Capital Group Fund Group > AMERICAN FUNDS INSURANCE SERIES
U.S. Government Securities Fund
$1.50B
Avg Monthly Net Assets
$2.25B
Total Assets
$533.11M
Total Liabilities
$1.72B
Net Assets
U.S. Government Securities Fund is an Underlying fund in AMERICAN FUNDS INSURANCE SERIES
from Capital Group Fund Group,
based in California,
United States of America.
The fund has five share classes
and monthly net assets of $1.50B.
On August 28th, 2024 it reported 602 holdings, the largest
being UNIFORM MBS (10.3%), UNIFORM MBS (3.9%) and FEDERAL HOME LOAN MORTGAGE CORP (2.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000023908 | ||
| Class 1A | C000176236 | ||
| Class 2 | C000023909 | ||
| Class 3 | C000023910 | ||
| Class 4 | C000121504 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AID-JORDAN 3.0% 06-30-25 (UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT) | Long | Debt | US | $14M | – | 0.84 |
| AID-MOROCCO SF 7.55% 07-15-26 (UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT) | Long | Debt | US | $1M | – | 0.08 |
| CAFCO LLC 4(a)(2) CP 12/16/2024 | Long | Debt | US | $15M | – | 0.85 |
| CHARIOT FUNDING LLC 4(a)(2) CP 7/22/2024 | Long | Debt | US | $14M | – | 0.84 |
| CISCO SYSTEMS INC 4(a)(2) CP 10/1/2024 | Long | Debt | US | $20M | – | 1.15 |
| ELI LILLY AND COMPANY 4(a)(2) CP 7/29/2024 | Long | Debt | US | $20M | – | 1.16 |
| ETHIOPIAN LEASING 2012 LLC SR SEC 1ST LIEN SF 2.646% 05-12-26 | Long | Debt | ET | $175K | – | 0.01 |
| FARM 24-1 A 144A FRN 10-01-53 (FARM 2024-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| FED FARM CR DISC NT 10/22/2024 (FEDERAL FARM CREDIT BANKS FUNDING CORP) | Long | Debt | US | $15M | – | 0.86 |
| FED FARM CR DISC NT 8/27/2024 (FEDERAL FARM CREDIT BANKS FUNDING CORP) | Long | Debt | US | $10M | – | 0.57 |
| FED FUND 30DAY FUT FFQ4 08-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-25K | – | -0.00 | |
| FED HM LN BK BD 7/3/2024 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $10M | – | 0.58 |
| FED HM LN BK BD 8/7/2024 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $40M | – | 2.31 |
| FGLMC 3.5 Q17696 04-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FGLMC 3.5 Q19133 06-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FGLMC 3.5 Q28558 09-01-44 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| FGLMC 3.5 Q47615 04-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FGLMC 3.5 Q52069 11-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FGLMC 3.5 Q54698 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FGLMC 3.5 Q54699 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FGLMC 3.5 Q54700 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FGLMC 3.5 Q54701 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FGLMC 3.5 Q54709 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FGLMC 3.5 Q54781 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FGLMC 3.5 Q54782 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FGLMC 3.5 Q54831 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FGLMC 3.5 Q56589 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FGLMC 3.5 Q56590 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FGLMC 4.0 G67711 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FGLMC 4.0 Q15874 02-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FGLMC 4.0 Q23190 125K MAX 11-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| FGLMC 4.0 Q55971 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FGLMC 4.0 Q56175 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FGLMC 4.0 Q56599 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| FGLMC 4.5 Q58378 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FGLMC 4.5 Q58411 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| FGLMC 4.5 Q58436 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| FGLMC 5.0 C03518 09-01-40 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| FGLMC 5.0 G06459 05-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $535K | – | 0.03 |
| FHARM FRN 1H1354 11-01-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHARM FRN 760014 08-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| FHARM FRN 8D0226 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $411K | – | 0.02 |
| FHLB 3.25% 11-16-28 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $6M | – | 0.36 |
| FHLB 5.5% 07-15-36 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $325K | – | 0.02 |
| FHMS K040 A2 (MF) 3.241% 09-25-24 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K040) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| FHMS K751 A2 (MF) 4.412% 03-25-30 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K751) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| FNCI 2.0 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $980K | – | 0.06 |
| FNCI 2.5 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNCI 4.0 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $885K | – | 0.05 |
| FNCI 5.0 UMBS TBA 07-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $773K | – | 0.04 |
| FNCI UMBS 4.0 MA2746 09-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNCL 2.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNCL 3.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $16M | – | 0.92 |
| FNCL 3.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FNCL 3.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $6M | – | 0.33 |
| FNCL 3.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $6M | – | 0.36 |
| FNCL 4.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNCL 5.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $565K | – | 0.03 |
| FNCL 5.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| FNCL 6.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FNCL 6.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $67M | – | 3.88 |
| FNCL 6.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $177M | – | 10.30 |
| FNCL 6.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $20M | – | 1.18 |
| FNCL 7.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $9M | – | 0.50 |
| FNCL 7.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $10M | – | 0.60 |
| FNCL UMBS 2.0 BR1035 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNCL UMBS 2.0 BV3076 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $333K | – | 0.02 |
| FNCL UMBS 2.0 CB0290 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $491K | – | 0.03 |
| FNCL UMBS 2.0 FM6548 03-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $782K | – | 0.05 |
| FNCL UMBS 2.0 FS0965 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNCL UMBS 2.0 FS6986 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| FNCL UMBS 2.0 FS7329 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNCL UMBS 2.0 FS7979 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $912K | – | 0.05 |
| FNCL UMBS 2.0 MA4208 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| FNCL UMBS 2.0 MA4237 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNCL UMBS 2.0 MA4305 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNCL UMBS 2.0 RA5288 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FNCL UMBS 2.0 RA6406 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $355K | – | 0.02 |
| FNCL UMBS 2.0 SD8106 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $991K | – | 0.06 |
| FNCL UMBS 2.0 SD8128 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNCL UMBS 2.0 SD8134 03-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNCL UMBS 2.5 BQ3005 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $418K | – | 0.02 |
| FNCL UMBS 2.5 BR2095 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNCL UMBS 2.5 CA6593 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $681K | – | 0.04 |
| FNCL UMBS 2.5 CA7257 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| FNCL UMBS 2.5 CA7739 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNCL UMBS 2.5 CB1527 09-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $525K | – | 0.03 |
| FNCL UMBS 2.5 CB2286 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $941K | – | 0.05 |
| FNCL UMBS 2.5 FM7900 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| FNCL UMBS 2.5 FS0523 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| FNCL UMBS 2.5 RA3987 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNCL UMBS 2.5 SD0726 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.44 |
| FNCL UMBS 2.5 SD1385 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $393K | – | 0.02 |
| FNCL UMBS 2.5 SD7552 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| FNCL UMBS 3.0 CA7052 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNCL UMBS 3.0 CB2544 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNCL UMBS 3.0 FM2179 01-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FNCL UMBS 3.0 FM7687 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| FNCL UMBS 3.0 FM9976 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $639K | – | 0.04 |
| FNCL UMBS 3.0 FS0647 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FNCL UMBS 3.0 RA3384 08-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNCL UMBS 3.0 SD0813 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| FNCL UMBS 3.0 SD7544 07-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $128K | – | 0.01 |
| FNCL UMBS 3.5 AT3954 04-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNCL UMBS 3.5 AT7161 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNCL UMBS 3.5 AY1829 12-01-44 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNCL UMBS 3.5 BE5017 02-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNCL UMBS 3.5 BE8740 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNCL UMBS 3.5 BE8742 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNCL UMBS 3.5 BH2846 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNCL UMBS 3.5 BH2847 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNCL UMBS 3.5 BH2848 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNCL UMBS 3.5 BJ4901 03-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNCL UMBS 3.5 BJ8411 08-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| FNCL UMBS 3.5 BM3788 03-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FNCL UMBS 3.5 CA4151 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $447K | – | 0.03 |
| FNCL UMBS 3.5 FM1062 06-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $346K | – | 0.02 |
| FNCL UMBS 3.5 FM1443 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| FNCL UMBS 3.5 FM3280 05-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $911K | – | 0.05 |
| FNCL UMBS 3.5 FM9416 07-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| FNCL UMBS 3.5 FS6362 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNCL UMBS 3.5 QA0284 06-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| FNCL UMBS 3.5 QA2748 09-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNCL UMBS 3.5 QD7089 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| FNCL UMBS 3.5 RA1463 10-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $308K | – | 0.02 |
| FNCL UMBS 3.5 RA1580 10-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| FNCL UMBS 3.5 SD0873 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $11M | – | 0.63 |
| FNCL UMBS 3.5 SD8214 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.41 |
| FNCL UMBS 4.0 AJ1873 10-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNCL UMBS 4.0 BH3122 06-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNCL UMBS 4.0 BJ5015 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| FNCL UMBS 4.0 BK5232 05-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNCL UMBS 4.0 BK6840 06-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| FNCL UMBS 4.0 BK9743 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNCL UMBS 4.0 CB3140 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| FNCL UMBS 4.0 CB3528 05-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $569K | – | 0.03 |
| FNCL UMBS 4.0 CB3774 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FNCL UMBS 4.0 CB7216 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNCL UMBS 4.0 MA4732 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNCL UMBS 4.0 MA5027 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $913K | – | 0.05 |
| FNCL UMBS 4.0 MA5177 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FNCL UMBS 4.0 MA5207 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNCL UMBS 4.0 MA5236 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNCL UMBS 4.0 MA5283 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $861K | – | 0.05 |
| FNCL UMBS 4.0 QD9477 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $345K | – | 0.02 |
| FNCL UMBS 4.0 SD0470 11-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.34 |
| FNCL UMBS 4.0 SD8256 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNCL UMBS 4.0 SD8297 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.27 |
| FNCL UMBS 4.0 SD8305 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $750K | – | 0.04 |
| FNCL UMBS 4.0 SD8379 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNCL UMBS 4.0 SD8406 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $945K | – | 0.05 |
| FNCL UMBS 4.0 ZT2265 08-01-48 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| FNCL UMBS 4.5 BK9761 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNCL UMBS 4.5 BW1192 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $666K | – | 0.04 |
| FNCL UMBS 4.5 BW7327 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| FNCL UMBS 4.5 BW9458 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $898K | – | 0.05 |
| FNCL UMBS 4.5 BX0097 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $809K | – | 0.05 |
| FNCL UMBS 4.5 CB6719 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $370K | – | 0.02 |
| FNCL UMBS 4.5 CB6853 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $449K | – | 0.03 |
| FNCL UMBS 4.5 MA4840 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FNCL UMBS 4.5 MA5070 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FNCL UMBS 4.5 QE8579 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| FNCL UMBS 4.5 QE9497 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $206K | – | 0.01 |
| FNCL UMBS 4.5 QF0212 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $841K | – | 0.05 |
| FNCL UMBS 4.5 QF2560 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $922K | – | 0.05 |
| FNCL UMBS 4.5 RA8647 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNCL UMBS 4.5 SD1608 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| FNCL UMBS 4.5 SD1895 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNCL UMBS 4.5 SD2465 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNCL UMBS 4.5 SD3782 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FNCL UMBS 4.5 SD8257 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FNCL UMBS 4.5 SD8370 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $706K | – | 0.04 |
| FNCL UMBS 4.5 SD8381 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $784K | – | 0.05 |
| FNCL UMBS 4.5 SD8393 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| FNCL UMBS 4.5 ZT0522 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNCL UMBS 5.0 695412 06-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $466.43 | – | 0.00 |
| FNCL UMBS 5.0 931768 08-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNCL UMBS 5.0 AC0794 10-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNCL UMBS 5.0 AD3566 10-01-35 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNCL UMBS 5.0 AE1248 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNCL UMBS 5.0 AE1277 11-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNCL UMBS 5.0 AE1290 02-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNCL UMBS 5.0 AI1862 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $283K | – | 0.02 |
| FNCL UMBS 5.0 AI3510 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| FNCL UMBS 5.0 AJ0704 09-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| FNCL UMBS 5.0 AJ5391 11-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| FNCL UMBS 5.0 BV2558 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNCL UMBS 5.0 BV8976 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $325K | – | 0.02 |
| FNCL UMBS 5.0 BX1004 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| FNCL UMBS 5.0 FS2159 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNCL UMBS 5.0 FS2489 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNCL UMBS 5.0 FS4611 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.52 |
| FNCL UMBS 5.0 FS5994 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.51 |
| FNCL UMBS 5.0 FS7252 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.55 |
| FNCL UMBS 5.0 QE7647 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNCL UMBS 5.0 QE8282 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $774K | – | 0.04 |
| FNCL UMBS 5.0 RA7938 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.60 |
| FNCL UMBS 5.0 SD1496 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNCL UMBS 5.0 SD8366 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.87 |
| FNCL UMBS 5.5 BW1243 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $604K | – | 0.04 |
| FNCL UMBS 5.5 BW1289 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $677K | – | 0.04 |
| FNCL UMBS 5.5 CB4917 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| FNCL UMBS 5.5 CB8328 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNCL UMBS 5.5 FS6668 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $550K | – | 0.03 |
| FNCL UMBS 5.5 FS6809 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $522K | – | 0.03 |
| FNCL UMBS 5.5 MA4919 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNCL UMBS 5.5 MA4979 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FNCL UMBS 5.5 MA5010 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $347K | – | 0.02 |
| FNCL UMBS 5.5 MA5039 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FNCL UMBS 5.5 MA5072 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.62 |
| FNCL UMBS 5.5 MA5107 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| FNCL UMBS 5.5 MA5165 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $24M | – | 1.39 |
| FNCL UMBS 5.5 MA5215 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| FNCL UMBS 5.5 MA5296 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNCL UMBS 5.5 MA5331 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| FNCL UMBS 5.5 MA5353 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.36 |
| FNCL UMBS 5.5 RJ1215 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| FNCL UMBS 5.5 RJ1216 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $617K | – | 0.04 |
| FNCL UMBS 5.5 RJ1448 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $499K | – | 0.03 |
| FNCL UMBS 5.5 SD2948 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNCL UMBS 5.5 SD3369 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $555K | – | 0.03 |
| FNCL UMBS 5.5 SD3386 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $644K | – | 0.04 |
| FNCL UMBS 5.5 SD8316 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $943K | – | 0.05 |
| FNCL UMBS 5.5 SD8324 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $843K | – | 0.05 |
| FNCL UMBS 5.5 SD8331 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNCL UMBS 5.5 SD8342 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $18M | – | 1.06 |
| FNCL UMBS 5.5 SD8362 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $784K | – | 0.05 |
| FNCL UMBS 5.5 SD8372 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FNCL UMBS 5.5 SD8395 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNCL UMBS 5.5 SD8420 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $804K | – | 0.05 |
| FNCL UMBS 6.0 BU4700 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.49 |
| FNCL UMBS 6.0 BX6121 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FNCL UMBS 6.0 BX6803 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $996K | – | 0.06 |
| FNCL UMBS 6.0 CB5919 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $898K | – | 0.05 |
| FNCL UMBS 6.0 CB6465 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNCL UMBS 6.0 CB6485 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FNCL UMBS 6.0 CB6486 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNCL UMBS 6.0 CB8755 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FNCL UMBS 6.0 DB1235 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $742K | – | 0.04 |
| FNCL UMBS 6.0 FS3759 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $851K | – | 0.05 |
| FNCL UMBS 6.0 FS4933 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNCL UMBS 6.0 FS5343 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| FNCL UMBS 6.0 MA5011 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNCL UMBS 6.0 MA5040 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| FNCL UMBS 6.0 MA5073 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNCL UMBS 6.0 MA5166 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $617K | – | 0.04 |
| FNCL UMBS 6.0 MA5191 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.67 |
| FNCL UMBS 6.0 QG0259 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $478K | – | 0.03 |
| FNCL UMBS 6.0 QG1653 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $914K | – | 0.05 |
| FNCL UMBS 6.0 QG3763 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNCL UMBS 6.0 QG5227 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $925K | – | 0.05 |
| FNCL UMBS 6.0 QI2895 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $503K | – | 0.03 |
| FNCL UMBS 6.0 QI8874 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FNCL UMBS 6.0 RA9279 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $475K | – | 0.03 |
| FNCL UMBS 6.0 RA9281 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $296K | – | 0.02 |
| FNCL UMBS 6.0 RA9283 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $439K | – | 0.03 |
| FNCL UMBS 6.0 RA9284 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $206K | – | 0.01 |
| FNCL UMBS 6.0 RA9857 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FNCL UMBS 6.0 RJ1779 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.75 |
| FNCL UMBS 6.0 SD3083 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNCL UMBS 6.0 SD3175 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| FNCL UMBS 6.0 SD3857 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $44M | – | 2.54 |
| FNCL UMBS 6.0 SD4053 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| FNCL UMBS 6.0 SD4894 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| FNCL UMBS 6.0 SD4975 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $262K | – | 0.02 |
| FNCL UMBS 6.0 SD8325 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.48 |
| FNCL UMBS 6.0 SD8332 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.98 |
| FNCL UMBS 6.0 SD8343 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $27M | – | 1.58 |
| FNCL UMBS 6.0 SD8350 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $23M | – | 1.35 |
| FNCL UMBS 6.5 940890 06-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $436.17 | – | 0.00 |
| FNCL UMBS 6.5 CB6106 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $434K | – | 0.03 |
| FNCL UMBS 6.5 CB7624 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.91 |
| FNCL UMBS 6.5 CB8387 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FNCL UMBS 6.5 FS5749 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.47 |
| FNCL UMBS 6.5 FS6873 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| FNCL UMBS 6.5 MA4820 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $244K | – | 0.01 |
| FNCL UMBS 6.5 RA9287 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNCL UMBS 6.5 RA9288 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNCL UMBS 6.5 RA9289 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNCL UMBS 6.5 RA9290 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNCL UMBS 6.5 RA9291 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $750K | – | 0.04 |
| FNCL UMBS 6.5 RA9292 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNCL UMBS 6.5 RA9294 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| FNCL UMBS 6.5 RA9295 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $555K | – | 0.03 |
| FNCL UMBS 6.5 RA9888 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.40 |
| FNCL UMBS 6.5 RJ1726 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNCL UMBS 6.5 SD2979 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $308K | – | 0.02 |
| FNCL UMBS 6.5 SD3825 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $111K | – | 0.01 |
| FNCL UMBS 6.5 SD5404 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FNCL UMBS 6.5 SD8281 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.30 |
| FNCL UMBS 6.5 SD8369 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.88 |
| FNCL UMBS 7.0 MA5274 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FNCL UMBS 932606 02-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNCL UMBS AE1283 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNCL UMBS AT0300 03-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNCT UMBS 2.0 FM7365 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 1.29 |
| FNCT UMBS 2.0 MA4501 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNCT UMBS 2.0 MA4540 02-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNCT UMBS 2.0 MA4570 03-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $654K | – | 0.04 |
| FNCT UMBS 2.0 RB5138 12-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $588K | – | 0.03 |
| FNCT UMBS 2.0 RB5145 02-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $575K | – | 0.03 |
| FNCT UMBS 2.0 RB5148 03-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNCT UMBS 2.5 RB5154 04-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.49 |
| FNCT UMBS 4.0 MA2588 04-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $514K | – | 0.03 |
| FNCT UMBS 6.5 257431 10-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCT UMBS 6.5 735070 10-01-24 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16.85 | – | 0.00 |
| FNCT UMBS 6.5 745316 02-01-26 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNCT UMBS 6.5 AL9870 02-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNCT UMBS 6.5 ZA2024 09-01-27 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCT UMBS 6.5 ZS8907 10-01-26 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $681.82 | – | 0.00 |
| FNIONP 6.0 970343 02-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNIONP 6.5 256860 08-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNIONP 7.0 256828 07-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNIONP 7.0 888698 10-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 7.125% 01-15-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $2M | – | 0.13 |
| FNMDI4 3.5 BF0765 09-01-63 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $421K | – | 0.02 |
| FNMDI4 4.5 BF0585 12-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $371K | – | 0.02 |
| FNMDI6 3.0 BF0497 07-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| FNR 01-4 GA WAC FRN 04-17-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $0.32 | – | 0.00 |
| FNR 2001-4 NA WAC FRN 10-25-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $6.46 | – | 0.00 |
| FSWP: OIS PAYFIX USD 3.175% 02-01-28/02-01-38 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $761K | – | 0.04 | |
| FSWP: OIS PAYFIX USD 3.3985% 03-17-26/03-17-56 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $12K | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.413% 03-17-26/03-17-56 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $10K | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $61K | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.529% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $73K | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.531% 03-18-26/03-18-56 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5K | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.5485% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $75K | – | 0.00 | |
| FSWP: OIS RECFIX USD 3.355% 03-17-26/03-17-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-23K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.379% 03-17-26/03-17-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-20K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.53% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-85K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.535% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-149K | – | -0.01 | |
| FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-138K | – | -0.01 | |
| FSWP: OIS RECFIX USD 3.616% 02-20-26/02-20-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.624% 02-20-26/02-20-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-25K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-40K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.7245% 03-18-26/03-18-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-76K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-151K | – | -0.01 | |
| G2SF 2.0 MA6994 11-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $678K | – | 0.04 |
| G2SF 2.0 MA7051 12-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $594K | – | 0.03 |
| G2SF 2.5 785575 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| G2SF 2.5 785659 10-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $585K | – | 0.03 |
| G2SF 2.5 785998 03-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $650K | – | 0.04 |
| G2SF 2.5 786502 02-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| G2SF 2.5 786647 03-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| G2SF 2.5 786701 03-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $926K | – | 0.05 |
| G2SF 2.5 786706 12-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| G2SF 2.5 MA7534 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| G2SF 2.5 MA7827 01-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| G2SF 2.5 MA7987 04-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $806K | – | 0.05 |
| G2SF 3.0 MA0533 11-20-42 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| G2SF 3.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $379K | – | 0.02 |
| G2SF 3.5 MA8266 09-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| G2SF 3.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.23 |
| G2SF 4.0 MA8346 10-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| G2SF 4.0 MA8567 01-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $425K | – | 0.02 |
| G2SF 4.0 MA8723 03-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| G2SF 4.0 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| G2SF 4.5 783687 12-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $453K | – | 0.03 |
| G2SF 4.5 MA9015 07-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| G2SF 4.5 MA9104 08-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| G2SF 4.5 MA9169 09-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| G2SF 5.0 783688 06-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $734K | – | 0.04 |
| G2SF 5.0 MA8947 06-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| G2SF 5.5 783689 02-20-40 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| G2SF 5.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| G2SF 6.0 783690 09-20-39 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| G2SF 6.5 004269 10-20-38 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| GNMA 21-2 AH 1.5% 06-16-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2) | Long | ABS-collateralized bond/debt obligation | US | $323K | – | 0.02 |
| GNSF 5.0 698406 07-15-39 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $150K | – | 0.01 |
| GNSF 5.5 698668 11-15-38 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNSF 5.5 700778 10-15-38 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNSF 6.0 782365 07-15-38 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| HONEYWELL INTERNATIONAL 4(a)(2) CP 9/24/2024 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $18M | – | 1.07 |
| HUD 15-A 10 2.85% 08-01-24 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $2M | – | 0.13 |
| HUD 15-A 11 2.95% 08-01-25 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $3M | – | 0.15 |
| HUD 15-A 12 3.10% 08-01-26 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $3M | – | 0.15 |
| HUD 15-A 13 3.15% 08-01-27 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $11M | – | 0.64 |
| HUD 15-A 14 3.25% 08-01-28 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $4M | – | 0.21 |
| HUD 15-A 15 3.35% 08-01-29 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $2M | – | 0.15 |
| HUD 15-A 16 3.50% 08-01-30 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $2M | – | 0.13 |
| HUD 15-A 17 3.55% 08-01-31 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $2M | – | 0.13 |
| HUD 15-A 18 3.60% 08-01-32 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $2M | – | 0.13 |
| HUD 15-A 19 3.65% 08-01-33 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $2M | – | 0.11 |
| HUD 15-A 20 3.70% 08-01-34 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $585K | – | 0.03 |
| JOHNSON & JOHNSON 4(a)(2) CP 7/1/2024 | Long | Debt | US | $20M | – | 1.16 |
| JOHNSON & JOHNSON 4(a)(2) CP 7/11/2024 | Long | Debt | US | $6M | – | 0.37 |
| KOMATSU FINANCE AMERICA INC. 4(a)(2) CP 8/1/2024 | Long | Debt | US | $20M | – | 1.15 |
| LINDE INC CP 7/12/2024 | Long | Debt | US | $9M | – | 0.55 |
| MICROSOFT CORPORATION 4(a)(2) CP 7/10/2024 | Long | Debt | US | $1M | – | 0.07 |
| OIS PAYFIX USD 0.106% 06-30-20/06-30-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.06 | |
| OIS PAYFIX USD 0.126% 06-25-20/06-25-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $944K | – | 0.05 | |
| OIS PAYFIX USD 0.1275% 06-25-20/06-25-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $944K | – | 0.05 | |
| OIS PAYFIX USD 0.5385% 03-26-20/03-26-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $9M | – | 0.50 | |
| OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.17 | |
| OIS PAYFIX USD 2.85282% 12-06-22/12-06-52 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $86K | – | 0.00 | |
| OIS PAYFIX USD 2.93542% 12-06-22/12-06-52 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $79K | – | 0.00 | |
| OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $115K | – | 0.01 | |
| OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $110K | – | 0.01 | |
| OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $183K | – | 0.01 | |
| OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $182K | – | 0.01 | |
| OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $100K | – | 0.01 | |
| OIS PAYFIX USD 3.045% 03-24-23/07-27-50 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $455K | – | 0.03 | |
| OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $198K | – | 0.01 | |
| OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $106K | – | 0.01 | |
| OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $94K | – | 0.01 | |
| OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $94K | – | 0.01 | |
| OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $92K | – | 0.01 | |
| OIS PAYFIX USD 3.1135% 05-10-23/05-10-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $91K | – | 0.01 | |
| OIS PAYFIX USD 3.1605% 05-19-23/05-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $105K | – | 0.01 | |
| OIS PAYFIX USD 3.6025% 01-08-24/01-08-34 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $131K | – | 0.01 | |
| OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $39K | – | 0.00 | |
| OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $34K | – | 0.00 | |
| OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3K | – | 0.00 | |
| OIS PAYFIX USD 3.8275% 09-01-23/09-01-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $24K | – | 0.00 | |
| OIS PAYFIX USD 3.916% 03-30-23/07-11-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $520K | – | 0.03 | |
| OIS PAYFIX USD 3.9519% 08-25-23/08-25-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2K | – | 0.00 | |
| OIS PAYFIX USD 4.061% 08-24-23/08-24-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-24K | – | -0.00 | |
| OIS PAYFIX USD 4.1405% 05-13-24/02-28-31 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| OIS PAYFIX USD 4.1615% 11-10-23/05-15-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| OIS PAYFIX USD 4.5265% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $7K | – | 0.00 | |
| OIS PAYFIX USD 4.528% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $7K | – | 0.00 | |
| OIS PAYFIX USD 4.5335% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $13K | – | 0.00 | |
| OIS RECFIX USD 3.065% 04-07-23/04-07-40 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.07 | |
| OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-121K | – | -0.01 | |
| OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-113K | – | -0.01 | |
| OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-113K | – | -0.01 | |
| OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-105K | – | -0.01 | |
| OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-103K | – | -0.01 | |
| OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-101K | – | -0.01 | |
| OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-96K | – | -0.01 | |
| OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-119K | – | -0.01 | |
| OIS RECFIX USD 3.31% 03-31-23/06-09-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.06 | |
| OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-92K | – | -0.01 | |
| OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-92K | – | -0.01 | |
| OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-90K | – | -0.01 | |
| OIS RECFIX USD 3.45% 03-31-23/02-01-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-321K | – | -0.02 | |
| OIS RECFIX USD 3.47% 04-03-23/02-02-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-291K | – | -0.02 | |
| OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5K | – | 0.00 | |
| OIS RECFIX USD 4.184% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-165K | – | -0.01 | |
| OIS RECFIX USD 4.2035% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-159K | – | -0.01 | |
| OIS RECFIX USD 4.2045% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| OIS RECFIX USD 4.2515% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| OIS RECFIX USD 4.265% 02-16-23/02-16-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-36K | – | -0.00 | |
| OIS RECFIX USD 4.2675% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-21K | – | -0.00 | |
| OIS RECFIX USD 4.27% 02-16-23/02-16-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-71K | – | -0.00 | |
| OIS RECFIX USD 4.288% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| OIS RECFIX USD 4.3005% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| OIS RECFIX USD 4.3035% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-20K | – | -0.00 | |
| OIS RECFIX USD 4.56% 03-01-24/03-01-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-74K | – | -0.00 | |
| OIS RECFIX USD 4.568% 03-01-24/03-01-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-69K | – | -0.00 | |
| OIS RECFIX USD 4.5895% 05-06-24/05-06-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $137K | – | 0.01 | |
| OIS RECFIX USD 4.6275% 03-20-24/03-20-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-63K | – | -0.00 | |
| OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $24K | – | 0.00 | |
| OIS RECFIX USD 4.723% 05-07-24/05-07-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $40K | – | 0.00 | |
| OIS RECFIX USD 4.776% 05-13-24/03-15-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6K | – | 0.00 | |
| OIS RECFIX USD 4.815% 05-06-24/05-06-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $92K | – | 0.01 | |
| OIS RECFIX USD 4.8189% 08-25-23/08-25-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| OIS RECFIX USD 4.8195% 09-01-23/09-01-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-17K | – | -0.00 | |
| OIS RECFIX USD 4.8705% 04-18-24/04-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $44K | – | 0.00 | |
| OIS RECFIX USD 4.9005% 04-17-24/04-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $55K | – | 0.00 | |
| PACCAR FINANCIAL CORP. CP 7/15/2024 | Long | Debt | US | $8M | – | 0.45 |
| PACCAR FINANCIAL CORP. CP 7/19/2024 | Long | Debt | US | $20M | – | 1.16 |
| PEPSICO INC 4(a)(2) CP 8/8/2024 | Long | Debt | US | $14M | – | 0.82 |
| PFIZER INC. 4(a)(2) CP 11/21/2024 | Long | Debt | US | $22M | – | 1.31 |
| PRIVATE EXPORT FUNDING SR SEC 1ST LIEN 1.4% 07-15-28 (PRIVATE EXPORT FUNDING CORPORATION) | Long | Debt | US | $3M | – | 0.15 |
| PROCTER & GAMBLE COMPANY (THE) 4(a)(2) CP 7/10/2024 | Long | Debt | US | $6M | – | 0.35 |
| SCRT 17-1 HA FRN 01-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.21 |
| SCRT 17-2 HA FRN 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.19 |
| SCRT 17-2 MA 3.0% 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.21 |
| SCRT 17-3 HT 3.25% 07-25-56 (FREDDIE MAC - SCRT SCRT_17-3) | Long | ABS-collateralized bond/debt obligation | US | $267K | – | 0.02 |
| SCRT 17-3 MT 3.0% 07-25-56 (FREDDIE MAC - SCRT SCRT_17-3) | Long | ABS-collateralized bond/debt obligation | US | $651K | – | 0.04 |
| SCRT 17-4 HT FRN% 06-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_17-4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.06 |
| SCRT 18-1 HT 3.0% 05-25-57 (FREDDIE MAC FHLMC_18-1SC) | Long | ABS-collateralized bond/debt obligation | US | $701K | – | 0.04 |
| SCRT 18-2 MT 3.5% 11-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.19 |
| SCRT 18-3 MA 3.5% 08-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $383K | – | 0.02 |
| SCRT 19-1 MA 3.5% 07-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-1) | Long | ABS-collateralized bond/debt obligation | US | $443K | – | 0.03 |
| SCRT 19-2 MA 3.5% 08-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| SCRT 19-2 MT 3.5% 08-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $576K | – | 0.03 |
| SCRT 19-3 MT 3.5% 10-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-3) | Long | ABS-collateralized bond/debt obligation | US | $310K | – | 0.02 |
| SCRT 19-4 MA 3.0% 02-25-59 (SEASONED CREDIT RISK TRANSFER SCRT_19-4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| SLST 18-2 A1 3.5% 11-25-28 (FREDDIE MAC - SLST SLST_18-2) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.85 |
| SLST 19-3 A1C 2.75% 11-25-2029 (FREDDIE MAC - SLST SLST_19-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.22 |
| SLST 20-1 A1D 2.0% 07-25-30 (SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1) | Long | ABS-collateralized bond/debt obligation | US | $999K | – | 0.06 |
| SLST 20-1 A2D 2.0% 07-25-30 (SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1) | Long | ABS-collateralized bond/debt obligation | US | $363K | – | 0.02 |
| SLST 22-1 A1 3.5% 05-25-32 (SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.21 |
| SOFR 90DAY FUT OPT 0QZ4C C @ 96 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $181K | – | 0.01 | |
| SOFR 90DAY FUT OPT 0QZ4C C @ 96.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $14K | – | 0.00 | |
| SOFR 90DAY FUT OPT 0QZ4C C @ 97 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-79K | – | -0.00 | |
| SOFR 90DAY FUT OPT 0QZ4C C @ 97.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $15K | – | 0.00 | |
| SOFR 90DAY FUT OPT 2QZ4C C @ 96.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-19K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRH5C C @ 97 03-14-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $24K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRH5C C @ 98 03-14-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4C C @ 95.75 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4C C @ 97.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $4K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 94.375 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $9K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 95.25 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-45K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 95.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-334K | – | -0.02 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 96 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $332K | – | 0.02 | |
| SOFR 90DAY FUT SFRH5 06-17-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-553.44 | – | -0.00 | |
| SOFR 90DAY FUT SFRM4 09-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-48K | – | -0.00 | |
| SOFR 90DAY FUT SFRM5 09-16-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-755.76 | – | -0.00 | |
| SOFR 90DAY FUT SFRM6 09-15-26 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $48K | – | 0.00 | |
| SOFR 90DAY FUT SFRU4 12-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| SOFR 90DAY FUT SFRZ4 03-18-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $234K | – | 0.01 | |
| SOFR 90DAY FUT SFRZ5 03-17-26 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-776.62 | – | -0.00 | |
| STATE STREET CORP CD 11/4/2024 | Long | Debt | US | $40M | – | 2.32 |
| TVA BOND 0.75% 05-15-25 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $4M | – | 0.21 |
| TVA BOND 2.875% 02-01-27 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $5M | – | 0.28 |
| TVA BOND 4.65% 06-15-35 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $2M | – | 0.10 |
| TVA BOND 5.88% 04-01-36 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $962K | – | 0.06 |
| TVA BOND SER A 4.625% 09-15-60 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $230K | – | 0.01 |
| TVA SOUTHAVEN STRUCTURED SR SEC 1ST LIEN SF 3.846% 08-15-33 (SOUTHAVEN COMBINED CYCLE GENERATION LLC) | Long | Debt | US | $694K | – | 0.04 |
| UNITED STATES TREASURY BILL 0.0% 07-02-24 | Long | Debt | US | $29M | – | 1.67 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-32 | Long | Debt | US | $3M | – | 0.16 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51 | Long | Debt | US | $3M | – | 0.19 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-52 | Long | Debt | US | $2M | – | 0.09 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-25 | Long | Debt | US | $19M | – | 1.08 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-27 | Long | Debt | US | $3M | – | 0.16 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-26 | Long | Debt | US | $5M | – | 0.31 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-31 | Long | Debt | US | $924K | – | 0.05 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26 | Long | Debt | US | $10M | – | 0.61 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 02-15-50 | Long | Debt | US | $216K | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-25 | Long | Debt | US | $2M | – | 0.13 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 02-15-43 | Long | Debt | US | $1M | – | 0.07 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.75% 02-15-42 | Long | Debt | US | $1M | – | 0.07 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-49 | Long | Debt | US | $237K | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53 | Long | Debt | US | $1M | – | 0.06 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-41 | Long | Debt | US | $135K | – | 0.01 |
| UNITED STATES TREASURY NOTE 0.25% 08-31-25 | Long | Debt | US | $968K | – | 0.06 |
| UNITED STATES TREASURY NOTE 0.5% 04-30-27 | Long | Debt | US | $1M | – | 0.06 |
| UNITED STATES TREASURY NOTE 1.0% 07-31-28 | Long | Debt | US | $847K | – | 0.05 |
| UNITED STATES TREASURY NOTE 1.125% 05-15-40 | Long | Debt | US | $2M | – | 0.12 |
| UNITED STATES TREASURY NOTE 1.25% 05-15-50 | Long | Debt | US | $7M | – | 0.43 |
| UNITED STATES TREASURY NOTE 1.25% 06-30-28 | Long | Debt | US | $3M | – | 0.17 |
| UNITED STATES TREASURY NOTE 1.25% 12-31-26 | Long | Debt | US | $8M | – | 0.46 |
| UNITED STATES TREASURY NOTE 1.375% 08-15-50 | Long | Debt | US | $2M | – | 0.13 |
| UNITED STATES TREASURY NOTE 1.625% 11-15-50 | Long | Debt | US | $14M | – | 0.83 |
| UNITED STATES TREASURY NOTE 1.75% 07-31-24 | Long | Debt | US | $10M | – | 0.60 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-51 | Long | Debt | US | $3M | – | 0.20 |
| UNITED STATES TREASURY NOTE 1.875% 11-15-51 | Long | Debt | US | $2M | – | 0.11 |
| UNITED STATES TREASURY NOTE 2.0% 02-15-25 | Long | Debt | US | $872K | – | 0.05 |
| UNITED STATES TREASURY NOTE 2.0% 08-15-51 | Long | Debt | US | $3M | – | 0.18 |
| UNITED STATES TREASURY NOTE 2.375% 05-15-51 | Long | Debt | US | $4M | – | 0.24 |
| UNITED STATES TREASURY NOTE 2.5% 02-15-45 | Long | Debt | US | $3M | – | 0.20 |
| UNITED STATES TREASURY NOTE 2.5% 02-15-46 | Long | Debt | US | $3M | – | 0.16 |
| UNITED STATES TREASURY NOTE 2.5% 05-15-46 | Long | Debt | US | $1M | – | 0.06 |
| UNITED STATES TREASURY NOTE 2.625% 05-31-27 | Long | Debt | US | $2M | – | 0.13 |
| UNITED STATES TREASURY NOTE 2.625% 07-31-29 | Long | Debt | US | $9M | – | 0.50 |
| UNITED STATES TREASURY NOTE 2.75% 08-15-32 | Long | Debt | US | $7M | – | 0.42 |
| UNITED STATES TREASURY NOTE 2.875% 11-15-46 | Long | Debt | US | $2M | – | 0.12 |
| UNITED STATES TREASURY NOTE 3.0% 07-31-24 | Long | Debt | US | $1M | – | 0.09 |
| UNITED STATES TREASURY NOTE 3.0% 08-15-52 | Long | Debt | US | $674K | – | 0.04 |
| UNITED STATES TREASURY NOTE 3.0% 09-30-25 | Long | Debt | US | $2M | – | 0.13 |
| UNITED STATES TREASURY NOTE 3.125% 08-15-25 | Long | Debt | US | $382K | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.5% 02-15-33 | Long | Debt | US | $13M | – | 0.78 |
| UNITED STATES TREASURY NOTE 3.5% 09-15-25 | Long | Debt | US | $28M | – | 1.64 |
| UNITED STATES TREASURY NOTE 3.625% 05-31-28 | Long | Debt | US | $14M | – | 0.84 |
| UNITED STATES TREASURY NOTE 3.75% 06-30-30 | Long | Debt | US | $31M | – | 1.80 |
| UNITED STATES TREASURY NOTE 3.875% 04-30-25 | Long | Debt | US | $247K | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.875% 05-15-43 | Long | Debt | US | $740K | – | 0.04 |
| UNITED STATES TREASURY NOTE 3.875% 08-15-33 | Long | Debt | US | $14M | – | 0.82 |
| UNITED STATES TREASURY NOTE 4.0% 02-15-34 | Long | Debt | US | $2M | – | 0.14 |
| UNITED STATES TREASURY NOTE 4.0% 06-30-28 | Long | Debt | US | $7M | – | 0.40 |
| UNITED STATES TREASURY NOTE 4.0% 11-15-52 | Long | Debt | US | $1M | – | 0.06 |
| UNITED STATES TREASURY NOTE 4.125% 01-31-25 | Long | Debt | US | $3M | – | 0.17 |
| UNITED STATES TREASURY NOTE 4.125% 07-31-28 | Long | Debt | US | $17M | – | 1.02 |
| UNITED STATES TREASURY NOTE 4.25% 01-31-26 | Long | Debt | US | $30M | – | 1.76 |
| UNITED STATES TREASURY NOTE 4.25% 02-15-54 | Long | Debt | US | $11M | – | 0.65 |
| UNITED STATES TREASURY NOTE 4.25% 03-15-27 | Long | Debt | US | $8M | – | 0.46 |
| UNITED STATES TREASURY NOTE 4.25% 12-31-25 | Long | Debt | US | $18M | – | 1.02 |
| UNITED STATES TREASURY NOTE 4.375% 05-15-34 | Long | Debt | US | $15M | – | 0.89 |
| UNITED STATES TREASURY NOTE 4.375% 08-15-43 | Long | Debt | US | $39K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.375% 11-30-28 | Long | Debt | US | $16M | – | 0.94 |
| UNITED STATES TREASURY NOTE 4.375% 12-15-26 | Long | Debt | US | $8M | – | 0.49 |
| UNITED STATES TREASURY NOTE 4.5% 03-31-26 | Long | Debt | US | $1M | – | 0.08 |
| UNITED STATES TREASURY NOTE 4.5% 04-15-27 | Long | Debt | US | $30M | – | 1.74 |
| UNITED STATES TREASURY NOTE 4.5% 05-31-29 | Long | Debt | US | $18M | – | 1.02 |
| UNITED STATES TREASURY NOTE 4.5% 07-15-26 | Long | Debt | US | $10M | – | 0.60 |
| UNITED STATES TREASURY NOTE 4.5% 08-15-39 | Long | Debt | US | $14M | – | 0.80 |
| UNITED STATES TREASURY NOTE 4.5% 11-30-24 | Long | Debt | US | $8M | – | 0.45 |
| UNITED STATES TREASURY NOTE 4.625% 02-15-40 | Long | Debt | US | $91K | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.625% 02-28-25 | Long | Debt | US | $30M | – | 1.75 |
| UNITED STATES TREASURY NOTE 4.625% 02-28-26 | Long | Debt | US | $9M | – | 0.54 |
| UNITED STATES TREASURY NOTE 4.625% 03-15-26 | Long | Debt | US | $11M | – | 0.64 |
| UNITED STATES TREASURY NOTE 4.625% 04-30-29 | Long | Debt | US | $15M | – | 0.88 |
| UNITED STATES TREASURY NOTE 4.625% 05-15-54 | Long | Debt | US | $5M | – | 0.28 |
| UNITED STATES TREASURY NOTE 4.625% 09-15-26 | Long | Debt | US | $10M | – | 0.59 |
| UNITED STATES TREASURY NOTE 4.625% 09-30-30 | Long | Debt | US | $1M | – | 0.08 |
| UNITED STATES TREASURY NOTE 4.75% 11-15-53 | Long | Debt | US | $1M | – | 0.07 |
| UNITED STATES TREASURY NOTE 4.875% 04-30-26 | Long | Debt | US | $36M | – | 2.07 |
| UNITED STATES TREASURY NOTE 4.875% 10-31-30 | Long | Debt | US | $643K | – | 0.04 |
| UNITED STATES TREASURY NOTE 5.0% 09-30-25 | Long | Debt | US | $3M | – | 0.18 |
| UNITED STATES TREASURY STRIP COUPON 0.0% 11-15-40 | Long | Debt | US | $511K | – | 0.03 |
| UST 10YR FUT OPT 4MM4C C @ 111 06-28-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $0 | – | – | |
| UST 10YR FUT TYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-612K | – | -0.04 | |
| UST 10YR FUT ULTRA UXYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $444K | – | 0.03 | |
| UST 20YR FUT USU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-1M | – | -0.07 | |
| UST 2YR FUT TUU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $1M | – | 0.07 | |
| UST 30YR FUT ULTRA WNU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $305K | – | 0.02 | |
| UST 5YR FUT FVU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $2M | – | 0.14 |
Address
AMERICAN FUNDS INSURANCE SERIES
333 South Hope Street
55th Floor
Los Angeles
California
90071
United States of America
Websites
Directors
Alexandra Trower
Donald D. O'Neal
Francisco G. Cigarroa
Jennifer C. Feikin
Leslie Stone Heisz
Margaret Spellings
Mary Davis Holt
Merit E. Janow
Michael C. Gitlin
Nariman Farvardin
Paul S. Williams
Transfer Agents
American Funds Service Company
Pricing Services
Refinitiv US LLC
Six Financial Information AG
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
PricingDirect Inc.
Virtu ITG Solutions Network, LLC
Markit North America, Inc.
Custodians
State Street Bank and Trust Co.
The Hongkong and Shanghai Banking Corporation Limited
UniCredit Bank Austria AG
BNP Paribas S.A.
Citibank, N.A.
State Street Trust Company Canada
HSBC Bank (China) Company Limited
Skandinaviska Enskilda Banken AB (publ), Sweden
Skandinaviska Enskilda Banken AB (publ), Sweden
BNP Paribas S.A.
State Street Bank International GmbH
BNP Paribas S.A.
The Hongkong and Shanghai Banking Corporation Limited
Deutsche Bank AG
Standard Chartered Bank
Intesa Sanpaolo S.p.A.
The Hongkong and Shanghai Banking Corporation Limited
Banco Nacional de Mexico, S.A.
BNP Paribas S.A.
Skandinaviska Enskilda Banken AB (publ), Sweden
Standard Chartered Bank
Citibank, N.A.
FirstRand Bank Limited
The Hongkong and Shanghai Banking Corporation Limited
Citibank Europe Plc, Dublin, Ireland
Skandinaviska Enskilda Banken AB (publ)
UBS Switzerland AG
Standard Chartered Bank (Taiwan) Limited
State Street Bank and Trust Company, United Kingdom branch
Credit Suisse (Switzerland) Ltd.
Shareholder Servicing Agents
American Funds Service Company
Admins
Capital Research and Management Company
Brokers
Jefferies & Company Inc.
Goldman Sachs & Co. LLC
UBS AG
CLSA B.V.
J.P. Morgan Securities LLC
BTIG, LLC
Liquidnet Holdings, Inc.
Bank of America, N.A.
Citigroup Global Markets Inc.
Barclays Bank PLC