Capital Group Fund Group > AMERICAN FUNDS INCOME SERIES
U.S. Government Securities Fund
$18.99B
Avg Monthly Net Assets
$30.56B
Total Assets
$9.51B
Total Liabilities
$21.05B
Net Assets
U.S. Government Securities Fund is a Mutual Fund in AMERICAN FUNDS INCOME SERIES
from Capital Group Fund Group,
based in California,
United States of America.
The fund has 21 share classes
and monthly net assets of $18.99B.
On July 26th, 2024 it reported 974 holdings, the largest
being CAPITAL GROUP CENTRAL CASH FUND (18.7%), UNIFORM MBS (12.1%) and UNITED STATES TREASURY (2.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 529-A | C000025141 | CGTAX | |
| Class 529-C | C000025143 | CGTCX | |
| Class 529-E | C000025144 | CGTEX | |
| Class 529-F-1 | C000025145 | CGTFX | |
| Class 529-F-2 | C000224557 | FSUGX | |
| Class 529-F-3 | C000224558 | FSUUX | |
| Class 529-T | C000189432 | TSUGX | |
| Class A | C000025132 | AMUSX | |
| Class C | C000025139 | UGSCX | |
| Class F-1 | C000025140 | UGSFX | |
| Class F-2 | C000068600 | GVTFX | |
| Class F-3 | C000179952 | USGFX | |
| Class R-1 | C000025133 | RGVAX | |
| Class R-2 | C000025134 | RGVBX | |
| Class R-2E | C000148357 | RGEVX | |
| Class R-3 | C000025135 | RGVCX | |
| Class R-4 | C000025136 | RGVEX | |
| Class R-5 | C000025137 | RGVFX | |
| Class R-5E | C000164800 | RGVJX | |
| Class R-6 | C000077855 | RGVGX | |
| Class T | C000189433 | TUSGX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AID-JORDAN 3.0% 06-30-25 (UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT) | Long | Debt | US | $3M | – | 0.01 |
| CAPITAL GROUP CENTRAL CASH FUND | Long | Short-term investment vehicle | US | $4B | 39M | 18.71 |
| ETHIOPIAN LEASING 2012 LLC SR SEC 1ST LIEN SF 2.646% 05-12-26 | Long | Debt | ET | $349K | – | 0.00 |
| FARM 24-1 A 144A FRN 10-01-53 (FARM 2024-1) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.07 |
| FED FUND 30DAY FUT FFQ4 08-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-147K | – | -0.00 | |
| FGLMC 3.0 G61082 07-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FGLMC 3.5 G60238 10-01-45 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FGLMC 3.5 G60744 200K MAX 07-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FGLMC 3.5 G67700 08-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FGLMC 3.5 Q17696 04-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FGLMC 3.5 Q18236 05-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| FGLMC 3.5 Q19133 06-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| FGLMC 3.5 Q28558 09-01-44 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FGLMC 3.5 Q47615 04-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $413K | – | 0.00 |
| FGLMC 3.5 Q51622 10-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FGLMC 3.5 Q52069 11-01-47 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $626K | – | 0.00 |
| FGLMC 3.5 Q54698 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FGLMC 3.5 Q54699 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FGLMC 3.5 Q54700 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| FGLMC 3.5 Q54701 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| FGLMC 3.5 Q54709 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $452K | – | 0.00 |
| FGLMC 3.5 Q54781 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FGLMC 3.5 Q54782 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FGLMC 3.5 Q54831 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FGLMC 3.5 Q55056 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $384K | – | 0.00 |
| FGLMC 3.5 Q55060 04-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FGLMC 3.5 Q56589 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FGLMC 3.5 Q56590 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FGLMC 3.5 Q56591 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FGLMC 4.0 G67711 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $21M | – | 0.10 |
| FGLMC 4.0 Q15874 02-01-43 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FGLMC 4.0 Q55970 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FGLMC 4.0 Q55971 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $610K | – | 0.00 |
| FGLMC 4.0 Q56175 05-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $549K | – | 0.00 |
| FGLMC 4.0 Q56599 06-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $881K | – | 0.00 |
| FGLMC 4.5 Q57242 07-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| FGLMC 4.5 Q58378 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| FGLMC 4.5 Q58411 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FGLMC 4.5 Q58436 09-01-48 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $611K | – | 0.00 |
| FGLMC 5.0 G06459 05-01-41 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $983K | – | 0.00 |
| FGLMC Z40130 01-01-46 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FGTW 4.0 C91909 11-01-36 (FEDERAL HOME LOAN MORTGAGE CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHARM FRN 1H1354 11-01-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHARM FRN 760012 04-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $771K | – | 0.00 |
| FHARM FRN 760013 04-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $489K | – | 0.00 |
| FHARM FRN 760014 08-01-45 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $577K | – | 0.00 |
| FHARM FRN 8D0226 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FHLB 3.25% 11-16-28 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $54M | – | 0.25 |
| FHLB 5.5% 07-15-36 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $1M | – | 0.01 |
| FHLB DFRN 10-02-24 (FEDERAL HOME LOAN BANKS) | Long | Debt | US | $200M | – | 0.95 |
| FHLMC K058 A2 (MF) 2.653% 08-25-26 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K058) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FHLMC POOL #760015 ARH5 FRN 01-01-47 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHMS K065 A2 (MF) 3.243% 04-25-27/04-26-27 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K065) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| FHMS K074 A2 (MF) 3.6% 01-25-28 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074) | Long | ABS-collateralized bond/debt obligation | US | $535K | – | 0.00 |
| FHMS K751 A2 (MF) 4.412% 03-25-30 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K751) | Long | ABS-collateralized bond/debt obligation | US | $49M | – | 0.23 |
| FHR 3146 PO PAC PO .0% 04-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $128K | – | 0.00 |
| FHR 3156 PF PAC1 FRN (SOFR30A+36.45) 05-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $406K | – | 0.00 |
| FHR 3156 PO PAC PO .0% 05-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $291K | – | 0.00 |
| FHR 3213 OG PAC PO .0% 09-15-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.00 |
| FNA 17-M10 AV2 (MF) FRN 07-25-24 (FNMA_17-M10) | Long | ABS-collateralized bond/debt obligation | US | $586K | – | 0.00 |
| FNA 17-M15 AV2 (MF) FRN 11-15-24 (FANNIE MAE ACES FNMA_17-M15) | Long | ABS-collateralized bond/debt obligation | US | $562K | – | 0.00 |
| FNCI 2.0 UMBS TBA 06-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $21M | – | 0.10 |
| FNCI 2.5 UMBS TBA 06-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $30M | – | 0.14 |
| FNCI 4.0 UMBS TBA 06-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FNCI 5.0 UMBS TBA 06-01-39 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCI UMBS 2.5 BO6247 12-01-34 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCI UMBS 3.0 BJ5302 03-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FNCI UMBS 3.0 CA1442 03-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| FNCI UMBS 3.5 AY1948 01-01-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNCI UMBS 3.5 AZ0554 10-01-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNCI UMBS 4.0 BN1085 01-01-34 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNCI UMBS 4.0 MA2717 08-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCI UMBS 4.0 MA2746 09-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCI UMBS 6.5 257055 12-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNCL 2.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $20M | – | 0.09 |
| FNCL 2.5 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL 2.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $33M | – | 0.15 |
| FNCL 3.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL 3.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $90M | – | 0.43 |
| FNCL 3.5 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $53M | – | 0.25 |
| FNCL 3.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $82M | – | 0.39 |
| FNCL 4.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $152M | – | 0.72 |
| FNCL 4.5 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $40M | – | 0.19 |
| FNCL 4.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $272M | – | 1.29 |
| FNCL 5.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $158M | – | 0.75 |
| FNCL 5.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $93M | – | 0.44 |
| FNCL 5.5 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL 5.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $25M | – | 0.12 |
| FNCL 6.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $443M | – | 2.10 |
| FNCL 6.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $368M | – | 1.75 |
| FNCL 6.5 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $97M | – | 0.46 |
| FNCL 6.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $3B | – | 12.11 |
| FNCL 7.0 UMBS TBA 06-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $238M | – | 1.13 |
| FNCL UMBS 2.0 BP6715 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNCL UMBS 2.0 BR1035 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNCL UMBS 2.0 BV3076 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.0 BV3101 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 CA7325 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 2.0 CB0290 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNCL UMBS 2.0 CB2765 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 2.0 FM6548 03-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 2.0 FS0965 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $426K | – | 0.00 |
| FNCL UMBS 2.0 FS1742 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 FS6986 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 FS7329 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 2.0 FS7498 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 2.0 FS7823 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.0 FS7979 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.0 MA4208 12-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 MA4237 01-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $758K | – | 0.00 |
| FNCL UMBS 2.0 MA4305 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNCL UMBS 2.0 MA4378 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNCL UMBS 2.0 MA4465 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 2.0 MA4492 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 MA4547 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 2.0 MA4562 03-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.0 QD8820 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FNCL UMBS 2.0 RA5288 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| FNCL UMBS 2.0 RA6406 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.0 SD5343 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.0 SD5500 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.0 SD8106 11-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 2.0 SD8128 02-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FNCL UMBS 2.0 SD8134 03-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| FNCL UMBS 2.0 SD8182 12-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| FNCL UMBS 2.0 SD8204 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.5 BR2095 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FNCL UMBS 2.5 BT9483 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $914K | – | 0.00 |
| FNCL UMBS 2.5 BT9510 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $902K | – | 0.00 |
| FNCL UMBS 2.5 CA5968 06-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.5 CA6593 08-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 2.5 CA7257 10-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.5 CA7739 11-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.09 |
| FNCL UMBS 2.5 CA8828 02-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| FNCL UMBS 2.5 CB0457 05-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.5 CB1527 09-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 2.5 CB2286 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 2.5 CB2319 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.5 CB2372 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 2.5 FM7900 07-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.5 FM9492 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 2.5 FM9694 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.5 FM9804 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 2.5 FS0433 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 0.16 |
| FNCL UMBS 2.5 FS0523 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.5 RA5259 05-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 2.5 SD1385 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.5 SD1450 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.5 SD7545 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 2.5 SD7548 11-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 2.5 SD7552 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 2.5 SD7554 04-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.0 AS8310 11-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNCL UMBS 3.0 AT5898 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 3.0 BM1179 04-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNCL UMBS 3.0 BO2890 11-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.0 CA7052 09-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| FNCL UMBS 3.0 CB0041 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26M | – | 0.12 |
| FNCL UMBS 3.0 CB1304 08-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FNCL UMBS 3.0 CB2292 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNCL UMBS 3.0 CB2293 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.0 CB2414 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35M | – | 0.17 |
| FNCL UMBS 3.0 CB2544 01-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.08 |
| FNCL UMBS 3.0 FM1505 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 3.0 FM2179 01-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 3.0 FM2777 03-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 3.0 FM2822 03-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 3.0 FM7687 06-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.0 FM9631 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 3.0 FM9632 11-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNCL UMBS 3.0 FM9976 12-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 3.0 FS0647 02-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 3.0 MA2833 12-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 3.0 RA1339 09-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.0 RA3384 08-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| FNCL UMBS 3.0 RA5971 09-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.0 SD0734 10-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FNCL UMBS 3.0 SD0813 01-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $794K | – | 0.00 |
| FNCL UMBS 3.0 SD7544 07-01-51 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.0 SD7553 03-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FNCL UMBS 3.0 ZN4636 10-01-48 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 3.5 AJ9327 01-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNCL UMBS 3.5 AL3829 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 3.5 AR1512 01-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FNCL UMBS 3.5 AT0412 03-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNCL UMBS 3.5 AT3954 04-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNCL UMBS 3.5 AT7161 06-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNCL UMBS 3.5 AX8521 12-01-44 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNCL UMBS 3.5 AY1829 12-01-44 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNCL UMBS 3.5 BD2440 01-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| FNCL UMBS 3.5 BE5009 01-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FNCL UMBS 3.5 BE5017 02-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| FNCL UMBS 3.5 BE8740 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| FNCL UMBS 3.5 BE8742 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNCL UMBS 3.5 BH2846 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNCL UMBS 3.5 BH2847 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNCL UMBS 3.5 BH2848 05-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNCL UMBS 3.5 BJ4901 03-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| FNCL UMBS 3.5 BJ8411 08-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $930K | – | 0.00 |
| FNCL UMBS 3.5 BN6708 06-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 3.5 BV6617 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 3.5 CA0770 11-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 3.5 CA4151 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 3.5 FM1062 06-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 3.5 FM1220 07-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.5 FM1443 09-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 3.5 FM2389 02-01-50 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.5 FM2656 01-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.5 FM3280 05-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $29M | – | 0.14 |
| FNCL UMBS 3.5 FM9416 07-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $112M | – | 0.53 |
| FNCL UMBS 3.5 QA0284 06-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.5 QA1442 08-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 3.5 QA2748 09-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| FNCL UMBS 3.5 QD7089 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 3.5 RA1463 10-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 3.5 RA1580 10-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 3.5 SD0873 02-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $25M | – | 0.12 |
| FNCL UMBS 3.5 SD7502 07-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 3.5 SD7513 04-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $59M | – | 0.28 |
| FNCL UMBS 3.5 SD8214 05-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $22M | – | 0.10 |
| FNCL UMBS 3.5 ZT0538 03-01-48 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.0 AJ1873 10-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FNCL UMBS 4.0 AY3880 11-01-45 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNCL UMBS 4.0 BH3122 06-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNCL UMBS 4.0 BJ4342 01-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNCL UMBS 4.0 BJ5015 12-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.0 BJ6169 01-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNCL UMBS 4.0 BK5232 05-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| FNCL UMBS 4.0 BK6840 06-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $880K | – | 0.00 |
| FNCL UMBS 4.0 BK9743 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNCL UMBS 4.0 BW3570 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNCL UMBS 4.0 CA2850 12-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.0 CB3774 06-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 0.16 |
| FNCL UMBS 4.0 CB4020 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNCL UMBS 4.0 CB4118 07-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FNCL UMBS 4.0 CB4818 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 4.0 FS3393 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FNCL UMBS 4.0 FS4947 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $39M | – | 0.18 |
| FNCL UMBS 4.0 FS5635 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNCL UMBS 4.0 MA4732 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $70M | – | 0.33 |
| FNCL UMBS 4.0 MA4783 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNCL UMBS 4.0 MA5027 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.0 MA5263 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $21M | – | 0.10 |
| FNCL UMBS 4.0 MA5320 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 4.0 MA5378 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 4.0 QE5611 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNCL UMBS 4.0 QE6074 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FNCL UMBS 4.0 QE6678 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNCL UMBS 4.0 QE8992 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| FNCL UMBS 4.0 QF1655 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNCL UMBS 4.0 QF7852 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.0 QI0001 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.0 SD1382 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNCL UMBS 4.0 SD1441 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNCL UMBS 4.0 SD1502 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNCL UMBS 4.0 SD1968 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $43M | – | 0.21 |
| FNCL UMBS 4.0 SD8256 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $25M | – | 0.12 |
| FNCL UMBS 4.0 SD8286 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNCL UMBS 4.0 SD8321 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 4.0 SD8357 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 4.0 SD8390 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 4.5 AH0351 02-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FNCL UMBS 4.5 BJ8318 01-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNCL UMBS 4.5 BK9761 08-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNCL UMBS 4.5 BN1172 11-01-48 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNCL UMBS 4.5 BT8034 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNCL UMBS 4.5 BV0952 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.5 BW1192 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 4.5 BW8497 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 4.5 CB4852 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 4.5 CB6719 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 4.5 CB6853 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 4.5 FS5554 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $40M | – | 0.19 |
| FNCL UMBS 4.5 FS5675 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.12 |
| FNCL UMBS 4.5 MA4805 11-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 4.5 MA4917 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.5 MA4977 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 4.5 MA5070 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $37M | – | 0.17 |
| FNCL UMBS 4.5 QE8579 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.5 QE9497 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 4.5 QF0212 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 4.5 QF1236 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FNCL UMBS 4.5 RA2003 01-01-50 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 4.5 RA7556 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FNCL UMBS 4.5 RA8647 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.5 SD1608 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.5 SD1895 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $19M | – | 0.09 |
| FNCL UMBS 4.5 SD2465 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 4.5 SD8245 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNCL UMBS 4.5 SD8257 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $40M | – | 0.19 |
| FNCL UMBS 4.5 SD8314 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $726K | – | 0.00 |
| FNCL UMBS 4.5 SD8370 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 4.5 SD8381 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 4.5 SD8393 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.0 695412 06-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNCL UMBS 5.0 AC0794 10-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNCL UMBS 5.0 AD3566 10-01-35 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNCL UMBS 5.0 AE1248 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNCL UMBS 5.0 AE1277 11-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNCL UMBS 5.0 AI1862 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FNCL UMBS 5.0 AI3510 06-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| FNCL UMBS 5.0 AJ0704 09-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| FNCL UMBS 5.0 AJ5391 11-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FNCL UMBS 5.0 BU4112 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNCL UMBS 5.0 BV8976 08-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 5.0 BW1403 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $62M | – | 0.29 |
| FNCL UMBS 5.0 BX5673 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FNCL UMBS 5.0 BX9041 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FNCL UMBS 5.0 BX9806 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $38M | – | 0.18 |
| FNCL UMBS 5.0 BY1247 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $816K | – | 0.00 |
| FNCL UMBS 5.0 CB5986 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FNCL UMBS 5.0 FS4563 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 5.0 FS7252 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $126M | – | 0.60 |
| FNCL UMBS 5.0 MA5038 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $27M | – | 0.13 |
| FNCL UMBS 5.0 RA7938 09-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $55M | – | 0.26 |
| FNCL UMBS 5.0 SD2716 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 5.0 SD4977 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $94M | – | 0.45 |
| FNCL UMBS 5.0 SD4999 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $24M | – | 0.11 |
| FNCL UMBS 5.0 SD8258 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $23M | – | 0.11 |
| FNCL UMBS 5.0 SD8276 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $52M | – | 0.25 |
| FNCL UMBS 5.0 SD8288 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $207M | – | 0.98 |
| FNCL UMBS 5.0 SD8315 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| FNCL UMBS 5.0 SD8329 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $33M | – | 0.16 |
| FNCL UMBS 5.0 SD8341 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| FNCL UMBS 5.0 SD8348 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $55M | – | 0.26 |
| FNCL UMBS 5.0 SD8361 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $40M | – | 0.19 |
| FNCL UMBS 5.5 BW1243 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 5.5 BW1289 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 5.5 BX2476 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $852K | – | 0.00 |
| FNCL UMBS 5.5 BX7779 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 5.5 BX8556 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 5.5 BX9116 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BX9431 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 5.5 BY0007 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 5.5 BY0091 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 BY0204 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 5.5 BY0849 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNCL UMBS 5.5 CB8143 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FNCL UMBS 5.5 CB8147 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35M | – | 0.17 |
| FNCL UMBS 5.5 CB8148 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNCL UMBS 5.5 CB8328 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35M | – | 0.16 |
| FNCL UMBS 5.5 CB8337 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 5.5 FS4152 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 5.5 FS4191 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| FNCL UMBS 5.5 FS4774 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| FNCL UMBS 5.5 FS5192 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.10 |
| FNCL UMBS 5.5 FS6668 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| FNCL UMBS 5.5 FS6809 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FNCL UMBS 5.5 MA4842 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| FNCL UMBS 5.5 MA4919 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $17M | – | 0.08 |
| FNCL UMBS 5.5 MA4979 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $39M | – | 0.19 |
| FNCL UMBS 5.5 MA5010 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNCL UMBS 5.5 MA5039 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $54M | – | 0.26 |
| FNCL UMBS 5.5 MA5072 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $100M | – | 0.47 |
| FNCL UMBS 5.5 MA5107 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNCL UMBS 5.5 MA5190 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 5.5 MA5215 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 MA5296 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FNCL UMBS 5.5 MA5331 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 5.5 QF4136 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| FNCL UMBS 5.5 QF4188 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $974K | – | 0.00 |
| FNCL UMBS 5.5 QF7144 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 5.5 QF8351 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 QG1875 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $697.15 | – | 0.00 |
| FNCL UMBS 5.5 QG2197 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 5.5 QG3365 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 5.5 QG4632 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $38M | – | 0.18 |
| FNCL UMBS 5.5 QG4732 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNCL UMBS 5.5 QG5136 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| FNCL UMBS 5.5 RJ1066 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.08 |
| FNCL UMBS 5.5 RJ1215 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 5.5 RJ1216 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 5.5 RJ1419 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 5.5 SD2948 11-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $28M | – | 0.13 |
| FNCL UMBS 5.5 SD3369 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 5.5 SD3386 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 5.5 SD3620 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FNCL UMBS 5.5 SD8251 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $862K | – | 0.00 |
| FNCL UMBS 5.5 SD8316 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| FNCL UMBS 5.5 SD8324 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $20M | – | 0.09 |
| FNCL UMBS 5.5 SD8331 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $72M | – | 0.34 |
| FNCL UMBS 5.5 SD8342 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $274M | – | 1.30 |
| FNCL UMBS 5.5 SD8362 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $20M | – | 0.09 |
| FNCL UMBS 5.5 SD8408 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $52M | – | 0.25 |
| FNCL UMBS 5.5 SD8420 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $33M | – | 0.16 |
| FNCL UMBS 6.0 BW5303 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNCL UMBS 6.0 BX1070 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNCL UMBS 6.0 BX5931 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $921K | – | 0.00 |
| FNCL UMBS 6.0 BX6121 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FNCL UMBS 6.0 BX6803 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 6.0 BY2061 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| FNCL UMBS 6.0 BY2260 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| FNCL UMBS 6.0 BY4224 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 6.0 BY8293 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 6.0 BY8355 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| FNCL UMBS 6.0 CB5778 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| FNCL UMBS 6.0 CB5919 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 6.0 CB6465 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.09 |
| FNCL UMBS 6.0 CB6485 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $44M | – | 0.21 |
| FNCL UMBS 6.0 CB6486 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $27M | – | 0.13 |
| FNCL UMBS 6.0 CB6597 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 6.0 CB7122 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $34M | – | 0.16 |
| FNCL UMBS 6.0 CB7341 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 6.0 CB7438 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $38M | – | 0.18 |
| FNCL UMBS 6.0 CB7480 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26M | – | 0.13 |
| FNCL UMBS 6.0 CB7617 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 6.0 CB7862 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.11 |
| FNCL UMBS 6.0 CB7932 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30M | – | 0.14 |
| FNCL UMBS 6.0 CB8003 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $71M | – | 0.34 |
| FNCL UMBS 6.0 CB8153 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30M | – | 0.14 |
| FNCL UMBS 6.0 CB8163 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 6.0 CB8168 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $34M | – | 0.16 |
| FNCL UMBS 6.0 FS3759 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 6.0 FS4775 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCL UMBS 6.0 FS5343 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 6.0 FS5517 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCL UMBS 6.0 MA4894 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $63M | – | 0.30 |
| FNCL UMBS 6.0 MA4920 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 6.0 MA4942 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 6.0 MA4980 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.09 |
| FNCL UMBS 6.0 MA5011 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $154M | – | 0.73 |
| FNCL UMBS 6.0 MA5040 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $75M | – | 0.36 |
| FNCL UMBS 6.0 MA5073 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $438K | – | 0.00 |
| FNCL UMBS 6.0 MA5166 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 6.0 MA5191 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| FNCL UMBS 6.0 MA5216 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 6.0 MA5247 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| FNCL UMBS 6.0 QF6121 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| FNCL UMBS 6.0 QG0259 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 6.0 QG1653 04-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNCL UMBS 6.0 QG3763 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNCL UMBS 6.0 QG5227 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNCL UMBS 6.0 QG9159 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNCL UMBS 6.0 RA8748 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| FNCL UMBS 6.0 RA9279 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 6.0 RA9281 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 6.0 RA9283 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 6.0 RA9284 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 6.0 RA9636 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 6.0 RA9857 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $25M | – | 0.12 |
| FNCL UMBS 6.0 RJ0940 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| FNCL UMBS 6.0 RJ1076 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 6.0 RJ1348 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 6.0 RJ1429 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 6.0 SD3240 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 6.0 SD3356 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $28M | – | 0.13 |
| FNCL UMBS 6.0 SD4053 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $72M | – | 0.34 |
| FNCL UMBS 6.0 SD4546 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $30M | – | 0.14 |
| FNCL UMBS 6.0 SD4699 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $56M | – | 0.26 |
| FNCL UMBS 6.0 SD4730 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 6.0 SD4906 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| FNCL UMBS 6.0 SD4964 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 6.0 SD4975 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 6.0 SD5117 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $43M | – | 0.20 |
| FNCL UMBS 6.0 SD8290 01-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $207M | – | 0.98 |
| FNCL UMBS 6.0 SD8301 02-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $19M | – | 0.09 |
| FNCL UMBS 6.0 SD8325 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $109M | – | 0.52 |
| FNCL UMBS 6.0 SD8332 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $264M | – | 1.25 |
| FNCL UMBS 6.0 SD8350 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $297M | – | 1.41 |
| FNCL UMBS 6.0 SD8373 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| FNCL UMBS 6.0 SD8396 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $35M | – | 0.17 |
| FNCL UMBS 6.5 555254 01-01-33 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $263.78 | – | 0.00 |
| FNCL UMBS 6.5 888873 08-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $365.38 | – | 0.00 |
| FNCL UMBS 6.5 898565 10-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $249 | – | 0.00 |
| FNCL UMBS 6.5 947337 10-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $413.39 | – | 0.00 |
| FNCL UMBS 6.5 954832 01-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCL UMBS 6.5 AL1308 05-01-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $693.25 | – | 0.00 |
| FNCL UMBS 6.5 BX7703 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 6.5 CB6106 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNCL UMBS 6.5 CB6468 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS 6.5 CB6490 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 6.5 CB6491 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 0.16 |
| FNCL UMBS 6.5 CB7624 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $214M | – | 1.02 |
| FNCL UMBS 6.5 CB7917 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33M | – | 0.16 |
| FNCL UMBS 6.5 CB7933 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30M | – | 0.14 |
| FNCL UMBS 6.5 CB8387 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.10 |
| FNCL UMBS 6.5 FS5749 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $103M | – | 0.49 |
| FNCL UMBS 6.5 FS6873 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $27M | – | 0.13 |
| FNCL UMBS 6.5 MA4820 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FNCL UMBS 6.5 RA9287 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 6.5 RA9288 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 6.5 RA9289 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNCL UMBS 6.5 RA9290 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNCL UMBS 6.5 RA9291 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 6.5 RA9292 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCL UMBS 6.5 RA9294 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| FNCL UMBS 6.5 RA9295 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 6.5 RJ0856 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $26M | – | 0.13 |
| FNCL UMBS 6.5 RJ1726 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FNCL UMBS 6.5 SD5404 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $36M | – | 0.17 |
| FNCL UMBS 6.5 SD8281 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $69M | – | 0.33 |
| FNCL UMBS 6.5 SD8369 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $194M | – | 0.92 |
| FNCL UMBS 6.5 ZI5486 09-01-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNCL UMBS 6.5 ZI7575 06-01-38 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNCL UMBS 6.5 ZS1044 02-01-36 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $971.18 | – | 0.00 |
| FNCL UMBS 7.0 MA5274 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $41M | – | 0.19 |
| FNCL UMBS 8.0 735571 11-01-31 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNCL UMBS 932606 02-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNCL UMBS AE1283 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNCL UMBS AS8804 02-01-47 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNCL UMBS AT0300 03-01-43 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNCL UMBS BC3465 02-01-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNCL UMBS ZA6700 04-01-49 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCN UMBS 1.5 QS0124 11-01-30 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| FNCT UMBS 2.0 BT5941 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCT UMBS 2.0 FM7690 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNCT UMBS 2.0 FM8120 08-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCT UMBS 2.0 MA4093 08-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCT UMBS 2.0 MA4152 10-01-40 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCT UMBS 2.0 MA4333 05-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $24M | – | 0.11 |
| FNCT UMBS 2.0 MA4387 07-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCT UMBS 2.0 MA4407 08-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $84M | – | 0.40 |
| FNCT UMBS 2.0 MA4501 12-01-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $38M | – | 0.18 |
| FNCT UMBS 2.0 MA4540 02-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FNCT UMBS 2.0 MA4570 03-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FNCT UMBS 2.0 MA4586 04-01-42 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCT UMBS 2.0 QK1181 11-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNCT UMBS 2.0 RB5118 07-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $50M | – | 0.24 |
| FNCT UMBS 2.0 RB5121 08-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $77M | – | 0.37 |
| FNCT UMBS 2.0 RB5138 12-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $36M | – | 0.17 |
| FNCT UMBS 2.0 RB5145 02-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCT UMBS 2.0 RB5148 03-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $31M | – | 0.15 |
| FNCT UMBS 2.0 RB5153 04-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| FNCT UMBS 2.0 SC0113 12-01-40 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCT UMBS 2.0 SC0169 06-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCT UMBS 2.0 SC0175 09-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCT UMBS 2.5 RB5154 04-01-42 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $102M | – | 0.48 |
| FNCT UMBS 4.0 AS6870 03-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCT UMBS 4.0 MA2588 04-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| FNCT UMBS 4.0 MA2787 10-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| FNCT UMBS 4.0 MA2819 11-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FNCT UMBS 4.0 MA2856 12-01-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNCT UMBS 4.0 MA3099 08-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCT UMBS 6.5 256708 03-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNCT UMBS 6.5 256993 11-01-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNCT UMBS 6.5 AD0329 09-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNCT UMBS 6.5 AL5156 02-01-29 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FNCT UMBS 6.5 AL9870 02-01-28 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNGT 01-T10 A1 7.0% 12-25-41 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.00 |
| FNGT 99-T2 A1 7.5% 01-19-39 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $74K | – | 0.00 |
| FNIONP 6.0 970343 02-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNIONP 6.5 256810 07-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNIONP 6.5 256860 08-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNIONP 6.5 888372 04-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNIONP 7.0 256828 07-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNIONP 7.0 888698 10-01-37 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNIONP 7.0 889388 03-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA 0.625% 04-22-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $142M | – | 0.67 |
| FNMA 0.75% 10-08-27 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $19M | – | 0.09 |
| FNMA 0.875% 08-05-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $51M | – | 0.24 |
| FNMA 7.125% 01-15-30 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | Debt | US | $6M | – | 0.03 |
| FNMDI3 5.5 BF0320 01-01-49 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMDI4 3.5 BF0379 04-01-59 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| FNMDI4 3.5 BF0480 06-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMDI4 3.5 BF0481 06-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| FNMDI4 3.5 BF0765 09-01-63 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMDI4 3.5 BM6693 08-01-59 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMDI4 4.5 BF0585 12-01-61 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMDI4 5.5 BF0141 09-01-56 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| FNMDI6 3.0 BF0497 07-01-60 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.09 |
| FNR 01-25 ZA 6.5% 06-25-31 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.00 |
| FNR 06-56 OG PAC PO 0.0% 07-25-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $168K | – | 0.00 |
| FNR 06-65 PF PAC1 FRN (SOFR30A+39.45) 07-25-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $218K | – | 0.00 |
| FNR 06-83 AO PAC PO .0% 09-25-36 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $252K | – | 0.00 |
| FNR 2001-4 NA WAC FRN 10-25-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $63.16 | – | 0.00 |
| FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| FSWP: OIS PAYFIX USD 3.175% 02-01-28/02-01-38 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5M | – | 0.02 | |
| FSWP: OIS PAYFIX USD 3.3985% 03-17-26/03-17-56 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $246K | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.413% 03-17-26/03-17-56 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $225K | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.01 | |
| FSWP: OIS PAYFIX USD 3.529% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.01 | |
| FSWP: OIS PAYFIX USD 3.531% 03-18-26/03-18-56 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $153K | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.5485% 01-29-25/01-29-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| FSWP: OIS RECFIX USD 3.355% 03-17-26/03-17-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-428K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.379% 03-17-26/03-17-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-408K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.53% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| FSWP: OIS RECFIX USD 3.535% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| FSWP: OIS RECFIX USD 3.616% 02-20-26/02-20-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-364K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.624% 02-20-26/02-20-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-738K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| FSWP: OIS RECFIX USD 3.7245% 03-18-26/03-18-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-155K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| FSWP: OIS RECFIX USD 4.26959% 06-03-24/03-31-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-784K | – | -0.00 | |
| FSWP: OIS RECFIX USD 4.28066% 06-03-24/03-31-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-793K | – | -0.00 | |
| FSWP: OIS RECFIX USD 4.87161% 06-03-24/03-31-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $135K | – | 0.00 | |
| G2 4.0 005157 08-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| G2 5.0 005040 04-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| G2 5.5 004182 07-20-38 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| G2 5.5 005187 09-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| G2 6.5 005112 07-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| G2RF 4.33 AL7438 01-20-65 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| G2RF 4.401 AG8194 09-20-64 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| G2RF 4.45 767641 05-20-63 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $417.45 | – | 0.00 |
| G2RF 4.601 767610 11-20-62 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $323.18 | – | 0.00 |
| G2RF 4.7 710077 05-20-61 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| G2RF 4.7 756695 11-20-61 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $602.1 | – | 0.00 |
| G2RF 4.72 710074 04-20-61 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| G2RF 4.77 759735 03-20-62 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $583.85 | – | 0.00 |
| G2RF 4.899 AG8150 07-20-64 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| G2RF 4.901 795533 05-20-63 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $320.78 | – | 0.00 |
| G2RF 4.901 AG8068 01-20-64 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| G2RF 4.95 751409 07-20-61 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $901.89 | – | 0.00 |
| G2RF 5.046 795471 02-20-62 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $311.93 | – | 0.00 |
| G2RF 5.173 AG8155 07-20-64 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $836.56 | – | 0.00 |
| G2RF 5.182 AG8189 09-20-64 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| G2RF 5.2 AG8171 07-20-64 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $434.8 | – | 0.00 |
| G2RM FRN 892950 07-20-60 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| G2RM FRN 894475 10-20-63 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $510K | – | 0.00 |
| G2RM FRN 894482 02-20-64 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $671K | – | 0.00 |
| G2RM FRN AG8149 06-20-64 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| G2RM FRN AG8156 07-20-64 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| G2SF 2.0 MA6994 11-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| G2SF 2.0 MA7051 12-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| G2SF 2.5 785575 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2SF 2.5 785659 10-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2SF 2.5 785847 01-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| G2SF 2.5 785998 03-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| G2SF 2.5 786502 02-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $35M | – | 0.17 |
| G2SF 2.5 786647 03-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $19M | – | 0.09 |
| G2SF 2.5 786701 03-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| G2SF 2.5 786706 12-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $41M | – | 0.20 |
| G2SF 2.5 BZ3978 11-20-50 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2SF 2.5 MA7534 08-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $23M | – | 0.11 |
| G2SF 2.5 MA7881 02-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| G2SF 2.5 MA8147 07-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| G2SF 3.0 TBA 06-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| G2SF 3.5 754636 11-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| G2SF 3.5 AA2589 03-20-43 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| G2SF 3.5 MA8266 09-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $17M | – | 0.08 |
| G2SF 3.5 TBA 06-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $47M | – | 0.22 |
| G2SF 3.75 AH5901 11-20-34 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $716K | – | 0.00 |
| G2SF 4.0 4367 02-20-39 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| G2SF 4.0 754591 01-20-42 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $860K | – | 0.00 |
| G2SF 4.0 754637 01-20-42 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| G2SF 4.0 MA8346 10-20-52 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $17M | – | 0.08 |
| G2SF 4.0 MA8567 01-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| G2SF 4.0 MA8723 03-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| G2SF 4.0 TBA 06-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $37M | – | 0.18 |
| G2SF 4.5 004636 02-20-40 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| G2SF 4.5 783687 12-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| G2SF 4.5 MA9015 07-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $35M | – | 0.17 |
| G2SF 4.5 MA9104 08-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $39M | – | 0.18 |
| G2SF 4.5 MA9169 09-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $15M | – | 0.07 |
| G2SF 5.0 783688 06-20-41 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| G2SF 5.0 MA6042 07-20-49 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| G2SF 5.5 783689 02-20-40 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $922K | – | 0.00 |
| G2SF 5.5 TBA 06-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $49M | – | 0.24 |
| G2SF 6.0 783690 09-20-39 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $590K | – | 0.00 |
| G2SF 6.5 738836 11-20-38 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| G2SF 6.5 754287 11-20-38 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| G2SF 6.5 754314 01-20-39 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| G2SF 6.5 754319 01-20-37 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| G2SF 6.5 754334 10-20-32 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| G2SF 6.5 754335 08-20-29 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| G2SF 6.5 AA4873 12-20-38 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| G2SF MA5332 07-20-48 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 21-2 AH 1.5% 06-16-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| GNR 03-46 NB PAC1 5.0% 06-20-33 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $63K | – | 0.00 |
| GNR 12-H12 FT FRN (H15T1Y+70) 05-20-62 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $224K | – | 0.00 |
| GNR 12-H20 PT FRN 07-20-62 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $328K | – | 0.00 |
| GNR 12-H23 FI I/O FRN 10-20-62 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $1K | – | 0.00 |
| GNSF 4.0 741910 100% MOD 02-15-39 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GNSF 5.0 698406 07-15-39 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| GNSF 5.0 736084 100% MOD 06-15-40 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GNSF 5.5 700778 10-15-38 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNSF 6.0 782365 07-15-38 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| GNSF 736089 06-15-40 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| HUD 15-A 10 2.85% 08-01-24 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $747K | – | 0.00 |
| HUD 15-A 11 2.95% 08-01-25 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $853K | – | 0.00 |
| HUD 15-A 12 3.10% 08-01-26 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $841K | – | 0.00 |
| HUD 15-A 13 3.15% 08-01-27 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $4M | – | 0.02 |
| HUD 15-A 14 3.25% 08-01-28 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $1M | – | 0.01 |
| HUD 15-A 15 3.35% 08-01-29 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $794K | – | 0.00 |
| HUD 15-A 16 3.50% 08-01-30 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $755K | – | 0.00 |
| HUD 15-A 17 3.55% 08-01-31 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $745K | – | 0.00 |
| HUD 15-A 18 3.60% 08-01-32 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $716K | – | 0.00 |
| HUD 15-A 19 3.65% 08-01-33 (US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT) | Long | Debt | US | $601K | – | 0.00 |
| IFS PAYFIX USD CPURNSA 2.7525% 04-15-24/04-15-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $108K | – | 0.00 | |
| IFS PAYFIX USD CPURNSA 2.755% 04-15-24/04-15-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $106K | – | 0.00 | |
| OIS PAYFIX USD 0.106% 06-30-20/06-30-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $9M | – | 0.04 | |
| OIS PAYFIX USD 0.126% 06-25-20/06-25-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $8M | – | 0.04 | |
| OIS PAYFIX USD 0.1275% 06-25-20/06-25-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $8M | – | 0.04 | |
| OIS PAYFIX USD 0.5385% 03-26-20/03-26-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $43M | – | 0.21 | |
| OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $22M | – | 0.10 | |
| OIS PAYFIX USD 2.32625% 04-18-19/04-18-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5M | – | 0.02 | |
| OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.01 | |
| OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.01 | |
| OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.01 | |
| OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.01 | |
| OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.01 | |
| OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.01 | |
| OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.01 | |
| OIS PAYFIX USD 3.1135% 05-10-23/05-10-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.01 | |
| OIS PAYFIX USD 3.1605% 05-19-23/05-19-53 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| OIS PAYFIX USD 3.41% 03-09-23/07-28-45 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $16M | – | 0.07 | |
| OIS PAYFIX USD 3.486% 01-17-24/01-17-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $490K | – | 0.00 | |
| OIS PAYFIX USD 3.6038% 01-08-24/01-08-34 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.01 | |
| OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.01 | |
| OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $1M | – | 0.01 | |
| OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $888K | – | 0.00 | |
| OIS PAYFIX USD 3.8275% 09-01-23/09-01-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $664K | – | 0.00 | |
| OIS PAYFIX USD 3.916% 03-30-23/07-11-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.01 | |
| OIS PAYFIX USD 3.9519% 08-25-23/08-25-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $537K | – | 0.00 | |
| OIS PAYFIX USD 4.061% 08-24-23/08-24-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $198K | – | 0.00 | |
| OIS PAYFIX USD 4.1405% 05-13-24/02-28-31 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $54K | – | 0.00 | |
| OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-20K | – | -0.00 | |
| OIS PAYFIX USD 4.1615% 11-10-23/05-15-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| OIS RECFIX USD 3.065% 04-07-23/04-07-40 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 3.31% 03-31-23/06-09-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-10M | – | -0.05 | |
| OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| OIS RECFIX USD 3.4325% 06-17-22/06-17-24 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-220K | – | -0.00 | |
| OIS RECFIX USD 3.45% 03-31-23/02-01-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-5M | – | -0.03 | |
| OIS RECFIX USD 3.4585% 06-17-22/06-17-24 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-46K | – | -0.00 | |
| OIS RECFIX USD 3.47% 04-03-23/02-02-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| OIS RECFIX USD 3.497% 06-16-22/06-16-24 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-292K | – | -0.00 | |
| OIS RECFIX USD 3.52647% 06-16-22/06-16-24 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-313K | – | -0.00 | |
| OIS RECFIX USD 3.5291% 06-16-22/06-16-24 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-338K | – | -0.00 | |
| OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-126K | – | -0.00 | |
| OIS RECFIX USD 4.184% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| OIS RECFIX USD 4.2035% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| OIS RECFIX USD 4.2045% 01-10-24/01-10-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-153K | – | -0.00 | |
| OIS RECFIX USD 4.2515% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-369K | – | -0.00 | |
| OIS RECFIX USD 4.265% 02-16-23/02-16-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-609K | – | -0.00 | |
| OIS RECFIX USD 4.2675% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-351K | – | -0.00 | |
| OIS RECFIX USD 4.27% 02-16-23/02-16-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| OIS RECFIX USD 4.288% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-248K | – | -0.00 | |
| OIS RECFIX USD 4.3005% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-239K | – | -0.00 | |
| OIS RECFIX USD 4.3035% 02-17-23/02-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-343K | – | -0.00 | |
| OIS RECFIX USD 4.56% 03-01-24/03-01-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 4.568% 03-01-24/03-01-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 4.5895% 05-06-24/05-06-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $467K | – | 0.00 | |
| OIS RECFIX USD 4.6275% 03-20-24/03-20-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS RECFIX USD 4.723% 05-07-24/05-07-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-660K | – | -0.00 | |
| OIS RECFIX USD 4.776% 05-13-24/03-15-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-135K | – | -0.00 | |
| OIS RECFIX USD 4.815% 05-06-24/05-06-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $47K | – | 0.00 | |
| OIS RECFIX USD 4.8189% 08-25-23/08-25-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-348K | – | -0.00 | |
| OIS RECFIX USD 4.8195% 09-01-23/09-01-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-433K | – | -0.00 | |
| OIS RECFIX USD 4.8755% 04-18-24/04-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $148K | – | 0.00 | |
| OIS RECFIX USD 4.9005% 04-17-24/04-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $242K | – | 0.00 | |
| SCRT 17-1 HA FRN 01-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-1) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.06 |
| SCRT 17-2 HA FRN 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.07 |
| SCRT 17-2 MA 3.0% 08-25-56 (SEASONED CREDIT RISK TRANSFER SCRT_17-2) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.07 |
| SCRT 17-3 HT 3.25% 07-25-56 (FREDDIE MAC - SCRT SCRT_17-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| SCRT 17-3 MT 3.0% 07-25-56 (FREDDIE MAC - SCRT SCRT_17-3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.04 |
| SCRT 17-4 HT FRN% 06-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_17-4) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| SCRT 17-4 MT 3.5% 06-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_17-4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| SCRT 18-1 HT 3.0% 05-25-57 (FREDDIE MAC FHLMC_18-1SC) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.04 |
| SCRT 18-2 MA 3.5% 11-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SCRT 18-2 MT 3.5% 11-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-2) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.05 |
| SCRT 18-3 MA 3.5% 08-25-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| SCRT 18-4 MT 3.5% 03-15-57 (SEASONED CREDIT RISK TRANSFER SCRT_18-4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| SCRT 19-1 MA 3.5% 07-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| SCRT 19-1 MT 3.5% 07-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 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 | $17M | – | 0.08 |
| SCRT 19-2 MT 3.5% 08-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.04 |
| SCRT 19-3 MA 3.5% 10-25-58 (STRUCTURED AGENCY CREDIT RISK STACR_19-3SC) | Long | ABS-collateralized bond/debt obligation | US | $399K | – | 0.00 |
| SCRT 19-3 MT 3.5% 10-25-58 (SEASONED CREDIT RISK TRANSFER SCRT_19-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 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 | $10M | – | 0.05 |
| SLST 18-1 A1 3.5% 06-25-28 (SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.05 |
| SLST 18-2 A1 3.5% 11-25-28 (FREDDIE MAC - SLST SLST_18-2) | Long | ABS-collateralized bond/debt obligation | US | $52M | – | 0.25 |
| SLST 19-2 A1C 2.75% 09-25-29 (FREDDIE MAC - SLST SLST_19-2) | Long | ABS-collateralized bond/debt obligation | US | $33M | – | 0.16 |
| SLST 19-3 A1C 2.75% 11-25-2029 (FREDDIE MAC - SLST SLST_19-3) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.09 |
| SLST 20-1 A1D 2.0% 07-25-30 (SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 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 | $4M | – | 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 | $47M | – | 0.23 |
| SOFR 90DAY FUT OPT 0QM4C C @ 96 06-14-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $17K | – | 0.00 | |
| SOFR 90DAY FUT OPT 0QZ4C C @ 96 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $2M | – | 0.01 | |
| SOFR 90DAY FUT OPT 0QZ4C C @ 96.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $145K | – | 0.00 | |
| SOFR 90DAY FUT OPT 0QZ4C C @ 97 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-781K | – | -0.00 | |
| SOFR 90DAY FUT OPT 0QZ4C C @ 97.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $187K | – | 0.00 | |
| SOFR 90DAY FUT OPT 2QM4C C @ 96 06-14-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-199K | – | -0.00 | |
| SOFR 90DAY FUT OPT 2QZ4C C @ 96.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-174K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRH5C C @ 97 03-14-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $281K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRH5C C @ 98 03-14-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-109K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4C C @ 95.75 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-180K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4C C @ 97.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $62K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 94.375 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $356K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 95.25 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-899K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 95.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-7M | – | -0.03 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 96 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $6M | – | 0.03 | |
| SOFR 90DAY FUT SFRM5 09-16-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $225K | – | 0.00 | |
| SOFR 90DAY FUT SFRU4 12-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| SOFR 90DAY FUT SFRZ4 03-18-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-3M | – | -0.02 | |
| SOFR 90DAY FUT SFRZ5 03-17-26 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-21K | – | -0.00 | |
| TVA BOND 0.75% 05-15-25 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $13M | – | 0.06 |
| TVA BOND 2.875% 02-01-27 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $5M | – | 0.02 |
| TVA BOND 4.65% 06-15-35 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $4M | – | 0.02 |
| TVA BOND 4.875% 01-15-48 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $3M | – | 0.02 |
| TVA BOND 5.88% 04-01-36 (TENNESSEE VALLEY AUTHORITY) | Long | Debt | US | $4M | – | 0.02 |
| TVA SOUTHAVEN STRUCTURED SR SEC 1ST LIEN SF 3.846% 08-15-33 (SOUTHAVEN COMBINED CYCLE GENERATION LLC) | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY BILL 0.0% 06-20-24 | Long | Debt | US | $150M | – | 0.71 |
| UNITED STATES TREASURY BILL 0.0% 06-27-24 | Long | Debt | US | $100M | – | 0.47 |
| UNITED STATES TREASURY BILL 0.0% 07-11-24 | Long | Debt | US | $99M | – | 0.47 |
| UNITED STATES TREASURY BILL 0.0% 07-23-24 | Long | Debt | US | $347M | – | 1.65 |
| UNITED STATES TREASURY BILL 0.0% 07-30-24 | Long | Debt | US | $397M | – | 1.88 |
| UNITED STATES TREASURY BILL 0.0% 08-27-24 | Long | Debt | US | $148M | – | 0.70 |
| UNITED STATES TREASURY BILL 0.0% 08-29-24 | Long | Debt | US | $197M | – | 0.94 |
| UNITED STATES TREASURY BILL 0.0% 09-19-24 | Long | Debt | US | $148M | – | 0.70 |
| UNITED STATES TREASURY BILL 0.0% 11-29-24 | Long | Debt | US | $146M | – | 0.69 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-32 | Long | Debt | US | $51M | – | 0.24 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51 | Long | Debt | US | $40M | – | 0.19 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-52 | Long | Debt | US | $20M | – | 0.10 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-25 | Long | Debt | US | $98M | – | 0.47 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-26 | Long | Debt | US | $41M | – | 0.19 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-27 | Long | Debt | US | $43M | – | 0.20 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-24 | Long | Debt | US | $361.89 | – | 0.00 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26 | Long | Debt | US | $91M | – | 0.43 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 02-15-50 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 01-15-26 | Long | Debt | US | $254.44 | – | 0.00 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 02-15-43 | Long | Debt | US | $35M | – | 0.16 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53 | Long | Debt | US | $20M | – | 0.10 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54 | Long | Debt | US | $9M | – | 0.04 |
| UNITED STATES TREASURY NOTE 0.25% 08-31-25 | Long | Debt | US | $71M | – | 0.34 |
| UNITED STATES TREASURY NOTE 0.375% 01-31-26 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 0.375% 09-30-27 | Long | Debt | US | $39M | – | 0.19 |
| UNITED STATES TREASURY NOTE 0.375% 11-30-25 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 0.375% 12-31-25 | Long | Debt | US | $33M | – | 0.15 |
| UNITED STATES TREASURY NOTE 0.5% 04-30-27 | Long | Debt | US | $15M | – | 0.07 |
| UNITED STATES TREASURY NOTE 0.5% 05-31-27 | Long | Debt | US | $28M | – | 0.13 |
| UNITED STATES TREASURY NOTE 0.5% 06-30-27 | Long | Debt | US | $12M | – | 0.06 |
| UNITED STATES TREASURY NOTE 0.5% 08-31-27 | Long | Debt | US | $51M | – | 0.24 |
| UNITED STATES TREASURY NOTE 0.5% 10-31-27 | Long | Debt | US | $16M | – | 0.08 |
| UNITED STATES TREASURY NOTE 0.625% 05-15-30 | Long | Debt | US | $25M | – | 0.12 |
| UNITED STATES TREASURY NOTE 0.625% 08-15-30 | Long | Debt | US | $11M | – | 0.05 |
| UNITED STATES TREASURY NOTE 0.625% 11-30-27 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 0.75% 04-30-26 | Long | Debt | US | $28M | – | 0.13 |
| UNITED STATES TREASURY NOTE 0.875% 09-30-26 | Long | Debt | US | $366K | – | 0.00 |
| UNITED STATES TREASURY NOTE 1.125% 05-15-40 | Long | Debt | US | $18M | – | 0.09 |
| UNITED STATES TREASURY NOTE 1.125% 08-15-40 | Long | Debt | US | $33M | – | 0.15 |
| UNITED STATES TREASURY NOTE 1.125% 08-31-28 | Long | Debt | US | $43M | – | 0.21 |
| UNITED STATES TREASURY NOTE 1.25% 03-31-28 | Long | Debt | US | $26M | – | 0.12 |
| UNITED STATES TREASURY NOTE 1.25% 05-15-50 | Long | Debt | US | $61M | – | 0.29 |
| UNITED STATES TREASURY NOTE 1.25% 05-31-28 | Long | Debt | US | $6M | – | 0.03 |
| UNITED STATES TREASURY NOTE 1.25% 06-30-28 | Long | Debt | US | $112M | – | 0.53 |
| UNITED STATES TREASURY NOTE 1.25% 12-31-26 | Long | Debt | US | $32M | – | 0.15 |
| UNITED STATES TREASURY NOTE 1.375% 08-15-50 | Long | Debt | US | $36M | – | 0.17 |
| UNITED STATES TREASURY NOTE 1.375% 08-31-26 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.375% 11-15-31 | Long | Debt | US | $16M | – | 0.08 |
| UNITED STATES TREASURY NOTE 1.375% 11-15-40 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.625% 05-15-31 | Long | Debt | US | $33M | – | 0.16 |
| UNITED STATES TREASURY NOTE 1.625% 11-15-50 | Long | Debt | US | $157M | – | 0.75 |
| UNITED STATES TREASURY NOTE 1.75% 01-31-29 | Long | Debt | US | $22M | – | 0.11 |
| UNITED STATES TREASURY NOTE 1.75% 06-30-24 | Long | Debt | US | $38M | – | 0.18 |
| UNITED STATES TREASURY NOTE 1.75% 08-15-41 | Long | Debt | US | $41M | – | 0.19 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-32 | Long | Debt | US | $14M | – | 0.07 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-41 | Long | Debt | US | $31M | – | 0.15 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-51 | Long | Debt | US | $24M | – | 0.11 |
| UNITED STATES TREASURY NOTE 1.875% 02-28-27 | Long | Debt | US | $23M | – | 0.11 |
| UNITED STATES TREASURY NOTE 1.875% 11-15-51 | Long | Debt | US | $12M | – | 0.06 |
| UNITED STATES TREASURY NOTE 2.0% 02-15-50 | Long | Debt | US | $37M | – | 0.17 |
| UNITED STATES TREASURY NOTE 2.0% 08-15-51 | Long | Debt | US | $42M | – | 0.20 |
| UNITED STATES TREASURY NOTE 2.125% 11-30-24 | Long | Debt | US | $492K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.25% 02-15-52 | Long | Debt | US | $313K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.25% 05-15-41 | Long | Debt | US | $32M | – | 0.15 |
| UNITED STATES TREASURY NOTE 2.25% 11-15-24 | Long | Debt | US | $18M | – | 0.08 |
| UNITED STATES TREASURY NOTE 2.25% 11-15-25 | Long | Debt | US | $14M | – | 0.07 |
| UNITED STATES TREASURY NOTE 2.375% 02-15-42 | Long | Debt | US | $15M | – | 0.07 |
| UNITED STATES TREASURY NOTE 2.375% 05-15-27 | Long | Debt | US | $20M | – | 0.10 |
| UNITED STATES TREASURY NOTE 2.375% 05-15-51 | Long | Debt | US | $65M | – | 0.31 |
| UNITED STATES TREASURY NOTE 2.5% 02-15-45 | Long | Debt | US | $42M | – | 0.20 |
| UNITED STATES TREASURY NOTE 2.5% 02-15-46 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.625% 05-31-27 | Long | Debt | US | $29M | – | 0.14 |
| UNITED STATES TREASURY NOTE 2.625% 07-31-29 | Long | Debt | US | $58M | – | 0.28 |
| UNITED STATES TREASURY NOTE 2.75% 04-30-27 | Long | Debt | US | $46M | – | 0.22 |
| UNITED STATES TREASURY NOTE 2.75% 05-15-25 | Long | Debt | US | $244K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.75% 07-31-27 | Long | Debt | US | $108M | – | 0.51 |
| UNITED STATES TREASURY NOTE 2.75% 08-15-32 | Long | Debt | US | $7M | – | 0.03 |
| UNITED STATES TREASURY NOTE 2.75% 08-15-42 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.75% 08-15-47 | Long | Debt | US | $6M | – | 0.03 |
| UNITED STATES TREASURY NOTE 2.75% 11-15-42 | Long | Debt | US | $8M | – | 0.04 |
| UNITED STATES TREASURY NOTE 2.75% 11-15-47 | Long | Debt | US | $5M | – | 0.03 |
| UNITED STATES TREASURY NOTE 2.875% 04-30-29 | Long | Debt | US | $22M | – | 0.10 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-43 | Long | Debt | US | $8M | – | 0.04 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-52 | Long | Debt | US | $21M | – | 0.10 |
| UNITED STATES TREASURY NOTE 2.875% 05-31-25 | Long | Debt | US | $489K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.875% 08-15-45 | Long | Debt | US | $75K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.0% 02-15-47 | Long | Debt | US | $26M | – | 0.13 |
| UNITED STATES TREASURY NOTE 3.0% 02-15-48 | Long | Debt | US | $16M | – | 0.08 |
| UNITED STATES TREASURY NOTE 3.0% 02-15-49 | Long | Debt | US | $4M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.0% 05-15-42 | Long | Debt | US | $13M | – | 0.06 |
| UNITED STATES TREASURY NOTE 3.0% 05-15-45 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.0% 07-15-25 | Long | Debt | US | $992K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.0% 08-15-48 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.0% 09-30-25 | Long | Debt | US | $27M | – | 0.13 |
| UNITED STATES TREASURY NOTE 3.0% 10-31-25 | Long | Debt | US | $277K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.125% 05-15-48 | Long | Debt | US | $5M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.125% 08-15-25 | Long | Debt | US | $31M | – | 0.15 |
| UNITED STATES TREASURY NOTE 3.125% 11-15-41 | Long | Debt | US | $81K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.25% 05-15-42 | Long | Debt | US | $30M | – | 0.14 |
| UNITED STATES TREASURY NOTE 3.25% 06-30-29 | Long | Debt | US | $6M | – | 0.03 |
| UNITED STATES TREASURY NOTE 3.375% 05-15-44 | Long | Debt | US | $4M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.375% 08-15-42 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.5% 01-31-30 | Long | Debt | US | $54M | – | 0.26 |
| UNITED STATES TREASURY NOTE 3.5% 02-15-33 | Long | Debt | US | $260M | – | 1.23 |
| UNITED STATES TREASURY NOTE 3.5% 04-30-28 | Long | Debt | US | $114M | – | 0.54 |
| UNITED STATES TREASURY NOTE 3.5% 09-15-25 | Long | Debt | US | $10M | – | 0.05 |
| UNITED STATES TREASURY NOTE 3.625% 02-15-53 | Long | Debt | US | $7M | – | 0.03 |
| UNITED STATES TREASURY NOTE 3.625% 05-31-28 | Long | Debt | US | $85M | – | 0.40 |
| UNITED STATES TREASURY NOTE 3.75% 05-31-30 | Long | Debt | US | $34M | – | 0.16 |
| UNITED STATES TREASURY NOTE 3.75% 12-31-28 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.75% 12-31-30 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.875% 02-15-43 | Long | Debt | US | $11M | – | 0.05 |
| UNITED STATES TREASURY NOTE 3.875% 05-15-43 | Long | Debt | US | $18M | – | 0.08 |
| UNITED STATES TREASURY NOTE 3.875% 08-15-33 | Long | Debt | US | $177M | – | 0.84 |
| UNITED STATES TREASURY NOTE 3.875% 09-30-29 | Long | Debt | US | $9M | – | 0.04 |
| UNITED STATES TREASURY NOTE 3.875% 11-30-27 | Long | Debt | US | $43M | – | 0.20 |
| UNITED STATES TREASURY NOTE 3.875% 12-31-27 | Long | Debt | US | $162M | – | 0.77 |
| UNITED STATES TREASURY NOTE 3.875% 12-31-29 | Long | Debt | US | $6M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.0% 01-31-29 | Long | Debt | US | $12M | – | 0.06 |
| UNITED STATES TREASURY NOTE 4.0% 02-15-34 | Long | Debt | US | $33M | – | 0.16 |
| UNITED STATES TREASURY NOTE 4.0% 02-28-30 | Long | Debt | US | $9M | – | 0.04 |
| UNITED STATES TREASURY NOTE 4.0% 02-29-28 | Long | Debt | US | $45M | – | 0.22 |
| UNITED STATES TREASURY NOTE 4.0% 06-30-28 | Long | Debt | US | $83M | – | 0.39 |
| UNITED STATES TREASURY NOTE 4.0% 07-31-30 | Long | Debt | US | $8M | – | 0.04 |
| UNITED STATES TREASURY NOTE 4.0% 11-15-52 | Long | Debt | US | $10M | – | 0.05 |
| UNITED STATES TREASURY NOTE 4.125% 07-31-28 | Long | Debt | US | $220M | – | 1.05 |
| UNITED STATES TREASURY NOTE 4.125% 08-15-53 | Long | Debt | US | $51M | – | 0.24 |
| UNITED STATES TREASURY NOTE 4.125% 09-30-27 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.25% 01-31-26 | Long | Debt | US | $419M | – | 1.99 |
| UNITED STATES TREASURY NOTE 4.25% 02-15-54 | Long | Debt | US | $11M | – | 0.05 |
| UNITED STATES TREASURY NOTE 4.25% 02-28-31 | Long | Debt | US | $8M | – | 0.04 |
| UNITED STATES TREASURY NOTE 4.25% 05-31-25 | Long | Debt | US | $80M | – | 0.38 |
| UNITED STATES TREASURY NOTE 4.25% 12-31-25 | Long | Debt | US | $232M | – | 1.10 |
| UNITED STATES TREASURY NOTE 4.375% 05-15-34 | Long | Debt | US | $65M | – | 0.31 |
| UNITED STATES TREASURY NOTE 4.375% 08-15-43 | Long | Debt | US | $9M | – | 0.04 |
| UNITED STATES TREASURY NOTE 4.375% 08-31-28 | Long | Debt | US | $16M | – | 0.08 |
| UNITED STATES TREASURY NOTE 4.375% 11-30-28 | Long | Debt | US | $219M | – | 1.04 |
| UNITED STATES TREASURY NOTE 4.375% 11-30-30 | Long | Debt | US | $35M | – | 0.17 |
| UNITED STATES TREASURY NOTE 4.375% 12-15-26 | Long | Debt | US | $113M | – | 0.54 |
| UNITED STATES TREASURY NOTE 4.5% 02-15-44 | Long | Debt | US | $31M | – | 0.15 |
| UNITED STATES TREASURY NOTE 4.5% 03-31-26 | Long | Debt | US | $20M | – | 0.09 |
| UNITED STATES TREASURY NOTE 4.5% 05-31-29 | Long | Debt | US | $22M | – | 0.10 |
| UNITED STATES TREASURY NOTE 4.5% 07-15-26 | Long | Debt | US | $172M | – | 0.82 |
| UNITED STATES TREASURY NOTE 4.5% 11-15-25 | Long | Debt | US | $453K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.5% 11-30-24 | Long | Debt | US | $41M | – | 0.19 |
| UNITED STATES TREASURY NOTE 4.625% 02-15-40 | Long | Debt | US | $583K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.625% 02-28-25 | Long | Debt | US | $484M | – | 2.30 |
| UNITED STATES TREASURY NOTE 4.625% 02-28-26 | Long | Debt | US | $129M | – | 0.61 |
| UNITED STATES TREASURY NOTE 4.625% 05-15-54 | Long | Debt | US | $34M | – | 0.16 |
| UNITED STATES TREASURY NOTE 4.625% 09-15-26 | Long | Debt | US | $134M | – | 0.64 |
| UNITED STATES TREASURY NOTE 4.625% 09-30-28 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.625% 09-30-30 | Long | Debt | US | $195M | – | 0.93 |
| UNITED STATES TREASURY NOTE 4.625% 11-15-26 | Long | Debt | US | $20M | – | 0.10 |
| UNITED STATES TREASURY NOTE 4.75% 07-31-25 | Long | Debt | US | $78M | – | 0.37 |
| UNITED STATES TREASURY NOTE 4.75% 11-15-53 | Long | Debt | US | $110M | – | 0.52 |
| UNITED STATES TREASURY NOTE 4.875% 04-30-26 | Long | Debt | US | $130M | – | 0.62 |
| UNITED STATES TREASURY NOTE 4.875% 10-31-30 | Long | Debt | US | $122M | – | 0.58 |
| UNITED STATES TREASURY NOTE 5.0% 05-15-37 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 5.0% 08-31-25 | Long | Debt | US | $28M | – | 0.13 |
| UNITED STATES TREASURY NOTE 5.0% 09-30-25 | Long | Debt | US | $44M | – | 0.21 |
| UNITED STATES TREASURY STRIP COUPON 0.0% 11-15-40 | Long | Debt | US | $7M | – | 0.03 |
| UST 10YR FUT TYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $1M | – | 0.01 | |
| UST 10YR FUT ULTRA UXYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| UST 20YR FUT USU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $11M | – | 0.05 | |
| UST 2YR FUT TUU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| UST 30YR FUT ULTRA WNU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-4M | – | -0.02 | |
| UST 5YR FUT FVU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-7M | – | -0.04 |
Address
AMERICAN FUNDS INCOME SERIES
333 South Hope Street
55th Floor
Los Angeles
California
90071
United States of America
Websites
Directors
Alexandra Trower
Francisco G. Cigarroa
Jennifer C. Feikin
Karl J. Zeile
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
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
American Funds Service Company
Admins
Capital Research and Management Company
Brokers
N/A