Fidelity Group of Funds > Fidelity Income Fund /MA/
Fidelity GNMA Fund
$2.13B
Avg Monthly Net Assets
$3.35B
Total Assets
$1.31B
Total Liabilities
$2.05B
Net Assets
Fidelity GNMA Fund is a Mutual Fund in Fidelity Income Fund /MA/
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $2.13B.
On September 25th, 2024 it reported 2,231 holdings, the largest
being GNMA II GTD PASS THRU CTF MULTIPLE ISSUER (9.8%), GNMA II GTD PASS THRU CTF MULTIPLE ISSUER (9.2%) and GNMA II GTD PASS THRU CTF MULTIPLE ISSUER (5.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity GNMA Fund | C000019282 | FGMNX |
Holdings
From latest NPORT-P, filed September 25th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $745K | – | 0.04 |
| 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 | $3M | – | 0.16 |
| 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 | $3M | – | 0.15 |
| FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $7M | – | 0.33 |
| FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $11M | – | 0.52 |
| 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 | $208K | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3.25% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| FEDERAL HOME LN MTG MLT CTF GT 3.422% 02/25/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FEDERAL HOME LN MTG MLT CTF GT 3.43% 01/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.18 |
| FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| 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 | $584K | – | 0.03 |
| 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 | $443K | – | 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 | $995K | – | 0.05 |
| 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 | $5M | – | 0.23 |
| 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 | $3M | – | 0.17 |
| 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 | $951K | – | 0.05 |
| 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 | $6M | – | 0.30 |
| 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 | $1M | – | 0.05 |
| FEDERAL NAT MTG ASN GTD REM PA 1% 11/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.43 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.46 |
| FEDERAL NAT MTG ASN GTD REM PA 20-49 JA 2% 08/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $731K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $945K | – | 0.05 |
| FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $780K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $838K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $890K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $812K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| FEDERAL NAT MTG ASN GTD REM PA 3.5% 03/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3.5% 04/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $184K | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 3.5% 08/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $877K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $86K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 10/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $317K | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 4.5% 04/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $419K | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 4.5% 06/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $784K | – | 0.04 |
| FEDERAL NAT MTG ASN GTD REM PA 4% 02/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| FEDERAL NAT MTG ASN GTD REM PA 5% 01/25/2042 | Long | ABS-collateralized bond/debt obligation | US | $27K | – | 0.00 |
| FEDERAL NATL MTG AS GTD RE PTT 3.5% 11/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $658K | – | 0.03 |
| FHLG 15YR 1.5% 01/01/2036#SB8083 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 15YR 1.5% 02/01/2036#SB8088 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 15YR 1.5% 04/01/2036#SB8097 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 15YR 1.5% 06/36#SB8106 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 15YR 1.5% 11/01/2035#QN4142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 15YR 1.5% 11/01/2035#QN4156 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FHLG 15YR 1.5% 11/01/2035#SB8073 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 15YR 1.5% 12/01/2035#SB8078 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FHLG 15YR 2.5% 11/01/2031#ZS8629 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $659K | – | 0.03 |
| FHLG 15YR 2% 03/01/2036#QN5653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FHLG 15YR 2% 08/01/2036#RC2195 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FHLG 15YR 3% 04/01/2034#G16829 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| FHLG 20YR 1.5% 04/01/2041#QK0705 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FHLG 20YR 2.5% 01/01/2042#RB5142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FHLG 20YR 2.5% 02/01/2042#SC0248 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FHLG 20YR 2.5% 04/01/2042#SC0270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $375K | – | 0.02 |
| FHLG 20YR 2.5% 05/01/2041#SC0237 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| FHLG 20YR 2.5% 06/01/2041#BR1090 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $438K | – | 0.02 |
| FHLG 20YR 2.5% 10/01/2041#RB5132 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $875K | – | 0.04 |
| FHLG 20YR 2.5% 11/01/2041#QK1203 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $561K | – | 0.03 |
| FHLG 20YR 2.5% 11/01/2041#SC0210 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.32 |
| FHLG 20YR 3.5% 03/01/2042#SC0295 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| FHLG 30YR 1.5% 01/01/2051#SD8120 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| FHLG 30YR 1.5% 02/01/2051#SD8127 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.32 |
| FHLG 30YR 3% 03/01/2052#SD2219 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| FHLG 30YR 3% 06/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FHLG 30YR 5.5% 03/01/2053#SD7559 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FHLG 30YR 5% 11/01/2052#SD1862 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FHLG 30YR 6.5% 09/01/2053#QH0277 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| FHLG 30YR 6.5% 09/01/2053#QH0300 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| FHLG 30YR 6.5% 10/01/2053#RJ0001 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| FHLG 30YR 6.5% 10/01/2053#RJ0002 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| FHLG 30YR 6% 05/01/2054#SD8432 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FHLM 30YR 6% 09/01/2053#RA9856 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FHLM ARM 4.08% 6/33 #1B0891 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLM ARM 4.24% 6/33 #847147 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| FHLM ARM 4.56% 6/33 #780605 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLM ARM 4.87% 10/35 #1M1052 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLM ARM 4.889% 3/33 #847126 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $760.68 | – | 0.00 |
| FHLM ARM 5.03% 12/35 #847473 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| FHLM ARM 5.12% 10/36 #1A1201 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| FHLM ARM 5.38% 8/34 #1B1936 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FHLM ARM 5.61% 3/35 #1L0297 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| FHLM ARM 5.64% 4/36 #1J0058 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHR 2204 N 7.5% 12/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $334K | – | 0.02 |
| FHR 2220 PD 8 3/30 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $158K | – | 0.01 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $7M | 7M | 0.34 |
| Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $307K | 307K | 0.01 |
| FNCL 535081 8.5% 12/27 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 1.5% 02/01/2036#MA4260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 1.5% 03/01/2036# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 1.5% 03/01/2036#BR4700 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 1.5% 04/01/2036#FM6100 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 1.5% 04/36#MA4302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 1.5% 06/01/2036#BR2059 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 1.5% 06/01/2036#MA4359 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 1.5% 08/01/2036# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 1.5% 09/01/2036#MA4417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 1.5% 11/01/2035#BQ6318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FNMA 15YR 1.5% 11/01/2035#FM4368 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 1.5% 11/01/2035#MA4178 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| FNMA 15YR 1.5% 12/01/2035#MA4205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2032#AS8602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $772K | – | 0.04 |
| FNMA 15YR 2.5% 02/01/2035#FM6733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $443K | – | 0.02 |
| FNMA 15YR 2.5% 04/01/2036#FM9743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $786K | – | 0.04 |
| FNMA 15YR 2.5% 10/01/2031#AS8226 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $772K | – | 0.04 |
| FNMA 15YR 2.5% 11/01/2031#MA2803 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $505K | – | 0.02 |
| FNMA 15YR 2.5% 12/01/2031#AS8511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNMA 15YR 2% 02/01/2028#FS3865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $580K | – | 0.03 |
| FNMA 15YR 2% 04/01/2036#FM6957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FNMA 15YR 2% 05/01/2036#BT0887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $881K | – | 0.04 |
| FNMA 15YR 2% 06/01/2035#BP5671 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| FNMA 15YR 2% 06/01/2036#MA4360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNMA 15YR 2% 07/01/2035#FM3159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $929K | – | 0.05 |
| FNMA 15YR 2% 08/35#MA4095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA 20YR 2.5% 05/01/2042#RB0710 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| FNMA 20YR 2.5% 05/01/2042#RB0806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 20YR 2.5% 09/01/2041#FM8850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA 20YR 2.5% 11/01/2041#BT9396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $436K | – | 0.02 |
| FNMA 20YR 2.5% 11/01/2041#FM9558 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNMA 20YR 2.5% 11/01/2041#MA4475 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA 20YR 3.5% 01/01/2042#RB0760 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $456K | – | 0.02 |
| FNMA 20YR 3.5% 06/01/2042#BU8709 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $837K | – | 0.04 |
| FNMA 20YR 3.5% 06/01/2042#BU8712 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA 20YR 3.5% 06/01/2042#BU8713 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA 20YR 3.5% 10/01/2041#RB0730 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $406K | – | 0.02 |
| FNMA 30YR 1.5% 01/01/2051#MA4236 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| FNMA 30YR 3.5% 01/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $480K | – | 0.02 |
| FNMA 30YR 3.5% 03/01/2052#CB3174 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA 30YR 3.5% 04/01/2052#MA4580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.54 |
| FNMA 30YR 3% 02/01/2052#CB2886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| FNMA 30YR 3% 03/01/2052#FS0957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| FNMA 30YR 3% 11/01/2051#BU0529 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 3% 12/01/2051#FM9777 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $549K | – | 0.03 |
| FNMA 30YR 3% 12/01/2051#FM9902 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| FNMA 30YR 5.5% 11/01/2052#CB5139 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.43 |
| FNMA 30YR 5% 10/01/2052#CB4893 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $486K | – | 0.02 |
| FNMA 30YR 5% 11/01/2052#CB5128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNMA 30YR 5% 11/01/2052#FS3295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FNMA 30YR 5% 12/01/2052#CB5273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNMA 30YR 6.5% 03/01/2054#CB8113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $818K | – | 0.04 |
| FNMA 30YR 6.5% 06/01/2054#CB8729 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $608K | – | 0.03 |
| FNMA 30YR 6.5% 07/01/2054#CB8867 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $728K | – | 0.04 |
| FNMA 30YR 6.5% 07/01/2054#CB8875 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| FNMA 30YR 6% 05/01/2054#MA5354 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNMA 30YR 6% 06/01/2053#CB6538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| FNMA 30YR 6% 06/01/2053#CB6539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FNMA 30YR 6% 06/01/2054#CB8711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FNMA 30YR 6% 07/01/2054#CB8850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| FNMA 30YR 6% 07/01/2054#CB8857 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $608K | – | 0.03 |
| FNMA 30YR 6% 11/01/2052#CB5049 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FNMA ARM 11/36 #995606 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA ARM 3.753% 10/33 #746320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA ARM 4.19% 9/33 #748643 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| FNMA ARM 4.358% 10/33 #754672 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA ARM 4.428% 7/36 #555923 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA ARM 4.60% 8/35 #735810 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA ARM 4.66% 8/35 #745071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA ARM 4.80% 7/34 #849923 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA ARM 4.801% 2/33 #695019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA ARM 4.87% 1/35 #735833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA ARM 4.89% 3/33 #725130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA ARM 4.898% 5/35 #995272 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA ARM 5.05% 7/34 #801635 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA ARM 5.280% 3/35 #843014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA ARM 5.344% 7/35 #834917 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA ARM 5.349% 12/34 #843013 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA ARM 5.49% 9/34 #849925 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA ARM 5.91% 3/36 #865849 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF 3.25% 09/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| FNS 331 12 IO 6.5 2/33 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| FNS 339 5 5.5% 8/33 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.00 |
| FNS 343 16 5.5% 5/34 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| GINNIE MAE I POOL 30YR 4.0% 05/15/2044#AI3213 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $802K | – | 0.04 |
| GNII 15YR 3.5% 05/20/2027#MA0074 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| GNII 15YR 3.50% 2/27 #005301 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII 30YR 3.00% 11/42 #MA0533 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNII 30YR 4.5% 06/20/2040#004709 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| GNII 30YR 4.5% 07/20/2041#005118 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNII 30YR 4.5% 08/20/2040#004767 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII 30YR 4% 02/20/2041#005044 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| GNII II 2.5% 01/20/2043#MA0697 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GNII II 2.5% 02/20/2041#MA0434 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| GNII II 2.5% 02/20/2043#MA0781 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| GNII II 2.5% 03/20/2043#MA0850 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $527K | – | 0.03 |
| GNII II 2.5% 03/20/2047#MA4319 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| GNII II 2.5% 03/20/2050#MA6540 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $17M | – | 0.82 |
| GNII II 2.5% 04/20/2050#MA6598 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $80M | – | 3.89 |
| GNII II 2.5% 04/20/2052# (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8M | – | 0.37 |
| GNII II 2.5% 06/20/2051#MA7418 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8M | – | 0.38 |
| GNII II 2.5% 07/20/2051#MA7472 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $45M | – | 2.21 |
| GNII II 2.5% 09/20/2042#MA0436 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $387K | – | 0.02 |
| GNII II 2.5% 09/20/2051#MA7589 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $16M | – | 0.76 |
| GNII II 2.5% 10/20/2042#MA0460 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNII II 2.5% 11/20/2042#MA0532 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNII II 2.5% 11/51#MA7705 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $90M | – | 4.38 |
| GNII II 2.5% 12/20/2042#MA0623 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| GNII II 2.5% 12/20/2051#MA7767 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNII II 2% 01/20/2051#MA7135 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $121M | – | 5.89 |
| GNII II 2% 01/20/2052#MA7826 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| GNII II 2% 02/20/2051#MA7192 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $92M | – | 4.50 |
| GNII II 2% 02/20/2052#MA7880 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $56M | – | 2.72 |
| GNII II 2% 03/20/2052# (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $539K | – | 0.03 |
| GNII II 2% 04/51#MA7311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12M | – | 0.58 |
| GNII II 2% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $57M | – | 2.80 |
| GNII II 2% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-14M | – | -0.69 |
| GNII II 2% 09/20/2050#MA6864 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $35M | – | 1.73 |
| GNII II 2% 10/20/2050#MA6930 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $40M | – | 1.96 |
| GNII II 2% 11/20/2050#MA6994 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21M | – | 1.03 |
| GNII II 2% 12/20/2050#MA7051 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $13M | – | 0.65 |
| GNII II 3.0% 01/20/2043#MA0698 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 0.36 |
| GNII II 3.0% 03/20/2042#005330 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 3.0% 04/20/2043#MA0933 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| GNII II 3.0% 05/20/2042#MA0087 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GNII II 3.0% 06/20/2042#MA0153 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GNII II 3.0% 06/20/2043#MA1089 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $744K | – | 0.04 |
| GNII II 3.0% 07/20/2043#MA1156 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $674K | – | 0.03 |
| GNII II 3.0% 07/20/2043#MA1374 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 0.44 |
| GNII II 3.0% 08/20/2042#MA0317 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 3.0% 08/20/2043#MA1223 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $687K | – | 0.03 |
| GNII II 3.0% 09/20/2042 #MA0391 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $978K | – | 0.05 |
| GNII II 3.0% 09/20/2043#MA1284 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNII II 3.0% 12/20/2042#MA0624 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| GNII II 3.0% 2/20/43 #MA0782 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 0.46 |
| GNII II 3.00% 10/42 #MA0461 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $597K | – | 0.03 |
| GNII II 3.5% 01/20/2043#MA0852 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $902K | – | 0.04 |
| GNII II 3.5% 01/20/2044#MA1600 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| GNII II 3.5% 02/20/2043#MA0783 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $392K | – | 0.02 |
| GNII II 3.5% 02/20/2044#MA1677 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 3.5% 03/20/44#MA1760 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 3.5% 04/20/2043#MA0934 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| GNII II 3.5% 04/20/2044#MA1838 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 3.5% 04/46#AS9198 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GNII II 3.5% 05/43 #MA1012 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GNII II 3.5% 06/20/2044#MA1995 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8M | – | 0.41 |
| GNII II 3.5% 07/20/2043#MA1157 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 3.5% 08/20/2043#MA1224 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| GNII II 3.5% 09/20/2040#004799 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNII II 3.5% 09/20/2043#MA1285 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $318K | – | 0.02 |
| GNII II 3.5% 1/41#004921 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 3.5% 10/20/2043#MA1375 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 3.5% 11/20/2043#MA1448 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 3.5% 12/20/2041#005258 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNII II 3.50% 10/41 #005202 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNII II 3.50% 11/41 #005232 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| GNII II 3.50% 12/40 #004881 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 3.75% 04/46#AS8099 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $469K | – | 0.02 |
| GNII II 3% 03/20/2050#MA6541 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNII II 3% 07/20/2046#MA3802 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 0.34 |
| GNII II 3% 07/46#MA3873 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11M | – | 0.56 |
| GNII II 3% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $200M | – | 9.76 |
| GNII II 3% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-99M | – | -4.85 |
| GNII II 3% 09/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $99M | – | 4.85 |
| GNII II 3% 12/20/2050#MA7053 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $473K | – | 0.02 |
| GNII II 4.0% 11/45#AQ6540 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNII II 4.0% 11/45#AQ6547 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| GNII II 4.00% 1/40 #004616 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNII II 4.00% 1/41 #004922 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| GNII II 4.00% 10/39 #004557 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNII II 4.00% 10/40 #004833 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNII II 4.00% 10/41 #005203 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GNII II 4.00% 10/41 #005280 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 0.46 |
| GNII II 4.00% 11/33 #003485 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNII II 4.00% 11/39 #004576 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| GNII II 4.00% 12/39 #004597 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| GNII II 4.00% 2/33 #003357 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $512.04 | – | 0.00 |
| GNII II 4.00% 2/40 #004635 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $547K | – | 0.03 |
| GNII II 4.00% 2/42 #005305 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GNII II 4.00% 3/39 #004396 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNII II 4.00% 3/40 #004656 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $440K | – | 0.02 |
| GNII II 4.00% 3/42 #005332 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| GNII II 4.00% 4/39 #004422 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 4.00% 4/40 #004670 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNII II 4.00% 4/40 #004677 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNII II 4.00% 4/42 #MA0023 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNII II 4.00% 5/39 #004445 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNII II 4.00% 5/40 #004695 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| GNII II 4.00% 6/39 #004467 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| GNII II 4.00% 6/40 #004712 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| GNII II 4.00% 6/41 #005081 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| GNII II 4.00% 6/42 #MA0155 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNII II 4.00% 7/40 #004745 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNII II 4.00% 8/39 #004518 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNII II 4.00% 8/41 #005139 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 4.00% 9/39 #004539 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNII II 4.00% 9/40 #004800 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GNII II 4.5% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $48M | – | 2.35 |
| GNII II 4.50% 10/41 #005204 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| GNII II 4.50% 11/40 #004854 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNII II 4.50% 8/41 #005140 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| GNII II 4.50% 9/41 #005175 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNII II 4% 03/20/2047#MA4322 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNII II 4% 05/46#MA3664 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| GNII II 5.0% 01/20/2032#003184 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $270.86 | – | 0.00 |
| GNII II 5.0% 02/20/2032#003198 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $784.47 | – | 0.00 |
| GNII II 5.0% 02/20/2032#003212 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 5.0% 06/20/2029#003036 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $616.12 | – | 0.00 |
| GNII II 5.0% 10/20/2034#003623 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 5.0% 12/20/2032#003319 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 5.00% 1/37 #003939 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $452.51 | – | 0.00 |
| GNII II 5.00% 10/32 #003294 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| GNII II 5.00% 10/33 #003458 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNII II 5.00% 11/32 #003305 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNII II 5.00% 12/35 #003795 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $694K | – | 0.03 |
| GNII II 5.00% 12/36 #003929 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| GNII II 5.00% 2/33 #003345 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNII II 5.00% 2/36 #003817 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNII II 5.00% 2/39 #004369 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 5.00% 4/37 #003974 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 5.00% 6/33 #003402 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $354K | – | 0.02 |
| GNII II 5.00% 6/38 #004168 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| GNII II 5.00% 6/39 #004469 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| GNII II 5.00% 7/35 #003735 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 5.00% 7/37 #004004 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 5.00% 9/36 #003897 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 5.00% 9/37 #004026 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 5.5% 02/20/2042#005317 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GNII II 5.5% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $46M | – | 2.27 |
| GNII II 5.5% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-38M | – | -1.88 |
| GNII II 5.5% 09/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23M | – | 1.13 |
| GNII II 5.5% 09/20/2041#005177 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 5.5% 12/41#005264 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNII II 5.50% 10/39 #004560 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| GNII II 5.50% 11/39 #004579 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| GNII II 5.50% 12/39 #004600 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNII II 5.50% 3/40 #004659 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $461K | – | 0.02 |
| GNII II 5.50% 8/39 #004521 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 5.50% 9/39 #004542 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNII II 5% 05/20/2054#MA9667 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $55M | – | 2.69 |
| GNII II 5% 07/20/2048#MA5332 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNII II 5% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $25M | – | 1.20 |
| GNII II 5% 1/33 #003331 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 5% 1/34 #003499 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNII II 5% 1/35 #003664 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNII II 5% 11/33 #003472 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII II 5% 11/35 #003785 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNII II 5% 12/34 #003651 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GNII II 5% 2/34 #003513 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNII II 5% 2/35 #003677 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $796.97 | – | 0.00 |
| GNII II 5% 3/33 #003359 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| GNII II 5% 3/34 #003529 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 5% 3/35 #003690 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| GNII II 5% 3/36 #003829 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNII II 5% 4/33 #003374 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 5% 4/34 #003543 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII II 5% 4/35 #003701 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $963.39 | – | 0.00 |
| GNII II 5% 4/36 #003840 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 5% 5/33 #003389 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNII II 5% 5/34 #003555 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNII II 5% 5/35 #003710 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GNII II 5% 6/32 #003247 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| GNII II 5% 6/34 #003568 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNII II 5% 6/35 #003723 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII II 5% 6/36 #003863 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII II 5% 7/33 #003414 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| GNII II 5% 7/34 #003582 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GNII II 5% 8/33 #003428 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNII II 5% 8/34 #003595 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $666.93 | – | 0.00 |
| GNII II 5% 8/35 #003747 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| GNII II 5% 9/33 #003442 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| GNII II 5% 9/34 #003609 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 5% 9/35 #003759 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| GNII II 6.00% 11/31 #003160 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNII II 6.00% 2/32 #003200 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 6.00% 4/29 #002740 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 6.00% 5/28 #002589 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 6.00% 5/29 #002753 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GNII II 6.00% 5/32 #003238 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| GNII II 6.00% 6/29 #002766 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 6.00% 9/28 #002602 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $200.25 | – | 0.00 |
| GNII II 6.00% 9/32 #003285 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNII II 6.5% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18M | – | 0.87 |
| GNII II 6.5% 1/29 #002701 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $329.3 | – | 0.00 |
| GNII II 6.5% 1/31 #003025 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 6.5% 1/32 #003188 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNII II 6.5% 10/28 #002658 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 6.5% 10/29 #002823 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $477.98 | – | 0.00 |
| GNII II 6.5% 11/28 #002673 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNII II 6.5% 11/31 #003161 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GNII II 6.5% 2/29 #002714 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 6.5% 2/31 #003039 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 6.5% 3/31 #003053 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNII II 6.5% 4/32 #003228 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 6.5% 5/28 #002590 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $27.56 | – | 0.00 |
| GNII II 6.5% 5/31 #003080 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 6.5% 6/34 #003571 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 6.5% 8/28 #002630 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GNII II 6.5% 8/34 #003599 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 6.5% 9/31 #003133 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 6.50% 1/34 #003502 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $814.35 | – | 0.00 |
| GNII II 6.50% 11/29 #002837 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 6% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $189M | – | 9.22 |
| GNII II 6% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-168M | – | -8.18 |
| GNII II 6% 09/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $119M | – | 5.82 |
| GNII II 6% 1/32 #003187 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 6% 10/28 #002657 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $228.2 | – | 0.00 |
| GNII II 6% 11/28 #002671 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNII II 6% 12/27 #002520 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 6% 12/29 #002850 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 6% 2/28 #002546 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $211.13 | – | 0.00 |
| GNII II 6% 3/28 #002562 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $853.13 | – | 0.00 |
| GNII II 6% 3/29 #002728 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $575.09 | – | 0.00 |
| GNII II 6% 4/28 #002576 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 6% 4/31 #003067 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $421K | – | 0.02 |
| GNII II 6% 6/32 #003249 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $205.91 | – | 0.00 |
| GNII II 6% 7/29 #002780 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 6% 8/28 #002629 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $54.72 | – | 0.00 |
| GNII II 6% 8/29 #002794 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $605.57 | – | 0.00 |
| GNII II 6% 9/28 #002643 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 7.00% 1/27 #002359 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $209.98 | – | 0.00 |
| GNII II 7.00% 1/28 #002535 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $57.72 | – | 0.00 |
| GNII II 7.00% 1/31 #003026 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 7.00% 10/28 #002659 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 7.00% 10/31 #003151 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNII II 7.00% 10/32 #003298 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 7.00% 11/25 #002116 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $129.51 | – | 0.00 |
| GNII II 7.00% 11/28 #002675 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNII II 7.00% 11/30 #002998 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GNII II 7.00% 12/27 #002522 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 7.00% 12/28 #002690 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 7.00% 12/29 #002852 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 7.00% 12/30 #003010 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| GNII II 7.00% 12/32 #003323 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNII II 7.00% 2/28 #002548 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNII II 7.00% 2/29 #002716 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 7.00% 2/30 #002882 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNII II 7.00% 2/31 #003040 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 7.00% 3/26 #002184 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $522.83 | – | 0.00 |
| GNII II 7.00% 3/27 #002394 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 7.00% 3/28 #002564 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $859.53 | – | 0.00 |
| GNII II 7.00% 3/29 #002730 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $664.71 | – | 0.00 |
| GNII II 7.00% 3/30 #002895 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNII II 7.00% 3/31 #003054 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNII II 7.00% 3/32 #003216 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 7.00% 4/26 #002202 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $118.36 | – | 0.00 |
| GNII II 7.00% 4/28 #002578 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNII II 7.00% 4/31 #003069 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 7.00% 5/27 #002430 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 7.00% 5/28 #002591 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNII II 7.00% 5/29 #002755 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 7.00% 5/31 #003081 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| GNII II 7.00% 6/26 #002231 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $381.31 | – | 0.00 |
| GNII II 7.00% 6/28 #002604 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNII II 7.00% 6/31 #003096 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| GNII II 7.00% 6/32 #003251 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $317K | – | 0.02 |
| GNII II 7.00% 7/28 #002616 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 7.00% 7/29 #002783 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $26.72 | – | 0.00 |
| GNII II 7.00% 7/31 #003108 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $634K | – | 0.03 |
| GNII II 7.00% 7/32 #003262 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| GNII II 7.00% 8/28 #002631 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNII II 7.00% 8/29 #002796 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNII II 7.00% 8/31 #003121 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| GNII II 7.00% 8/32 #003275 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| GNII II 7.00% 9/27 #002483 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 7.00% 9/28 #002645 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 7.00% 9/31 #003134 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNII II 7.5% 6/31 #003097 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 7.5% 8/31 #003122 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GNII II 7.50% 1/28 #002536 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNII II 7.50% 7/31 #003109 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 7.50% 7/32 #003263 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNII II 7% 1/30 #002866 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNII II 7% 11/31 #003162 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNII II 7% 2/32 #003202 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNII II 7% 7/34 #003587 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| GNII II 7% 8/34 #003600 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNII II 7% 9/34 #003613 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $33K | – | 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 | $7M | – | 0.32 |
| GNMA 15YR 2.5% 03/15/2028#AA6170 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA 15YR 2.5% 03/15/2028#AA8397 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNMA 15YR 2.5% 04/15/2028#AA6257 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA 15YR 3.00% 5/27 #783596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| GNMA 15YR 3.50% 12/26 #711615 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GNMA 15YR 3.50% 3/27 #711637 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| GNMA 15YR 3.50% 9/26 #743076 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA 2004-24 ZM 5% 04/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| GNMA 2016-17A 3% 2/46 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.55 |
| 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 | $3M | – | 0.13 |
| GNMA 3.00% 10/42 #AB8351 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA 3.00% 9/42 #AA7474 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $379K | – | 0.02 |
| GNMA 3.00% 9/42 #AB2888 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA 3.00% 9/42 #AB3385 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| GNMA 3.00% 9/42 #AB3645 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| GNMA 3.50% 1/42 #553451 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GNMA 3.50% 1/42 #553452 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| GNMA 3.50% 1/42 #790493 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNMA 3.50% 1/42 #792907 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA 3.50% 11/41 #489787 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $369K | – | 0.02 |
| GNMA 3.50% 11/41 #739348 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA 3.50% 11/41 #772088 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| GNMA 3.50% 12/41 #711616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA 3.50% 12/41 #770117 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| GNMA 3.50% 2/42 #616878 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| GNMA 3.50% 2/42 #617454 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GNMA 3.50% 2/42 #740801 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA 3.50% 2/42 #778882 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA 3.50% 2/42 #783532 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $796K | – | 0.04 |
| GNMA 3.50% 2/42 #794569 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $697K | – | 0.03 |
| GNMA 3.50% 3/42 #733805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| GNMA 3.50% 3/42 #733812 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA 3.50% 3/42 #773365 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA 3.50% 3/42 #783550 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| GNMA 3.50% 3/42 #794581 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| GNMA 3.50% 3/42 #796175 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| GNMA 3.50% 4/42 #766653 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| GNMA 3.50% 4/42 #766654 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GNMA 3.50% 4/42 #779086 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| GNMA 3.50% 4/42 #779087 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA 3.50% 4/42 #779088 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10M | – | 0.50 |
| GNMA 3.50% 5/42 #766750 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $643K | – | 0.03 |
| GNMA 3.50% 5/42 #766751 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $927K | – | 0.05 |
| GNMA 3.50% 7/42 #AA5451 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8M | – | 0.40 |
| GNMA 30YR 2.5% 10/15/2042#AA5729 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| GNMA 30YR 2.5% 11/15/2042#776954 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| GNMA 30YR 2.5% 12/15/2042#AA5894 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| GNMA 30YR 2.5% 12/15/2042#AA5947 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| GNMA 30YR 2.5% 12/15/2042#AB3093 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA 30YR 2.5% 12/15/2042#AB8379 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GNMA 30YR 2.5% 12/15/2042#AB8391 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNMA 30YR 2.5% 12/15/2042#AC2953 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| GNMA 30YR 3.0% 03/15/2045#AL3862 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AL5704 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $471K | – | 0.02 |
| GNMA 30YR 3.0% 03/15/2045#AL8635 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 30YR 3.0% 04/15/2043#AA6286 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| GNMA 30YR 3.0% 04/15/2043#AA6291 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| GNMA 30YR 3.0% 04/15/2043#AD6303 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $608K | – | 0.03 |
| GNMA 30YR 3.0% 04/15/2043#AD7358 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 3.0% 04/15/2043#AE0544 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $500K | – | 0.02 |
| GNMA 30YR 3.0% 04/15/2043#AE0545 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNMA 30YR 3.0% 04/15/2045#AL9296 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2043#666354 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2043#711754 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2043#AA6407 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2043#AC6043 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| GNMA 30YR 3.0% 05/15/2043#AD2675 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $318K | – | 0.02 |
| GNMA 30YR 3.0% 05/15/2043#AD5634 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| GNMA 30YR 3.0% 05/15/2043#AD9725 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $847K | – | 0.04 |
| GNMA 30YR 3.0% 05/15/2043#AE1857 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $976K | – | 0.05 |
| GNMA 30YR 3.0% 05/15/2043#AE9880 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $717K | – | 0.04 |
| GNMA 30YR 3.0% 05/15/2043#AE9881 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $421K | – | 0.02 |
| GNMA 30YR 3.0% 05/15/2045#670007 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $421K | – | 0.02 |
| GNMA 30YR 3.0% 06/15/2043#AC2222 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| GNMA 30YR 3.0% 06/15/2043#AC6072 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA 30YR 3.0% 06/15/2043#AD0721 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA 30YR 3.0% 06/15/2043#AD0757 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA 30YR 3.0% 06/15/2043#AE7026 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 3.0% 06/15/2043#AE9987 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $824K | – | 0.04 |
| GNMA 30YR 3.0% 07/15/2042#736746 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| GNMA 30YR 3.0% 07/15/2043#AF2677 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA 30YR 3.0% 08/15/2042#705952 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 3.0% 08/15/2042#AB1299 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA 30YR 3.0% 08/15/2043#AF3826 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| GNMA 30YR 3.0% 09/15/2042#AA1346 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 3.0% 09/15/2042#AA5648 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 3.0% 09/15/2042#AB2871 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GNMA 30YR 3.0% 09/15/2042#AB2999 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| GNMA 30YR 3.0% 11/15/2042#409373 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 30YR 3.0% 11/15/2044#783946 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA 30YR 3.0% 12/15/2042#614307 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $430K | – | 0.02 |
| GNMA 30YR 3.0% 12/15/2042#711697 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNMA 30YR 3.0% 12/15/2042#AA3361 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 3.0% 12/15/2042#AA5897 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA 30YR 3.5% 01/15/2045#AK6719 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| GNMA 30YR 3.5% 01/15/2045#AK8148 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $378K | – | 0.02 |
| GNMA 30YR 3.5% 02/15/2043#AD2177 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GNMA 30YR 3.5% 03/15/2042#794583 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $963K | – | 0.05 |
| GNMA 30YR 3.5% 05/15/2042#779221 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| GNMA 30YR 3.5% 05/15/2042#779222 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA 30YR 3.5% 05/15/2042#AA0128 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA 30YR 3.5% 06/15/2042#757523 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $846K | – | 0.04 |
| GNMA 30YR 3.5% 06/15/2043#740830 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| GNMA 30YR 3.5% 06/15/2044#AE8417 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $525K | – | 0.03 |
| GNMA 30YR 3.5% 07/15/2042#AA5452 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $948K | – | 0.05 |
| GNMA 30YR 3.5% 07/15/2043#767074 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $507K | – | 0.02 |
| GNMA 30YR 3.5% 07/15/2043#AC0663 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 30YR 3.5% 08/15/2042#758071 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| GNMA 30YR 3.5% 08/15/2042#AA7963 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA 30YR 3.5% 08/15/2042#AA7993 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| GNMA 30YR 3.5% 08/15/2042#AA8561 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| GNMA 30YR 3.5% 08/15/2043#763875 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $479K | – | 0.02 |
| GNMA 30YR 3.5% 09/15/2043#767078 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GNMA 30YR 3.5% 10/15/2042#AA8591 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| GNMA 30YR 3.5% 11/15/2042#AB9437 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA 30YR 3.5% 12/15/2042#614308 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| GNMA 30YR 3.7% 10/15/2042#783717 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| GNMA 30YR 3% 01/15/2043#AA6006 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| GNMA 30YR 3% 01/45#669957 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 30YR 3% 01/45#AK6717 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $546K | – | 0.03 |
| GNMA 30YR 3% 02/15/2038#752126 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| GNMA 30YR 3% 02/15/2038#752132 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GNMA 30YR 3% 03/15/2038#758865 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA 30YR 3% 03/43#666341 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA 30YR 3% 04/15/2042#794596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 30YR 3% 04/15/2045#AM0472 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $527K | – | 0.03 |
| GNMA 30YR 3% 04/15/2045#AM8645 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $424K | – | 0.02 |
| GNMA 30YR 3% 04/45#777596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $906K | – | 0.04 |
| GNMA 30YR 3% 05/15/2043#AD1000 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA 30YR 3% 05/15/2045#AM8643 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 30YR 3% 06/15/2038#758921 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA 30YR 3% 06/15/2042#AA0540 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GNMA 30YR 3% 06/15/2042#AB1293 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GNMA 30YR 3% 06/15/2043#666372 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA 30YR 3% 06/15/2045#AN1600 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 3% 07/15/2042#769734 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| GNMA 30YR 3% 07/15/2043#763854 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| GNMA 30YR 3% 10/15/2043#711811 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNMA 30YR 3% 10/41#AO9705 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $484K | – | 0.02 |
| GNMA 30YR 3% 10/49#BQ0779 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10M | – | 0.48 |
| GNMA 30YR 3% 11/15/2042#AA2097 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 30YR 3% 11/15/2042#AA3605 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA 30YR 3% 12/15/2042#AA5898 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| GNMA 30YR 4.0% 01/15/2041#753826 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GNMA 30YR 4.0% 01/15/2041#756664 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $582K | – | 0.03 |
| GNMA 30YR 4.0% 01/15/2042#748353 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA 30YR 4.0% 01/15/2042#778130 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| GNMA 30YR 4.0% 01/15/2045#AK8150 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $365K | – | 0.02 |
| GNMA 30YR 4.0% 01/15/2045#AL3861 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| GNMA 30YR 4.0% 02/15/2042#617320 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| GNMA 30YR 4.0% 02/15/2042#778869 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $543K | – | 0.03 |
| GNMA 30YR 4.0% 02/15/2042#792959 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126K | – | 0.01 |
| GNMA 30YR 4.0% 02/15/2042#794219 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| GNMA 30YR 4.0% 02/15/2042#794258 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA 30YR 4.0% 02/15/2045#AL2170 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| GNMA 30YR 4.0% 02/15/2045#AL4762 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $431K | – | 0.02 |
| GNMA 30YR 4.0% 03/15/2041#761212 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA 30YR 4.0% 03/15/2042#773367 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| GNMA 30YR 4.0% 03/15/2045#AL2253 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| GNMA 30YR 4.0% 03/15/2045#AL6733 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| GNMA 30YR 4.0% 04/15/2043#AD9012 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| GNMA 30YR 4.0% 04/15/2045#AM0745 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $320K | – | 0.02 |
| GNMA 30YR 4.0% 04/15/2045#AM2808 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNMA 30YR 4.0% 04/15/2045#AM2855 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| GNMA 30YR 4.0% 05/15/2043#753202 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| GNMA 30YR 4.0% 05/15/2043#AD5638 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| GNMA 30YR 4.0% 05/15/2043#AD9105 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| GNMA 30YR 4.0% 05/15/2044#AE8414 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| GNMA 30YR 4.0% 06/15/2041#757629 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $383K | – | 0.02 |
| GNMA 30YR 4.0% 06/15/2041#770432 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA 30YR 4.0% 06/15/2042#AA4843 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $372K | – | 0.02 |
| GNMA 30YR 4.0% 06/15/2042#AA7854 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA 30YR 4.0% 06/15/2043#AD5663 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| GNMA 30YR 4.0% 06/15/2043#AF0125 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA 30YR 4.0% 06/15/2045#AN1605 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $710K | – | 0.03 |
| GNMA 30YR 4.0% 07/15/2040#745230 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 30YR 4.0% 07/15/2042#799350 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| GNMA 30YR 4.0% 07/15/2042#AB1355 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| GNMA 30YR 4.0% 07/15/2043#722007 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $454K | – | 0.02 |
| GNMA 30YR 4.0% 08/15/2040#733271 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA 30YR 4.0% 08/15/2042#AB1489 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 4.0% 08/15/43#AF5070 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 4.0% 09/15/2040#737423 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 4.0% 09/15/2040#748554 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| GNMA 30YR 4.0% 09/15/2040#783095 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 4.0% 10/15/2040#705890 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| GNMA 30YR 4.0% 10/15/2040#747834 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA 30YR 4.0% 10/15/2040#751247 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| GNMA 30YR 4.0% 10/15/2041#479683 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| GNMA 30YR 4.0% 10/15/2041#773503 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $334K | – | 0.02 |
| GNMA 30YR 4.0% 11/15/2040#734043 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| GNMA 30YR 4.0% 11/15/2040#737576 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA 30YR 4.0% 11/15/2040#741444 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA 30YR 4.0% 11/15/2042#614309 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $635K | – | 0.03 |
| GNMA 30YR 4.0% 12/15/2040#749974 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 4.0% 12/15/2041#793259 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA 30YR 4.75% 07/15/2040#728698 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $323K | – | 0.02 |
| GNMA 30YR 4% 01/15/2041#755959 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| GNMA 30YR 4% 01/15/2042#754537 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $330K | – | 0.02 |
| GNMA 30YR 4% 01/15/2042#794559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 30YR 4% 01/15/2043#AC9441 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GNMA 30YR 4% 01/41#690662 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| GNMA 30YR 4% 01/41#719486 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 30YR 4% 01/41#742244 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| GNMA 30YR 4% 01/41#755958 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| GNMA 30YR 4% 01/41#759075 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| GNMA 30YR 4% 01/42#767581 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| GNMA 30YR 4% 02/15/2041#757557 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 30YR 4% 02/15/2041#759207 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $455K | – | 0.02 |
| GNMA 30YR 4% 02/15/41#757555 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 30YR 4% 03/15/2041#738104 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA 30YR 4% 03/15/2041#738107 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 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 | $281K | – | 0.01 |
| GNMA 30YR 4% 03/15/2042#796180 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 30YR 4% 03/15/2044#AH2728 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $361K | – | 0.02 |
| GNMA 30YR 4% 04/15/2042#792254 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA 30YR 4% 04/15/2043#AD7475 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 30YR 4% 05/15/2042#AA1859 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA 30YR 4% 06/15/2042#799330 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 30YR 4% 07/41#738540 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| GNMA 30YR 4% 08/15/2041#768109 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 30YR 4% 08/15/2041#772041 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $836K | – | 0.04 |
| GNMA 30YR 4% 08/15/2043#AD5682 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 30YR 4% 08/41#738637 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA 30YR 4% 08/41#764892 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| GNMA 30YR 4% 09/15/2040#733312 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| GNMA 30YR 4% 09/15/2041#469932 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $331K | – | 0.02 |
| GNMA 30YR 4% 09/15/2041#770662 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| GNMA 30YR 4% 09/41#738705 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| GNMA 30YR 4% 10/15/2041#775540 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA 30YR 4% 10/40#737523 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $465K | – | 0.02 |
| GNMA 30YR 4% 10/40#747856 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GNMA 30YR 4% 10/41#773500 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $699K | – | 0.03 |
| GNMA 30YR 4% 11/15/2040#747894 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| GNMA 30YR 4% 11/15/2042#AA4350 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| GNMA 30YR 4% 11/15/2042#AB9201 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 30YR 4% 11/40#751877 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| GNMA 30YR 4% 12/15/2040#757031 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA 30YR 4% 12/15/2040#757039 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $331K | – | 0.02 |
| GNMA 30YR 4% 12/15/2041#792596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 4% 12/15/2042#AB8144 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 30YR 4% 12/15/2042#AC3746 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| GNMA 30YR 4% 12/40#753312 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| GNMA 30YR 5.0% 01/15/2034#626039 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 5.0% 01/15/2035#626261 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 5.0% 01/15/2036#651222 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 5.0% 02/15/2034#627907 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 30YR 5.0% 02/15/2039#707284 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 30YR 5.0% 02/15/2040#782899 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 5.0% 03/15/2035#631185 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA 30YR 5.0% 03/15/2036#652750 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GNMA 30YR 5.0% 03/15/2036#782105 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| GNMA 30YR 5.0% 04/15/2034#605185 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 30YR 5.0% 04/15/2034#627457 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 5.0% 04/15/2035#643572 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 5.0% 05/15/2033#553243 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA 30YR 5.0% 05/15/2033#604338 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 30YR 5.0% 05/15/2034#566382 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 5.0% 05/15/2034#781746 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $628K | – | 0.03 |
| GNMA 30YR 5.0% 05/15/2036#652573 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 5.0% 06/15/2033#572049 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 5.0% 06/15/2033#614485 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 5.0% 06/15/2033#781623 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 30YR 5.0% 06/15/2034#633623 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $791.85 | – | 0.00 |
| GNMA 30YR 5.0% 06/15/2035#644970 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 5.0% 07/15/2033#609443 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $394.98 | – | 0.00 |
| GNMA 30YR 5.0% 07/15/2034#586151 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 30YR 5.0% 07/15/2035#643292 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| GNMA 30YR 5.0% 08/15/2033#603089 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| GNMA 30YR 5.0% 08/15/2033#615865 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| GNMA 30YR 5.0% 08/15/2033#619489 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA 30YR 5.0% 08/15/2035#595801 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 30YR 5.0% 09/15/2035#636591 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 30YR 5.0% 11/15/2033#622161 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 30YR 5.0% 11/15/2033#781778 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 30YR 5.0% 11/15/2034#619150 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $508.8 | – | 0.00 |
| GNMA 30YR 5.0% 11/15/2035#782171 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 5.0% 11/15/2035#782523 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 30YR 5.0% 12/15/2033#558769 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 5.09% 04/15/2036#653175 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| GNMA 30YR 5.09% 05/15/2036#653234 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNMA 30YR 5.09% 05/15/2036#653251 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $207K | – | 0.01 |
| GNMA 30YR 5.09% 05/15/2036#653330 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| GNMA 30YR 5.09% 06/36#656609 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| GNMA 30YR 5.09% 07/15/2036#656870 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| GNMA 30YR 5.09% 07/15/2036#660691 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA 30YR 5.09% 07/15/2036#660706 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| GNMA 30YR 5.09% 08/15/2036#656876 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| GNMA 30YR 5.09% 08/15/2036#660642 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| GNMA 30YR 5.09% 09/15/2036#660831 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| GNMA 30YR 5.09% 11/15/2036#662641 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA 30YR 5.09% 11/15/2036#662790 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| GNMA 30YR 5.09% 6/36#656734 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| GNMA 30YR 5.09% 7/36#656919 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| GNMA 30YR 5.09% 8/36#660506 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| GNMA 30YR 5.15% 02/15/2036#652932 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNMA 30YR 5.2% 07/15/2036#662818 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA 30YR 5.25% 04/15/2036#653227 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 30YR 5.25% 04/15/2037#667071 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 30YR 5.25% 05/15/2036#656579 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNMA 30YR 5.39% 05/15/2036#656597 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA 30YR 5.45% 02/15/2037#662944 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| GNMA 30YR 5.45% 02/15/2037#662965 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| GNMA 30YR 5.5% 02/15/2038#683957 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 5.5% 04/15/2038#687179 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 5.6% 11/15/2036#662881 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| GNMA 4.0% 05/15/43 #AD9099 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| GNMA 4.0% 09/15/21 #738767 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA 4.0% 11/40#AI8296 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $963K | – | 0.05 |
| GNMA 4.00% 1/40 #678653 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $453K | – | 0.02 |
| GNMA 4.00% 1/40 #711483 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GNMA 4.00% 1/40 #723715 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| GNMA 4.00% 1/41 #737898 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNMA 4.00% 1/41 #741521 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 4.00% 1/41 #757946 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.00% 1/41 #759125 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| GNMA 4.00% 10/39 #678644 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $980K | – | 0.05 |
| GNMA 4.00% 10/39 #710484 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $643K | – | 0.03 |
| GNMA 4.00% 10/39 #711461 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA 4.00% 10/39 #724682 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| GNMA 4.00% 10/40 #737532 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 4.00% 10/40 #737539 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA 4.00% 10/40 #737553 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 4.00% 10/40 #737559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| GNMA 4.00% 10/40 #748670 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 10/40 #751249 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.00% 10/40 #783143 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA 4.00% 10/41 #479430 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $585K | – | 0.03 |
| GNMA 4.00% 10/41 #479494 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GNMA 4.00% 10/41 #479596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.00% 10/41 #479607 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| GNMA 4.00% 10/41 #738885 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $319K | – | 0.02 |
| GNMA 4.00% 10/41 #738886 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| GNMA 4.00% 10/41 #738887 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| GNMA 4.00% 10/41 #738889 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $941K | – | 0.05 |
| GNMA 4.00% 10/41 #748242 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 4.00% 10/41 #760497 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA 4.00% 10/41 #769606 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 4.00% 10/41 #772072 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $103K | – | 0.01 |
| GNMA 4.00% 10/41 #773499 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| GNMA 4.00% 10/41 #779843 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| GNMA 4.00% 10/41 #779846 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNMA 4.00% 11/39 #691679 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| GNMA 4.00% 11/39 #711469 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GNMA 4.00% 11/39 #724688 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| GNMA 4.00% 11/40 #667594 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 11/40 #691706 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA 4.00% 11/41 #489862 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $513K | – | 0.03 |
| GNMA 4.00% 11/41 #748278 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA 4.00% 12/39 #706778 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $497K | – | 0.02 |
| GNMA 4.00% 12/39 #711476 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $774K | – | 0.04 |
| GNMA 4.00% 12/39 #724690 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GNMA 4.00% 12/40 #737790 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 4.00% 12/40 #737812 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $747K | – | 0.04 |
| GNMA 4.00% 12/40 #746823 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 12/40 #755655 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNMA 4.00% 12/40 #757044 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| GNMA 4.00% 12/41 #552550 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $594K | – | 0.03 |
| GNMA 4.00% 12/41 #552552 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $909K | – | 0.04 |
| GNMA 4.00% 12/41 #552554 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| GNMA 4.00% 12/41 #709061 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA 4.00% 12/41 #748314 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GNMA 4.00% 12/41 #778681 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| GNMA 4.00% 2/40 #723727 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $408K | – | 0.02 |
| GNMA 4.00% 2/40 #723731 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $526K | – | 0.03 |
| GNMA 4.00% 2/40 #724707 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 4.00% 2/41 #691707 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 4.00% 2/41 #738002 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GNMA 4.00% 2/41 #738017 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GNMA 4.00% 2/41 #759190 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GNMA 4.00% 2/42 #438588 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA 4.00% 3/40 #691690 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| GNMA 4.00% 3/40 #706790 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $283K | – | 0.01 |
| GNMA 4.00% 4/39 #694381 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| GNMA 4.00% 4/39 #705324 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $429K | – | 0.02 |
| GNMA 4.00% 4/41 #783307 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA 4.00% 5/39 #714152 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA 4.00% 5/41 #705915 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| GNMA 4.00% 5/42 #779244 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| GNMA 4.00% 6/39 #710434 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $592K | – | 0.03 |
| GNMA 4.00% 6/39 #710445 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| GNMA 4.00% 6/39 #714174 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA 4.00% 6/40 #745125 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 4.00% 6/41 #366970 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| GNMA 4.00% 6/41 #705917 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA 4.00% 6/41 #732919 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| GNMA 4.00% 6/41 #743034 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $609K | – | 0.03 |
| GNMA 4.00% 6/41 #743035 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $327K | – | 0.02 |
| GNMA 4.00% 6/41 #743036 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $487K | – | 0.02 |
| GNMA 4.00% 6/41 #743037 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $422K | – | 0.02 |
| GNMA 4.00% 6/41 #749249 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $809K | – | 0.04 |
| GNMA 4.00% 6/41 #749264 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $628K | – | 0.03 |
| GNMA 4.00% 6/41 #754005 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 4.00% 6/41 #757631 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 4.00% 6/41 #768084 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $408K | – | 0.02 |
| GNMA 4.00% 6/41 #768770 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA 4.00% 6/41 #768771 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| GNMA 4.00% 7/39 #702871 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA 4.00% 7/41 #705923 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| GNMA 4.00% 7/41 #748144 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 4.00% 7/41 #764871 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA 4.00% 7/41 #768127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 4.00% 7/41 #769093 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA 4.00% 7/41 #769513 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 4.00% 7/41 #772031 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.00% 8/40 #737085 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| GNMA 4.00% 8/40 #747136 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.00% 8/40 #748495 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA 4.00% 8/41 #738630 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA 4.00% 8/41 #749289 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA 4.00% 8/41 #768137 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GNMA 4.00% 8/41 #769752 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| GNMA 4.00% 8/41 #771559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $801K | – | 0.04 |
| GNMA 4.00% 8/41 #771560 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $584K | – | 0.03 |
| GNMA 4.00% 9/39 #702873 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GNMA 4.00% 9/39 #706762 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 4.00% 9/40 #705024 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA 4.00% 9/40 #733902 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $573K | – | 0.03 |
| GNMA 4.00% 9/40 #737425 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| GNMA 4.00% 9/40 #737433 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 4.00% 9/40 #737442 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 4.00% 9/40 #747250 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| GNMA 4.00% 9/41 #489861 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 4.00% 9/41 #748220 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNMA 4.00% 9/41 #754197 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA 4.00% 9/41 #769597 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 4.00% 9/41 #772060 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GNMA 4.00% 9/41 #772062 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $699K | – | 0.03 |
| GNMA 4.00% 9/41 #772063 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| GNMA 4.00% 9/41 #773113 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.00% 9/41 #773473 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GNMA 4.50% 1/39 #702851 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| GNMA 4.50% 1/40 #711074 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| GNMA 4.50% 1/40 #725848 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $353K | – | 0.02 |
| GNMA 4.50% 1/40 #725849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| GNMA 4.50% 1/40 #725850 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GNMA 4.50% 10/39 #711463 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| GNMA 4.50% 10/39 #726380 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| GNMA 4.50% 11/39 #678648 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $906K | – | 0.04 |
| GNMA 4.50% 11/39 #710499 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $364K | – | 0.02 |
| GNMA 4.50% 11/39 #718029 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.50% 11/39 #726091 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $329K | – | 0.02 |
| GNMA 4.50% 11/39 #728312 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| GNMA 4.50% 11/39 #728792 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| GNMA 4.50% 11/39 #782810 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GNMA 4.50% 12/39 #721062 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $241K | – | 0.01 |
| GNMA 4.50% 12/39 #721063 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| GNMA 4.50% 12/39 #721064 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| GNMA 4.50% 12/39 #722095 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $620K | – | 0.03 |
| GNMA 4.50% 12/39 #722096 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $823K | – | 0.04 |
| GNMA 4.50% 12/39 #723526 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GNMA 4.50% 12/39 #726113 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $357K | – | 0.02 |
| GNMA 4.50% 12/39 #728446 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| GNMA 4.50% 12/39 #730155 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| GNMA 4.50% 12/39 #730156 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GNMA 4.50% 12/40 #756817 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GNMA 4.50% 2/40 #678655 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $693K | – | 0.03 |
| GNMA 4.50% 2/40 #711186 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GNMA 4.50% 2/40 #711188 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| GNMA 4.50% 2/40 #718157 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 4.50% 2/40 #726156 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| GNMA 4.50% 2/40 #727416 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| GNMA 4.50% 2/40 #735356 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| GNMA 4.50% 2/40 #737005 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $311K | – | 0.02 |
| GNMA 4.50% 2/40 #737007 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $508K | – | 0.02 |
| GNMA 4.50% 2/40 #737015 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $605K | – | 0.03 |
| GNMA 4.50% 2/40 #782902 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA 4.50% 2/41 #690665 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GNMA 4.50% 2/41 #719502 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| GNMA 4.50% 3/39 #704439 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 4.50% 3/40 #545931 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| GNMA 4.50% 3/40 #545934 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| GNMA 4.50% 3/40 #691685 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA 4.50% 3/40 #691691 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| GNMA 4.50% 3/41 #690670 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| GNMA 4.50% 3/41 #732892 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 4.50% 3/41 #783295 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| GNMA 4.50% 4/39 #702997 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $789K | – | 0.04 |
| GNMA 4.50% 4/39 #702999 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $728K | – | 0.04 |
| GNMA 4.50% 4/40 #723740 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $379K | – | 0.02 |
| GNMA 4.50% 4/40 #723745 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| GNMA 4.50% 4/40 #727849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| GNMA 4.50% 4/40 #727850 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| GNMA 4.50% 4/40 #727855 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA 4.50% 4/40 #732281 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA 4.50% 4/40 #739091 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA 4.50% 4/41 #690673 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| GNMA 4.50% 4/41 #757600 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| GNMA 4.50% 4/41 #757601 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNMA 4.50% 4/41 #762162 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 4/41 #764818 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| GNMA 4.50% 4/41 #764819 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| GNMA 4.50% 5/39 #698329 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| GNMA 4.50% 5/39 #703011 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| GNMA 4.50% 5/39 #717148 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| GNMA 4.50% 5/39 #717153 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $889K | – | 0.04 |
| GNMA 4.50% 5/40 #729530 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GNMA 4.50% 5/40 #733154 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA 4.50% 5/40 #736729 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $787K | – | 0.04 |
| GNMA 4.50% 5/40 #741200 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| GNMA 4.50% 5/41 #760147 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 5/41 #765881 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| GNMA 4.50% 5/41 #769505 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| GNMA 4.50% 6/39 #702094 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 4.50% 6/39 #703023 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| GNMA 4.50% 6/39 #714431 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA 4.50% 6/39 #717181 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| GNMA 4.50% 6/39 #717233 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA 4.50% 6/39 #720065 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $309K | – | 0.02 |
| GNMA 4.50% 6/39 #720077 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.50% 6/39 #720106 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA 4.50% 6/40 #726017 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 4.50% 6/40 #726019 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| GNMA 4.50% 6/40 #741209 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 4.50% 6/40 #741309 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| GNMA 4.50% 6/40 #745083 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $834K | – | 0.04 |
| GNMA 4.50% 6/40 #745088 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $399K | – | 0.02 |
| GNMA 4.50% 6/40 #745094 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNMA 4.50% 6/40 #745127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $390K | – | 0.02 |
| GNMA 4.50% 6/40 #783008 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA 4.50% 6/41 #733451 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 4.50% 6/41 #760443 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GNMA 4.50% 7/33 #615272 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 7/39 #678635 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GNMA 4.50% 7/39 #692706 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $619K | – | 0.03 |
| GNMA 4.50% 7/39 #698386 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GNMA 4.50% 7/39 #704624 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 4.50% 8/39 #692468 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| GNMA 4.50% 8/39 #710763 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| GNMA 4.50% 8/39 #710764 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA 4.50% 8/39 #713740 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $616K | – | 0.03 |
| GNMA 4.50% 8/39 #724217 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 4.50% 8/39 #724220 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $383K | – | 0.02 |
| GNMA 4.50% 8/40 #706824 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| GNMA 4.50% 8/40 #733871 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $479K | – | 0.02 |
| GNMA 4.50% 9/39 #690064 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 4.50% 9/39 #704697 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| GNMA 4.50% 9/39 #706759 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $822K | – | 0.04 |
| GNMA 4.50% 9/39 #710839 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA 4.50% 9/39 #719673 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNMA 4.50% 9/40 #733315 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $336K | – | 0.02 |
| GNMA 4.50% 9/40 #742217 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| GNMA 4.50% 9/40 #745409 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| GNMA 4.50% 9/41 #775072 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNMA 4.87% 12/39 #728688 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $359K | – | 0.02 |
| GNMA 4.87% 9/39 #721172 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA 4.87% 9/39 #721173 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $652K | – | 0.03 |
| GNMA 4.87% 9/39 #721174 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $681K | – | 0.03 |
| GNMA 4% 7/41#769090 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA 5.00% 1/35 #636095 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126.65 | – | 0.00 |
| GNMA 5.00% 1/39 #782557 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| GNMA 5.00% 1/40 #711066 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| GNMA 5.00% 10/33 #566499 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 5.00% 10/33 #604730 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 5.00% 10/33 #614960 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $344.96 | – | 0.00 |
| GNMA 5.00% 10/33 #616014 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 5.00% 10/34 #781814 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 5.00% 10/35 #649492 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $902.64 | – | 0.00 |
| GNMA 5.00% 10/36 #618671 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 5.00% 10/39 #707956 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 5.00% 10/39 #710923 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA 5.00% 10/40 #750312 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 5.00% 11/33 #621780 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA 5.00% 11/33 #781769 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 5.00% 11/35 #616959 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 5.00% 11/39 #710991 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GNMA 5.00% 11/39 #723433 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 5.00% 11/39 #723436 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 5.00% 11/39 #723437 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 5.00% 12/33 #783571 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 5.00% 12/34 #605802 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 5.00% 12/34 #638222 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 5.00% 2/35 #636168 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $523.22 | – | 0.00 |
| GNMA 5.00% 2/40 #737037 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 3/36 #602552 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA 5.00% 3/36 #782068 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $593.18 | – | 0.00 |
| GNMA 5.00% 3/38 #675179 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 5.00% 3/39 #697946 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 3/40 #737377 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 5.00% 4/33 #608147 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 5.00% 4/33 #611489 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 5.00% 4/35 #544115 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.00% 4/35 #781905 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GNMA 5.00% 4/36 #650166 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 5.00% 4/41 #734392 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| GNMA 5.00% 5/33 #603671 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $738.19 | – | 0.00 |
| GNMA 5.00% 5/33 #781598 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| GNMA 5.00% 5/34 #605426 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $822.45 | – | 0.00 |
| GNMA 5.00% 5/34 #616414 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $702.6 | – | 0.00 |
| GNMA 5.00% 5/34 #628092 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.00% 5/35 #538719 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $922.2 | – | 0.00 |
| GNMA 5.00% 5/40 #704970 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 5.00% 5/40 #731980 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 5.00% 6/33 #604422 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 5.00% 6/34 #605443 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 5.00% 6/34 #615466 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 6/34 #627354 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $452.25 | – | 0.00 |
| GNMA 5.00% 6/35 #521365 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 6/36 #651848 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 6/36 #651859 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA 5.00% 6/40 #677135 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 6/40 #733726 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| GNMA 5.00% 6/40 #733733 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 7/33 #594722 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $970.58 | – | 0.00 |
| GNMA 5.00% 7/33 #602249 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.00% 7/33 #613013 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $739.47 | – | 0.00 |
| GNMA 5.00% 7/34 #781765 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 5.00% 7/35 #642590 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 5.00% 7/40 #698163 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 5.00% 7/40 #733784 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA 5.00% 7/40 #739233 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA 5.00% 8/33 #604514 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 8/33 #604580 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $816.45 | – | 0.00 |
| GNMA 5.00% 8/33 #614932 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 5.00% 8/33 #615432 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 5.00% 8/33 #615891 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 5.00% 8/33 #620547 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 5.00% 8/35 #550613 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 9/33 #604639 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 5.00% 9/33 #615944 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| GNMA 5.00% 9/33 #701534 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GNMA 5.00% 9/36 #782114 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| GNMA 5.00% 9/36 #782939 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA 5.00% 9/39 #710849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA 5.00% 9/39 #723354 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 5.00% 9/40 #743133 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 5.50% 1/35 #627846 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 5.50% 10/32 #583368 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| GNMA 5.50% 10/34 #572134 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GNMA 5.50% 10/38 #702848 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| GNMA 5.50% 11/33 #593768 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GNMA 5.50% 11/34 #619249 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 5.50% 12/33 #590182 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 5.50% 12/34 #637317 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $637.96 | – | 0.00 |
| GNMA 5.50% 2/34 #624262 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $264.63 | – | 0.00 |
| GNMA 5.50% 2/34 #628858 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.50% 2/39 #707545 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| GNMA 5.50% 3/34 #608568 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| GNMA 5.50% 3/35 #618224 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 5.50% 3/39 #782604 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 5.50% 4/33 #554116 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 5.50% 4/34 #574567 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA 5.50% 4/34 #574678 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 5.50% 4/34 #608589 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 5.50% 4/34 #628871 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $105K | – | 0.01 |
| GNMA 5.50% 4/35 #618234 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.50% 5/33 #593685 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| GNMA 5.50% 5/34 #608602 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| GNMA 5.50% 6/34 #602419 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 5.50% 7/33 #528150 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.50% 7/35 #643708 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 5.50% 9/33 #607397 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 5.50% 9/38 #707530 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA 6.00% 1/29 #487383 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 6.00% 1/29 #487384 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 6.00% 1/32 #556310 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.00% 1/33 #530800 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA 6.00% 1/33 #600018 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $137.35 | – | 0.00 |
| GNMA 6.00% 1/33 #601476 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 6.00% 1/34 #562355 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA 6.00% 1/34 #562448 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 6.00% 10/32 #583358 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 6.00% 10/33 #606889 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 6.00% 10/33 #615667 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $759K | – | 0.04 |
| GNMA 6.00% 11/33 #593762 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| GNMA 6.00% 11/33 #613931 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 6.00% 11/36 #647620 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| GNMA 6.00% 12/31 #554040 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 6.00% 12/31 #556292 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA 6.00% 12/32 #586520 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA 6.00% 12/33 #429786 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 6.00% 12/33 #562286 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.00% 12/33 #562287 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $900.62 | – | 0.00 |
| GNMA 6.00% 12/33 #593782 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNMA 6.00% 12/33 #613945 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.00% 12/36 #638718 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA 6.00% 2/31 #529877 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 6.00% 2/32 #554070 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 6.00% 2/32 #583179 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 6.00% 2/33 #597877 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA 6.00% 2/37 #638726 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA 6.00% 3/32 #554094 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 6.00% 3/32 #583203 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $423.1 | – | 0.00 |
| GNMA 6.00% 3/39 #701745 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| GNMA 6.00% 4/29 #487460 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 6.00% 4/29 #583752 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNMA 6.00% 4/31 #529900 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.00% 4/33 #598172 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 6.00% 4/34 #607504 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA 6.00% 4/34 #607505 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA 6.00% 4/34 #607506 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 6.00% 5/29 #781235 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64.57 | – | 0.00 |
| GNMA 6.00% 6/32 #583276 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 6.00% 6/34 #607529 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA 6.00% 7/29 #487568 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $409.03 | – | 0.00 |
| GNMA 6.00% 7/31 #548512 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GNMA 6.00% 7/33 #606155 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $465.48 | – | 0.00 |
| GNMA 6.00% 7/36 #608987 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 6.00% 7/36 #617147 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA 6.00% 8/32 #583311 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA 6.00% 8/33 #581557 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $362.12 | – | 0.00 |
| GNMA 6.00% 9/32 #548615 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GNMA 6.00% 9/33 #606856 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA 6.45% 1/32 #558495 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 6.45% 6/32 #586009 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA 6.45% 8/32 #596020 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 6.50% 1/26 #410575 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 6.50% 1/28 #460689 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 6.50% 1/39 #698037 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 6.50% 1/39 #701572 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| GNMA 6.50% 10/25 #414770 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21.16 | – | 0.00 |
| GNMA 6.50% 10/28 #469647 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.50% 10/28 #481578 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 6.50% 10/28 #486546 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA 6.50% 10/28 #487320 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 6.50% 10/37 #617743 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $475K | – | 0.02 |
| GNMA 6.50% 11/28 #416628 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 6.50% 11/28 #458939 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.50% 11/28 #477544 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA 6.50% 11/28 #492951 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 6.50% 11/29 #515270 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 6.50% 12/25 #385062 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.50% 12/27 #460640 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 6.50% 12/27 #461124 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $869.13 | – | 0.00 |
| GNMA 6.50% 12/27 #463299 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 6.50% 12/28 #457114 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.50% 12/28 #469788 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $197.33 | – | 0.00 |
| GNMA 6.50% 12/28 #471627 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $183.6 | – | 0.00 |
| GNMA 6.50% 12/34 #586344 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $339.3 | – | 0.00 |
| GNMA 6.50% 12/36 #663332 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GNMA 6.50% 12/38 #701495 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA 6.50% 12/38 #701496 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| GNMA 6.50% 12/38 #701498 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $430K | – | 0.02 |
| GNMA 6.50% 12/38 #701512 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 6.50% 2/26 #383120 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.50% 2/28 #430591 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.50% 2/29 #409592 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $463.45 | – | 0.00 |
| GNMA 6.50% 3/26 #407972 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $815.35 | – | 0.00 |
| GNMA 6.50% 3/26 #421789 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.50% 3/27 #447462 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 6.50% 3/28 #462615 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 6.50% 4/26 #407840 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $344.7 | – | 0.00 |
| GNMA 6.50% 4/26 #416192 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $395.36 | – | 0.00 |
| GNMA 6.50% 4/26 #421657 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.50% 4/26 #421987 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $349.32 | – | 0.00 |
| GNMA 6.50% 4/26 #428810 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.50% 4/26 #429471 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $797.21 | – | 0.00 |
| GNMA 6.50% 4/26 #430660 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.50% 4/27 #443943 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 6.50% 4/28 #458878 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $185.92 | – | 0.00 |
| GNMA 6.50% 4/29 #470239 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 6.50% 5/28 #474632 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.50% 5/29 #493929 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 6.50% 5/29 #502215 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $200.63 | – | 0.00 |
| GNMA 6.50% 6/26 #424517 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 6.50% 6/28 #476343 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.50% 6/29 #399061 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.50% 6/29 #506924 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.50% 6/37 #617570 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| GNMA 6.50% 6/37 #670519 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 6.50% 7/26 #431007 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $80.84 | – | 0.00 |
| GNMA 6.50% 7/28 #450938 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $318.72 | – | 0.00 |
| GNMA 6.50% 8/26 #431137 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 6.50% 8/27 #455436 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $739.22 | – | 0.00 |
| GNMA 6.50% 8/28 #457694 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 6.50% 8/28 #468960 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 6.50% 8/35 #647763 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 6.50% 8/38 #691940 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| GNMA 6.50% 9/27 #455529 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 6.50% 9/28 #457089 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.50% 9/28 #457818 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $879.5 | – | 0.00 |
| GNMA 6.50% 9/28 #475562 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.50% 9/28 #490576 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $546.38 | – | 0.00 |
| GNMA 6.50% 9/34 #574764 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $255.27 | – | 0.00 |
| GNMA 6.50% 9/38 #687928 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 1/26 #373480 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 1/26 #405557 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $129.52 | – | 0.00 |
| GNMA 7.00% 1/26 #411365 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18.72 | – | 0.00 |
| GNMA 7.00% 1/26 #414980 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38.09 | – | 0.00 |
| GNMA 7.00% 1/26 #417226 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $177.97 | – | 0.00 |
| GNMA 7.00% 1/26 #420653 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46.93 | – | 0.00 |
| GNMA 7.00% 1/26 #780299 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $87.95 | – | 0.00 |
| GNMA 7.00% 1/27 #442297 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $96.01 | – | 0.00 |
| GNMA 7.00% 1/27 #780499 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 7.00% 1/28 #267916 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $937.46 | – | 0.00 |
| GNMA 7.00% 1/28 #372475 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $163.72 | – | 0.00 |
| GNMA 7.00% 1/28 #425825 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 1/28 #433566 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $446.32 | – | 0.00 |
| GNMA 7.00% 1/28 #436067 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 1/28 #443541 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 1/28 #443839 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $139.62 | – | 0.00 |
| GNMA 7.00% 1/28 #445791 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 1/28 #449506 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 1/28 #456341 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 7.00% 1/28 #458374 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 1/28 #460676 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 1/28 #463389 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $292.16 | – | 0.00 |
| GNMA 7.00% 1/28 #465899 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $847.25 | – | 0.00 |
| GNMA 7.00% 1/28 #465904 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $73.62 | – | 0.00 |
| GNMA 7.00% 1/28 #466318 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $929.58 | – | 0.00 |
| GNMA 7.00% 1/28 #467764 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $465.87 | – | 0.00 |
| GNMA 7.00% 1/28 #467775 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 1/29 #491154 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 1/29 #495849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 1/29 #497493 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 7.00% 1/30 #528287 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 1/30 #528295 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 1/31 #532647 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $690.9 | – | 0.00 |
| GNMA 7.00% 1/32 #577424 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 1/32 #582197 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 7.00% 10/25 #404248 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $681.93 | – | 0.00 |
| GNMA 7.00% 10/27 #449180 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $752.83 | – | 0.00 |
| GNMA 7.00% 10/27 #450126 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39.15 | – | 0.00 |
| GNMA 7.00% 10/27 #451524 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 10/27 #453705 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 10/27 #455319 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $977.09 | – | 0.00 |
| GNMA 7.00% 10/27 #780651 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA 7.00% 10/28 #434014 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $415.45 | – | 0.00 |
| GNMA 7.00% 10/28 #446761 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 10/28 #454480 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $645.63 | – | 0.00 |
| GNMA 7.00% 10/28 #467904 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 10/28 #469624 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 7.00% 10/28 #474677 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 10/28 #474811 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 10/28 #477485 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 10/28 #477488 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 10/28 #486599 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $638.77 | – | 0.00 |
| GNMA 7.00% 10/28 #487317 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 7.00% 10/30 #486031 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 10/31 #555999 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 10/31 #566254 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 10/31 #573691 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $449.72 | – | 0.00 |
| GNMA 7.00% 11/25 #407898 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $501.42 | – | 0.00 |
| GNMA 7.00% 11/25 #410211 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $223.56 | – | 0.00 |
| GNMA 7.00% 11/25 #411524 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 11/25 #412186 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $396.33 | – | 0.00 |
| GNMA 7.00% 11/25 #412517 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $385.41 | – | 0.00 |
| GNMA 7.00% 11/25 #414837 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $129.21 | – | 0.00 |
| GNMA 7.00% 11/25 #417506 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $473.47 | – | 0.00 |
| GNMA 7.00% 11/26 #780459 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $105.38 | – | 0.00 |
| GNMA 7.00% 11/26 #780463 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28.38 | – | 0.00 |
| GNMA 7.00% 11/26 #780465 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17.79 | – | 0.00 |
| GNMA 7.00% 11/27 #447901 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 7.00% 11/27 #457532 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 11/27 #458343 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $800.84 | – | 0.00 |
| GNMA 7.00% 11/27 #460982 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 11/27 #460995 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48.54 | – | 0.00 |
| GNMA 7.00% 11/28 #469699 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $95.91 | – | 0.00 |
| GNMA 7.00% 11/28 #480016 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 11/28 #487338 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 11/28 #490807 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 11/28 #780896 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 11/31 #553594 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $154.97 | – | 0.00 |
| GNMA 7.00% 12/25 #363972 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $615.02 | – | 0.00 |
| GNMA 7.00% 12/25 #404672 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 12/25 #406452 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 12/25 #408175 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $164.88 | – | 0.00 |
| GNMA 7.00% 12/25 #408176 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 12/25 #414951 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $275.43 | – | 0.00 |
| GNMA 7.00% 12/25 #416044 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $556.94 | – | 0.00 |
| GNMA 7.00% 12/25 #421395 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $118.46 | – | 0.00 |
| GNMA 7.00% 12/25 #780400 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $457.07 | – | 0.00 |
| GNMA 7.00% 12/26 #433389 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 12/26 #442194 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $57.13 | – | 0.00 |
| GNMA 7.00% 12/26 #780481 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36.48 | – | 0.00 |
| GNMA 7.00% 12/27 #455361 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $165.99 | – | 0.00 |
| GNMA 7.00% 12/27 #461148 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 12/27 #461177 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $848.48 | – | 0.00 |
| GNMA 7.00% 12/27 #462442 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 12/28 #426720 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 12/28 #434110 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $769.13 | – | 0.00 |
| GNMA 7.00% 12/28 #483831 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 12/28 #483920 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 12/28 #486784 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $975.78 | – | 0.00 |
| GNMA 7.00% 12/28 #490977 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 12/28 #495773 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $547.04 | – | 0.00 |
| GNMA 7.00% 12/28 #780933 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 12/28 #781176 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 12/29 #515320 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 12/30 #529718 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.00% 12/30 #532641 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $232.46 | – | 0.00 |
| GNMA 7.00% 12/31 #538282 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 12/31 #554028 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 12/31 #556294 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 12/31 #564543 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $656.97 | – | 0.00 |
| GNMA 7.00% 2/26 #412209 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48.22 | – | 0.00 |
| GNMA 7.00% 2/26 #415054 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $77.84 | – | 0.00 |
| GNMA 7.00% 2/26 #416576 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $71.33 | – | 0.00 |
| GNMA 7.00% 2/26 #417839 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 2/26 #421686 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $205.52 | – | 0.00 |
| GNMA 7.00% 2/26 #425906 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19.62 | – | 0.00 |
| GNMA 7.00% 2/27 #407802 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $208.78 | – | 0.00 |
| GNMA 7.00% 2/28 #427798 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $570.41 | – | 0.00 |
| GNMA 7.00% 2/28 #433571 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $806.88 | – | 0.00 |
| GNMA 7.00% 2/28 #433577 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 2/28 #433606 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3.9 | – | 0.00 |
| GNMA 7.00% 2/28 #433627 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $83.03 | – | 0.00 |
| GNMA 7.00% 2/28 #436199 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $923.6 | – | 0.00 |
| GNMA 7.00% 2/28 #457301 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 2/28 #457723 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 2/28 #461497 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8.05 | – | 0.00 |
| GNMA 7.00% 2/28 #462559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 7.00% 2/28 #462904 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $590.87 | – | 0.00 |
| GNMA 7.00% 2/28 #465292 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $276.14 | – | 0.00 |
| GNMA 7.00% 2/28 #465908 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $728.14 | – | 0.00 |
| GNMA 7.00% 2/28 #465920 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 2/28 #465943 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 2/28 #467670 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 2/28 #780717 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 2/29 #487413 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 2/29 #490015 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 2/29 #491192 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $397.28 | – | 0.00 |
| GNMA 7.00% 2/32 #471314 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 2/32 #553503 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 3/26 #398477 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $214.95 | – | 0.00 |
| GNMA 7.00% 3/26 #412571 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $139.17 | – | 0.00 |
| GNMA 7.00% 3/26 #422293 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16.65 | – | 0.00 |
| GNMA 7.00% 3/26 #422490 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3.64 | – | 0.00 |
| GNMA 7.00% 3/26 #425990 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $282.23 | – | 0.00 |
| GNMA 7.00% 3/27 #440274 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $727.83 | – | 0.00 |
| GNMA 7.00% 3/28 #396405 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 3/28 #410454 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 3/28 #436261 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 3/28 #436262 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $398.31 | – | 0.00 |
| GNMA 7.00% 3/28 #436264 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 3/28 #450325 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 3/28 #454375 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 3/28 #458836 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $932.46 | – | 0.00 |
| GNMA 7.00% 3/28 #458865 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $505.03 | – | 0.00 |
| GNMA 7.00% 3/28 #459527 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 3/28 #460784 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $694.59 | – | 0.00 |
| GNMA 7.00% 3/28 #464920 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 3/29 #503025 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 3/29 #506618 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $531.62 | – | 0.00 |
| GNMA 7.00% 3/29 #781031 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 7.00% 3/31 #435050 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $473.88 | – | 0.00 |
| GNMA 7.00% 3/31 #554277 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 3/32 #576236 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 3/32 #581720 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 7.00% 4/26 #345613 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $121.87 | – | 0.00 |
| GNMA 7.00% 4/26 #375706 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $430.89 | – | 0.00 |
| GNMA 7.00% 4/26 #421710 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $370.36 | – | 0.00 |
| GNMA 7.00% 4/26 #422559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $133.73 | – | 0.00 |
| GNMA 7.00% 4/26 #425280 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $525.79 | – | 0.00 |
| GNMA 7.00% 4/28 #433685 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 4/28 #433726 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 4/28 #438420 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 4/28 #442334 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $417.25 | – | 0.00 |
| GNMA 7.00% 4/28 #442336 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $996.35 | – | 0.00 |
| GNMA 7.00% 4/28 #443658 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 4/28 #454044 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $695.72 | – | 0.00 |
| GNMA 7.00% 4/28 #456239 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 4/28 #456806 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 4/28 #457741 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 4/28 #458877 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $996.36 | – | 0.00 |
| GNMA 7.00% 4/28 #462680 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $696.32 | – | 0.00 |
| GNMA 7.00% 4/28 #464933 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 4/28 #465091 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 4/28 #471849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $997.98 | – | 0.00 |
| GNMA 7.00% 4/28 #473482 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $356.73 | – | 0.00 |
| GNMA 7.00% 4/28 #473514 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 4/28 #473534 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.00% 4/28 #780773 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $519.33 | – | 0.00 |
| GNMA 7.00% 4/29 #487590 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 4/29 #503072 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 4/30 #515360 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 7.00% 4/30 #515361 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 4/31 #448352 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 4/31 #474776 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $571.18 | – | 0.00 |
| GNMA 7.00% 4/31 #489937 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 7.00% 4/31 #554732 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $69.21 | – | 0.00 |
| GNMA 7.00% 4/32 #566345 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 7.00% 4/32 #581761 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $282.92 | – | 0.00 |
| GNMA 7.00% 4/32 #582098 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $55.28 | – | 0.00 |
| GNMA 7.00% 5/26 #398662 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $500.42 | – | 0.00 |
| GNMA 7.00% 5/26 #417389 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $51.88 | – | 0.00 |
| GNMA 7.00% 5/26 #417390 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $180.22 | – | 0.00 |
| GNMA 7.00% 5/26 #421729 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $49.72 | – | 0.00 |
| GNMA 7.00% 5/26 #422688 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30.85 | – | 0.00 |
| GNMA 7.00% 5/26 #426020 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $601.4 | – | 0.00 |
| GNMA 7.00% 5/27 #418872 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $634.17 | – | 0.00 |
| GNMA 7.00% 5/27 #780570 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 5/28 #433752 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $752.35 | – | 0.00 |
| GNMA 7.00% 5/28 #433774 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 5/28 #442456 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $825.72 | – | 0.00 |
| GNMA 7.00% 5/28 #444620 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40.15 | – | 0.00 |
| GNMA 7.00% 5/28 #449544 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $322.74 | – | 0.00 |
| GNMA 7.00% 5/28 #451704 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $751.7 | – | 0.00 |
| GNMA 7.00% 5/28 #457682 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 5/28 #462916 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $685.6 | – | 0.00 |
| GNMA 7.00% 5/28 #465314 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 5/28 #471918 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.00% 5/28 #472620 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 5/28 #474250 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $300.84 | – | 0.00 |
| GNMA 7.00% 5/29 #508736 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.00% 5/31 #424092 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $511.98 | – | 0.00 |
| GNMA 7.00% 5/31 #530480 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 5/31 #549703 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $55.35 | – | 0.00 |
| GNMA 7.00% 5/32 #552576 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GNMA 7.00% 5/32 #583935 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 7.00% 5/32 #590196 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $161.49 | – | 0.00 |
| GNMA 7.00% 6/26 #423861 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $143.86 | – | 0.00 |
| GNMA 7.00% 6/26 #426165 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $751.41 | – | 0.00 |
| GNMA 7.00% 6/27 #780584 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $808.11 | – | 0.00 |
| GNMA 7.00% 6/28 #404537 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 7.00% 6/28 #426700 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/28 #433849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $813.1 | – | 0.00 |
| GNMA 7.00% 6/28 #433858 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $433.08 | – | 0.00 |
| GNMA 7.00% 6/28 #443694 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $476.65 | – | 0.00 |
| GNMA 7.00% 6/28 #445159 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/28 #447983 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $830.32 | – | 0.00 |
| GNMA 7.00% 6/28 #447984 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $680.32 | – | 0.00 |
| GNMA 7.00% 6/28 #447986 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/28 #449039 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $206.83 | – | 0.00 |
| GNMA 7.00% 6/28 #449558 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $319.27 | – | 0.00 |
| GNMA 7.00% 6/28 #450349 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $730.15 | – | 0.00 |
| GNMA 7.00% 6/28 #454571 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/28 #456968 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/28 #458641 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 6/28 #462199 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/28 #462816 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $919.38 | – | 0.00 |
| GNMA 7.00% 6/28 #463965 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/28 #467822 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $147.86 | – | 0.00 |
| GNMA 7.00% 6/28 #471698 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/28 #472039 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/28 #472284 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 6/28 #474791 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/28 #476377 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $434.67 | – | 0.00 |
| GNMA 7.00% 6/28 #476857 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 6/28 #480353 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/28 #480363 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/29 #487613 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75.49 | – | 0.00 |
| GNMA 7.00% 6/29 #502574 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 6/29 #510988 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/29 #513653 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37.11 | – | 0.00 |
| GNMA 7.00% 6/29 #513680 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 6/29 #513703 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $58.51 | – | 0.00 |
| GNMA 7.00% 6/30 #503169 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/30 #533883 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $144.1 | – | 0.00 |
| GNMA 7.00% 6/31 #553859 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 6/31 #564650 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 7.00% 6/32 #471328 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 7.00% 6/32 #565482 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA 7.00% 6/32 #569880 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA 7.00% 6/32 #583622 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/32 #586738 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 7.00% 6/32 #587998 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA 7.00% 6/32 #590024 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 7.00% 7/25 #780204 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1.54 | – | 0.00 |
| GNMA 7.00% 7/26 #412637 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $851.94 | – | 0.00 |
| GNMA 7.00% 7/28 #433882 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/28 #433883 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 7/28 #433904 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53.73 | – | 0.00 |
| GNMA 7.00% 7/28 #447622 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/28 #454627 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $608.56 | – | 0.00 |
| GNMA 7.00% 7/28 #462927 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 7/28 #464052 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $135.15 | – | 0.00 |
| GNMA 7.00% 7/28 #464690 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $472.19 | – | 0.00 |
| GNMA 7.00% 7/28 #465506 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/28 #467068 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $600.47 | – | 0.00 |
| GNMA 7.00% 7/28 #467828 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 7/28 #468074 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/28 #471977 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 7/28 #473591 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 7/28 #475200 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/28 #480055 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/28 #480352 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/28 #480369 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $343.81 | – | 0.00 |
| GNMA 7.00% 7/28 #480386 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 7/28 #480414 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 7/28 #480424 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $622.24 | – | 0.00 |
| GNMA 7.00% 7/28 #481803 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 7/29 #457155 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 7/29 #459211 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $281 | – | 0.00 |
| GNMA 7.00% 7/29 #513705 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $605.52 | – | 0.00 |
| GNMA 7.00% 7/29 #513722 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $290.33 | – | 0.00 |
| GNMA 7.00% 7/30 #781196 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/31 #550143 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/31 #554247 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 7/31 #563893 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/32 #553437 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $364.5 | – | 0.00 |
| GNMA 7.00% 7/32 #577618 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA 7.00% 7/32 #582239 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.00% 7/32 #582260 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 7/32 #583647 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 7.00% 7/32 #591551 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 7/32 #593188 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 8/25 #372207 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $531.55 | – | 0.00 |
| GNMA 7.00% 8/25 #397855 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $888.11 | – | 0.00 |
| GNMA 7.00% 8/25 #403707 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $79.77 | – | 0.00 |
| GNMA 7.00% 8/25 #404646 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $487.65 | – | 0.00 |
| GNMA 7.00% 8/25 #407731 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24.12 | – | 0.00 |
| GNMA 7.00% 8/25 #409925 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $201.41 | – | 0.00 |
| GNMA 7.00% 8/25 #410089 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84.94 | – | 0.00 |
| GNMA 7.00% 8/27 #455456 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $424.52 | – | 0.00 |
| GNMA 7.00% 8/27 #780626 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 8/27 #780632 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 7.00% 8/28 #433961 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 8/28 #445941 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 7.00% 8/28 #458917 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $264.93 | – | 0.00 |
| GNMA 7.00% 8/28 #462218 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 8/28 #464759 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 8/28 #464765 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 8/28 #471569 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $582.53 | – | 0.00 |
| GNMA 7.00% 8/28 #471992 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 8/28 #475538 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $465.39 | – | 0.00 |
| GNMA 7.00% 8/28 #476873 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 8/28 #480455 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $392.29 | – | 0.00 |
| GNMA 7.00% 8/28 #480972 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.00% 8/28 #482056 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $408.19 | – | 0.00 |
| GNMA 7.00% 8/28 #482084 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $769.82 | – | 0.00 |
| GNMA 7.00% 8/28 #482668 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 8/28 #484211 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 8/28 #486467 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 8/29 #482373 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 8/29 #509418 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $582.71 | – | 0.00 |
| GNMA 7.00% 8/29 #513757 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $107.33 | – | 0.00 |
| GNMA 7.00% 8/31 #545889 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 7.00% 8/31 #567088 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 8/31 #567093 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 8/31 #567108 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 8/31 #567123 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $615.72 | – | 0.00 |
| GNMA 7.00% 8/31 #568809 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA 7.00% 8/32 #593193 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 8/32 #594266 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 7.00% 8/32 #594858 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 9/25 #386805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 9/25 #398248 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $238.05 | – | 0.00 |
| GNMA 7.00% 9/25 #412487 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70.51 | – | 0.00 |
| GNMA 7.00% 9/25 #413119 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $282.26 | – | 0.00 |
| GNMA 7.00% 9/25 #413281 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 9/25 #414167 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 9/27 #353853 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25.1 | – | 0.00 |
| GNMA 7.00% 9/28 #433970 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $410.64 | – | 0.00 |
| GNMA 7.00% 9/28 #433980 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $544.79 | – | 0.00 |
| GNMA 7.00% 9/28 #446667 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 9/28 #457812 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 9/28 #458926 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 9/28 #475563 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 9/28 #481350 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 9/28 #484269 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 9/28 #486531 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 9/28 #490591 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $721.62 | – | 0.00 |
| GNMA 7.00% 9/29 #508833 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $371.44 | – | 0.00 |
| GNMA 7.00% 9/31 #781328 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.25% 9/27 #453325 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.25% 9/27 #455538 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 7.50% 1/26 #340854 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 7.50% 1/26 #405558 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $953.69 | – | 0.00 |
| GNMA 7.50% 1/26 #417223 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 1/27 #436741 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 7.50% 1/27 #780498 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.50% 1/28 #454951 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 7.50% 1/28 #461632 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 1/29 #495911 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 1/29 #499688 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 1/31 #531524 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 7.50% 1/31 #535388 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.50% 10/25 #377614 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $107 | – | 0.00 |
| GNMA 7.50% 10/25 #413552 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 10/25 #414675 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $89.64 | – | 0.00 |
| GNMA 7.50% 10/27 #353908 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 10/28 #469629 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $272.16 | – | 0.00 |
| GNMA 7.50% 10/28 #469631 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $92.69 | – | 0.00 |
| GNMA 7.50% 10/28 #476246 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 7.50% 10/28 #483793 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 7.50% 10/28 #780873 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $507.49 | – | 0.00 |
| GNMA 7.50% 10/29 #500146 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 10/29 #503992 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $511.59 | – | 0.00 |
| GNMA 7.50% 10/29 #513541 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42.6 | – | 0.00 |
| GNMA 7.50% 10/29 #516155 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75.98 | – | 0.00 |
| GNMA 7.50% 10/29 #536601 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $789.55 | – | 0.00 |
| GNMA 7.50% 10/30 #527418 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 7.50% 10/30 #540045 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.50% 10/31 #550984 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 10/31 #554149 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA 7.50% 11/25 #387136 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 11/25 #387180 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 11/25 #408838 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $210.03 | – | 0.00 |
| GNMA 7.50% 11/25 #411517 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $422.51 | – | 0.00 |
| GNMA 7.50% 11/25 #413562 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $615.6 | – | 0.00 |
| GNMA 7.50% 11/25 #415757 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $661.26 | – | 0.00 |
| GNMA 7.50% 11/25 #416774 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $308.91 | – | 0.00 |
| GNMA 7.50% 11/25 #419884 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $809.07 | – | 0.00 |
| GNMA 7.50% 11/27 #449087 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $443.11 | – | 0.00 |
| GNMA 7.50% 11/27 #458709 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $750.49 | – | 0.00 |
| GNMA 7.50% 11/27 #459474 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 11/27 #460983 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $283.46 | – | 0.00 |
| GNMA 7.50% 11/28 #484938 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 11/29 #434587 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA 7.50% 11/29 #486228 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $333.32 | – | 0.00 |
| GNMA 7.50% 11/29 #500161 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $946.57 | – | 0.00 |
| GNMA 7.50% 11/29 #513482 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $907.94 | – | 0.00 |
| GNMA 7.50% 11/29 #520075 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $881.19 | – | 0.00 |
| GNMA 7.50% 11/29 #521585 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.50% 11/29 #521873 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 7.50% 11/29 #521907 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 7.50% 11/30 #535548 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 7.50% 11/30 #544639 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.50% 12/25 #410853 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126.94 | – | 0.00 |
| GNMA 7.50% 12/25 #414840 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $846.87 | – | 0.00 |
| GNMA 7.50% 12/25 #414843 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $114.08 | – | 0.00 |
| GNMA 7.50% 12/25 #780453 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $135.46 | – | 0.00 |
| GNMA 7.50% 12/26 #431679 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 12/27 #458718 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $910.66 | – | 0.00 |
| GNMA 7.50% 12/27 #780798 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 7.50% 12/28 #780936 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $636.74 | – | 0.00 |
| GNMA 7.50% 12/28 #780990 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $591.67 | – | 0.00 |
| GNMA 7.50% 12/29 #506122 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 7.50% 12/29 #510839 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.50% 12/29 #516121 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $110.12 | – | 0.00 |
| GNMA 7.50% 12/29 #516146 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 7.50% 12/29 #518035 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $534.63 | – | 0.00 |
| GNMA 7.50% 12/29 #520077 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 7.50% 12/29 #781135 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA 7.50% 12/30 #434983 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 7.50% 12/30 #539569 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $916.06 | – | 0.00 |
| GNMA 7.50% 12/30 #540606 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNMA 7.50% 12/30 #544885 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 7.50% 2/28 #465952 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $683.97 | – | 0.00 |
| GNMA 7.50% 2/29 #470024 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26.88 | – | 0.00 |
| GNMA 7.50% 2/29 #502958 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 2/29 #781024 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.50% 2/32 #582957 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GNMA 7.50% 2/32 #584984 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 7.50% 2/32 #587023 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.50% 3/26 #415139 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 3/26 #417331 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 3/28 #780728 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $351.55 | – | 0.00 |
| GNMA 7.50% 3/30 #515340 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.50% 3/31 #528592 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA 7.50% 3/31 #529829 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA 7.50% 3/31 #550387 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 7.50% 3/32 #576461 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.50% 3/32 #583559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 3/32 #586541 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.50% 3/32 #781419 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 7.50% 4/26 #429424 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 4/26 #780355 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 4/27 #447529 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 4/27 #780551 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 4/29 #487112 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $863.04 | – | 0.00 |
| GNMA 7.50% 4/29 #499435 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 4/29 #506673 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 5/26 #424207 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 5/27 #439558 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 5/27 #447109 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.50% 5/27 #447160 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 5/29 #491474 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 5/29 #502361 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $85.72 | – | 0.00 |
| GNMA 7.50% 5/29 #507988 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 5/31 #529896 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA 7.50% 5/32 #552581 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA 7.50% 5/32 #569424 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 7.50% 5/32 #569793 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 7.50% 5/32 #569798 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 5/32 #581931 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 5/32 #583605 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 7.50% 6/26 #423863 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 6/27 #436794 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 6/27 #439588 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 6/27 #452145 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 6/27 #780580 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 6/28 #449003 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $125.92 | – | 0.00 |
| GNMA 7.50% 6/29 #498099 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 6/29 #500038 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $95.01 | – | 0.00 |
| GNMA 7.50% 6/29 #508278 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.50% 6/29 #510959 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $316.94 | – | 0.00 |
| GNMA 7.50% 6/29 #510991 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 6/31 #529922 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA 7.50% 7/26 #423906 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 7/26 #780399 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 7/27 #439599 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.50% 7/27 #451321 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $432.68 | – | 0.00 |
| GNMA 7.50% 7/28 #480838 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 7/29 #434414 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 7/29 #505085 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $504.31 | – | 0.00 |
| GNMA 7.50% 7/29 #507529 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $184.54 | – | 0.00 |
| GNMA 7.50% 7/29 #509366 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.50% 7/29 #510107 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.50% 7/29 #513706 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 7/29 #513724 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 7.50% 7/29 #514322 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 7.50% 7/29 #514496 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 7/29 #781073 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $281.21 | – | 0.00 |
| GNMA 7.50% 7/30 #493505 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.50% 7/30 #781199 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 7.50% 8/25 #409926 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $446.62 | – | 0.00 |
| GNMA 7.50% 8/25 #409928 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 8/25 #410082 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $286.52 | – | 0.00 |
| GNMA 7.50% 8/25 #410088 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $71.24 | – | 0.00 |
| GNMA 7.50% 8/25 #780220 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 8/27 #353761 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $323.89 | – | 0.00 |
| GNMA 7.50% 8/27 #446822 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.50% 8/27 #455273 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 7.50% 8/28 #464767 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $328.37 | – | 0.00 |
| GNMA 7.50% 8/28 #481486 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 8/29 #470796 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $960.81 | – | 0.00 |
| GNMA 7.50% 8/29 #470799 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $271.34 | – | 0.00 |
| GNMA 7.50% 8/29 #485211 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $324.28 | – | 0.00 |
| GNMA 7.50% 8/29 #491644 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA 7.50% 8/29 #495301 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 8/29 #498119 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 8/29 #499951 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $541.56 | – | 0.00 |
| GNMA 7.50% 8/29 #502123 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 8/29 #503975 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 8/29 #507544 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 8/29 #509403 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.50% 8/29 #510300 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $357.44 | – | 0.00 |
| GNMA 7.50% 8/29 #513358 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $618.85 | – | 0.00 |
| GNMA 7.50% 8/29 #514397 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 8/29 #514428 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $327.43 | – | 0.00 |
| GNMA 7.50% 8/29 #517803 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 8/29 #517828 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $734.43 | – | 0.00 |
| GNMA 7.50% 9/25 #398253 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $122.79 | – | 0.00 |
| GNMA 7.50% 9/25 #409955 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 9/27 #412317 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.50% 9/27 #449474 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 7.50% 9/27 #451459 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12.46 | – | 0.00 |
| GNMA 7.50% 9/27 #457635 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4.5 | – | 0.00 |
| GNMA 7.50% 9/28 #460911 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.50% 9/28 #475554 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 9/28 #483175 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.50% 9/28 #781018 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $784.52 | – | 0.00 |
| GNMA 7.50% 9/29 #434543 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 7.50% 9/29 #486417 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $93.05 | – | 0.00 |
| GNMA 7.50% 9/29 #487646 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $248.98 | – | 0.00 |
| GNMA 7.50% 9/29 #500243 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 7.50% 9/29 #503983 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $333.6 | – | 0.00 |
| GNMA 7.50% 9/29 #507098 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 9/29 #508807 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $233.16 | – | 0.00 |
| GNMA 7.50% 9/29 #513389 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.50% 9/29 #513390 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 7.50% 9/29 #517850 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $992.61 | – | 0.00 |
| GNMA 7.50% 9/29 #518088 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $67.46 | – | 0.00 |
| GNMA 7.50% 9/29 #518459 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 9/29 #518488 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 9/30 #523220 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 8.00% 1/25 #780042 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1.38 | – | 0.00 |
| GNMA 8.00% 1/26 #417221 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $392.27 | – | 0.00 |
| GNMA 8.00% 1/28 #460678 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 8.00% 1/28 #461211 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 1/30 #434655 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $148.91 | – | 0.00 |
| GNMA 8.00% 1/30 #522577 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 8.00% 10/24 #385920 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8.14 | – | 0.00 |
| GNMA 8.00% 10/25 #405514 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $466.67 | – | 0.00 |
| GNMA 8.00% 10/25 #419825 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43.2 | – | 0.00 |
| GNMA 8.00% 10/25 #419847 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $204.19 | – | 0.00 |
| GNMA 8.00% 10/26 #279100 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $432.73 | – | 0.00 |
| GNMA 8.00% 10/26 #372376 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $750.59 | – | 0.00 |
| GNMA 8.00% 10/26 #377304 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $106.71 | – | 0.00 |
| GNMA 8.00% 10/26 #427188 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 8.00% 10/26 #436719 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 10/26 #439430 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $61.46 | – | 0.00 |
| GNMA 8.00% 10/26 #442079 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $672.97 | – | 0.00 |
| GNMA 8.00% 10/27 #449190 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $140.1 | – | 0.00 |
| GNMA 8.00% 10/27 #453857 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 8.00% 10/29 #515956 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 10/29 #516086 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 8.00% 10/29 #517957 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $145.86 | – | 0.00 |
| GNMA 8.00% 10/29 #519495 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 8.00% 11/24 #385932 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14.3 | – | 0.00 |
| GNMA 8.00% 11/25 #410204 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28.42 | – | 0.00 |
| GNMA 8.00% 11/25 #416027 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 11/25 #419897 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $91.5 | – | 0.00 |
| GNMA 8.00% 11/26 #431510 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $526.17 | – | 0.00 |
| GNMA 8.00% 11/26 #433299 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $261.55 | – | 0.00 |
| GNMA 8.00% 11/26 #433302 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $512.79 | – | 0.00 |
| GNMA 8.00% 11/26 #436523 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $246.34 | – | 0.00 |
| GNMA 8.00% 11/26 #439445 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $196.66 | – | 0.00 |
| GNMA 8.00% 11/27 #372461 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 8.00% 11/27 #412362 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 8.00% 11/27 #426517 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 8.00% 11/27 #427749 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $315.29 | – | 0.00 |
| GNMA 8.00% 11/27 #449748 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 8.00% 11/27 #453374 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 11/28 #469713 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 8.00% 11/28 #780910 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 8.00% 11/29 #478887 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 8.00% 12/25 #385003 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 12/26 #433330 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $650.25 | – | 0.00 |
| GNMA 8.00% 12/26 #436582 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 12/27 #426350 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $629.55 | – | 0.00 |
| GNMA 8.00% 12/27 #448879 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 12/27 #457566 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 8.00% 12/29 #510847 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $534.27 | – | 0.00 |
| GNMA 8.00% 12/29 #517072 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 8.00% 2/26 #405579 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53.42 | – | 0.00 |
| GNMA 8.00% 2/26 #410920 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 2/30 #506737 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 8.00% 2/30 #525624 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 2/31 #529813 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 8.00% 3/26 #422461 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $201.64 | – | 0.00 |
| GNMA 8.00% 3/30 #472153 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $924.78 | – | 0.00 |
| GNMA 8.00% 3/30 #781145 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 8.00% 4/25 #780097 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5.85 | – | 0.00 |
| GNMA 8.00% 4/26 #405605 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $119.3 | – | 0.00 |
| GNMA 8.00% 4/26 #430520 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 4/27 #447510 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 4/30 #518228 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 4/30 #528715 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 8.00% 5/25 #373061 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $195.32 | – | 0.00 |
| GNMA 8.00% 5/26 #432639 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $333.63 | – | 0.00 |
| GNMA 8.00% 5/30 #479341 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 5/30 #531642 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 8.00% 6/25 #380195 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $717.75 | – | 0.00 |
| GNMA 8.00% 6/25 #410041 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43.67 | – | 0.00 |
| GNMA 8.00% 6/26 #387360 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $701.19 | – | 0.00 |
| GNMA 8.00% 6/26 #423825 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $55.53 | – | 0.00 |
| GNMA 8.00% 6/26 #426171 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $156.81 | – | 0.00 |
| GNMA 8.00% 6/26 #428867 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $108.86 | – | 0.00 |
| GNMA 8.00% 6/26 #432701 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $141.79 | – | 0.00 |
| GNMA 8.00% 6/26 #436608 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 6/27 #423061 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 6/27 #439565 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 6/28 #448928 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $904.99 | – | 0.00 |
| GNMA 8.00% 6/30 #533888 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 8.00% 7/25 #360591 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 7/25 #385380 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $219.45 | – | 0.00 |
| GNMA 8.00% 7/25 #410952 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $178.76 | – | 0.00 |
| GNMA 8.00% 7/25 #780195 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4.51 | – | 0.00 |
| GNMA 8.00% 7/26 #416401 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $436.25 | – | 0.00 |
| GNMA 8.00% 7/26 #431000 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $173.34 | – | 0.00 |
| GNMA 8.00% 7/26 #431010 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48.66 | – | 0.00 |
| GNMA 8.00% 7/26 #433067 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $348.28 | – | 0.00 |
| GNMA 8.00% 7/27 #353746 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 7/27 #423079 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 7/27 #436800 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $403.95 | – | 0.00 |
| GNMA 8.00% 7/27 #446872 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 8.00% 7/27 #451326 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 8.00% 7/28 #464704 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $463.38 | – | 0.00 |
| GNMA 8.00% 7/30 #520777 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $156.94 | – | 0.00 |
| GNMA 8.00% 7/30 #532719 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $255.77 | – | 0.00 |
| GNMA 8.00% 8/24 #365120 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32.16 | – | 0.00 |
| GNMA 8.00% 8/25 #409777 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 8/25 #410081 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90.85 | – | 0.00 |
| GNMA 8.00% 8/25 #414124 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 8/25 #414538 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $96.37 | – | 0.00 |
| GNMA 8.00% 8/26 #377243 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $866.69 | – | 0.00 |
| GNMA 8.00% 8/26 #412645 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $329.52 | – | 0.00 |
| GNMA 8.00% 8/26 #423911 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $118.63 | – | 0.00 |
| GNMA 8.00% 8/26 #423986 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $68.52 | – | 0.00 |
| GNMA 8.00% 8/26 #424241 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $809.17 | – | 0.00 |
| GNMA 8.00% 8/26 #431235 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 8/26 #432756 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $244.93 | – | 0.00 |
| GNMA 8.00% 8/26 #437536 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $271.15 | – | 0.00 |
| GNMA 8.00% 8/27 #353763 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 8.00% 8/27 #448969 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 8.00% 8/27 #780622 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 8/30 #532610 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 8.00% 8/30 #532749 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 9/25 #377616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $216.52 | – | 0.00 |
| GNMA 8.00% 9/25 #417133 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23.29 | – | 0.00 |
| GNMA 8.00% 9/25 #418675 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $336.28 | – | 0.00 |
| GNMA 8.00% 9/25 #780249 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $96.9 | – | 0.00 |
| GNMA 8.00% 9/26 #412669 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 9/26 #416409 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 8.00% 9/26 #424026 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $373.25 | – | 0.00 |
| GNMA 8.00% 9/26 #432052 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $176.44 | – | 0.00 |
| GNMA 8.00% 9/26 #433224 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 9/26 #438999 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $745.33 | – | 0.00 |
| GNMA 8.00% 9/27 #412318 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 9/27 #449475 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 8.00% 9/27 #780628 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 8.00% 9/28 #480488 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 8.00% 9/29 #186965 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 8.00% 9/29 #503984 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 8.00% 9/29 #513403 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 8.00% 9/30 #514868 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 8.00% 9/31 #553949 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA 8.50% 1/31 #529816 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 8.50% 2/31 #529917 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 8.50% 9/30 #515508 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 9.00% 10/24 #380642 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126.18 | – | 0.00 |
| GNMA II 2.25% 05/20/2050#BQ7082 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GNMA II 2.375% 05/20/2050#BQ7081 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA II 2.5% 05/20/2050#BQ7079 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA II 2.5% 08/20/2051#785564 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| GNMA II 2.5% 08/20/2051#785575 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GNMA II 2.5% 08/20/2051#785602 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19M | – | 0.93 |
| GNMA II 2.5% 09/20/2051#785616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9M | – | 0.45 |
| GNMA II 2.5% 09/20/2051#785619 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| GNMA II 2.5% 10/20/2052#MA8343 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNMA II 2.5% 12/20/2051#785792 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| GNMA II 2.625% 05/20/2050#BQ7080 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GNMA II 2.75% 05/20/2050#BQ7078 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $889K | – | 0.04 |
| GNMA II 3.0% 02/20/2043#AD1744 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA II 3.0% 03/20/2043#AA6149 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA II 3.0% 06/20/2042#783637 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA II 3.0% 12/20/2042#AA5872 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13M | – | 0.65 |
| GNMA II 3.25% 02/41#AO9700 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $623K | – | 0.03 |
| GNMA II 3.25% 07/46#AS8108 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $114K | – | 0.01 |
| GNMA II 3.375% 05/20/2050#BQ7075 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $400K | – | 0.02 |
| GNMA II 3.5% 01/20/2048#784850 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II 3.5% 01/20/2050#BR8993 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNMA II 3.5% 01/20/2050#BR8994 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II 3.5% 01/20/2050#BR8995 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA II 3.5% 01/20/2050#BR8996 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA II 3.5% 02/20/2043#AD1755 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GNMA II 3.5% 03/20/2043#783737 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| GNMA II 3.5% 03/20/2043#AA6141 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA II 3.5% 03/20/2043#AA6143 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $730K | – | 0.04 |
| GNMA II 3.5% 03/20/2043#AD8884 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II 3.5% 04/20/2043#AD9075 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II 3.5% 05/20/2050#BT6874 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNMA II 3.5% 07/20/2043#635106 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II 3.5% 07/20/2043#635118 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $551K | – | 0.03 |
| GNMA II 3.5% 09/20/2049#BN2661 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II 3.5% 10/20/2044#AK0798 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA II 3.5% 10/20/2049#BQ4138 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $620K | – | 0.03 |
| GNMA II 3.5% 11/20/2044#AJ9708 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA II 3.5% 11/20/2044#AK0810 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GNMA II 3.5% 11/20/2044#AK2823 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7M | – | 0.34 |
| GNMA II 3.5% 11/20/2047#784391 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $72M | – | 3.53 |
| GNMA II 3.5% 11/20/2049#BL1665 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| GNMA II 3.5% 11/20/2049#BL1666 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| GNMA II 3.5% 12/20/2042#AB7784 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $333K | – | 0.02 |
| GNMA II 3.5% 12/20/2044#AK2638 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $722K | – | 0.04 |
| GNMA II 3.5% 12/20/2044#AK8274 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $459K | – | 0.02 |
| GNMA II 3.74% 07/42#AB1375 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| GNMA II 3.74% 08/20/2042#AB1604 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GNMA II 3.75% 01/46#AK8798 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA II 3.75% 02/20/2046#AK8800 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $780K | – | 0.04 |
| GNMA II 3.75% 05/46#AS8102 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $780K | – | 0.04 |
| GNMA II 3.75% 07/20/2047#AY2386 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $410K | – | 0.02 |
| GNMA II 3.75% 08/20/2045#AK8792 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GNMA II 3.75% 09/20/2045#AK8793 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GNMA II 3.75% 10/20/2041#778361 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $958K | – | 0.05 |
| GNMA II 3.75% 10/20/2045#AK8794 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA II 3.75% 11/20/2045#AK8795 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $964K | – | 0.05 |
| GNMA II 3.75% 11/20/2046#AS8118 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GNMA II 3% 01/20/2050#BR8998 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GNMA II 3% 01/20/2050#BR8999 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GNMA II 3% 02/20/2050#BQ4127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| GNMA II 3% 03/20/2043#AA6146 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9M | – | 0.43 |
| GNMA II 3% 03/20/2043#AD8812 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GNMA II 3% 05/20/2050#BQ7077 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| GNMA II 3% 06/20/2050#BV5270 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| GNMA II 3% 07/20/2050#BV5269 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| GNMA II 3% 07/20/2050#BV5275 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| GNMA II 3% 07/50#BV5263 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GNMA II 3% 09/20/2046#AT8217 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GNMA II 3% 11/20/2049#BL1670 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $467K | – | 0.02 |
| GNMA II 3% 3/43#AA6148 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| GNMA II 4.25% 01/20/2046#AK8799 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| GNMA II 4.5% 04/20/2053#MA8799 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GNMA II 4.5% 07/20/2041#783591 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GNMA II 4.5% 07/40#742183 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| GNMA II 4.5% 09/20/2040#783111 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GNMA II 4.5% 11/20/2052#MA8427 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35M | – | 1.72 |
| GNMA II 4.5% 4/40#728850 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA II 4% 01/20/2042#AA0228 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| GNMA II 4% 01/20/2042#AA0446 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| GNMA II 4% 01/20/2049#BJ9832 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $782K | – | 0.04 |
| GNMA II 4% 01/20/2050#BR8989 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $705K | – | 0.03 |
| GNMA II 4% 02/20/2046#AK8801 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $758K | – | 0.04 |
| GNMA II 4% 03/20/2042#AA0595 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $680K | – | 0.03 |
| GNMA II 4% 03/20/2047#784299 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $332K | – | 0.02 |
| GNMA II 4% 04/20/2047#784303 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| GNMA II 4% 04/20/2048#BG3507 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $988K | – | 0.05 |
| GNMA II 4% 04/20/2048#BG7744 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA II 4% 04/47#784304 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GNMA II 4% 12/20/2040#759375 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| GNMA II 5.0% 01/20/2035#781859 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| GNMA II 5.0% 02/20/2035#782224 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II 5.0% 12/20/2034#783753 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GNMA II 5.00% 10/38 #782431 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA II 5.35% 1/30 #526737 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| GNMA II 5.35% 1/30 #526843 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| GNMA II 5.35% 10/29 #522301 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| GNMA II 5.35% 10/30 #543542 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA II 5.35% 11/29 #522377 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $312K | – | 0.02 |
| GNMA II 5.35% 11/30 #545451 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA II 5.35% 11/30 #545534 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA II 5.35% 12/29 #526603 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $471K | – | 0.02 |
| GNMA II 5.35% 12/30 #545295 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA II 5.35% 12/30 #545333 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA II 5.35% 12/30 #545651 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA II 5.35% 3/30 #526987 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA II 5.35% 4/29 #501737 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GNMA II 5.35% 4/30 #532203 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| GNMA II 5.35% 5/29 #508131 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GNMA II 5.35% 5/30 #532373 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA II 5.35% 6/29 #508245 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| GNMA II 5.35% 6/30 #532448 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GNMA II 5.35% 7/29 #513173 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| GNMA II 5.35% 7/30 #466263 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA II 5.35% 7/30 #469233 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GNMA II 5.35% 8/29 #513254 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GNMA II 5.35% 9/29 #518835 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| GNMA II 5.35% 9/30 #540839 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GNMA II 5.50% 7/40 #783038 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $710K | – | 0.03 |
| GNMA II 5.75% 01/20/2040#729168 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GNMA II 5.75% 01/20/2040#729198 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| GNMA II 5.75% 01/40#729150 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $267K | – | 0.01 |
| GNMA II 5.75% 02/20/2040#729195 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| GNMA II 5.75% 02/20/2040#736452 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| GNMA II 5.75% 03/20/2040#736496 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| GNMA II 5.75% 03/40#742039 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| GNMA II 5.75% 04/20/2040#728882 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| GNMA II 5.75% 04/20/2040#742038 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| GNMA II 5.75% 04/40#728862 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| GNMA II 5.75% 04/40#741925 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GNMA II 5.75% 05/20/2040#742212 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GNMA II 5.75% 06/20/2040#742314 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| GNMA II 5.75% 06/20/2040#745384 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNMA II 5.75% 06/20/2040#745408 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| GNMA II 5.75% 07/20/2040#742057 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| GNMA II 5.75% 07/20/2040#742144 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| GNMA II 5.75% 08/20/2040#742163 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $379K | – | 0.02 |
| GNMA II 5.75% 08/20/2040#742188 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $421K | – | 0.02 |
| GNMA II 5.75% 08/20/2040#742211 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $618K | – | 0.03 |
| GNMA II 5.75% 09/20/2039# (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| GNMA II 5.75% 09/20/2040#748801 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $324K | – | 0.02 |
| GNMA II 5.75% 09/20/2040#748814 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| GNMA II 5.75% 09/20/2040#748826 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GNMA II 5.75% 11/20/2039#726716 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| GNMA II 5.75% 11/20/2039#729048 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| GNMA II 5.75% 12/20/2039#729078 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| GNMA II 5.75% 12/20/2039#729151 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GNMA II 5.75% 12/20/2039#729169 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| GNMA II 5.75% 12/20/2039#736455 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| GNMA II 5% 04/48#784805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GNMA II 5% 08/40#745478 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $625K | – | 0.03 |
| GNMA II 6.50% 8/32 #781609 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II 6.50% 8/34 #616571 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA II 7.00% 4/32 #781432 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| GNMA II 7.00% 7/32 #781534 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| GNMA II 7.395% 12/26 #409195 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II 7.395% 2/27 #444343 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II 7.395% 7/25 #409183 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II 7.395% 9/26 #409193 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNR 06-13 DS -1.5XTSFR1M+1092.828 3/36 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GNR 2001-58 X CSTR 9/41 (GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS) | Long | ABS-mortgage backed security | US | $2.21 | – | 0.00 |
| GNR 2002-62 IO CSTR 8/42 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNR 2002-81 IO CSTR 9/42 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNR 2003-75 ZA 5.5% 9/33 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $671K | – | 0.03 |
| GNR 2004-32 GS 650-1ML 5/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| GNR 2004-32 SG TSFR1M+638.552 3/33 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.00 |
| GNR 2004-46 BZ 6% 6/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $852K | – | 0.04 |
| GNR 2004-59 SC TSFR1M+708.552 8/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 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 | $23K | – | 0.00 |
| GNR 2004-86 G 6% 10/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.32 |
| GNR 2005-13 SA TSFR1M+668.552 2/35 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.01 |
| GNR 2005-24 TC 5.5% 3/35 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GNR 2005-47 ZY 6% 6/35 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| GNR 2005-57 PB 5.5% 7/35 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| GNR 2005-6 EX 5.5% 11/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GNR 2005-6 EY 5.5% 11/33 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GNR 2005-82 JV 5% 6/35 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| GNR 2005-82 NS TSFR1M+618.552 7/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $144K | – | 0.01 |
| GNR 2006-50 JC 5% 6/36 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $250K | – | 0.01 |
| GNR 2007-35 SC TSFR1M+3951.312 6/37 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $342K | – | 0.02 |
| 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 | $52K | – | 0.00 |
| GNR 2008-51 FE TSFR1M+86.448 6/38 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $141K | – | 0.01 |
| GNR 2008-57 AF TSFR1M+69.448 7/38 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $347K | – | 0.02 |
| GNR 2009-13 E 4.5% 3/39 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.07 |
| GNR 2009-42 AY 5% 6/37 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $983K | – | 0.05 |
| GNR 2010-130 KF TSFR1M+76.448 10/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $651K | – | 0.03 |
| GNR 2010-160 DY 4% 12/20/2040 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.62 |
| GNR 2010-170 B 4% 12/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| GNR 2010-H010 FA TSFR1M+44.448 5/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| GNR 2010-H03 FA TSFR1M+66.448 3/60 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| 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 | $4M | – | 0.20 |
| 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 | $4M | – | 0.17 |
| 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 | $3M | – | 0.17 |
| GNR 2010-H27 FA TSFR1M+38 12/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| GNR 2011-136 WI 4.5% 5/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 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 | $27K | – | 0.00 |
| GNR 2011-H05 FA TSFR1M+61.448 12/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GNR 2011-H07 FA TSFR1M+61.448 3/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $252K | – | 0.01 |
| GNR 2011-H12 FA TSFR1M+60.448 5/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| 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 | $1M | – | 0.06 |
| GNR 2011-H14 FB TSFR1M+61.448 5/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GNR 2011-H14 FC TSFR1M+61.448 5/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| GNR 2011-H17 FA TSFR1M+64.448 6/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| GNR 2011-H21 FA TSFR1M+71.448 10/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| GNR 2012-103 IL 3% 8/20/27 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $108K | – | 0.01 |
| GNR 2012-48 FA TSFR1M+46.448 4/42 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $245K | – | 0.01 |
| GNR 2012-76 GF TSFR1M+41.448 6/42 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $281K | – | 0.01 |
| GNR 2012-H01 FA TSFR1M+81.448 11/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GNR 2012-H03 FA TSFR1M+81.448 1/20/62 RVM (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $864K | – | 0.04 |
| GNR 2012-H06 FA TSFR1M+74.448 1/62 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.08 |
| GNR 2012-H07 FA TSFR1M+74.448 3/20/62 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $801K | – | 0.04 |
| GNR 2013-182 IQ MTGE 4.5% 12/16/2043 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $426K | – | 0.02 |
| GNR 2014-25 HC 3% 2/44 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| GNR 2015-24 PI 3.5% 2/45 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| GNR 2015-H13 FL TSFR1M+39.448 05/63 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| GNR 2015-H21 HZ VAR 06/63 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $437K | – | 0.02 |
| GNR 2015-H21 JZ VAR 06/65 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.00 |
| GNR 2016-12 FA TSFR1M+46.448 1/46 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $674K | – | 0.03 |
| GNR 2016-146 AL VAR 5/20/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| 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 | $349K | – | 0.02 |
| GNR 2017-75 PT VAR 05/47 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.34 |
| GOVERNMENT NAT MTG AS REMIC PT 17-186 HK 3% 11/16/2045 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.27 |
| GOVERNMENT NAT MTG AS REMIC PT 2014-154 IO 5% 10/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $203K | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT 2014-178 IO 5% 11/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| GOVERNMENT NAT MTG AS REMIC PT 2014-5 A 3% 01/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| GOVERNMENT NAT MTG AS REMIC PT 2015-14 IO 5% 10/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| GOVERNMENT NAT MTG AS REMIC PT 2015-79 IC 5% 05/20/2045 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $581K | – | 0.03 |
| GOVERNMENT NAT MTG AS REMIC PT 2016-171 BI 5% 10/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| 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 | $845K | – | 0.04 |
| GOVERNMENT NAT MTG AS REMIC PT 2017-139 K 3% 08/20/2047 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.58 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 02/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 04/20/2047 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| 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 | $4M | – | 0.19 |
| 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 | $2M | – | 0.11 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 10/20/2047 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.09 |
| GOVERNMENT NAT MTG AS REMIC PT 4% 04/20/2040 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.25 |
| GOVERNMENT NAT MTG AS REMIC PT 5.5% 01/20/2035 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.31 |
| GOVERNMENT NAT MTG AS REMIC PT 5.5% 01/20/2036 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| GOVERNMENT NAT MTG AS REMIC PT 5.5% 08/20/2033 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| GOVERNMENT NAT MTG AS REMIC PT 5% 08/20/2045 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.05 |
| GOVERNMENT NAT MTG AS REMIC PT 5% 09/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $464K | – | 0.02 |
| GOVERNMENT NAT MTG AS REMIC PT 5% 10/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $926K | – | 0.05 |
| GOVERNMENT NAT MTG AS REMIC PT 5% 10/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $813K | – | 0.04 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+56.448 04/20/2049 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.23 |
| GOVERNMENT NAT MTG ASSN HECM 2015-H19 FA TSFR1M+31.448 04/63 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| 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 | $23K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM 2018-H12 HA 3.25% 08/20/2068 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.43 |
| GSCM SWAP PAY 3.865 05/15/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $155K | – | 0.01 | |
| GSCM SWAP REC 3.865 05/15/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $383K | – | 0.02 | |
| JPSW SWAP PAY 3.502 01/04/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $-2M | – | -0.08 | |
| JPSW SWAP REC 3.502 01/04/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $-1M | – | -0.07 | |
| LCH OIS SOFRV3.5% MAC 09/18/27 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-302K | – | -0.01 | |
| LCH OIS SOFRV3.5% MAC 09/18/31 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-815K | – | -0.04 | |
| LCH OIS SOFRV3.75% MAC 09/18/26 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-616K | – | -0.03 | |
| LCH OIS SOFRV3.75% MAC 09/18/34 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $67K | – | 0.00 | |
| LCH OIS SOFRV3.75% MAC 09/18/44 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-73K | – | -0.00 | |
| UMBS 15YR 2% 08/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $359K | – | 0.02 |
| UMBS 15YR 2% 08/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-269K | – | -0.01 |
| UMBS 15YR 2% 09/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $270K | – | 0.01 |
| UMBS 30YR 2% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $25M | – | 1.20 |
| UMBS 30YR 2% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-35M | – | -1.73 |
| UMBS 30YR 2% 09/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| UMBS 30YR 3.5% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-3M | – | -0.16 |
| UMBS 30YR 3% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| UMBS 30YR 3% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-4M | – | -0.21 |
| UMBS 30YR 3% 09/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-4M | – | -0.21 |
| UMBS 30YR 4% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-5M | – | -0.23 |
| UMBS 30YR 6.5% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $18M | – | 0.87 |
| UMBS 30YR 6.5% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-18M | – | -0.87 |
| UMBS 30YR 6% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $12M | – | 0.58 |
| UMBS 30YR 6% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-13M | – | -0.65 |
| UNITED STATES TREASURY BOND 4.125% 08/15/2053 | Long | Debt | US | $22M | – | 1.05 |
| UNITED STATES TREASURY BOND 4.25% 02/15/2054 | Long | Debt | US | $8M | – | 0.41 |
| UNITED STATES TREASURY BOND 4.625% 05/15/2044 | Long | Debt | US | $318K | – | 0.02 |
| US 10YR NOTE FUT (CBT)SEP24 TYU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-3M | – | -0.14 | |
| US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $101K | – | 0.00 | |
| US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $6K | – | 0.00 | |
| US LONG BOND(CBT) FUT SEP24 USU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-414K | – | -0.02 | |
| UST NOTES 3.625% 05/31/2028 | Long | Debt | US | $23M | – | 1.10 |
| UST NOTES 4.125% 02/15/2027 | Long | Debt | US | $38M | – | 1.85 |
| UST NOTES 4.25% 03/15/2027 | Long | Debt | US | $9M | – | 0.42 |
| UST NOTES 4.25% 06/30/2029 | Long | Debt | US | $7M | – | 0.36 |
| UST NOTES 4.25% 06/30/2031 | Long | Debt | US | $7M | – | 0.34 |
| UST NOTES 4.375% 12/15/2026 | Long | Debt | US | $40M | – | 1.95 |
| UST NOTES 4.875% 10/31/2030 | Long | Debt | US | $1M | – | 0.07 |
| UST NOTES 4% 01/15/2027 | Long | Debt | US | $18M | – | 0.88 |
Address
Fidelity Income Fund /MA/
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
Elizabeth S Acton
Robert W Helm
Christine Thompson
Jennifer Toolin Mcauliffe
Carol J Zierhoffer
Mark A Murray
Robert F Gartland
Laura M Bishop
Ann E Dunwoody
Abigail Johnson
Michael E Kenneally
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
N/A
Custodians
BANK OF NEW YORK MELLON
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
N/A