.00 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $72K | – | 0.00 |
| Tricon American Homes 2020-SFR2 Trust | Long | ABS-other | US | $2M | – | 0.10 |
| Tricon Residential 2022-SFR1 Trust | Long | ABS-other | US | $439K | – | 0.02 |
| Triumph Rail Holdings LLC (Triumph Rail LLC) | Long | ABS-other | US | $1M | – | 0.06 |
| Truist Financial Corp | Long | Debt | US | $2M | – | 0.09 |
| Truist Financial Corp | Long | Debt | US | $2M | – | 0.07 |
| Truist Financial Corp | Long | Debt | US | $797K | – | 0.04 |
| Tyson Foods Inc | Long | Debt | US | $877K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $32M | – | 1.42 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $15M | – | 0.69 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $15M | – | 0.68 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.49 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.48 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.33 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.29 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.26 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.26 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.18 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.17 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.15 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.14 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.12 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $934K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $924K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $906K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $833K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $783K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $774K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $751K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $708K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $634K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $583K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $559K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $518K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $454K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $452K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $433K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $137K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $91K | – | 0.00 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $68K | – | 0.00 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $21K | – | 0.00 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $15M | – | 0.68 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $178M | – | 7.95 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $87M | – | 3.89 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $35M | – | 1.55 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $25M | – | 1.11 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $22M | – | 1.00 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $22M | – | 0.99 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $15M | – | 0.69 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 0.31 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.22 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.12 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.10 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.09 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $684K | – | 0.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $356K | – | 0.02 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $260K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $203K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $154K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $143K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $8M | – | 0.38 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $3M | – | 0.12 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $794K | – | 0.04 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $676K | – | 0.03 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $638K | – | 0.03 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $550K | – | 0.02 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $505K | – | 0.02 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $391K | – | 0.02 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $378K | – | 0.02 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $273K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $267K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $262K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $248K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $229K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $225K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $218K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $203K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $154K | – | 0.01 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $67K | – | 0.00 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $44K | – | 0.00 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $40K | – | 0.00 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $31K | – | 0.00 |
| UBS AG/London (UBS AG LONDON) | Long | Debt | CH | $176K | – | 0.01 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $3M | – | 0.13 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.07 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $669K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $867K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $855K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $717K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $470K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $360K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $346K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $252K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $242K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $236K | – | 0.01 |
| UBS-BAMLL Trust 2012-WRM | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| UDR Inc | Long | Debt | US | $181K | – | 0.01 |
| UDR Inc | Long | Debt | US | $136K | – | 0.01 |
| UDR Inc | Long | Debt | US | $125K | – | 0.01 |
| UDR Inc | Long | Debt | US | $27K | – | 0.00 |
| UDR Inc | Long | Debt | US | $22K | – | 0.00 |
| UniCredit SpA | Long | Debt | IT | $186K | – | 0.01 |
| Union Carbide Corp | Long | Debt | US | $91K | – | 0.00 |
| Union Electric Co | Long | Debt | US | $2M | – | 0.07 |
| Union Electric Co | Long | Debt | US | $240K | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $198K | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $113K | – | 0.01 |
| United Airlines 2013-1 Class A Pass Through Trust (UNITED AIR 2013-1 A PTT) | Long | Debt | US | $104K | – | 0.00 |
| United Airlines 2014-1 Class A Pass Through Trust (UNITED AIR 2014-1 A PTT) | Long | Debt | US | $37K | – | 0.00 |
| United Airlines 2016-1 Class B Pass Through Trust (UNITED AIR 2016-1 B PTT) | Long | Debt | US | $31K | – | 0.00 |
| United Airlines 2016-2 Class A Pass Through Trust (UNITED AIR 2016-2 A PTT) | Long | Debt | US | $192K | – | 0.01 |
| United Airlines 2016-2 Class AA Pass Through Trust (UNITED AIR 2016-2 AA PTT) | Long | Debt | US | $61K | – | 0.00 |
| United Airlines 2018-1 Class A Pass Through Trust (UNITED AIR 2018-1 A PTT) | Long | Debt | US | $270K | – | 0.01 |
| United Airlines 2018-1 Class B Pass Through Trust (UNITED AIR 2018-1 B PTT) | Long | Debt | US | $67K | – | 0.00 |
| United Airlines 2019-1 Class AA Pass Through Trust (UNITED AIR 2019-1 AA PTT) | Long | Debt | US | $185K | – | 0.01 |
| United Airlines 2019-2 Class AA Pass Through Trust (UNITED AIR 2019-2 AA PTT) | Long | Debt | US | $155K | – | 0.01 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $272K | – | 0.01 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $158K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $1M | – | 0.06 |
| UnitedHealth Group Inc | Long | Debt | US | $414K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $363K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $296K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $246K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $220K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $217K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $145K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $101K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $96K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $50K | – | 0.00 |
| University of Miami | Long | Debt | US | $97K | – | 0.00 |
| University of Southern California (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $66K | – | 0.00 |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $39K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $884K | – | 0.04 | |
| US Bancorp | Long | Debt | US | $1M | – | 0.06 |
| US Bancorp | Long | Debt | US | $853K | – | 0.04 |
| US Bancorp | Long | Debt | US | $335K | – | 0.01 |
| US Bancorp | Long | Debt | US | $120K | – | 0.01 |
| Utah Acquisition Sub Inc | Long | Debt | US | $204K | – | 0.01 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $2M | – | 0.07 |
| Valero Energy Corp | Long | Debt | US | $117K | – | 0.01 |
| Valero Energy Corp | Long | Debt | US | $16K | – | 0.00 |
| Vendee Mortgage Trust 1996-1 | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Vendee Mortgage Trust 1996-2 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Vendee Mortgage Trust 1997-1 | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Vendee Mortgage Trust 1998-1 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $47K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $24K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $9K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $3M | – | 0.11 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $639K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $539K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $530K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $425K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $406K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $388K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $153K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $113K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $8K | – | 0.00 |
| Viatris Inc | Long | Debt | US | $538K | – | 0.02 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $74K | – | 0.00 |
| Vistra Operations Co LLC | Long | Debt | US | $819K | – | 0.04 |
| Viterra Finance BV | Long | Debt | NL | $345K | – | 0.02 |
| VLS Commercial Mortgage Trust 2020-LAB | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| VM DEBT 2019 1 TR | Long | ABS-other | US | $940K | – | 0.04 |
| VM Master Issuer LLC (VM Master Issuer, LLC) | Long | ABS-mortgage backed security | US | $939K | – | 0.04 |
| VMware LLC | Long | Debt | US | $372K | – | 0.02 |
| VMware LLC | Long | Debt | US | $133K | – | 0.01 |
| Vodafone Group PLC | Long | Debt | GB | $221K | – | 0.01 |
| Vodafone Group PLC | Long | Debt | GB | $34K | – | 0.00 |
| VOLT CI LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $314K | – | 0.01 |
| VOLT XCII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $138K | – | 0.01 |
| VOLT XCIII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $581K | – | 0.03 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $410K | – | 0.02 |
| VOLT XCIX LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $586K | – | 0.03 |
| VOLT XCV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $265K | – | 0.01 |
| VOLT XCVI LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $309K | – | 0.01 |
| VOLT XCVII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $362K | – | 0.02 |
| Walmart Inc | Long | Debt | US | $221K | – | 0.01 |
| Walmart Inc | Long | Debt | US | $148K | – | 0.01 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $393K | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR8 Trust | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | Long | ABS-mortgage backed security | US | $617K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.08 |
| Warnermedia Holdings Inc | Long | Debt | US | $650K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $379K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $304K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $234K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $122K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-2 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-2 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-3 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| WEC Energy Group Inc | Long | Debt | US | $371K | – | 0.02 |
| WEC Energy Group Inc | Long | Debt | US | $11K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.30 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $928K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $878K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $691K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $652K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $310K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $306K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-C36 | Long | ABS-mortgage backed security | US | $493K | – | 0.02 |
| Welltower OP LLC | Long | Debt | US | $135K | – | 0.01 |
| Welltower OP LLC | Long | Debt | US | $76K | – | 0.00 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $2M | – | 0.07 |
| Western Midstream Operating LP | Long | Debt | US | $1M | – | 0.05 |
| Western Midstream Operating LP | Long | Debt | US | $102K | – | 0.00 |
| Westlake Automobile Receivables Trust 2023-3 | Long | ABS-other | US | $1M | – | 0.04 |
| Westpac New Zealand Ltd | Long | Debt | NZ | $556K | – | 0.02 |
| WFRBS Commercial Mortgage Trust 2014-C20 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $314K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $202K | – | 0.01 |
| WP Carey Inc | Long | Debt | US | $239K | – | 0.01 |
| WP Carey Inc | Long | Debt | US | $139K | – | 0.01 |
| WRKCo Inc | Long | Debt | US | $33K | – | 0.00 |
| WW Grainger Inc | Long | Debt | US | $69K | – | 0.00 |
| Xylem Inc/NY | Long | Debt | US | $92K | – | 0.00 |
| Yale-New Haven Health Services Corp (YALE-NEW HAVEN HLTH SRVC) | Long | Debt | US | $120K | – | 0.01 |
| Zoetis Inc | Long | Debt | US | $143K | – | 0.01 |
Address
LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
1301 S. Harrison Street
FORT WAYNE
Indiana
46802
United States of America
Websites
Directors
Barbara L. Lamb
Brian W. Wixted
Charles I. Plosser
Gary D. Lemon
Jayson R. Bronchetti
Ken C. Joseph
Manisha A. Thakor
Nancy B. Wolcott
Pamela L. Salaway
Steve A. Cobb
Thomas A. Leonard
Transfer Agents
The Lincoln National Life Insurance Company
Pricing Services
Bloomberg L.P.
CIBC World Markets Corp.
ICE Data Pricing & Reference Data, LLC
London Stock Exchange Group PLC
PricingDirect Inc.
S&P Global Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
The Lincoln National Life Insurance Company
Admins
The Lincoln National Life Insurance Company
Brokers
N/A