Fidelity Group of Funds > Fidelity Advisor Series II
Fidelity Advisor Mortgage Securities Fund
$946.61M
Avg Monthly Net Assets
$1.45B
Total Assets
$874.17M
Total Liabilities
$572.31M
Net Assets
Fidelity Advisor Mortgage Securities Fund is a Mutual Fund in Fidelity Advisor Series II
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has six share classes
and monthly net assets of $946.61M.
On July 26th, 2024 it reported 1,445 holdings, the largest
being FNMA/FHLG TBA ISSUER (21.8%), Fidelity Revere Street Trust (15.7%) and FNMA/FHLG TBA ISSUER (12.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Advisor Mortgage Securities Fund - Class A | C000014042 | FMGAX | |
| Fidelity Advisor Mortgage Securities Fund - Class C | C000014044 | FOMCX | |
| Fidelity Advisor Mortgage Securities Fund - Class I | C000014046 | FMSCX | |
| Fidelity Advisor Mortgage Securities Fund - Class M | C000014045 | FMSAX | |
| Fidelity Advisor Mortgage Securities Fund - Class Z | C000204997 | FIKUX | |
| Fidelity Mortgage Securities Fund | C000014129 | FMSFX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AFFIRM ASSET SECURITIZATION TR 2024-X1 6.27% 05/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $214K | – | 0.04 |
| AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.26 |
| AJAXM 2021-C A 2.115% 01/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $200K | – | 0.03 |
| ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $222K | – | 0.04 |
| AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.20 |
| BA CR CARD TR 4.79% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $533K | – | 0.09 |
| BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $239K | – | 0.04 |
| BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| BANK 20-BNK25 XB CSTR 01/15/2063 (BANK 2020-BNK25) | Long | ABS-mortgage backed security | US | $152K | – | 0.03 |
| BANK 2017-BNK9 A4 3.538% 11/15/2054 | Long | ABS-mortgage backed security | US | $948K | – | 0.17 |
| BANK 2017-BNKS 3.131% 06/15/2060 | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| BANK 2017-BNKS 3.39% 06/15/2060 | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| BANK 2020-BNK26 2.313% 03/15/2063 | Long | ABS-mortgage backed security | US | $638K | – | 0.11 |
| BANK 2021-BNK33 VAR 05/15/2064 | Long | ABS-mortgage backed security | US | $243K | – | 0.04 |
| BBCMS MORTGAGE TRUST 2023-C21 A3 CSTR 09/15/2056 | Long | ABS-mortgage backed security | US | $242K | – | 0.04 |
| BBCMS MTG TR 2021-C9 ASB 1.96% 02/15/2054 | Long | ABS-mortgage backed security | US | $267K | – | 0.05 |
| BBCMS MTG TR 2024-5C25 5.946% 03/15/2057 | Long | ABS-mortgage backed security | US | $712K | – | 0.12 |
| BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062 | Long | ABS-mortgage backed security | US | $312K | – | 0.05 |
| BENCHMARK 2021-B29 MORTGAGE TRUST 2.205% 09/15/2054 | Long | ABS-mortgage backed security | US | $3M | – | 0.52 |
| BENCHMARK 2024-V6 MTG TR 5.92554% 03/15/2029 | Long | ABS-mortgage backed security | US | $203K | – | 0.04 |
| BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A | Long | ABS-mortgage backed security | US | $748K | – | 0.13 |
| BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A (BLP COML MTG 2024-INDS) | Long | ABS-mortgage backed security | US | $200K | – | 0.03 |
| BMO 2023-5C1 MTG TR 6.534% 08/15/2056 | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| BOAM SWAP PAY 3.7375 02/26/2025 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $125K | – | 0.02 | |
| BOAM SWAP PAY 3.94 05/10/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $72K | – | 0.01 | |
| BOAM SWAP PAY 4.05% 04/23/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $394K | – | 0.07 | |
| BOAM SWAP REC 3.7375 02/26/2025 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $59K | – | 0.01 | |
| BOAM SWAP REC 3.94 05/10/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $72K | – | 0.01 | |
| BOAM SWAP REC 4.05 04/23/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $435K | – | 0.08 | |
| BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $102K | – | 0.02 |
| BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| BRASS NO 10 PLC VAR 04/16/2069 144A | Long | ABS-collateralized bond/debt obligation | GB | $79K | – | 0.01 |
| BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A | Long | ABS-mortgage backed security | US | $929K | – | 0.16 |
| BX 2021-LBA TSFR1M+91.45 02/15/2036 144A | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A | Long | ABS-mortgage backed security | US | $709K | – | 0.12 |
| BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A | Long | ABS-mortgage backed security | US | $754K | – | 0.13 |
| BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A | Long | ABS-mortgage backed security | US | $460K | – | 0.08 |
| BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A (BX COML MTG TR 2024-XL4) | Long | ABS-mortgage backed security | US | $182K | – | 0.03 |
| CARMAX AUTO OWNER TR 2023-2 5.5% 06/15/2026 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.27 |
| CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028 | Long | ABS-collateralized bond/debt obligation | US | $213K | – | 0.04 |
| CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029 | Long | ABS-collateralized bond/debt obligation | US | $158K | – | 0.03 |
| CCUBS COML MTG TR 2017-C1 3.462% 11/15/2050 | Long | ABS-mortgage backed security | US | $799K | – | 0.14 |
| CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $134K | – | 0.02 |
| CFMT 2024-HB13 A LLC VAR 05/24/2034 144A (CFMT 2024-HB13 LLC) | Long | ABS-collateralized bond/debt obligation | US | $219K | – | 0.04 |
| CGCMT 2015-GC33 XA CSTR 09/58 (CITIGROUP COML MTG TR 2015-GC33) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $208K | – | 0.04 |
| CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $251K | – | 0.04 |
| CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $139K | – | 0.02 |
| CITI SWAP PAY 3.778 02/24/2025 (CITIBANK, N.A.) | Derivative-interest rate | US | $61K | – | 0.01 | |
| CITI SWAP REC 3.778 02/24/2025 (CITIBANK, N.A.) | Derivative-interest rate | US | $32K | – | 0.01 | |
| CITIGROUP COML MTG TR 2016-P4 A4 2.902% 07/10/2049 | Long | ABS-mortgage backed security | US | $3M | – | 0.60 |
| CITIGROUP COML MTG TR 2019-GC41 CSTR 08/10/2056 | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 XA CSTR 12/10/2049 | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| CITIGROUP MTG LN TR 2014-8 VAR 06/27/2037 144A (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-collateralized bond/debt obligation | US | $12K | – | 0.00 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $260K | – | 0.05 |
| COMM 2014-CR20 XA CSTR 11/10/2047 (COMM 2006 FL12) | Long | ABS-mortgage backed security | US | $83.89 | – | 0.00 |
| COMM 2014-LC17 XA CSTR 10/47 (COMM 2014-LC17 MTG TR) | Long | ABS-mortgage backed security | US | $46.72 | – | 0.00 |
| COMM 2014-UBS6 XA CSTR 12/47 (COMM 2014-UBS6 MTG TR) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CSMC SER 2014-3R VAR 05/27/2037 | Long | ABS-collateralized bond/debt obligation | US | $7.21 | – | 0.00 |
| CSMC SER 2015-1R TSFR1M+39.448 05/27/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $103K | – | 0.02 |
| DISCOVER CARD EXECUTION NT TR 4.31% 03/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.19 |
| DLLAA 2023-1A 5.64% 02/22/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $106K | – | 0.02 |
| DLLAA 2023-1A 5.93% 07/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $111K | – | 0.02 |
| DLLAD 2023-1A 4.79% 01/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $494K | – | 0.09 |
| DLLAD 2024-1 LLC 5.3% 07/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $85K | – | 0.01 |
| ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $179K | – | 0.03 |
| ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $263K | – | 0.05 |
| ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $335K | – | 0.06 |
| FANNIE MAE 2010-95 ZC 5% 09/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $486K | – | 0.08 |
| FANNIE MAE 4.5% 07/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $814K | – | 0.14 |
| FANNIEMAE 20YR 3.5% 05/01/2036#BM3697 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| FANNIEMAE 20YR 3.5% 12/01/2036#BM3680 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $120K | – | 0.02 |
| FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $36.51 | – | 0.00 |
| FEDERAL HOME LN MTG 3237 C 5.5% 11/15/2036 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $116K | – | 0.02 |
| FEDERAL HOME LN MTG CORP 4.5% 11/15/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-collateralized bond/debt obligation | US | $329K | – | 0.06 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.5% 11/25/2051 | Long | ABS-collateralized bond/debt obligation | US | $258K | – | 0.05 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $143K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 04/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $150K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $202K | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 10/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $198K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $698K | – | 0.12 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $530K | – | 0.09 |
| FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $822K | – | 0.14 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $190K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $159K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $159K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $154K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $704K | – | 0.12 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $189K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $144K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 2% 08/25/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $247K | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT 2020-5058 BE 3% 11/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $466K | – | 0.08 |
| FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3.187% 09/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $189K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 3.5% 05/15/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $40.25 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 01/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 01/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $115K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $196K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2028 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $11.95 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $103K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 4.412% 03/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $389K | – | 0.07 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 02/15/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $96K | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 03/15/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 04/15/2043 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 04/15/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 04/15/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $717K | – | 0.13 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 06/15/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 07/15/2042 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 08/15/2037 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 08/15/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 09/15/2045 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $70K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 10/15/2046 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $197K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $22K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 427 LI 3.5% 02/15/2034 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5.5% 10/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $401K | – | 0.07 |
| FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $884K | – | 0.15 |
| FEDERAL HOME LN MTG MLT CTF GT 5176 AG 2% 01/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $662K | – | 0.12 |
| FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $180K | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.20 |
| FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $207K | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+648.552 02/15/2036 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $963.62 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 1.5% 03/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $502K | – | 0.09 |
| FEDERAL NAT MTG ASN GTD REM PA 1.5% 10/25/2051 | Long | ABS-collateralized bond/debt obligation | US | $204K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $246K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $203K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $691K | – | 0.12 |
| FEDERAL NAT MTG ASN GTD REM PA 2.7% 05/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.58 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 01/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $257K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $387K | – | 0.07 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.36 |
| FEDERAL NAT MTG ASN GTD REM PA 20-101 BA 1.5% 09/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $374K | – | 0.07 |
| FEDERAL NAT MTG ASN GTD REM PA 20-49 JA 2% 08/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $141K | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $59K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043 | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042 | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA SOFR30A+593.552 01/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2021-96 AH 2.5% 03/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.23 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $263K | – | 0.05 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $180K | – | 0.03 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $375K | – | 0.07 |
| FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $147K | – | 0.03 |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $159K | – | 0.03 |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $169K | – | 0.03 |
| FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $253K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $155K | – | 0.03 |
| FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 | Long | ABS-collateralized bond/debt obligation | US | $245K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $248K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027 | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 4.5% 07/25/2027 | Long | ABS-collateralized bond/debt obligation | US | $61.05 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $255K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+632.552 05/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $817.96 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+652.552 12/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+660.552 06/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FEDERAL NAT MTG2012-9 SH SOFR30A+643.552 06/25/2041 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $15.7 | – | 0.00 |
| FGLMC 30YR 3.5% 09/46#Q43176 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| FHLG 15YR 1.5% 01/01/2036#SB8083 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $559K | – | 0.10 |
| FHLG 15YR 1.5% 05/01/2036#QN6387 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| FHLG 15YR 1.5% 07/01/2035#SB8065 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $217K | – | 0.04 |
| FHLG 15YR 1.5% 08/01/2035#SB8066 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $451K | – | 0.08 |
| FHLG 15YR 1.5% 10/01/2036#SB8122 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| FHLG 15YR 1.5% 11/01/2035#SB8073 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $521K | – | 0.09 |
| FHLG 15YR 1.5% 12/01/2035#SB8078 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $536K | – | 0.09 |
| FHLG 15YR 2.5% 01/01/2030#SB0800 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.54 |
| FHLG 15YR 2.5% 02/01/2035#QN1578 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $290K | – | 0.05 |
| FHLG 15YR 2.5% 03/01/2037#RC2527 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| FHLG 15YR 2.5% 05/01/2035#SB8045 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $574K | – | 0.10 |
| FHLG 15YR 2.5% 06/01/2031#J34501 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FHLG 15YR 2.5% 07/01/2036#SB0535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $415K | – | 0.07 |
| FHLG 15YR 2.5% 11/01/2031#ZS8629 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $151K | – | 0.03 |
| FHLG 15YR 2% 01/01/2037#SB8137 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $99K | – | 0.02 |
| FHLG 15YR 2% 03/01/2036#QN5653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $308K | – | 0.05 |
| FHLG 15YR 2% 06/01/2036#SB8107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $748K | – | 0.13 |
| FHLG 15YR 2% 08/01/2036#RC2195 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $590K | – | 0.10 |
| FHLG 15YR 2% 11/01/2036#SB8128 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| FHLG 15YR 2% 12/01/2036#SB8132 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $121K | – | 0.02 |
| FHLG 15YR 3.5% 02/01/2034#G16752 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| FHLG 15YR 3.5% 11/01/2033#G16677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $345K | – | 0.06 |
| FHLG 15YR 3% 02/01/2033#SB0621 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FHLG 15YR 3% 02/01/2034#SB0179 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $545K | – | 0.10 |
| FHLG 15YR 3% 04/01/2032#J36710 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 15YR 3% 04/01/2032#J36729 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 15YR 3% 04/01/2034#G16829 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| FHLG 15YR 3% 04/01/2037#QO0016 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $300K | – | 0.05 |
| FHLG 15YR 3% 04/01/2037#QO0091 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $679K | – | 0.12 |
| FHLG 15YR 3% 07/01/2032#J37270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 15YR 3% 08/01/2032#J37406 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 15YR 3% 08/01/2032#J37452 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 15YR 3% 11/32#ZK9037 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $785K | – | 0.14 |
| FHLG 15YR 3% 12/01/2030#ZS8591 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FHLG 15YR 3% 12/01/2032#J38057 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FHLG 15YR 3% 12/01/2032#SB0030 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $250K | – | 0.04 |
| FHLG 15YR 4.50% 7/25 #G13844 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 20YR 1.5% 02/01/2041#RB5099 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $117K | – | 0.02 |
| FHLG 20YR 1.5% 03/01/2041#RB5104 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| FHLG 20YR 1.5% 04/01/2041#QK0705 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $526K | – | 0.09 |
| FHLG 20YR 1.5% 04/01/2041#RB5107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $121K | – | 0.02 |
| FHLG 20YR 1.5% 12/01/2040#RB5089 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FHLG 20YR 2.5% 01/01/2041#SC0119 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $306K | – | 0.05 |
| FHLG 20YR 2.5% 01/01/2042#RB5142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $400K | – | 0.07 |
| FHLG 20YR 2.5% 02/01/2042#SC0248 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $531K | – | 0.09 |
| FHLG 20YR 2.5% 04/01/2041#SC0158 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $599K | – | 0.10 |
| FHLG 20YR 2.5% 04/01/2042#SC0270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FHLG 20YR 2.5% 05/01/2041#SC0237 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FHLG 20YR 2.5% 06/01/2041#BR1090 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| FHLG 20YR 2.5% 07/01/2041#SC0157 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $473K | – | 0.08 |
| FHLG 20YR 2.5% 07/01/2041#SC0370 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| FHLG 20YR 2.5% 08/01/2041#QK0985 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| FHLG 20YR 2.5% 09/01/2041#SC0185 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $142K | – | 0.02 |
| FHLG 20YR 2.5% 10/01/2041#RB5132 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $199K | – | 0.03 |
| FHLG 20YR 2.5% 11/01/2041#QK1167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| FHLG 20YR 2.5% 11/01/2041#QK1203 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| FHLG 20YR 2.5% 11/01/2041#SC0210 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.50 |
| FHLG 20YR 2% 02/01/2042#RB5145 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $378K | – | 0.07 |
| FHLG 20YR 2% 03/01/2041#SC0136 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.02 |
| FHLG 20YR 2% 04/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| FHLG 20YR 2% 07/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 20YR 2% 07/01/2041#SC0162 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| FHLG 20YR 2% 10/01/2041#RB5131 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 20YR 2% 11/01/2041#RB5135 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $496K | – | 0.09 |
| FHLG 20YR 3.5% 05/01/2034#C91764 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| FHLG 20YR 3.5% 06/01/2032#C91456 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $503K | – | 0.09 |
| FHLG 20YR 3.5% 07/01/2032#C91467 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $480K | – | 0.08 |
| FHLG 20YR 3.5% 07/01/2032#G31067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| FHLG 20YR 3.5% 08/01/2034#C91782 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $220K | – | 0.04 |
| FHLG 20YR 3.5% 12/01/2033#C91737 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| FHLG 20YR 4.5% 10/01/2042#RB5189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| FHLG 20YR 4.5% 12/01/2042#RB5198 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| FHLG 20YR 4% 01/01/2036#G30933 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $238K | – | 0.04 |
| FHLG 20YR 6.50% 1/27 #D97164 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 20YR 6.50% 11/26 #D97105 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 20YR 6.50% 2/27 #D97196 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 20YR 6.50% 5/26 #C90975 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $762.41 | – | 0.00 |
| FHLG 20YR 7.00% 11/26 #C91010 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $572.81 | – | 0.00 |
| FHLG 20YR 7.00% 12/26 #C91019 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 20YR 7.00% 2/27 #D97194 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $417.47 | – | 0.00 |
| FHLG 20YR 7.00% 3/26 #D96943 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 20YR 7.00% 7/26 #D97040 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $526.42 | – | 0.00 |
| FHLG 20YR 7.00% 8/26 #C90997 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 20YR 7.00% 9/26 #G30299 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 3.5% 02/43 #Q15871 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FHLG 3.50% 4/42 #C03811 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $623K | – | 0.11 |
| FHLG 3% 2/1/43 #Q15788 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 1.5% 01/01/2051#SD8120 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| FHLG 30YR 1.5% 02/01/2051#SD8127 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| FHLG 30YR 1.5% 03/01/2051#QC0031 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 1.5% 03/01/2051#SD8133 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $779K | – | 0.14 |
| FHLG 30YR 1.5% 04/01/2051#SD8139 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| FHLG 30YR 1.5% 06/01/2051#QC3131 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FHLG 30YR 1.5% 11/01/2050#QB6612 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| FHLG 30YR 1.5% 12/01/2050#BQ9522 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 1.5% 12/01/2050#QB7301 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FHLG 30YR 2.5% 02/01/2051#RA4575 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $378K | – | 0.07 |
| FHLG 30YR 2.5% 02/01/2051#SD7535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| FHLG 30YR 2.5% 03/01/2051#RA4749 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $358K | – | 0.06 |
| FHLG 30YR 2.5% 05/01/2051#SD7540 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $996K | – | 0.17 |
| FHLG 30YR 2.5% 07/01/2050#SD7521 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| FHLG 30YR 2.5% 07/01/2051#RA5574 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| FHLG 30YR 2.5% 10/01/2050#SD0450 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FHLG 30YR 2.5% 11/01/2050#SD7530 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.61 |
| FHLG 30YR 2.5% 11/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| FHLG 30YR 2.5% 12/01/2051#RA6434 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FHLG 30YR 2% 03/01/2051#SD4957 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.88 |
| FHLG 30YR 2% 05/01/2051#RA5287 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FHLG 30YR 2% 05/01/2051#RA5288 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.03 |
| FHLG 30YR 2% 05/51#QC1514 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $212K | – | 0.04 |
| FHLG 30YR 2% 06/01/2050#RA2677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| FHLG 30YR 2% 07/51#QC4163 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| FHLG 30YR 2% 11/01/2051#RA6334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $320K | – | 0.06 |
| FHLG 30YR 2% 12/01/2051#QD3432 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| FHLG 30YR 2% 12/01/2051#QD3433 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| FHLG 30YR 2% 12/01/2051#RA6506 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FHLG 30YR 3.0% 02/01/2043#Q15789 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FHLG 30YR 3.0% 03/01/2043#Q16470 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2046#G08687 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FHLG 30YR 3.5% 02/01/2052#RA6700 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| FHLG 30YR 3.5% 02/01/2052#RA6799 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| FHLG 30YR 3.5% 03/01/2032#C91403 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $154K | – | 0.03 |
| FHLG 30YR 3.5% 03/01/2046#G60440 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $681K | – | 0.12 |
| FHLG 30YR 3.5% 04/01/2043#Q17564 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2043#Q17578 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FHLG 30YR 3.5% 04/01/2043#Q17646 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $281K | – | 0.05 |
| FHLG 30YR 3.5% 04/01/2046#Q40046 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $454K | – | 0.08 |
| FHLG 30YR 3.5% 04/01/2046#Q40085 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FHLG 30YR 3.5% 04/01/2052#QE0436 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $991K | – | 0.17 |
| FHLG 30YR 3.5% 04/01/2052#SD0958 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 1.82 |
| FHLG 30YR 3.5% 05/01/2045#Q33547 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $883K | – | 0.15 |
| FHLG 30YR 3.5% 05/01/2045#Q33801 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2046#G60553 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FHLG 30YR 3.5% 05/01/2046#G60603 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $531K | – | 0.09 |
| FHLG 30YR 3.5% 05/01/2046#Q40647 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| FHLG 30YR 3.5% 05/01/2052#QE3536 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $123K | – | 0.02 |
| FHLG 30YR 3.5% 06/01/2042#C04038 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FHLG 30YR 3.5% 06/01/2045#Q33791 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $174K | – | 0.03 |
| FHLG 30YR 3.5% 06/01/2045#Q34164 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| FHLG 30YR 3.5% 06/52#SD8221 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $505K | – | 0.09 |
| FHLG 30YR 3.5% 07/01/2042#ZA1228 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $359K | – | 0.06 |
| FHLG 30YR 3.5% 07/01/2042#ZA1231 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.03 |
| FHLG 30YR 3.5% 09/01/2042#ZL3774 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $467K | – | 0.08 |
| FHLG 30YR 3.5% 09/46#Q43257 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FHLG 30YR 3.5% 10/01/2049#RA1544 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $184K | – | 0.03 |
| FHLG 30YR 3.5% 11/01/2042#ZL4397 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $140K | – | 0.02 |
| FHLG 30YR 3.5% 12/01/2046#Q45023 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| FHLG 30YR 3% 03/01/2052#RA6988 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $94K | – | 0.02 |
| FHLG 30YR 3% 03/01/2052#SD2219 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $743K | – | 0.13 |
| FHLG 30YR 3% 04/01/2046#Q39717 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 30YR 3% 04/01/2046#Q40165 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FHLG 30YR 3% 05/01/2046#V82275 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $482K | – | 0.08 |
| FHLG 30YR 3% 05/01/2052#RA7375 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $668K | – | 0.12 |
| FHLG 30YR 3% 06/01/2050#SD7518 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $920K | – | 0.16 |
| FHLG 30YR 3% 09/01/2048#ZS4788 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $581K | – | 0.10 |
| FHLG 30YR 3% 09/01/2050#SD8092 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 3% 09/01/2051#QC7496 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 3% 1/1/43 #Q14696 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FHLG 30YR 3% 10/01/2051#RA5998 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FHLG 30YR 3% 11/01/2050#SD8108 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FHLG 30YR 3% 11/01/2051#QD1240 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 3% 12/01/2042#C04320 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $238K | – | 0.04 |
| FHLG 30YR 3% 12/01/2050#SD8115 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $565K | – | 0.10 |
| FHLG 30YR 3% 12/01/2051#SD8184 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FHLG 30YR 3% 5/46#Q40310 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FHLG 30YR 3% 6/46#V82414 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $475K | – | 0.08 |
| FHLG 30YR 4.0% 01/01/2044#Q24349 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/2044#V80950 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/45#G08624 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2043#Q15107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2043#Q15400 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2044#Q24546 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2044#Q24971 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/45#C09071 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2043#Q17518 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2043#Q18136 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2043#Q18363 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2043#Q18481 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2043#Q19744 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2044#Q26541 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2045#Q34467 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FHLG 30YR 4.0% 07/01/2043#Q19597 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19690 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19764 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19988 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q20358 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2045#Q34458 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.03 |
| FHLG 30YR 4.0% 08/01/2041#Q02721 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2044#Q27808 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2044#Q28059 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2042#Q11138 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21255 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21524 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21605 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21900 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4.0% 1/1/42 #Q05962 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| FHLG 30YR 4.0% 10/01/2042#Q12164 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2043#Q22486 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2043#Q22499 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FHLG 30YR 4.0% 10/01/2043#Q22677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2042#Q13121 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FHLG 30YR 4.0% 11/01/2042#Q13381 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2042#Q13425 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2042#Q13654 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2043#Q23023 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $166K | – | 0.03 |
| FHLG 30YR 4.5% 01/01/2041#A96051 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $157K | – | 0.03 |
| FHLG 30YR 4.5% 02/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2047#Q47737 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2041#A97673 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2044#V81064 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 03/47#Q46995 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2039# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FHLG 30YR 4.5% 05/01/2039# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2047#Q49738 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2053#SD8340 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FHLG 30YR 4.5% 09/39#G05624 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2039# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2039#A89270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| FHLG 30YR 4.5% 10/01/2047#Q51296 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2040#A94862 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FHLG 30YR 4.5% 11/01/2047#Q52082 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2039# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2048#G61821 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $643K | – | 0.11 |
| FHLG 30YR 4% 01/01/2048#V83906 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $144K | – | 0.03 |
| FHLG 30YR 4% 02/01/2045#G07949 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| FHLG 30YR 4% 02/01/2048#V83994 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| FHLG 30YR 4% 02/48#G61343 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $249K | – | 0.04 |
| FHLG 30YR 4% 03/01/2049#ZN6553 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $586K | – | 0.10 |
| FHLG 30YR 4% 04/01/2048#Q55141 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55504 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55720 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55725 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLG 30YR 4% 04/46#G60551 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $576K | – | 0.10 |
| FHLG 30YR 4% 05/01/2045#G61807 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| FHLG 30YR 4% 05/48#ZA5379 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $363K | – | 0.06 |
| FHLG 30YR 4% 06/01/2047#ZM3411 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| FHLG 30YR 4% 06/01/2048#G67713 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $334K | – | 0.06 |
| FHLG 30YR 4% 06/01/2048#ZM6780 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $400K | – | 0.07 |
| FHLG 30YR 4% 06/47#Q48877 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| FHLG 30YR 4% 07/01/2042#Q09230 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $320K | – | 0.06 |
| FHLG 30YR 4% 07/01/2048#Q59935 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $123K | – | 0.02 |
| FHLG 30YR 4% 07/01/2048#ZM7210 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $499K | – | 0.09 |
| FHLG 30YR 4% 08/01/2048#ZS4785 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $170K | – | 0.03 |
| FHLG 30YR 4% 08/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| FHLG 30YR 4% 09/01/2043#G08546 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4% 09/01/2048#ZM8154 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FHLG 30YR 4% 09/01/2048#ZM8169 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $230K | – | 0.04 |
| FHLG 30YR 4% 09/42#G07184 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| FHLG 30YR 4% 10/01/2048#ZM8580 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $225K | – | 0.04 |
| FHLG 30YR 4% 10/01/2052#SD1772 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FHLG 30YR 4% 11/01/2040#A95150 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $513K | – | 0.09 |
| FHLG 30YR 4% 11/01/2042#G07368 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $154K | – | 0.03 |
| FHLG 30YR 4% 11/01/2048#ZN1277 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FHLG 30YR 4% 11/42#G60488 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FHLG 30YR 4% 12/01/2047#G61305 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $520K | – | 0.09 |
| FHLG 30YR 5.0% 07/01/2041#Q02067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 5.5% 02/01/2054#RJ0836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| FHLG 30YR 5.5% 03/01/2053#SD7559 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.62 |
| FHLG 30YR 5.5% 05/01/2053#SD2891 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $947K | – | 0.17 |
| FHLG 30YR 5.5% 10/01/2052#RA7615 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $675K | – | 0.12 |
| FHLG 30YR 5% 01/01/2053#SD2186 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $812K | – | 0.14 |
| FHLG 30YR 5% 10/01/2052#SD1733 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $666K | – | 0.12 |
| FHLG 30YR 5% 11/01/2052#SD1862 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $639K | – | 0.11 |
| FHLG 30YR 5% 11/01/2052#SD1863 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| FHLG 30YR 5% 12/01/2052#RA8292 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $189K | – | 0.03 |
| FHLG 30YR 5% 12/01/2052#SD1924 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FHLG 30YR 5% 12/01/2052#SD2175 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $236K | – | 0.04 |
| FHLG 30YR 6.5% 01/01/2054#RJ0706 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FHLG 30YR 6.5% 03/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 6.5% 04/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 6.5% 05/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 6.5% 09/01/2053#QH0277 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| FHLG 30YR 6.5% 09/01/2053#QH0300 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| FHLG 30YR 6.5% 10/01/2053#RJ0001 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $369K | – | 0.06 |
| FHLG 30YR 6.5% 10/01/2053#RJ0002 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $368K | – | 0.06 |
| FHLG 30YR 6% 02/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $765.01 | – | 0.00 |
| FHLG 30YR 6% 06/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 6% 06/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $297.09 | – | 0.00 |
| FHLG 30YR 6% 07/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 6% 07/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $121.55 | – | 0.00 |
| FHLG 30YR 6% 07/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44.94 | – | 0.00 |
| FHLG 30YR 6% 09/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 30YR 6% 11/01/2053#RJ0189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $197K | – | 0.03 |
| FHLG 30YR 7.5% 01/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $62.37 | – | 0.00 |
| FHLG 30YR 7.5% 02/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FHLG 30YR 7.5% 04/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2 | – | 0.00 |
| FHLG 30YR 7.5% 06/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $734.4 | – | 0.00 |
| FHLG 30YR 7.5% 09/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $298.15 | – | 0.00 |
| FHLG 30YR 7.5% 09/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 7.5% 11/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 7.5% 11/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $258.44 | – | 0.00 |
| FHLG 4.00% 10/41 #Q04113 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 4.00% 2/41 #A96807 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $209K | – | 0.04 |
| FHLG 4.00% 2/42 #Q06088 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FHLG 4.00% 3/42 #Q06886 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FHLG 4.00% 3/42 #Q07242 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FHLG 4.00% 4/42 #C03856 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FHLG 4.00% 4/42 #G06973 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $535K | – | 0.09 |
| FHLG 4.00% 4/42 #Q07441 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 4.00% 5/42 #Q08167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FHLG 4.00% 9/41 #Q03358 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FHLG 4.50% 10/35 #A47209 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 4.50% 10/39 #G08368 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $628K | – | 0.11 |
| FHLG 4.50% 10/40 #A94662 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 4.50% 10/41 #Q03643 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FHLG 4.50% 11/39 #A89870 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 4.50% 2/41 #A96695 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 4.50% 2/41 #A96766 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 4.50% 2/41 #A96876 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 4.50% 2/41 #A97152 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 4.50% 3/41 #A97528 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 4.50% 3/41 #A97661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FHLG 4.50% 4/41 #A97942 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 4.50% 4/41 #Q00114 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 4.50% 5/39 #G05457 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| FHLG 4.50% 5/41 #Q00736 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 4.50% 5/41 #Q00753 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 4.50% 6/41 #Q01208 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 4.50% 6/41 #Q01393 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FHLG 4.50% 8/40 #A93505 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| FHLG 4.50% 8/41 #Q02511 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 4.50% 8/41 #Q02849 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 4.50% 9/39 #A88305 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 4.50% 9/41 #Q03529 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 5.00% 1/35 #G06928 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 5.00% 11/33 #G01625 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $145K | – | 0.03 |
| FHLG 5.00% 12/34 #G05423 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FHLG 5.00% 7/33 #A11628 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 5.00% 8/36 #G02307 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| FHLG 6.00% 10/34 #A45794 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 6.00% 11/28 #C00680 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 6.00% 4/32 #C01344 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 6.00% 5/33 #G01785 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 6.00% 9/36 #C02622 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| FHLG 6.50% 1/32 #C62372 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 6.50% 10/32 #G01766 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 6.50% 2/37 #A57709 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 6.50% 3/30 #G02183 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $182.48 | – | 0.00 |
| FHLG 6.50% 3/32 #C64888 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 6.50% 3/37 #A58828 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 6.50% 4/32 #C01343 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 6.50% 5/33 #A45795 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FHLG 6.50% 9/24 #G00320 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1.28 | – | 0.00 |
| FHLG 6.50% 9/39 #G06670 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLG 7.00% 1/36 #A54473 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 7.00% 11/34 #A45143 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 7.00% 12/33 #G03583 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 7.00% 7/29 #C47273 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 7.00% 8/34 #G08018 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 7.00% 9/35 #A47784 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 7.00% 9/36 #C02621 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 7.50% 7/34 #G02115 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FHLM 30YR 5.5% 02/01/2054#RJ0928 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $739K | – | 0.13 |
| FHLM 30YR 5.5% 03/01/2054#RJ1003 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $850K | – | 0.15 |
| FHLM 30YR 5.5% 03/01/2054#RJ1067 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| FHLM 30YR 5.5% 05/01/2053#RA9058 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| FHLM 30YR 5.5% 08/01/2053#RA9619 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FHLM 30YR 6% 04/01/2054#RJ1229 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $393K | – | 0.07 |
| FHLM 30YR 6% 06/01/2053#RA9276 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $638K | – | 0.11 |
| FHLM 30YR 6% 06/01/2053#RA9277 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $557K | – | 0.10 |
| FHLM 30YR 6% 06/01/2053#RA9278 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $599K | – | 0.10 |
| FHLM 30YR 6% 07/01/2053#RA9382 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $532K | – | 0.09 |
| FHLM 30YR 6% 07/01/2053#RA9383 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $467K | – | 0.08 |
| FHLM 30YR 6% 09/01/2053#RA9856 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $488K | – | 0.09 |
| FHLM ARM 12M+1.75 9/1/41 #1B8787 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLM ARM 2.90% 5/34 #781630 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $343.58 | – | 0.00 |
| FHLM ARM 3.417% 12/01/2040#848392 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FHLM ARM 4.08% 6/33 #1B0891 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLM ARM 5.78% 10/35 #1N0063 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $940.42 | – | 0.00 |
| FHLM ARM 6.182% 6/37 #848188 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FHLM ARM 6.29% 3/36 #1G1852 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLM ARM 6.36% 7/36 #1B7105 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLM ARM 6.39% 12/36 #1J1448 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLM ARM RFT1Y+190 9 10/42#849255 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHR 2043 CJ 6.5% 4/28 (FHLMC MFD HSG COP GTD (FREDMAC) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| FHR 2095 PE 6% 11/28 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| FHR 2104 PG 6% 12/28 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| FHR 2114 ZM 6% 1/29 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FHR 2121 MG 6% 2/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| FHR 2135 JE 6% 3/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| FHR 2154 PT 6% 5/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| FHR 2162 PH 6 6/29 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FHR 2218 ZB 6% 3/30 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FHR 2274 ZM 6.5% 1/31 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| FHR 2357 ZB 6.5% 9/31 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| FHR 2380 SY SOFR30A+808.552 11/31 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $697.21 | – | 0.00 |
| FHR 2502 ZC 6 9/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $21K | – | 0.00 |
| FHR 2520 BE 6% 11/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.00 |
| FHR 2587 IM 6.5% 3/33 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FHR 2802 OB 6% 5/34 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $43K | – | 0.01 |
| FHR 2933 ZM 5.75% 02/15/2035 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $136K | – | 0.02 |
| FHR 2947 XZ 6% 3/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.01 |
| FHR 2996 ZD 5.5% 06/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $89K | – | 0.02 |
| FHR 3002 NE 5% 7/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.01 |
| FHR 3189 PD 6% 7/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $38K | – | 0.01 |
| FHR 3244 SG SOFR30A+654.552 11/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FHR 3336 LI SOFR30A+646.552 6/37 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FHR 3415 PC 5% 12/37 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| FHR 3832 PE 5% 3/41 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $157K | – | 0.03 |
| FHR 3949 MK 4.5% 10/34 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| FHR 4683 LM 3% 05/15/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $204K | – | 0.04 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $90M | 90M | 15.70 |
| FNMA 15YR 1.5% 01/01/2036#MA4228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FNMA 15YR 1.5% 01/01/2037#FS2747 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $953K | – | 0.17 |
| FNMA 15YR 1.5% 05/01/2036#FM7429 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FNMA 15YR 1.5% 09/01/2036#CB1715 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FNMA 15YR 1.5% 11/01/2035#BQ5806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $524K | – | 0.09 |
| FNMA 15YR 1.5% 11/01/2035#BQ6318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $546K | – | 0.10 |
| FNMA 15YR 1.5% 11/01/2035#CA7953 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $291K | – | 0.05 |
| FNMA 15YR 1.5% 12/01/2035#MA4205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $536K | – | 0.09 |
| FNMA 15YR 2.5% 01/01/2030#FS3868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.45 |
| FNMA 15YR 2.5% 01/01/2032#AS8602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| FNMA 15YR 2.5% 01/01/2037#FS1654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| FNMA 15YR 2.5% 02/01/2035#FM2502 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $367K | – | 0.06 |
| FNMA 15YR 2.5% 02/01/2035#FM2518 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $268K | – | 0.05 |
| FNMA 15YR 2.5% 02/01/2035#FM6733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| FNMA 15YR 2.5% 02/35#BO9279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $123K | – | 0.02 |
| FNMA 15YR 2.5% 04/01/2036#FM9743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $181K | – | 0.03 |
| FNMA 15YR 2.5% 05/01/2031#BC0919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| FNMA 15YR 2.5% 08/01/2031#BC2778 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FNMA 15YR 2.5% 10/01/2031#AS8010 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| FNMA 15YR 2.5% 10/01/2031#AS8226 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| FNMA 15YR 2.5% 11/01/2031#MA2803 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| FNMA 15YR 2.5% 11/01/2036#CB2246 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $231K | – | 0.04 |
| FNMA 15YR 2.5% 11/01/2036#FS1970 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.49 |
| FNMA 15YR 2.5% 12/01/2031#AS8511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $320K | – | 0.06 |
| FNMA 15YR 2.5% 12/01/2032#FM1681 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| FNMA 15YR 2% 01/01/2037#FS0216 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| FNMA 15YR 2% 02/01/2028#FS3865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $156K | – | 0.03 |
| FNMA 15YR 2% 02/01/2037#MA4536 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $117K | – | 0.02 |
| FNMA 15YR 2% 04/01/2036#FM6957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $457K | – | 0.08 |
| FNMA 15YR 2% 05/01/2036#BT0887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $201K | – | 0.04 |
| FNMA 15YR 2% 06/01/2036#MA4360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $316K | – | 0.06 |
| FNMA 15YR 2% 07/01/2035#FM3159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $265K | – | 0.05 |
| FNMA 15YR 2% 07/01/2036#MA4383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $816K | – | 0.14 |
| FNMA 15YR 2% 07/35#CA6242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 1.50 |
| FNMA 15YR 2% 08/35#MA4095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $402K | – | 0.07 |
| FNMA 15YR 2% 10/01/2035#BK5705 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $476K | – | 0.08 |
| FNMA 15YR 2% 12/01/2035#MA4206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FNMA 15YR 2% 12/01/2036#BU1384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $198K | – | 0.03 |
| FNMA 15YR 3.5% 07/01/2034#BO1835 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FNMA 15YR 3.5% 07/01/2034#CA3925 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $192K | – | 0.03 |
| FNMA 15YR 3.5% 08/01/2034#CA4087 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $241K | – | 0.04 |
| FNMA 15YR 3.5% 09/01/2033#MA3462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $356K | – | 0.06 |
| FNMA 15YR 3% 01/01/2035#FM2286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $525K | – | 0.09 |
| FNMA 15YR 3% 02/01/2031#FS1234 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| FNMA 15YR 3% 02/01/2033#BM5108 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $713K | – | 0.12 |
| FNMA 15YR 3% 02/01/2035# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FNMA 15YR 3% 03/01/2033#BK4845 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FNMA 15YR 3% 03/01/2033#BM4614 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| FNMA 15YR 3% 04/01/2037#FS1697 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $482K | – | 0.08 |
| FNMA 15YR 3% 07/01/2032#MA3060 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $463K | – | 0.08 |
| FNMA 15YR 3% 07/01/2033# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $263K | – | 0.05 |
| FNMA 15YR 3% 07/01/2034#FM8940 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $144K | – | 0.03 |
| FNMA 15YR 3% 09/01/2035#FS0112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $293K | – | 0.05 |
| FNMA 15YR 3% 11/01/2034#FS1799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FNMA 15YR 3% 11/32#BJ6650 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 3% 12/01/2032#BM5109 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $721K | – | 0.13 |
| FNMA 15YR 3% 12/01/2032#BM5345 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| FNMA 15YR 3% 12/01/2034#FM0046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $272K | – | 0.05 |
| FNMA 15YR 3% 12/34#FM0045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FNMA 15YR 4.50% 5/25 #AB1004 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 20YR 1.5% 01/01/2041#MA4231 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| FNMA 20YR 1.5% 02/01/2041#MA4266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $117K | – | 0.02 |
| FNMA 20YR 1.5% 03/01/2041#MA4286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| FNMA 20YR 1.5% 11/01/2040#MA4175 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $112K | – | 0.02 |
| FNMA 20YR 1.5% 11/01/2041#MA4473 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| FNMA 20YR 1.5% 12/01/2040#MA4202 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| FNMA 20YR 2.5% 03/01/2040#MA3965 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $321K | – | 0.06 |
| FNMA 20YR 2.5% 03/01/2041#CA9362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| FNMA 20YR 2.5% 04/01/2037#BM1257 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| FNMA 20YR 2.5% 04/01/2042#MA4587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FNMA 20YR 2.5% 05/01/2041#CB0471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FNMA 20YR 2.5% 05/01/2041#FM7587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| FNMA 20YR 2.5% 05/01/2042#RB0710 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FNMA 20YR 2.5% 05/01/2042#RB0806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FNMA 20YR 2.5% 07/01/2040#CA6462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| FNMA 20YR 2.5% 07/01/2041#CB1074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FNMA 20YR 2.5% 08/01/2041#CB1343 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $164K | – | 0.03 |
| FNMA 20YR 2.5% 09/01/2041#FM8850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $348K | – | 0.06 |
| FNMA 20YR 2.5% 10/01/2037#BM1951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| FNMA 20YR 2.5% 11/01/2041#BT9396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| FNMA 20YR 2.5% 11/01/2041#FM9558 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $412K | – | 0.07 |
| FNMA 20YR 2.5% 11/01/2041#MA4475 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $270K | – | 0.05 |
| FNMA 20YR 2% 02/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 20YR 2% 02/01/2042#BU1292 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $541K | – | 0.09 |
| FNMA 20YR 2% 02/01/2042#FS0617 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $607K | – | 0.11 |
| FNMA 20YR 2% 03/01/2041#MA4287 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 20YR 2% 03/01/2042#MA4570 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| FNMA 20YR 2% 04/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 20YR 2% 04/01/2041#CB0116 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FNMA 20YR 2% 05/01/2041#MA4333 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 20YR 2% 06/01/2041#FM7891 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FNMA 20YR 2% 06/01/2041#MA4364 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 20YR 2% 06/01/2042#MA4630 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $556K | – | 0.10 |
| FNMA 20YR 2% 07/01/2041#CB1069 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $433K | – | 0.08 |
| FNMA 20YR 2% 07/01/2041#CB1071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $616K | – | 0.11 |
| FNMA 20YR 2% 08/01/2041#CB1337 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $376K | – | 0.07 |
| FNMA 20YR 2% 10/01/2040#FM4644 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FNMA 20YR 2% 10/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $894K | – | 0.16 |
| FNMA 20YR 2% 10/01/2041#CB1837 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $282K | – | 0.05 |
| FNMA 20YR 2% 11/01/2040# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 20YR 2% 11/01/2041#CB2110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $532K | – | 0.09 |
| FNMA 20YR 2% 11/01/2041#FS0106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $662K | – | 0.12 |
| FNMA 20YR 2% 12/01/2040#FM5042 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| FNMA 20YR 2% 12/01/2040#MA4204 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 20YR 2% 12/01/2041#FM9851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $233K | – | 0.04 |
| FNMA 20YR 2% 12/01/2041#MA4501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $414K | – | 0.07 |
| FNMA 20YR 4.5% 05/01/2039#FM1194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $424K | – | 0.07 |
| FNMA 20YR 4.5% 09/01/2042#MA4766 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $186K | – | 0.03 |
| FNMA 20YR 6.50% 2/27 #256628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 20YR 6.50% 3/27 #256653 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $420.22 | – | 0.00 |
| FNMA 20YR 6.50% 5/27 #256738 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 20YR 6.50% 7/27 #256821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 20YR 6.50% 8/27 #928600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 20YR 7.00% 12/26 #256589 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $660.72 | – | 0.00 |
| FNMA 20YR 7.00% 8/26 #256430 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 3.50% 10/42 #AP6486 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 3.50% 10/42 #AP7148 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 3.50% 10/42 #AP7882 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FNMA 3.50% 11/42 #AQ0170 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 3.50% 11/42 #AQ0206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 3.50% 9/42 #AP3391 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 3.50% 9/42 #AP4410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| FNMA 3.50% 9/42 #AP5129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FNMA 30YR 1.5% 01/01/2051#MA4236 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| FNMA 30YR 1.5% 02/01/2051#MA4254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FNMA 30YR 1.5% 05/01/2051#BT0518 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FNMA 30YR 1.5% 06/01/2051#CB0788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| FNMA 30YR 1.5% 06/01/2051#MA4354 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $477K | – | 0.08 |
| FNMA 30YR 1.5% 07/01/2051#MA4377 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.92 |
| FNMA 30YR 2.5% 01/01/2051#FM5651 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $220K | – | 0.04 |
| FNMA 30YR 2.5% 01/01/2052#FS1648 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.59 |
| FNMA 30YR 2.5% 01/01/2052#MA4512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $263K | – | 0.05 |
| FNMA 30YR 2.5% 05/01/2051#CB0388 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $480K | – | 0.08 |
| FNMA 30YR 2.5% 05/01/2051#CB0511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $226K | – | 0.04 |
| FNMA 30YR 2.5% 05/01/2051#FM7352 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FNMA 30YR 2.5% 05/01/2051#MA4326 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $741K | – | 0.13 |
| FNMA 30YR 2.5% 06/01/2051#FM7507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.50 |
| FNMA 30YR 2.5% 07/01/2051#CB0997 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| FNMA 30YR 2.5% 08/01/2051#CB1384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| FNMA 30YR 2.5% 08/01/2051#MA4399 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $148K | – | 0.03 |
| FNMA 30YR 2.5% 09/01/2050#FM4342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.77 |
| FNMA 30YR 2.5% 09/01/2051#CB1549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $478K | – | 0.08 |
| FNMA 30YR 2.5% 09/01/2051#MA4414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FNMA 30YR 2.5% 10/01/2050#CA7229 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $417K | – | 0.07 |
| FNMA 30YR 2.5% 10/01/2051#MA4438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| FNMA 30YR 2.5% 11/01/2051#CB2048 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| FNMA 30YR 2.5% 11/01/2051#FM9501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| FNMA 30YR 2.5% 11/01/2051#FM9505 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $720K | – | 0.13 |
| FNMA 30YR 2.5% 11/01/2051#FM9517 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $937K | – | 0.16 |
| FNMA 30YR 2.5% 11/01/2051#MA4466 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| FNMA 30YR 2.5% 12/01/2051#CB2289 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| FNMA 30YR 2.5% 12/01/2051#CB2320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $643K | – | 0.11 |
| FNMA 30YR 2.5% 12/01/2051#CB2321 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $599K | – | 0.10 |
| FNMA 30YR 2.5% 12/01/2051#FM9865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.59 |
| FNMA 30YR 2% 01/01/2052#CB2610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| FNMA 30YR 2% 02/01/2052#CB2765 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $876K | – | 0.15 |
| FNMA 30YR 2% 03/01/2051#FM6560 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 2% 03/01/2052#CB3036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $185K | – | 0.03 |
| FNMA 30YR 2% 03/01/2052#CB3037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $185K | – | 0.03 |
| FNMA 30YR 2% 03/01/2052#CB3038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $142K | – | 0.02 |
| FNMA 30YR 2% 04/01/2051#FM6944 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $849K | – | 0.15 |
| FNMA 30YR 2% 07/01/2050#CA6275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $528K | – | 0.09 |
| FNMA 30YR 2% 07/01/2050#FM3897 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $318K | – | 0.06 |
| FNMA 30YR 2% 07/01/2051#CB1109 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 2% 07/01/2051#CB1110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 2% 07/51#BQ1010 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $195K | – | 0.03 |
| FNMA 30YR 2% 07/51#BT1461 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FNMA 30YR 2% 10/01/2050#CA7323 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $815K | – | 0.14 |
| FNMA 30YR 2% 10/01/2051#CB1799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| FNMA 30YR 2% 11/01/2050#CA7616 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $486K | – | 0.08 |
| FNMA 30YR 2% 11/01/2051#BU5834 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $179K | – | 0.03 |
| FNMA 30YR 2% 11/01/2051#FM9568 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| FNMA 30YR 2% 12/01/2051#CB2346 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $444K | – | 0.08 |
| FNMA 30YR 2% 12/01/2051#CB2347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $483K | – | 0.08 |
| FNMA 30YR 3.0% 02/01/2043#AR0015 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FNMA 30YR 3.0% 07/01/2043#AB9858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $588K | – | 0.10 |
| FNMA 30YR 3.0% 07/01/2043#AU2962 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FNMA 30YR 3.5% 01/01/2043#AQ9947 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#AL9776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $286K | – | 0.05 |
| FNMA 30YR 3.5% 01/01/2047#BE7834 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| FNMA 30YR 3.5% 01/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $220K | – | 0.04 |
| FNMA 30YR 3.5% 01/01/2052#CB2679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| FNMA 30YR 3.5% 02/01/2046#AZ6451 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| FNMA 30YR 3.5% 02/01/2052#BV3575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $521K | – | 0.09 |
| FNMA 30YR 3.5% 02/01/2052#CB2905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $158K | – | 0.03 |
| FNMA 30YR 3.5% 02/01/2052#CB2906 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $206K | – | 0.04 |
| FNMA 30YR 3.5% 02/46#BC1354 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155K | – | 0.03 |
| FNMA 30YR 3.5% 03/01/2047#BE9249 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FNMA 30YR 3.5% 03/01/2052#CB3128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $334K | – | 0.06 |
| FNMA 30YR 3.5% 04/01/2049#BN6567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2050#FM3237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $200K | – | 0.03 |
| FNMA 30YR 3.5% 06/01/2042#AB5379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2052#MA4654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $310K | – | 0.05 |
| FNMA 30YR 3.5% 08/01/2042#AL2266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $237K | – | 0.04 |
| FNMA 30YR 3.5% 08/01/2042#AP0495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2046#AS7822 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| FNMA 30YR 3.5% 08/01/2046#BD5247 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| FNMA 30YR 3.5% 08/01/2052#MA4699 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $479K | – | 0.08 |
| FNMA 30YR 3.5% 09/01/2046#BD0711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FNMA 30YR 3.5% 09/01/2046#BD7792 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $121K | – | 0.02 |
| FNMA 30YR 3.5% 09/01/2051#FS6219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $672K | – | 0.12 |
| FNMA 30YR 3.5% 10/01/2045#AZ4750 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FNMA 30YR 3.5% 10/01/2047#CA0607 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| FNMA 30YR 3.5% 11/01/2042#AP4319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2042#AP8794 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2045#AS6262 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2046#BC9014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $484K | – | 0.08 |
| FNMA 30YR 3.5% 11/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $352K | – | 0.06 |
| FNMA 30YR 3.5% 12/01/2042#AQ8878 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2045#BC4834 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $444.98 | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#AL9489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| FNMA 30YR 3.5% 12/01/2046#BD9690 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| FNMA 30YR 3.5% 12/01/2046#BE5877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FNMA 30YR 3.5% 12/01/2046#BM5096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FNMA 30YR 3.5% 12/46#BC9077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $475K | – | 0.08 |
| FNMA 30YR 3.5% 2/1/43 #AR5859 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.5% 3/1/43#AR6743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| FNMA 30YR 3.5% 4/1/43 #AT0648 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| FNMA 30YR 3.5% 4/1/43 #AT0668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.5% 4/1/43 #AT1745 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| FNMA 30YR 3.5% 4/1/43 #AT3073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3% 01/01/2051#MA4239 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $513K | – | 0.09 |
| FNMA 30YR 3% 02/01/2050#CA5122 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $511K | – | 0.09 |
| FNMA 30YR 3% 02/01/2050#FM2439 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FNMA 30YR 3% 02/01/2052#CB2886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FNMA 30YR 3% 02/01/2052#FS0631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $633K | – | 0.11 |
| FNMA 30YR 3% 03/01/2050#BP2186 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| FNMA 30YR 3% 03/01/2050#FM6195 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $999K | – | 0.17 |
| FNMA 30YR 3% 04/01/2050#BK2249 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| FNMA 30YR 3% 05/50#FM3269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $148K | – | 0.03 |
| FNMA 30YR 3% 07/01/2050#CA6312 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $859K | – | 0.15 |
| FNMA 30YR 3% 07/01/2050#CA6416 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.44 |
| FNMA 30YR 3% 07/46#AS7533 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $707K | – | 0.12 |
| FNMA 30YR 3% 09/01/2049#CA4142 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $841K | – | 0.15 |
| FNMA 30YR 3% 10/01/2049#CA4406 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FNMA 30YR 3% 10/01/2051#FM9049 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $817K | – | 0.14 |
| FNMA 30YR 3% 11/01/2049#BO4757 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FNMA 30YR 3% 11/01/2050#MA4184 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| FNMA 30YR 3% 11/01/2051#CB2166 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $689K | – | 0.12 |
| FNMA 30YR 3% 12/01/2049#FM2077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.70 |
| FNMA 30YR 3% 12/01/2050#MA4211 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $925K | – | 0.16 |
| FNMA 30YR 3% 12/01/2051#BT9503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3% 12/01/2051#FM9777 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $348K | – | 0.06 |
| FNMA 30YR 3% 12/01/2051#FM9919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $493K | – | 0.09 |
| FNMA 30YR 4.0% 01/01/2041#AH1582 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2045#AX7918 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FNMA 30YR 4.0% 01/01/2045#AY0356 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $208K | – | 0.04 |
| FNMA 30YR 4.0% 01/01/2045#AY3020 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| FNMA 30YR 4.0% 04/01/2045#AY8060 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FNMA 30YR 4.0% 04/01/2045#AY9393 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| FNMA 30YR 4.0% 11/01/2040#AB1801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| FNMA 30YR 4.0% 11/01/2040#AE8265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2044#AX5347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $158K | – | 0.03 |
| FNMA 30YR 4.5% 01/48#BJ1074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2041#AH5580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $156K | – | 0.03 |
| FNMA 30YR 4.5% 02/01/2046#BM5199 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $191K | – | 0.03 |
| FNMA 30YR 4.5% 03/01/2041#AH7219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FNMA 30YR 4.5% 03/01/2046#BM4548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| FNMA 30YR 4.5% 03/46#BM3928 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $498K | – | 0.09 |
| FNMA 30YR 4.5% 04/01/2041#AH4043 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FNMA 30YR 4.5% 06/01/2044#AL5512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FNMA 30YR 4.5% 06/47#BH1008 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2041#AH5464 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2040#BM1518 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $351K | – | 0.06 |
| FNMA 30YR 4.5% 08/01/2041#AI7563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2049#FM1338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $469K | – | 0.08 |
| FNMA 30YR 4.5% 09/01/2042#AL5881 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FNMA 30YR 4.5% 09/01/2049#FM1534 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $385K | – | 0.07 |
| FNMA 30YR 4.5% 10/01/2044#AS3651 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| FNMA 30YR 4.5% 10/01/2045#BM4643 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| FNMA 30YR 4.5% 10/01/2048#CA2432 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $853K | – | 0.15 |
| FNMA 30YR 4.5% 11/01/2043#AV0047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2052#CB5124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| FNMA 30YR 4.5% 12/01/2040#AE0698 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FNMA 30YR 4% #AL9282 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4% 02/01/2048#BJ4680 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 4% 03/01/2039#AS2011 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4% 03/01/2039#AV6581 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FNMA 30YR 4% 03/01/2046#BM4980 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $198K | – | 0.03 |
| FNMA 30YR 4% 03/01/2048#BJ4970 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| FNMA 30YR 4% 03/46#BC1776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FNMA 30YR 4% 04/01/2052#CB3313 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| FNMA 30YR 4% 04/01/2052#FS1647 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FNMA 30YR 4% 05/01/2052#MA4644 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FNMA 30YR 4% 06/01/2039#AS2599 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4% 06/01/2039#AW0113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4% 07/01/2046#BC6148 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| FNMA 30YR 4% 08/01/2046#BD1451 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| FNMA 30YR 4% 08/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $793K | – | 0.14 |
| FNMA 30YR 4% 09/01/2045#BA0270 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| FNMA 30YR 4% 09/01/2046#BD1489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| FNMA 30YR 4% 09/01/2047#BJ0197 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4% 10/01/2039#AS3482 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4% 10/01/2046#BD7599 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FNMA 30YR 4% 10/01/2046#BE4159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FNMA 30YR 4% 11/01/2049#CA4628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| FNMA 30YR 4% 12/01/2047#BJ4340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FNMA 30YR 5.0% 06/01/2041#AI5034 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 5.0% 08/01/2041#AI5189 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 5.0% 09/01/2033#AL7521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $663K | – | 0.12 |
| FNMA 30YR 5.264% 08/01/2041#AL6552 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| FNMA 30YR 5.5% 02/01/2053#CB5600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $366K | – | 0.06 |
| FNMA 30YR 5.5% 05/01/2053#FS4631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FNMA 30YR 5.5% 06/01/2053#CB6642 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $466K | – | 0.08 |
| FNMA 30YR 5.5% 08/01/2053#CB6911 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| FNMA 30YR 5.5% 10/01/2052#CB4843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $954K | – | 0.17 |
| FNMA 30YR 5.5% 11/01/2052#CB5139 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| FNMA 30YR 5% 02/01/2035#AB0067 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| FNMA 30YR 5% 02/01/2049#BM5577 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $238K | – | 0.04 |
| FNMA 30YR 5% 03/01/2033#AB0066 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FNMA 30YR 5% 05/01/2044#AS9099 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 5% 07/01/2033#709252 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FNMA 30YR 5% 10/01/2052#CB4893 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $748K | – | 0.13 |
| FNMA 30YR 5% 10/01/2052#FS3047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| FNMA 30YR 5% 11/01/2052#CB5128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FNMA 30YR 5% 11/01/2052#FS3248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $560K | – | 0.10 |
| FNMA 30YR 5% 11/01/2052#FS3295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| FNMA 30YR 6.5% 01/01/2054#CB7801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $907K | – | 0.16 |
| FNMA 30YR 6.5% 03/01/2054#CB8113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $457K | – | 0.08 |
| FNMA 30YR 6.5% 05/01/2053#FS4662 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $897K | – | 0.16 |
| FNMA 30YR 6.5% 09/01/2053#CB7134 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $691K | – | 0.12 |
| FNMA 30YR 6.5% 11/01/2053#CB7520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $736K | – | 0.13 |
| FNMA 30YR 6.679% 02/01/2039#AL8741 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FNMA 30YR 6% 03/01/2054#CB8112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $400K | – | 0.07 |
| FNMA 30YR 6% 03/01/2054#CB8165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FNMA 30YR 6% 04/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| FNMA 30YR 6% 05/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| FNMA 30YR 6% 06/01/2053#CB6538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| FNMA 30YR 6% 06/01/2053#CB6539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $822K | – | 0.14 |
| FNMA 30YR 6% 09/01/2053#CB7123 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $287K | – | 0.05 |
| FNMA 30YR 6% 11/01/2052#CB5049 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $391K | – | 0.07 |
| FNMA 30YR 6% 11/01/2053#FS6498 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FNMA 30YR 6% 11/01/2053#SD4349 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 1.76 |
| FNMA 4.00% 1/41 #AB2079 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $353K | – | 0.06 |
| FNMA 4.00% 1/41 #AE9338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 4.00% 10/40 #AE4645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ3485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 4.00% 11/41 #AB3872 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| FNMA 4.00% 12/40 #AH0851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 4.00% 2/41 #AE6390 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $302K | – | 0.05 |
| FNMA 4.00% 2/42 #AK1110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 4.00% 2/42 #AK2525 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 4.00% 2/42 #AK3455 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FNMA 4.00% 2/42 #AK3548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.00% 3/42 #AK1510 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 4.00% 3/42 #AK5316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 4.00% 3/42 #AK7441 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 4.00% 3/42 #AL1521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| FNMA 4.00% 4/42 #AK6409 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 4.00% 4/42 #AK8228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| FNMA 4.00% 4/42 #AK8237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $144K | – | 0.03 |
| FNMA 4.00% 4/42 #AK9019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| FNMA 4.00% 4/42 #AK9701 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 4.00% 6/39 #AA9805 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 10/39 #932130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| FNMA 4.50% 10/40 #AE3832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 4.50% 11/39 #AC5442 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.02 |
| FNMA 4.50% 11/40 #AE3874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FNMA 6.50% 10/35 #835556 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 6.50% 12/27 #257055 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $798.96 | – | 0.00 |
| FNMA 6.50% 2/37 #908771 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 3/35 #255661 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $772.31 | – | 0.00 |
| FNMA 6.50% 3/35 #808134 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $382.42 | – | 0.00 |
| FNMA 6.50% 4/35 #820389 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $491.5 | – | 0.00 |
| FNMA 6.50% 6/36 #885763 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 6.50% 7/35 #255816 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $758.88 | – | 0.00 |
| FNMA 6.50% 8/35 #255896 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 8/35 #830779 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.50% 9/37 #889631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $946.19 | – | 0.00 |
| FNMA 7.00% 1/27 #256630 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.00% 10/26 #256507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 5/30 #590851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FNMA 7.00% 7/26 #256384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $433.39 | – | 0.00 |
| FNMA 7.00% 9/26 #256469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 11/27 #251298 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $196.14 | – | 0.00 |
| FNMA 7.50% 11/27 #404745 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51.89 | – | 0.00 |
| FNMA 7.50% 12/25 #332726 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28.74 | – | 0.00 |
| FNMA 7.50% 3/32 #639704 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 4/32 #638123 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 7.50% 4/32 #638545 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 5/32 #254335 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 7.50% 5/32 #626296 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 7.50% 5/32 #641058 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 7.50% 6/32 #254383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 6/32 #644836 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 6/32 #646424 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $559.83 | – | 0.00 |
| FNMA 7.50% 6/32 #648177 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $395.64 | – | 0.00 |
| FNMA 7.50% 6/32 #648596 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $329.95 | – | 0.00 |
| FNMA 7.50% 6/32 #650527 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $225.32 | – | 0.00 |
| FNMA 7.50% 7/27 #250990 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8.5 | – | 0.00 |
| FNMA 7.50% 7/29 #506350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 7/32 #648009 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $509.4 | – | 0.00 |
| FNMA 7.50% 8/25 #318167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35.16 | – | 0.00 |
| FNMA 7.50% 8/32 #663318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 7.50% 9/30 #535486 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $113.21 | – | 0.00 |
| FNMA 7.50% 9/32 #654060 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 8.00% 12/29 #252926 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23.2 | – | 0.00 |
| FNMA 8.00% 3/37 #922475 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 9.00% 10/30 #567024 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA ARM 0.0% 01/01/2042#AJ8357 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA ARM 11/36 #995606 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 2.691% 02/01/2042#AK2344 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA ARM 2.967% 8/41#AI8879 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA ARM 3.47% 3/40 #AD0820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA ARM 3.472% 12/01/2040#AE0653 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $178K | – | 0.03 |
| FNMA ARM 3.753% 10/33 #746320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA ARM 4.293% 3/35 #815586 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 4.58% 7/35 #995273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 4.66% 8/35 #745071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA ARM 4.87% 1/35 #735833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 5.37% 6/36 #916726 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA ARM 5.869% 5/36 #995608 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA ARM 5.91% 3/36 #865849 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA ARM 6.25% 6/36 #886983 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA ARM 6.54% 4/37 #918912 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA FHAL 7% 12/28#252285 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $680.66 | – | 0.00 |
| FNMA GTD MTG 2013-51 GI 3% 10/25/2032 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF 2020-75 HA 1.5% 12/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.21 |
| FNR 1999-17 PG 6% 4/29 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.00 |
| FNR 1999-32 PL 6% 7/29 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.01 |
| FNR 1999-33 PK 6% 7/29 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $23K | – | 0.00 |
| FNR 2001-20 Z 6% 5/31 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.00 |
| FNR 2001-31 ZC 6.5% 7/31 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| FNR 2001-52 YZ 6.5% 10/31 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FNR 2002-16 ZD 6.50% 4/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FNR 2002-74 SV SOFR30A+743.552 11/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $89.71 | – | 0.00 |
| FNR 2003-118 S SOFR30A+798.552 12/33 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FNR 2003-21 SK SOFR30A+798.552 3/33 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $481.09 | – | 0.00 |
| FNR 2005-39 TE 5% 5/35 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $60K | – | 0.01 |
| FNR 2005-73 SA SOFR30A+1725.235 8/35 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNR 2007-57 SA 4062-6*1ML 6/37 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.01 |
| FNR 2007-66 SB SOFR30A+3891.312 7/37 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FNR 2010-135 ZA 4.5% 12/40 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $22K | – | 0.00 |
| FNR 2010-150 ZC 4.75% 01/41 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $227K | – | 0.04 |
| FNR 2011-4 PZ 5% 2/41 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $78K | – | 0.01 |
| FNR 2011-67 AI IO 4% 7/26 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $26.99 | – | 0.00 |
| FNR 2013-133 IB 3% 04/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $249.76 | – | 0.00 |
| FNR 2015-70 JC 3% 10/45 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $224K | – | 0.04 |
| FNR 2017-30 AI 5.5% 05/47 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| FNS 348 14 6.5% 8/34 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FNS 351 12 5.5% 4/34 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FNS 351 13 6% 3/34 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNS 359 19 6% 7/35 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| FNS 384 6 5% 7/37 (FNMA STRIPPED MTG BKD SECS) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $752K | – | 0.13 |
| FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.19 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 5.44% 10/20/2025 | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.01 |
| GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026 | Long | ABS-collateralized bond/debt obligation | US | $103K | – | 0.02 |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 4.98% 12/11/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $684K | – | 0.12 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028 | Long | ABS-collateralized bond/debt obligation | US | $224K | – | 0.04 |
| GNII II 2.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $17M | – | 3.05 |
| GNII II 2.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-9M | – | -1.54 |
| GNII II 2.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 1.53 |
| GNII II 2.5% 12/20/2051#MA7767 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| GNII II 2% 01/20/2051#MA7135 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $318K | – | 0.06 |
| GNII II 2% 04/51#MA7311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $197K | – | 0.03 |
| GNII II 2% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $34M | – | 5.87 |
| GNII II 2% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-12M | – | -2.13 |
| GNII II 2% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 1.55 |
| GNII II 2% 10/20/2050#MA6930 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.47 |
| GNII II 2% 11/20/2050#MA6994 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.45 |
| GNII II 2% 12/20/2050#MA7051 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.64 |
| GNII II 3.5% 01/20/2043#MA0852 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| GNII II 3.5% 01/20/2044#MA1600 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 3.5% 02/20/2043#MA0783 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $155K | – | 0.03 |
| GNII II 3.5% 02/20/2044#MA1677 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 3.5% 03/20/44#MA1760 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 3.5% 04/20/2043#MA0934 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $189K | – | 0.03 |
| GNII II 3.5% 04/20/2044#MA1838 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 3.5% 04/20/46#AS7319 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII II 3.5% 05/20/2046#AS9175 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNII II 3.5% 05/20/2046#AS9183 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 3.5% 05/43 #MA1012 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GNII II 3.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 1.52 |
| GNII II 3.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-4M | – | -0.71 |
| GNII II 3.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.71 |
| GNII II 3.5% 07/20/2043#MA1157 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 3.5% 08/20/2043#MA1224 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 3.5% 09/20/2040#004799 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 3.5% 09/20/2043#MA1285 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| GNII II 3.5% 10/20/2043#MA1375 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 3.5% 11/20/2043#MA1448 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 3.50% 10/41 #005202 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 3.50% 11/41 #005232 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $192K | – | 0.03 |
| GNII II 3.50% 12/40 #004881 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 3% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $19M | – | 3.40 |
| GNII II 4.0% 01/46#MA3377 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNII II 4.0% 06/20/2045#MA2893 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| GNII II 4.0% 07/20/2044#MA2074 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| GNII II 4.0% 08/20/2043#MA1225 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNII II 4.0% 08/20/2044#MA2149 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| GNII II 4.0% 08/20/2045#MA3035 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $285K | – | 0.05 |
| GNII II 4.0% 09/45#MA3106 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 4.0% 10/45#MA3174 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 4.0% 11/20/2044#MA2372 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $443K | – | 0.08 |
| GNII II 4.0% 12/20/44#MA2446 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 4.00% 1/41 #004922 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $815K | – | 0.14 |
| GNII II 4.00% 10/40 #004833 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $332K | – | 0.06 |
| GNII II 4.00% 10/41 #005203 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $386K | – | 0.07 |
| GNII II 4.00% 11/40 #004853 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $185K | – | 0.03 |
| GNII II 4.00% 12/40 #004882 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 4.00% 2/41 #004945 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| GNII II 4.00% 3/41 #004977 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| GNII II 4.00% 7/33 #003426 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 4.00% 8/41 #005139 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII II 4.00% 9/40 #004800 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $258K | – | 0.05 |
| GNII II 4.5% 01/20/2045#MA2523 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 4.5% 03/20/2046#MA3523 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 4.5% 05/46#MA3665 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 4.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.48 |
| GNII II 4.5% 06/20/2043#MA1092 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 4.5% 06/44#MA1997 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 4.5% 09/20/2046#MA3939 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 4.5% 10/20/44#MA2305 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 4.50% 1/41 #004946 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $108K | – | 0.02 |
| GNII II 4.50% 11/39 #004577 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 4.50% 11/40 #004854 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| GNII II 4.50% 11/41 #005234 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNII II 4.50% 2/42 #005306 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 4.50% 3/41 #004978 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 4.50% 4/35 #003700 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 4.50% 5/40 #004696 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 4.50% 5/41 #005055 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $144K | – | 0.03 |
| GNII II 4.50% 5/42 #MA0090 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 4.50% 6/35 #003722 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNII II 4.50% 6/41 #005082 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 4.50% 9/39 #004540 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 4.50% 9/40 #004801 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| GNII II 4% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.61 |
| GNII II 4% 08/20/2048#MA5398 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| GNII II 4% 12/20/2045#MA3311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 1.30 |
| GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-7M | – | -1.30 |
| GNII II 5.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 1.30 |
| GNII II 5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11M | – | 1.97 |
| GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.93 |
| GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-5M | – | -0.93 |
| GNII II 6% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.79 |
| GNII II 7.00% 3/32 #003216 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 7% 2/32 #003202 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 13-149 MA 2.5% 5/20/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $192K | – | 0.03 |
| GNMA 2004-24 ZM 5% 04/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $57K | – | 0.01 |
| GNMA 2017-H06 FA T1Y+35 08/66 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $239K | – | 0.04 |
| GNMA 3.50% 3/42 #733812 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 30YR 3.0% 04/15/2045#AL9296 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2043#AD0793 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| GNMA 30YR 3.0% 06/15/2042#794507 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| GNMA 30YR 3.0% 06/15/2043#AC2222 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| GNMA 30YR 3.0% 06/15/2043#AD2454 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| GNMA 30YR 3.0% 07/15/2043#AD2512 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 30YR 3.5% 02/15/2043#796369 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $204K | – | 0.04 |
| GNMA 30YR 3.5% 03/15/2043#AD0818 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $141K | – | 0.02 |
| GNMA 30YR 3.5% 07/15/2043#AC1095 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 30YR 4.0% 02/15/2042#778869 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 30YR 4.0% 02/15/2042#794219 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| GNMA 30YR 4.0% 03/15/2041#763058 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| GNMA 30YR 4.0% 03/15/2042#773367 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 4.0% 05/15/2041#770680 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| GNMA 30YR 4.0% 06/15/2041#770824 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| GNMA 30YR 4.0% 06/15/2042#AA0565 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 4.0% 08/15/43#AF5070 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 4.0% 12/15/2040#746175 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 30YR 4.5% 06/15/2041#366975 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $308K | – | 0.05 |
| GNMA 30YR 4% 01/15/2042#794559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 4% 01/15/2043#AC9441 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 30YR 4% 03/15/2041#738107 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 4% 03/15/2041#769036 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 4% 03/15/2042#733816 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| GNMA 30YR 4% 03/15/2042#796180 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 4% 04/15/2042#792254 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 30YR 4% 04/15/2043#AD7475 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 4% 05/15/2042#AA1859 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 30YR 4% 08/15/2041#768109 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 30YR 4% 08/15/2043#AD5682 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 30YR 4% 10/15/2041#775540 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 4% 11/15/2042#AB9201 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 4% 12/15/2041#792596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 4% 12/15/2042#AB8144 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 5.0% 06/15/2041#783838 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.00% 10/40 #737532 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 4.00% 10/40 #737559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| GNMA 4.00% 10/40 #751249 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.00% 10/40 #783143 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| GNMA 4.00% 10/41 #479494 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $147K | – | 0.03 |
| GNMA 4.00% 10/41 #479596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.00% 10/41 #479607 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| GNMA 4.00% 10/41 #772072 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 4.00% 11/41 #489862 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| GNMA 4.00% 12/40 #737790 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.00% 12/41 #552554 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| GNMA 4.00% 12/41 #778681 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GNMA 4.00% 2/41 #738002 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 4.00% 3/40 #678658 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 4.00% 6/41 #754005 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.00% 6/41 #757631 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 4.00% 6/41 #768770 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.00% 7/41 #748144 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.00% 7/41 #768127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.00% 9/40 #737442 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.00% 9/41 #489861 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.00% 9/41 #772063 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| GNMA 4.50% 2/40 #711188 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 2/40 #737007 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 4.50% 3/40 #545934 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 4.50% 3/40 #711223 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $192K | – | 0.03 |
| GNMA 4.50% 3/40 #737104 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| GNMA 4.50% 3/41 #783295 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| GNMA 4.50% 5/39 #698329 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 5/40 #736729 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| GNMA 4.50% 6/40 #745068 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| GNMA 4.50% 6/40 #745083 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| GNMA 4.50% 6/40 #745094 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| GNMA 4.50% 6/40 #745127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 4.50% 6/40 #745138 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| GNMA 4.50% 6/40 #782989 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $117K | – | 0.02 |
| GNMA 4.50% 6/40 #783008 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| GNMA 4.50% 7/40 #719216 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| GNMA 4.50% 7/40 #719228 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| GNMA 4.50% 7/40 #719230 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 4.50% 7/40 #733234 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.50% 7/40 #745192 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| GNMA 4.50% 7/40 #745232 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| GNMA 4.50% 7/40 #745236 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| GNMA 4.50% 8/33 #604574 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $351.64 | – | 0.00 |
| GNMA 4.50% 8/39 #698474 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| GNMA 4.50% 8/39 #710465 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $130K | – | 0.02 |
| GNMA 4.50% 8/40 #733255 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.50% 8/40 #741372 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| GNMA 5.00% 11/39 #704775 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| GNMA 5.00% 11/39 #726095 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 5.00% 4/40 #737177 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| GNMA 5.00% 4/40 #737191 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GNMA 5.00% 5/39 #713327 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 5.00% 6/40 #733726 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $260K | – | 0.05 |
| GNMA 5.00% 6/40 #743475 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 5.00% 7/39 #704628 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| GNMA 5.00% 7/40 #739706 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 5.00% 7/40 #743101 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 8/39 #721187 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 9/39 #726298 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 5.50% 12/38 #782537 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 5.50% 9/39 #710868 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| GNMA 6.50% 10/34 #605525 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 6.50% 7/36 #658019 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $397.34 | – | 0.00 |
| GNMA 7.00% 1/26 #780299 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $68.97 | – | 0.00 |
| GNMA 7.00% 1/28 #462495 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32.23 | – | 0.00 |
| GNMA 7.00% 1/28 #463389 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $531.94 | – | 0.00 |
| GNMA 7.00% 1/29 #494945 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 1/29 #499333 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $157.56 | – | 0.00 |
| GNMA 7.00% 10/28 #490635 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $307.83 | – | 0.00 |
| GNMA 7.00% 12/27 #455361 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $174.79 | – | 0.00 |
| GNMA 7.00% 12/31 #556294 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 2/28 #462554 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $320.72 | – | 0.00 |
| GNMA 7.00% 3/28 #468760 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $158.81 | – | 0.00 |
| GNMA 7.00% 5/28 #476306 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $95.57 | – | 0.00 |
| GNMA 7.00% 5/29 #510903 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/28 #458908 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5.28 | – | 0.00 |
| GNMA 7.00% 7/28 #476120 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $317.69 | – | 0.00 |
| GNMA 7.00% 7/28 #481798 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $784.91 | – | 0.00 |
| GNMA 7.00% 7/29 #510100 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21.74 | – | 0.00 |
| GNMA 7.00% 7/29 #514330 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $116.46 | – | 0.00 |
| GNMA 7.00% 8/28 #404244 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $399.92 | – | 0.00 |
| GNMA 7.00% 8/29 #509410 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $152.51 | – | 0.00 |
| GNMA 7.00% 8/29 #513757 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13.93 | – | 0.00 |
| GNMA 7.00% 9/28 #468965 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.00% 9/28 #484199 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $81.98 | – | 0.00 |
| GNMA 7.00% 9/28 #484239 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $34.29 | – | 0.00 |
| GNMA 7.00% 9/28 #486530 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 10/28 #483492 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $698.83 | – | 0.00 |
| GNMA 7.50% 11/27 #437435 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $97.67 | – | 0.00 |
| GNMA 7.50% 11/29 #509256 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $871.88 | – | 0.00 |
| GNMA 7.50% 12/26 #442193 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20.84 | – | 0.00 |
| GNMA 7.50% 12/28 #780977 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 12/29 #495064 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $452.84 | – | 0.00 |
| GNMA 7.50% 3/28 #399895 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $462.51 | – | 0.00 |
| GNMA 7.50% 4/28 #458840 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $383 | – | 0.00 |
| GNMA 7.50% 4/28 #465701 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $579.11 | – | 0.00 |
| GNMA 7.50% 5/29 #486378 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 6/28 #475419 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $863.7 | – | 0.00 |
| GNMA 7.50% 7/29 #487563 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.50% 9/27 #451439 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41.45 | – | 0.00 |
| GNMA 7.50% 9/28 #477463 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $423.02 | – | 0.00 |
| GNMA 8.00% 10/25 #387082 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $154.26 | – | 0.00 |
| GNMA 8.00% 12/24 #403684 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $309.7 | – | 0.00 |
| GNMA 8.00% 7/25 #410064 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $50.01 | – | 0.00 |
| GNMA 8.00% 8/25 #405480 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32.35 | – | 0.00 |
| GNMA 8.00% 8/25 #409199 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.50% 10/28 #780881 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.50% 11/27 #780834 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II 2.5% 01/20/2052#785831 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $457K | – | 0.08 |
| GNMA II 2.5% 08/20/2051#785564 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| GNMA II 2.5% 08/20/2051#785575 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $393K | – | 0.07 |
| GNMA II 2.5% 08/20/2051#785602 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.69 |
| GNMA II 2.5% 09/20/2051#785616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| GNMA II 2.5% 09/20/2051#785619 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| GNMA II 2.5% 12/20/2051#785791 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $364K | – | 0.06 |
| GNMA II 2.5% 12/20/2051#785792 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $464K | – | 0.08 |
| GNMA II 2.5% 12/20/2051#785805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $706K | – | 0.12 |
| GNMA II 3.0% 06/20/2042#783637 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $193K | – | 0.03 |
| GNMA II 3.0% 12/20/2042#AA5872 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| GNMA II 3.5% 05/20/2046#AR3062 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AS4758 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AS6967 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AS6968 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AT1323 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AT2645 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AR3124 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AR3125 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AR9310 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AS4297 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| GNMA II 3.5% 06/20/2046#AU2287 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II 3.5% 06/46#AS7008 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA II 3.5% 06/46#AS7009 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II 3.5% 07/20/2043#635118 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| GNMA II 3.5% 11/20/2047#784391 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $822K | – | 0.14 |
| GNMA II 3% 03/20/2043#AA6146 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| GNMA II 3% 03/20/2043#AD8812 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| GNMA II 4.5% 04/20/2053#MA8799 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| GNMA II 4.5% 05/20/2041#783578 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II 4% 05/20/2049#BN2615 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $208K | – | 0.04 |
| GNMA II 5% 04/48#784805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126K | – | 0.02 |
| GNMA II 7.00% 4/32 #781432 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| GNR 2004-32 GS 650-1ML 5/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GNR 2004-73 AL TSFR1M+708.552 8/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $885.99 | – | 0.00 |
| GNR 2007-37 TS TSFR1M+657.552 6/37 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GNR 2010-160 DY 4% 12/20/2040 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $321K | – | 0.06 |
| GNR 2010-170 B 4% 12/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $71K | – | 0.01 |
| GNR 2010-H17 FA TSFR1M+44.448 7/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.01 |
| GNR 2010-H18 AF TSFR1M+41.448 9/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.01 |
| GNR 2010-H19 FG TSFR1M+41.448 8/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $37K | – | 0.01 |
| GNR 2011-136 WI 4.5% 5/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $373.69 | – | 0.00 |
| GNR 2011-52 HI 7% 4/41 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| GNR 2011-H13 FA TSFR1M+61.448 4/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| GNR 2015-H13 HA 2.5% 08/64 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| GNR 2017-134 BA 2.5% 11/46 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $34K | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT 2016-69 WA 3% 02/20/2046 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.02 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $362K | – | 0.06 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+51.448 01/20/2049 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $77K | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+56.448 02/20/2049 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $247K | – | 0.04 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+61.448 10/20/2049 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.02 |
| GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST 2015-GC34 XA CSTR 10/10/2048 (GS MTG SECS TR 2015-GC34) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST 2018-3PCK A TSFR1M+206.448 09/15/2031 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| GS MTG SECS TR 2015-GC30 A4 3.382% 05/10/2050 | Long | ABS-mortgage backed security | US | $5M | – | 0.85 |
| GS MTG SECS TR 2018-GS10 A4 3.89% 07/10/2051 | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051 | Long | ABS-mortgage backed security | US | $187K | – | 0.03 |
| GS MTG SECS TR 2018-GS9 3.992% 03/10/2051 | Long | ABS-mortgage backed security | US | $981K | – | 0.17 |
| GS MTG SECS TR 2020-GC45 2.8428% 02/13/2053 | Long | ABS-mortgage backed security | US | $279K | – | 0.05 |
| GS MTG-BACKED SECS TR 2024-RPL2 3.75% 07/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $277K | – | 0.05 |
| GSAMP 2004-AR1 B4 STEP 6/34 (GS MORTGAGE SECURITIES CORP) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| GSCM SWAP PAY 3.865 05/15/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $171K | – | 0.03 | |
| GSCM SWAP REC 3.865 05/15/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $128K | – | 0.02 | |
| GSCOFI SWAP CY451615 12/16/72 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $137K | – | 0.02 | |
| GSCOFI SWAP CY873245 04/17/65 S (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $-13K | – | -0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $82K | – | 0.01 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $21K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $12K | – | 0.00 | |
| GSCOFI SWAP CY885802 12/15/56 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $34K | – | 0.01 | |
| GSCOFI SWAP CY885802 12/15/56 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $11K | – | 0.00 | |
| GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) | Long | ABS-mortgage backed security | US | $521K | – | 0.09 |
| HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST 4.93% 11/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $247K | – | 0.04 |
| HONDA AUTO RECEIVABLES 2023-3 OWNER TR 5.41% 02/18/2028 | Long | ABS-collateralized bond/debt obligation | US | $600K | – | 0.10 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $472K | – | 0.08 |
| HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $233K | – | 0.04 |
| INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A | Long | ABS-mortgage backed security | US | $842K | – | 0.15 |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A | Long | ABS-mortgage backed security | US | $421K | – | 0.07 |
| JPMCC 2018-WPT XAFX CSTR 07/23 144A (J P MORGAN CHASE COML MTG SECS TR 2018-WPT) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| JPSW SWAP PAY 3.502 01/04/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $-358K | – | -0.06 | |
| JPSW SWAP PAY 3.92625 05/14/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $72K | – | 0.01 | |
| JPSW SWAP REC 3.502 01/04/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $-237K | – | -0.04 | |
| JPSW SWAP REC 3.92625 05/14/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $71K | – | 0.01 | |
| LCH OIS SOFRV3.5% MAC 06/20/54 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-1K | – | -0.00 | |
| LCH OIS SOFRV3.75% MAC 06/20/29 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| LCH OIS SOFRV3.75% MAC 06/20/31 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $288K | – | 0.05 | |
| LCH OIS SOFRV3.75% MAC 06/20/44 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-19K | – | -0.00 | |
| LCH OIS SOFRV4.0% MAC 06/20/2026 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $102K | – | 0.02 | |
| LCH OIS SOFRV4.0% MAC 06/20/27 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $213K | – | 0.04 | |
| MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A | Long | ABS-collateralized bond/debt obligation | US | $102K | – | 0.02 |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028 | Long | ABS-collateralized bond/debt obligation | US | $302K | – | 0.05 |
| MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A (MHP COML MTG TR 2021-STOR) | Long | ABS-mortgage backed security | US | $340K | – | 0.06 |
| MFA 2022-RPL1 TR 3.3% 08/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $871K | – | 0.15 |
| MLCS SWAP CY451600 12/16/72 B (MERRILL LYNCH CAPITAL SERVICES , INC.) | Derivative-credit | US | $4K | – | 0.00 | |
| MORGAN STANLEY CAP I TR 2018-BOP A TSFR1M+89.7 06/15/2035 144A | Long | ABS-mortgage backed security | US | $594K | – | 0.10 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $545K | – | 0.10 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| MSBAM 2015-C25 XA CSTR 10/48 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| MSC 2021-L6 XA 1.35631% 06/15/2054 | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| MSCS SWAP CY451600 12/16/72 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $4K | – | 0.00 | |
| MSCS SWAP CY451600 12/16/72 S (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $-16K | – | -0.00 | |
| MSCS SWAP CY562346 11/18/64 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $33K | – | 0.01 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $70K | – | 0.01 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $15K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $13K | – | 0.00 | |
| MSCS SWAP CY885802 12/15/56 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $11K | – | 0.00 | |
| NEW YORK MORTGAGE TRUST 2021-SP1 A1 1.6696% 08/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $306K | – | 0.05 |
| NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $409K | – | 0.07 |
| NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $830K | – | 0.15 |
| NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A | Long | ABS-collateralized bond/debt obligation | US | $355K | – | 0.06 |
| OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 0.01 |
| PRET 2024-RPL1 TR 3.9% 10/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $542K | – | 0.09 |
| PRPM 2021-RPL1 LLC 1.484% 07/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $117K | – | 0.02 |
| PRPM 2024-RCF3 LLC 4% 05/25/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $845K | – | 0.15 |
| PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A (PRPM 2024-RPL2 LLC) | Long | ABS-collateralized bond/debt obligation | US | $615K | – | 0.11 |
| RMF BUYOUT ISSUANCE TRUST 2020-2 1.7188% 10/25/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $289K | – | 0.05 |
| RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $118K | – | 0.02 |
| SBLOFI SWAP 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $98K | – | 0.02 | |
| SBLOFI SWAP 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $52K | – | 0.01 | |
| SBLOFI SWAP CY451600 12/16/72 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $8K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $82K | – | 0.01 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $19K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $19K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $10K | – | 0.00 | |
| SBLOFI SWAP CY885802 12/15/56 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $11K | – | 0.00 | |
| SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $268K | – | 0.05 |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $153K | – | 0.03 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.89% 03/22/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $120K | – | 0.02 |
| SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A | Long | ABS-mortgage backed security | US | $314K | – | 0.05 |
| SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A | Long | ABS-mortgage backed security | US | $645K | – | 0.11 |
| STORE MASTER FUNDING 2.12% 06/20/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $862K | – | 0.15 |
| TESLA 2024-A A3 5.37% 06/22/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $94K | – | 0.02 |
| TESLA AUTO LEASE TRUST 23-A 5.89% 06/22/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $257K | – | 0.04 |
| TMST 2003-4 A1 TSFR1M+75.448 9/43 (THORNBURG MTG SECS TR) | Long | ABS-collateralized bond/debt obligation | US | $246K | – | 0.04 |
| TOYOTA LEASE OWNER TRUST 2023-A 4.93% 04/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $277K | – | 0.05 |
| TOYOTA LEASE OWNER TRUST 2024-A 5.25% 04/20/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $229K | – | 0.04 |
| UBSCM 2017-C7 XA CSTR 12/50 (UBS COML MTG TR 2017-C7) | Long | ABS-mortgage backed security | US | $150K | – | 0.03 |
| UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $44M | – | 7.63 |
| UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-37M | – | -6.52 |
| UMBS 30YR 2.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $19M | – | 3.34 |
| UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $125M | – | 21.76 |
| UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-105M | – | -18.37 |
| UMBS 30YR 2% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $71M | – | 12.34 |
| UMBS 30YR 3.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $30M | – | 5.33 |
| UMBS 30YR 3.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-32M | – | -5.67 |
| UMBS 30YR 3.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.75 |
| UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $13M | – | 2.28 |
| UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-8M | – | -1.47 |
| UMBS 30YR 3% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $8M | – | 1.40 |
| UMBS 30YR 4.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.56 |
| UMBS 30YR 4.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-3M | – | -0.56 |
| UMBS 30YR 4% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $28M | – | 4.89 |
| UMBS 30YR 4% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-28M | – | -4.87 |
| UMBS 30YR 4% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.61 |
| UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-4M | – | -0.61 |
| UMBS 30YR 5.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-4M | – | -0.61 |
| UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 1.28 |
| UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-7M | – | -1.28 |
| UMBS 30YR 5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-4M | – | -0.64 |
| UMBS 30YR 6.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $39M | – | 6.83 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-27M | – | -4.69 |
| UMBS 30YR 6% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $17M | – | 2.90 |
| UNITED STATES TREASURY BOND 4.125% 08/15/2053 | Long | Debt | US | $3M | – | 0.46 |
| US 10YR NOTE FUT (CBT)SEP24 TYU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $212K | – | 0.04 | |
| US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-38K | – | -0.01 | |
| US LONG BOND(CBT) FUT SEP24 USU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $87K | – | 0.02 | |
| UST NOTES 4.125% 02/15/2027 | Long | Debt | US | $1M | – | 0.19 |
| UST NOTES 4.125% 03/31/2031 | Long | Debt | US | $871K | – | 0.15 |
| UST NOTES 4.25% 03/15/2027 | Long | Debt | US | $3M | – | 0.44 |
| UST NOTES 4.5% 04/15/2027 | Long | Debt | US | $6M | – | 1.08 |
| UST NOTES 4.5% 05/15/2027 | Long | Debt | US | $5M | – | 0.91 |
| UST NOTES 4.625% 11/15/2026 | Long | Debt | US | $787K | – | 0.14 |
| VCAT 2021-NPL5 A1 1.8677% 08/25/2051 144A (VCAT 2021-NPL5 LLC) | Long | ABS-collateralized bond/debt obligation | US | $348K | – | 0.06 |
| VOLKSWAGEN AUTO LSE TRUST 5.21% 06/21/2027 (VOLKSWAGEN AUTO LEASE TR 2024-A) | Long | ABS-collateralized bond/debt obligation | US | $199K | – | 0.03 |
| WELLS FARGO CARD ISSUANCE TRUST 4.94% 02/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.21 |
| WELLS FARGO COML MTG TR 2015-C29 A4 3.637% 06/15/2048 | Long | ABS-mortgage backed security | US | $4M | – | 0.68 |
| WELLS FARGO COML MTG TR 2017 C42 XA CSTR 12/15/2050 | Long | ABS-mortgage backed security | US | $185K | – | 0.03 |
| WELLS FARGO COML MTG TR 2018-C46 XA CSTR 08/15/2051 | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A | Long | ABS-mortgage backed security | US | $460K | – | 0.08 |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2003-I TRUST VAR 09/25/2033 (WELLS FARGO MTG BACKED SECS 2003-I TR) | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.01 |
| WFCM 2015-C31 XA CSTR 11/48 (WELLS FARGO COML MTG TR 2015-C31) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| WFRBS 2014-C24 XA CSTR 11/47 (WFRBS COML MTG TR 2014-C24) | Long | ABS-mortgage backed security | US | $980.98 | – | 0.00 |
| WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $798K | – | 0.14 |
| WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.18 |
| WORLD OMNI AUTO RECEIVABLES TR 2023-B 4.66% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $292K | – | 0.05 |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.27% 09/17/2029 | Long | ABS-collateralized bond/debt obligation | US | $499K | – | 0.09 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $126K | – | 0.02 |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRST 5.47% 11/17/2025 | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.03 |
Address
Fidelity Advisor Series II
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
ELIZABETH S ACTON
JENNIFER TOOLIN MCAULIFFE
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
ROBERT W. HELM
CAROL J. ZIERHOFFER
ANN E DUNWOODY
ABIGAIL JOHNSON
CHRISTINE J. THOMPSON
MICHAEL E KENNEALLY
ARTHUR E JOHNSON
LAURA M. BISHOP
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
INTERCONTINENTAL EXCHANGE INC
IHS MARKIT LTD
MERRILL LYNCH VALUATIONS LLC
REFINITIV US HOLDINGS INC
PRICINGDIRECT INC
Custodians
BANK OF NEW YORK MELLON
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
MORGAN STANLEY