Mutual Fund Database

Fidelity Group of Funds > Fidelity Garrison Street Trust

VIP Investment Grade Central Fund

Series ID: S000013236
LEI: OWUVAQDA1170JQA75H59
SEC CIK: 803013
$2.70B Avg Monthly Net Assets
$3.71B Total Assets
$744.30M Total Liabilities
$2.97B Net Assets
VIP Investment Grade Central Fund is a Mutual Fund in Fidelity Garrison Street Trust from Fidelity Group of Funds, based in Massachusetts, United States of America. The fund has one share class and monthly net assets of $2.70B. On August 27th, 2024 it reported 1,936 holdings, the largest being Fidelity Revere Street Trust (7.0%), UST NOTES (4.1%) and FNMA/FHLG TBA ISSUER (3.9%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
VIP Investment Grade Central Fund C000035576 Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.59% (Max)-4.21% (Min)

Holdings

From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.
Name Profile Category Country Value $USD # Shares % of Fund
AASET 2018-1A A 3.844% 1/38 144A (AASET 2018-1 TR) Long ABS-collateralized bond/debt obligation US $482K – 0.02
AASET 2019-1 TRUST 3.844% 05/15/2039 144A Long ABS-collateralized bond/debt obligation US $150K – 0.01
AASET 2019-2 B TR 4.458% 10/16/2039 144A (AASET 2019-2 TR) Long ABS-collateralized bond/debt obligation US $164K – 0.01
AASET 2019-2 TR 3.376% 10/16/2039 144A Long ABS-collateralized bond/debt obligation US $1M – 0.03
AASET 2021-1 TR 2.95% 11/16/2041 144A Long ABS-collateralized bond/debt obligation US $1M – 0.04
AASET 2021-2 TR 2.798% 01/15/2047 144A Long ABS-collateralized bond/debt obligation US $3M – 0.09
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A Long ABS-collateralized bond/debt obligation US $2M – 0.06
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A Long ABS-collateralized bond/debt obligation US $2M – 0.05
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024 Long Debt IE $874K – 0.03
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 Long Debt IE $1M – 0.04
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032 Long Debt IE $1M – 0.04
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.5% 01/15/2025 Long Debt IE $3M – 0.08
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028 Long Debt IE $1M – 0.04
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026 Long Debt IE $941K – 0.03
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 Long Debt IE $4M – 0.14
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025 Long Debt IE $1M – 0.04
AES CORP 2.45% 01/15/2031 Long Debt US $554K – 0.02
AES CORP 3.3% 07/15/2025 144A Long Debt US $3M – 0.09
AES CORP 3.95% 07/15/2030 144A Long Debt US $2M – 0.07
AFFILIATED MANAGERS GROUP INC 3.5% 08/01/2025 Long Debt US $559K – 0.02
AIA GROUP LTD 3.2% 09/16/2040 144A Long Debt HK $782K – 0.03
AIA GROUP LTD 3.375% 04/07/2030 144A Long Debt HK $2M – 0.07
AIMCO CLO 11 LTD TSFR3M+139.161 10/17/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.04
AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A TSFR3M+125.161 04/20/2034 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.11
AIMCO CLO 22 LTD / AIMCO CLO 22 LLC TSFR3M+150 04/25/2037 144A Long ABS-collateralized bond/debt obligation JE $4M – 0.14
AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC TSFR3M+150 04/16/2037 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.09
AIMCO CLO SERIE 2015-AA AR2 TSFR3M+140.161 10/17/2034 144A (AIMCO CLO SERIES 2015-A) Long ABS-collateralized bond/debt obligation KY $2M – 0.08
AIR LEASE CORP 3.375% 07/01/2025 Long Debt US $2M – 0.07
AIR LEASE CORP 4.25% 09/15/2024 Long Debt US $1M – 0.04
ALABAMA POWER CO 3.05% 03/15/2032 (ALABAMA POWER and LIGHT) Long Debt US $2M – 0.06
ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030 (ALEXANDRIA REAL ESTATE EQUITIES INC) Long Debt US $1M – 0.04
ALLEGRO CLO LTD TSFR3M+140.161 07/20/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.05
ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC TSFR3M+150 07/20/2035 144A Long ABS-collateralized bond/debt obligation XX $2M – 0.06
ALLY FINL INC 5.125% 09/30/2024 (ALLY FINANCIAL INC) Long Debt US $654K – 0.02
ALLY FINL INC 5.8% 05/01/2025 (ALLY FINANCIAL INC) Long Debt US $2M – 0.05
ALLY FINL INC 6.7% 02/14/2033 (ALLY FINANCIAL INC) Long Debt US $5M – 0.17
ALLY FINL INC 7.1% 11/15/2027 (ALLY FINANCIAL INC) Long Debt US $3M – 0.09
ALLY FINL INC 8% 11/01/2031 (ALLY FINANCIAL INC) Long Debt US $915K – 0.03
ALTRIA GROUP INC 4.25% 08/09/2042 Long Debt US $1M – 0.05
ALTRIA GROUP INC 4.5% 05/02/2043 Long Debt US $931K – 0.03
ALTRIA GROUP INC 4.8% 02/14/2029 Long Debt US $306K – 0.01
ALTRIA GROUP INC 5.95% 02/14/2049 Long Debt US $399K – 0.01
AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031 Long Debt US $188K – 0.01
AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032 Long Debt US $865K – 0.03
AMERICAN HOMES 4 RENT LP 5.5% 07/15/2034 Long Debt US $3M – 0.10
AMGEN INC 5.15% 03/02/2028 Long Debt US $1M – 0.05
AMGEN INC 5.25% 03/02/2030 Long Debt US $1M – 0.05
AMGEN INC 5.25% 03/02/2033 Long Debt US $2M – 0.05
AMGEN INC 5.6% 03/02/2043 Long Debt US $1M – 0.05
AMGEN INC 5.65% 03/02/2053 Long Debt US $701K – 0.02
AMGEN INC 5.75% 03/02/2063 Long Debt US $1M – 0.04
ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030 (ANHEUSER BUSCH INBEV WORLDWIDE INC) Long Debt US $1M – 0.04
ANHEUSER BUSCH INBEV WORLD INC 4.75% 04/15/2058 (ANHEUSER BUSCH INBEV WORLDWIDE INC) Long Debt US $2M – 0.05
ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059 (ANHEUSER BUSCH INBEV WORLDWIDE INC) Long Debt US $4M – 0.12
APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A Long ABS-collateralized bond/debt obligation US $328K – 0.01
ARES CAPITAL CORP 3.875% 01/15/2026 Long Debt US $4M – 0.12
ARES CLO 2019-54A AR TSFR3M+127 10/15/2032 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.09
ARES LIX CLO LTD 2021-59A A TSFR3M+129.161 04/25/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.04
ARES LN FDG V LTD TSFR3M+0 07/25/2037 144A Long ABS-collateralized bond/debt obligation JE $2M – 0.08
ARES LV CLO LTD 2020-55A A1R TSFR3M+139.161 07/15/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.07
ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A (ARES LVIII CLO LTD / ARES LVIII CLO LLC) Long ABS-collateralized bond/debt obligation KY $3M – 0.09
ARES XLI CLO LTD / ARES XLI CLO LLC TSFR3M+133.161 04/15/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.07
AT and T INC 2.55% 12/01/2033 Long Debt US $4M – 0.12
AT and T INC 3.8% 12/01/2057 Long Debt US $3M – 0.11
AT and T INC 4.3% 02/15/2030 Long Debt US $823K – 0.03
AT and T INC 4.75% 05/15/2046 Long Debt US $4M – 0.14
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A Long Debt US $4M – 0.14
ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A Long Debt US $2M – 0.07
AUTONATION INC DEL 4.75% 06/01/2030 Long Debt US $224K – 0.01
AUTOZONE INC 3.625% 04/15/2025 Long Debt US $345K – 0.01
AUTOZONE INC 4% 04/15/2030 Long Debt US $2M – 0.05
AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A Long Debt KY $471K – 0.02
AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A Long Debt KY $1M – 0.05
AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A Long Debt KY $2M – 0.08
BABSON CLO LTD/CAYMAN ISLANDS 2020-1A AR TSFR3M+141.161 10/15/2036 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.04
BAE SYSTEMS PLC 3.4% 04/15/2030 144A Long Debt GB $630K – 0.02
BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A Long ABS-mortgage backed security US $1M – 0.04
BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A Long ABS-mortgage backed security US $228K – 0.01
BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A Long ABS-mortgage backed security US $79K – 0.00
BAMLL COML MTG SECS TR 2022-DKLX C VAR 01/15/2039 144A Long ABS-mortgage backed security US $188K – 0.01
BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A Long ABS-mortgage backed security US $1M – 0.05
BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+155 01/15/2039 144A Long ABS-mortgage backed security US $263K – 0.01
BANK 2018-BNK10 3.688% 02/15/2061 Long ABS-mortgage backed security US $111K – 0.00
BANK 2019-BN21 A5 2.851% 10/17/2052 (BANK 2019-BNK21) Long ABS-mortgage backed security US $177K – 0.01
BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032 Long Debt US $4M – 0.13
BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028 Long Debt US $5M – 0.18
BANK OF AMERICA CORPORATION 3.5% 04/19/2026 Long Debt US $1M – 0.05
BANK OF AMERICA CORPORATION 3.95% 04/21/2025 Long Debt US $1M – 0.04
BANK OF AMERICA CORPORATION 4.2% 08/26/2024 Long Debt US $6M – 0.21
BANK OF AMERICA CORPORATION 4.25% 10/22/2026 Long Debt US $1M – 0.04
BANK OF AMERICA CORPORATION 4.45% 03/03/2026 Long Debt US $457K – 0.02
BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033 Long Debt US $17M – 0.56
BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035 Long Debt US $1M – 0.05
BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030 Long Debt GB $2M – 0.07
BARCLAYS PLC 5.2% 05/12/2026 Long Debt GB $2M – 0.06
BARCLAYS PLC 5.829%/VAR 05/09/2027 Long Debt GB $3M – 0.09
BARCLAYS PLC 6.224%/VAR 05/09/2034 Long Debt GB $2M – 0.08
BARCLAYS PLC 6.41% 09/13/2029 Long Debt GB $665K – 0.02
BARCLAYS PLC 6.9% 09/13/2034 Long Debt GB $3M – 0.12
BARINGS CLO LTD 2020-IV TSFR3M+148.161 01/20/2032 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.06
BARINGS CLO LTD 2021-1A A TSFR3M+128.161 04/25/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.08
BARINGS CLO LTD 2023-IV TSFR3M+175 01/20/2037 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.11
BAT CAPITAL CORP 6.421% 08/02/2033 Long Debt US $1M – 0.04
BAYER US FIN II LLC 4.25% 12/15/2025 144A (BAYER US FINANCE II LLC) Long Debt US $1M – 0.04
BBCMS MORTGAGE TRUST 2023-C21 A3 CSTR 09/15/2056 Long ABS-mortgage backed security US $1M – 0.05
BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.09
BENCHMARK 2018-B8 A5 MORTGAGE TRUST 4.2317% 01/15/2052 (BENCHMARK 2018-B8 MTG TR) Long ABS-mortgage backed security US $3M – 0.09
BENCHMARK 2019-B10 MORTGAGE TRUST 3.717% 03/15/2062 (BENCHMARK 2019-B10 MTG TR) Long ABS-mortgage backed security US $363K – 0.01
BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051 (BENCHMARK 2018-B4 MTG TR) Long ABS-mortgage backed security US $400K – 0.01
BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025 Long Debt US $4M – 0.13
BETHP 2021 TSFR3M+139.161 01/15/2035 144A Long ABS-collateralized bond/debt obligation US $2M – 0.07
BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A (BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA) Long ABS-collateralized bond/debt obligation KY $1M – 0.04
BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A Long ABS-collateralized bond/debt obligation US $2M – 0.06
BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 Long Debt US $5M – 0.17
BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 Long Debt US $3M – 0.09
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A (BLP COML MTG 2024-INDS) Long ABS-mortgage backed security US $1M – 0.04
BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A Long ABS-mortgage backed security US $577K – 0.02
BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A Long ABS-mortgage backed security US $817K – 0.03
BNP PARIBAS 2.219%/VAR 06/09/2026 144A Long Debt FR $2M – 0.08
BOEING CO 5.04% 05/01/2027 Long Debt US $889K – 0.03
BOEING CO 5.15% 05/01/2030 Long Debt US $873K – 0.03
BOEING CO 5.705% 05/01/2040 Long Debt US $848K – 0.03
BOEING CO 5.805% 05/01/2050 Long Debt US $829K – 0.03
BOEING CO 5.93% 05/01/2060 Long Debt US $812K – 0.03
BOEING CO 6.259% 05/01/2027 144A Long Debt US $649K – 0.02
BOEING CO 6.298% 05/01/2029 144A Long Debt US $839K – 0.03
BOEING CO 6.388% 05/01/2031 144A Long Debt US $637K – 0.02
BOEING CO 6.528% 05/01/2034 144A Long Debt US $686K – 0.02
BOEING CO 6.858% 05/01/2054 144A Long Debt US $1M – 0.03
BOEING CO 7.008% 05/01/2064 144A Long Debt US $975K – 0.03
BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031 (BOSTON PPTY LTD PARTNERSHIP) Long Debt US $1M – 0.03
BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028 (BOSTON PPTY LTD PARTNERSHIP) Long Debt US $1M – 0.04
BOSTON PPTYS LTD PARTNERSHIP 6.75% 12/01/2027 (BOSTON PPTY LTD PARTNERSHIP) Long Debt US $2M – 0.06
BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A Long ABS-mortgage backed security US $5M – 0.17
BPR TRUST 2022 TSFR1M+229.667 04/15/2024 144A Long ABS-mortgage backed security US $1M – 0.05
BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027 Long Debt US $1M – 0.04
BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029 Long Debt US $2M – 0.05
BRANDYWINE OPER PARTNERSHIP LP 8.05% 03/15/2028 Long Debt US $2M – 0.08
BRISTOL PARK CLO LTD 2016 TSFR3M+125.161 04/15/2029 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.04
BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030 Long Debt US $1M – 0.05
BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029 Long Debt US $1M – 0.05
BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026 Long Debt US $1M – 0.05
BROADCOM INC 1.95% 02/15/2028 144A Long Debt US $457K – 0.02
BROADCOM INC 2.45% 02/15/2031 144A Long Debt US $4M – 0.12
BROADCOM INC 2.6% 02/15/2033 144A Long Debt US $4M – 0.12
BROADCOM INC 3.5% 02/15/2041 144A Long Debt US $3M – 0.09
BROADCOM INC 3.75% 02/15/2051 144A Long Debt US $1M – 0.04
BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A (BMP 2024-MF23) Long ABS-mortgage backed security US $2M – 0.06
BX 2021-LBA TSFR1M+91.45 02/15/2036 144A Long ABS-mortgage backed security US $274K – 0.01
BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A Long ABS-mortgage backed security US $702K – 0.02
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A Long ABS-mortgage backed security US $4M – 0.15
BX 2024-CNYN TSFR1M+194.12 04/15/2029 144A Long ABS-mortgage backed security US $583K – 0.02
BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A Long ABS-mortgage backed security US $2M – 0.06
BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A Long ABS-mortgage backed security US $417K – 0.01
BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A Long ABS-mortgage backed security US $225K – 0.01
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A Long ABS-mortgage backed security US $4M – 0.13
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A Long ABS-mortgage backed security US $3M – 0.09
BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A Long ABS-mortgage backed security US $362K – 0.01
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A Long ABS-mortgage backed security US $7M – 0.22
BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A (BX COML MTG TR 2024-XL4) Long ABS-mortgage backed security US $1M – 0.04
BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A (BX COML MTG TR 2024-XL4) Long ABS-mortgage backed security US $2M – 0.05
BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A Long ABS-mortgage backed security US $771K – 0.03
BX COMMERCIAL MORTGAGE TRUST 2019-IMC B TSFR1M+141.448 04/15/2034 144A Long ABS-mortgage backed security US $988K – 0.03
BX COMMERCIAL MORTGAGE TRUST 2019-IMC C TSFR1M+171.448 04/15/2034 144A Long ABS-mortgage backed security US $649K – 0.02
BX COMMERCIAL MORTGAGE TRUST 2019-IMC D TSFR1M+201.448 04/15/2034 144A Long ABS-mortgage backed security US $680K – 0.02
BX COMMERCIAL MORTGAGE TRUST 2021 SR1M+156.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) Long ABS-mortgage backed security US $845K – 0.03
BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A Long ABS-mortgage backed security US $390K – 0.01
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A Long ABS-mortgage backed security US $520K – 0.02
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+141.278 21 10/15/2036 144A Long ABS-mortgage backed security US $501K – 0.02
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+206.198 21 10/15/2036 144A Long ABS-mortgage backed security US $2M – 0.06
BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A Long ABS-mortgage backed security US $3M – 0.09
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) Long ABS-mortgage backed security US $3M – 0.09
BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) Long ABS-mortgage backed security US $845K – 0.03
BX COMMERCIAL MORTGAGE TRUST 22-LP2 TSFR1M+196.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) Long ABS-mortgage backed security US $844K – 0.03
BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A (BX TR 2021-LGCY) Long ABS-mortgage backed security US $2M – 0.06
BX TRUST 0.8% 06/15/2023 144A Long ABS-mortgage backed security US $211K – 0.01
BX TRUST 2022-IND A TSFR1M+139.8 04/15/2024 144A (BX COMMERCIAL MORTGAGE TRUST 2021-SOAR) Long ABS-mortgage backed security US $2M – 0.07
BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A Long ABS-mortgage backed security US $1M – 0.03
BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A Long ABS-mortgage backed security US $231K – 0.01
BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A Long ABS-mortgage backed security US $193K – 0.01
CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035 (CANADIAN NATURAL RESOURCES LTD) Long Debt CA $760K – 0.03
CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026 Long Debt US $1M – 0.05
CAPITAL ONE FINANCIAL CORP 3.273%/VAR 03/01/2030 Long Debt US $2M – 0.06
CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027 Long Debt US $4M – 0.13
CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028 Long Debt US $2M – 0.07
CAPITAL ONE FINANCIAL CORP 4.927/VAR 05/10/2028 Long Debt US $2M – 0.08
CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030 Long Debt US $3M – 0.09
CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029 Long Debt US $2M – 0.07
CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034 Long Debt US $3M – 0.09
CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026 Long Debt US $2M – 0.07
CARLYLE US CLO 2021-11A A1R LTD TSFR3M+141 07/25/2037 144A (CARLYLE US CLO 2021-11 LTD) Long ABS-collateralized bond/debt obligation KY $3M – 0.10
CARRIER GLOBAL CORP 5.9% 03/15/2034 Long Debt US $330K – 0.01
CARRIER GLOBAL CORP 6.2% 03/15/2054 Long Debt US $351K – 0.01
CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A Long ABS-collateralized bond/debt obligation US $322K – 0.01
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A Long ABS-collateralized bond/debt obligation US $985K – 0.03
CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A Long ABS-collateralized bond/debt obligation US $453K – 0.02
CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A Long ABS-collateralized bond/debt obligation US $248K – 0.01
CBRE SERVICES INC 2.5% 04/01/2031 Long Debt US $1M – 0.05
CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC TSFR3M+139.161 10/25/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.04
CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A Long ABS-collateralized bond/debt obligation US $2M – 0.08
CEDAR FUNDING LTD 23-17A A TSFR3M+185 07/20/2036 144A (CEDAR FDG XVII CLO LTD) Long ABS-collateralized bond/debt obligation KY $2M – 0.06
CEDAR FUNDING LTD TSFR3M+136.161 10/20/2032 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.05
CEDF 2016-6A ARR TSFR3M+131.161 04/20/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.06
CELANESE US HLDGS LLC 6.35% 11/15/2028 Long Debt US $1M – 0.05
CELANESE US HLDGS LLC 6.55% 11/15/2030 Long Debt US $1M – 0.05
CELANESE US HLDGS LLC 6.7% 11/15/2033 Long Debt US $859K – 0.03
CENOVUS ENERGY INC 3.75% 02/15/2052 Long Debt CA $2M – 0.06
CENOVUS ENERGY INC 5.25% 06/15/2037 Long Debt CA $965K – 0.03
CENT CLO 20 LTD / CENT CLO 20-29A AR TSFR3M+143.161 10/20/2034 144A (COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP) Long ABS-collateralized bond/debt obligation KY $2M – 0.07
CENTENE CORP 2.45% 07/15/2028 (CENTENE CORP DEL) Long Debt US $3M – 0.09
CENTENE CORP 2.625% 08/01/2031 (CENTENE CORP DEL) Long Debt US $1M – 0.04
CENTENE CORP 3.375% 02/15/2030 (CENTENE CORP DEL) Long Debt US $1M – 0.05
CENTENE CORP 4.25% 12/15/2027 (CENTENE CORP DEL) Long Debt US $2M – 0.06
CENTENE CORP 4.625% 12/15/2029 (CENTENE CORP DEL) Long Debt US $3M – 0.09
CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A Long ABS-mortgage backed security US $3M – 0.09
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.25% 01/15/2029 Long Debt US $940K – 0.03
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033 Long Debt US $946K – 0.03
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025 Long Debt US $270K – 0.01
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029 Long Debt US $817K – 0.03
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053 Long Debt US $640K – 0.02
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 Long Debt US $5M – 0.16
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063 Long Debt US $831K – 0.03
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029 Long Debt US $2M – 0.07
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045 Long Debt US $769K – 0.03
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034 Long Debt US $1M – 0.04
CIGNA GROUP (THE) 3.05% 10/15/2027 Long Debt US $922K – 0.03
CIGNA GROUP (THE) 4.375% 10/15/2028 Long Debt US $2M – 0.06
CIGNA GROUP (THE) 4.8% 08/15/2038 Long Debt US $1M – 0.04
CIGNA GROUP (THE) 4.9% 12/15/2048 Long Debt US $1M – 0.03
CITIGROUP INC 3.875% 03/26/2025 Long Debt US $3M – 0.10
CITIGROUP INC 4.3% 11/20/2026 Long Debt US $519K – 0.02
CITIGROUP INC 4.412%/VAR 03/31/2031 Long Debt US $3M – 0.10
CITIGROUP INC 4.45% 09/29/2027 Long Debt US $5M – 0.17
CITIGROUP INC 4.6% 03/09/2026 Long Debt US $662K – 0.02
CITIGROUP INC 4.91%/VAR 05/24/2033 Long Debt US $3M – 0.11
CITIGROUP INC 5.5% 09/13/2025 Long Debt US $2M – 0.06
CITIGROUP INC 6.174%/VAR 05/25/2034 Long Debt US $2M – 0.05
CITIGROUP INC 6.27/VAR 11/17/2033 Long Debt US $7M – 0.25
CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032 Long Debt US $1M – 0.04
CITIZENS FINANCIAL GRP INC 5.8410%/VAR 01/23/2030 Long Debt US $9M – 0.30
CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029 Long Debt US $925K – 0.03
CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 Long Debt US $4M – 0.13
COCA COLA CO 3.375% 03/25/2027 Long Debt US $2M – 0.06
COCA COLA CO 3.45% 03/25/2030 Long Debt US $995K – 0.03
COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP TSFR3M+157.161 01/20/2034 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.09
COLUMBIA CENT CLO 31A A1 LTD TSFR3M+146.161 04/20/2034 144A (COLUMBIA CENT CLO 31 LTD) Long ABS-collateralized bond/debt obligation KY $2M – 0.07
COLUMBIA PIPELINE GROUP INC 4.5% 06/01/2025 Long Debt US $405K – 0.01
COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A Long Debt US $402K – 0.01
COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A Long Debt US $1M – 0.04
COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A Long Debt US $330K – 0.01
COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A Long Debt US $602K – 0.02
COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A Long Debt US $362K – 0.01
COMCAST CORP 2.937% 11/01/2056 Long Debt US $1M – 0.04
COMCAST CORP 3.9% 03/01/2038 Long Debt US $279K – 0.01
COMCAST CORP 4.65% 07/15/2042 Long Debt US $698K – 0.02
COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A Long Debt AU $722K – 0.02
CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030 (CONSOLIDATED EDISON CO OF NEW YORK INC) Long Debt US $222K – 0.01
COOPERATIEVE RABOBANK UA 4.375% 08/04/2025 Long Debt NL $2M – 0.08
COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 Long Debt US $635K – 0.02
COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 Long Debt US $2M – 0.07
COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 Long Debt US $847K – 0.03
COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 Long Debt US $963K – 0.03
COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 Long Debt US $201K – 0.01
COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 Long Debt US $569K – 0.02
COREBRIDGE GLOBAL FUNDING 5.9% 09/19/2028 144A Long Debt US $2M – 0.06
CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026 (CORPOARATE OFFICE PPTYS LP) Long Debt US $482K – 0.02
CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031 (CORPOARATE OFFICE PPTYS LP) Long Debt US $421K – 0.01
CORPORATE OFFICE PPTYS LP 2% 01/15/2029 (CORPOARATE OFFICE PPTYS LP) Long Debt US $169K – 0.01
CSMC 2020-NET 2.2569% 08/15/2037 144A Long ABS-mortgage backed security US $504K – 0.02
CVS HEALTH CORP 3.625% 04/01/2027 Long Debt US $529K – 0.02
CVS HEALTH CORP 3% 08/15/2026 Long Debt US $183K – 0.01
CVS HEALTH CORP 4.78% 03/25/2038 Long Debt US $2M – 0.06
CVS HEALTH CORP 5.25% 01/30/2031 Long Debt US $452K – 0.02
CVS HEALTH CORP 5% 01/30/2029 Long Debt US $1M – 0.04
DB MASTER FIN LLC 21-1A A23 2.791% 11/20/2051 144A Long ABS-collateralized bond/debt obligation US $4M – 0.13
DCP MIDSTREAM OPER LP 5.6% 04/01/2044 (DCP MIDSTREAM OPERATING LP) Long Debt US $360K – 0.01
DCP MIDSTREAM OPER LP 6.45% 11/03/2036 144A (DCP MIDSTREAM OPERATING LP) Long Debt US $800K – 0.03
DCP MIDSTREAM OPER LP 6.75% 09/15/2037 144A (DCP MIDSTREAM OPERATING LP) Long Debt US $1M – 0.04
DELL INTL/EMC CORP 5.85% 07/15/2025 (DELL INTERNATIONAL LLC / EMC CORP) Long Debt US $398K – 0.01
DELL INTL/EMC CORP 6.02% 06/15/2026 (DELL INTERNATIONAL LLC / EMC CORP) Long Debt US $346K – 0.01
DELL INTL/EMC CORP 6.1% 07/15/2027 (DELL INTERNATIONAL LLC / EMC CORP) Long Debt US $748K – 0.03
DELL INTL/EMC CORP 6.2% 07/15/2030 (DELL INTERNATIONAL LLC / EMC CORP) Long Debt US $662K – 0.02
DEUTSCHE BANK AG 4.5% 04/01/2025 Long Debt DE $4M – 0.12
DEUTSCHE BANK AG NEW YORK BNCH 6.72/VAR 01/18/2029 Long Debt US $2M – 0.06
DISCOVER BANK 4.682%/VAR 08/09/2028 Long Debt US $846K – 0.03
DISCOVER FINANCIAL SVS 3.95% 11/06/2024 Long Debt US $867K – 0.03
DISCOVER FINANCIAL SVS 4.1% 02/09/2027 Long Debt US $841K – 0.03
DISCOVER FINANCIAL SVS 4.5% 01/30/2026 Long Debt US $1M – 0.05
DISCOVER FINANCIAL SVS 6.7% 11/29/2032 Long Debt US $560K – 0.02
DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 Long Debt US $938K – 0.03
DNKN 2017-1A A2II 4.03% 11/20/2047 144A (DB MASTER FIN LLC) Long ABS-collateralized bond/debt obligation US $2M – 0.06
DRYDEN 76 CLO LTD TSFR3M+141.161 10/20/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.08
DRYDEN 83 CLO LTD 2024-83A AR TSFR3M+153 04/18/2037 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.08
DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC TSFR3M+138 07/15/2037 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.08
DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC TSFR3M+141.161 10/15/2035 144A Long ABS-collateralized bond/debt obligation KY $4M – 0.12
DRYDEN 98 CLO LTD TSFR3M+130 04/20/2035 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.10
DRYDEN SENIOR LOAN FUND TSFR3M+113 02/20/2035 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.07
DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A Long ABS-mortgage backed security US $564K – 0.02
DUKE ENERGY CORP NEW 2.45% 06/01/2030 Long Debt US $733K – 0.02
DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A Long Debt US $341K – 0.01
DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A Long Debt US $1M – 0.04
EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC TSFR3M+151.161 01/15/2034 144A Long ABS-collateralized bond/debt obligation KY $445K – 0.02
EATON VANCE CLO 2019-1 LTD TSFR3M+151 07/15/2037 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.08
EATON VANCE CLO 2020-2 LTD TSFR3M+141.161 01/15/2035 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.08
ELANCO ANIMAL HEALTH INC VAR 08/28/2028 Long Debt US $415K – 0.01
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+123.468 02 11/15/2036 144A Long ABS-mortgage backed security US $1M – 0.03
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A Long ABS-mortgage backed security US $4M – 0.12
EMERA US FINANCE LP 3.55% 06/15/2026 Long Debt US $556K – 0.02
ENBRIDGE INC 4.25% 12/01/2026 Long Debt CA $531K – 0.02
ENERGY TRANSFER LP 3.75% 05/15/2030 Long Debt US $653K – 0.02
ENERGY TRANSFER LP 4.95% 06/15/2028 Long Debt US $1M – 0.04
ENERGY TRANSFER LP 5.25% 04/15/2029 Long Debt US $627K – 0.02
ENERGY TRANSFER LP 5.4% 10/01/2047 Long Debt US $370K – 0.01
ENERGY TRANSFER LP 5.8% 06/15/2038 Long Debt US $677K – 0.02
ENERGY TRANSFER LP 5% 05/15/2050 Long Debt US $2M – 0.06
ENERGY TRANSFER LP 6.25% 04/15/2049 Long Debt US $430K – 0.01
ENERGY TRANSFER LP 6% 06/15/2048 Long Debt US $435K – 0.01
ENTERGY CORP NEW 2.8% 06/15/2030 Long Debt US $765K – 0.03
ENTERPRISE PRODS OPER LLC 3.7% 02/15/2026 (ENTERPRISE PRODUCTS OPERATING LLC) Long Debt US $1M – 0.05
EQUITABLE HOLDINGS INC 4.35% 04/20/2028 Long Debt US $1M – 0.04
EQUITABLE HOLDINGS INC 4.572% 02/15/2029 144A Long Debt US $433K – 0.01
EXELON CORP 2.75% 03/15/2027 Long Debt US $421K – 0.01
EXELON CORP 3.35% 03/15/2032 Long Debt US $479K – 0.02
EXELON CORP 4.05% 04/15/2030 Long Debt US $501K – 0.02
EXELON CORP 4.1% 03/15/2052 Long Debt US $311K – 0.01
EXELON CORP 4.7% 04/15/2050 Long Debt US $201K – 0.01
EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A Long ABS-mortgage backed security US $624K – 0.02
EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A Long ABS-mortgage backed security US $1M – 0.04
EXTENDED STAY AMER TR 2021-ESH C TSFR1M+181.448 07/15/2038 144A Long ABS-mortgage backed security US $2M – 0.08
EXTENDED STAY AMER TR 2021-ESH D TSFR1M+236.448 07/15/2038 144A Long ABS-mortgage backed security US $931K – 0.03
FHLG 15YR 1.5% 01/01/2036#SB8083 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $573K – 0.02
FHLG 15YR 1.5% 02/01/2036#RC1756 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.05
FHLG 15YR 1.5% 02/01/2036#SB8088 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $17K – 0.00
FHLG 15YR 1.5% 03/01/2036#SB8092 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $14K – 0.00
FHLG 15YR 1.5% 04/01/2036#SB8097 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $18K – 0.00
FHLG 15YR 1.5% 05/01/2036#BR1069 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $19K – 0.00
FHLG 15YR 1.5% 06/36#SB8106 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $19K – 0.00
FHLG 15YR 1.5% 07/01/2036#SB8110 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $17K – 0.00
FHLG 15YR 1.5% 08/01/2035#SB8066 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4M – 0.14
FHLG 15YR 1.5% 08/01/2036#SB8114 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $15K – 0.00
FHLG 15YR 1.5% 11/01/2035#QN4142 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $22K – 0.00
FHLG 15YR 1.5% 11/01/2035#SB8073 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5M – 0.17
FHLG 15YR 1.5% 12/01/2035#SB8078 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.04
FHLG 15YR 2.5% 02/01/2035#QN1578 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $132K – 0.00
FHLG 15YR 2.5% 03/01/2033#G18680 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $75K – 0.00
FHLG 15YR 2.5% 03/01/2033#G18683 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $33K – 0.00
FHLG 15YR 2.5% 03/01/2037#RC2527 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $939K – 0.03
FHLG 15YR 2.5% 05/01/2033#G18687 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $9K – 0.00
FHLG 15YR 2.5% 07/01/2036#SB0535 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $867K – 0.03
FHLG 15YR 2.5% 08/01/2032#G18654 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $8K – 0.00
FHLG 15YR 2.5% 11/01/2032#G18665 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 15YR 2.5% 12/01/2032#G18669 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $381K – 0.01
FHLG 15YR 2% 05/01/2036#QN6400 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $715K – 0.02
FHLG 15YR 2% 06/01/2035#QN2461 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6M – 0.22
FHLG 15YR 2% 06/01/2036#SB8107 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.08
FHLG 15YR 3.5% 02/01/2034#G16752 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $147K – 0.00
FHLG 15YR 3.5% 04/01/2033#ZT1970 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.09
FHLG 15YR 3.5% 11/01/2033#G16677 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $14K – 0.00
FHLG 15YR 3.5% 11/01/2033#ZT1410 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.03
FHLG 15YR 3% 01/01/2033#J38387 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $32K – 0.00
FHLG 15YR 3% 01/01/2033#ZS8682 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $44K – 0.00
FHLG 15YR 3% 01/01/2034#J40154 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $48K – 0.00
FHLG 15YR 3% 02/01/2033#ZS8686 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $27K – 0.00
FHLG 15YR 3% 03/01/2033#G18681 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $53K – 0.00
FHLG 15YR 3% 03/01/2033#ZS8690 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $53K – 0.00
FHLG 15YR 3% 04/01/2033#G18684 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $25K – 0.00
FHLG 15YR 3% 04/01/2034#G16829 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $128K – 0.00
FHLG 15YR 3% 06/01/2031#J34571 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $9K – 0.00
FHLG 15YR 3% 06/01/2031#J34598 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6K – 0.00
FHLG 15YR 3% 06/01/2031#J34653 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $27K – 0.00
FHLG 15YR 3% 07/01/2032#J37270 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $10K – 0.00
FHLG 15YR 3% 08/01/2032#J37406 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 15YR 3% 08/01/2032#J37452 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $9K – 0.00
FHLG 15YR 3% 12/01/2032#J38057 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $66K – 0.00
FHLG 15YR 4.50% 7/25 #G13844 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3K – 0.00
FHLG 20YR 1.5% 02/01/2041#RB5099 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $89K – 0.00
FHLG 20YR 1.5% 03/01/2041#RB5104 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $90K – 0.00
FHLG 20YR 1.5% 04/01/2041#RB5107 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $91K – 0.00
FHLG 20YR 1.5% 12/01/2040#RB5089 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $52K – 0.00
FHLG 20YR 2.5% 01/01/2042#RB5142 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $192K – 0.01
FHLG 20YR 2.5% 06/01/2040#QK0306 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $56K – 0.00
FHLG 20YR 2.5% 10/01/2041#RB5132 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $96K – 0.00
FHLG 20YR 2% 02/01/2041#QK0646 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $62K – 0.00
FHLG 20YR 2% 02/01/2041#RB5100 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $220K – 0.01
FHLG 20YR 2% 03/01/2041#SC0136 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $108K – 0.00
FHLG 20YR 2% 04/01/2041# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $15K – 0.00
FHLG 20YR 2% 07/01/2041# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $16K – 0.00
FHLG 20YR 2% 07/01/2041#SC0162 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.05
FHLG 20YR 2% 10/01/2041#RB5131 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $17K – 0.00
FHLG 20YR 2% 11/01/2041#QK1180 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $528K – 0.02
FHLG 20YR 3.5% 02/34#G30703 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.10
FHLG 20YR 3.5% 05/01/2034#C91764 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $129K – 0.00
FHLG 20YR 3.5% 06/01/2032#C91456 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.05
FHLG 20YR 3.5% 08/01/2034#C91782 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $213K – 0.01
FHLG 20YR 3.5% 12/01/2033#C91737 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $112K – 0.00
FHLG 20YR 4.5% 10/01/2042#RB5189 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $839K – 0.03
FHLG 20YR 4.5% 12/01/2042#RB5198 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $519K – 0.02
FHLG 20YR 4% 05/01/2037#C91938 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $801K – 0.03
FHLG 3.0% 5/45#Q33470 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $8K – 0.00
FHLG 3.0% 7/45#Q34956 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 3.0% 8/45#Q35367 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $15K – 0.00
FHLG 3.0% 8/45#Q35372 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $14K – 0.00
FHLG 3.0% 8/45#Q35375 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $8K – 0.00
FHLG 3.0% 8/45#Q35578 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $9K – 0.00
FHLG 3.0% 8/45#Q35579 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $17K – 0.00
FHLG 3.5% 01/43 #Q16224 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 3.5% 02/43 #Q15869 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $58K – 0.00
FHLG 3.5% 02/43 #Q15871 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $23K – 0.00
FHLG 3.50% 10/42 #Q11886 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $68K – 0.00
FHLG 3.50% 4/42 #G06993 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $25K – 0.00
FHLG 3.50% 7/42 #Q09199 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $33K – 0.00
FHLG 3.50% 8/42 #Q10323 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $10K – 0.00
FHLG 3.50% 9/42 #Q11420 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3K – 0.00
FHLG 3% 2/1/43 #Q15788 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $17K – 0.00
FHLG 3% 2/43 #Q15438 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $165K – 0.01
FHLG 30YR 1.5% 04/01/2051#SD8139 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $8M – 0.28
FHLG 30YR 2.5% 01/01/2052#RA6620 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.03
FHLG 30YR 2.5% 01/01/2052#RA6622 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.04
FHLG 30YR 2.5% 02/01/2051#RA4575 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.11
FHLG 30YR 2.5% 02/01/2051#SD7535 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $491K – 0.02
FHLG 30YR 2.5% 03/01/2051#RA4749 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.10
FHLG 30YR 2.5% 04/01/2047#SD0978 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.04
FHLG 30YR 2.5% 05/01/2051#SD7540 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $468K – 0.02
FHLG 30YR 2.5% 08/01/2050#SD0430 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.07
FHLG 30YR 2.5% 08/01/2050#SD7523 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $502K – 0.02
FHLG 30YR 2.5% 11/01/2049#QA4396 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 30YR 2.5% 11/01/2050#SD7530 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.07
FHLG 30YR 2.5% 11/01/2051# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $138K – 0.00
FHLG 30YR 2.5% 12/01/2051#RA6434 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $870K – 0.03
FHLG 30YR 2.5% 12/01/2051#SD8183 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $298K – 0.01
FHLG 30YR 2.5% 12/51#RA6435 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.04
FHLG 30YR 2% 01/01/2051#RA4352 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.04
FHLG 30YR 2% 02/01/2052#RA6823 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.03
FHLG 30YR 2% 02/52#RA6820 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.08
FHLG 30YR 2% 03/01/2052#SD8199 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $208K – 0.01
FHLG 30YR 2% 05/01/2051#RA5287 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $70K – 0.00
FHLG 30YR 2% 05/01/2051#RA5288 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $163K – 0.01
FHLG 30YR 2% 05/51#QC1514 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $90K – 0.00
FHLG 30YR 2% 05/51#SD7541 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $800K – 0.03
FHLG 30YR 2% 06/01/2050#RA2677 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $393K – 0.01
FHLG 30YR 2% 07/51#QC4163 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $50K – 0.00
FHLG 30YR 2% 10/01/2051#RA6076 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.04
FHLG 30YR 2% 11/01/2051#RA6241 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.07
FHLG 30YR 2% 11/01/2051#RA6302 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $658K – 0.02
FHLG 30YR 2% 12/01/2051#RA6506 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $45K – 0.00
FHLG 30YR 2% 12/01/2051#RA6510 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $894K – 0.03
FHLG 30YR 3.0% 02/01/2043#Q15786 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $26K – 0.00
FHLG 30YR 3.0% 02/01/2043#Q15789 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $38K – 0.00
FHLG 30YR 3.0% 05/01/2045#Q33442 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $14K – 0.00
FHLG 30YR 3.0% 05/01/2045#Q33468 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 30YR 3.0% 06/01/2045#Q34030 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $35K – 0.00
FHLG 30YR 3.0% 06/01/2045#Q34103 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FHLG 30YR 3.0% 06/01/2045#Q34104 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $14K – 0.00
FHLG 30YR 3.0% 07/01/2045#Q34759 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $27K – 0.00
FHLG 30YR 3.0% 07/01/2045#Q34979 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $9K – 0.00
FHLG 30YR 3.0% 08/01/2042#Q10538 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4K – 0.00
FHLG 30YR 3.0% 12/01/2044#Q30848 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.00
FHLG 30YR 3.5% 01/01/2046#G08687 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $18K – 0.00
FHLG 30YR 3.5% 01/01/2046#G60393 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FHLG 30YR 3.5% 02/01/2045#Q31307 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3K – 0.00
FHLG 30YR 3.5% 02/01/2052#RA6700 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $85K – 0.00
FHLG 30YR 3.5% 02/01/2052#RA6799 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $143K – 0.00
FHLG 30YR 3.5% 03/01/2032#C91403 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $294K – 0.01
FHLG 30YR 3.5% 03/01/2045#Q31974 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6K – 0.00
FHLG 30YR 3.5% 03/01/2045#Q32008 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $34K – 0.00
FHLG 30YR 3.5% 03/01/2045#Q32328 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $10K – 0.00
FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $193K – 0.01
FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $180K – 0.01
FHLG 30YR 3.5% 04/01/2043#Q16935 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $100K – 0.00
FHLG 30YR 3.5% 04/01/2043#Q17578 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $45K – 0.00
FHLG 30YR 3.5% 04/01/2043#Q17646 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $429K – 0.01
FHLG 30YR 3.5% 04/01/2046#Q40046 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $142K – 0.00
FHLG 30YR 3.5% 04/01/2046#Q40085 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $259K – 0.01
FHLG 30YR 3.5% 04/01/2052#QE0768 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6M – 0.22
FHLG 30YR 3.5% 04/40#V81744 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $25K – 0.00
FHLG 30YR 3.5% 05/01/2040#V81750 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $53K – 0.00
FHLG 30YR 3.5% 05/01/2045#Q33547 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $353K – 0.01
FHLG 30YR 3.5% 05/01/2045#Q33623 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3K – 0.00
FHLG 30YR 3.5% 05/01/2045#Q33801 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3K – 0.00
FHLG 30YR 3.5% 05/01/2046#G60553 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $234K – 0.01
FHLG 30YR 3.5% 06/01/2040#V81792 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $55K – 0.00
FHLG 30YR 3.5% 06/01/2045#Q33724 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 30YR 3.5% 06/01/2045#Q33791 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $65K – 0.00
FHLG 30YR 3.5% 06/01/2045#Q34164 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $443K – 0.01
FHLG 30YR 3.5% 06/01/2048#Q56870 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $8K – 0.00
FHLG 30YR 3.5% 06/45#Q34074 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 30YR 3.5% 07/01/2042#ZA1228 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $232K – 0.01
FHLG 30YR 3.5% 07/01/2042#ZA1231 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $104K – 0.00
FHLG 30YR 3.5% 07/01/2046#Q41359 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 30YR 3.5% 08/01/2040#V81886 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $32K – 0.00
FHLG 30YR 3.5% 09/01/2042#ZL3774 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $300K – 0.01
FHLG 30YR 3.5% 09/01/2046#G61420 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $99K – 0.00
FHLG 30YR 3.5% 09/01/2051# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7M – 0.23
FHLG 30YR 3.5% 10/01/2040#V81966 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.00
FHLG 30YR 3.5% 10/01/2049#RA1544 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $201K – 0.01
FHLG 30YR 3.5% 10/01/2049#SD0114 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.04
FHLG 30YR 3.5% 11/01/2040#V82091 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $26K – 0.00
FHLG 30YR 3.5% 11/01/2042#ZL4397 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $91K – 0.00
FHLG 30YR 3.5% 11/01/2045#Q37070 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FHLG 30YR 3.5% 12/40#V82128 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $21K – 0.00
FHLG 30YR 3.5% 7/40#V81831 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 30YR 3.5% 9/40#V81958 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $23K – 0.00
FHLG 30YR 3% 03/01/2052#SD2219 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.04
FHLG 30YR 3% 04/01/2046#Q39717 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $16K – 0.00
FHLG 30YR 3% 04/01/2046#Q40165 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $21K – 0.00
FHLG 30YR 3% 04/01/2050#RA2457 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $271K – 0.01
FHLG 30YR 3% 05/01/2046#V82275 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $300K – 0.01
FHLG 30YR 3% 05/01/2051#RA5267 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $585K – 0.02
FHLG 30YR 3% 05/01/2052#RA7375 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.11
FHLG 30YR 3% 06/01/2050#SD7518 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $959K – 0.03
FHLG 30YR 3% 08/01/2042#Q10217 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6K – 0.00
FHLG 30YR 3% 09/01/2051#RA5901 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $587K – 0.02
FHLG 30YR 3% 1/1/43 #Q14696 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $57K – 0.00
FHLG 30YR 3% 11/01/2050#SD8108 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $65K – 0.00
FHLG 30YR 3% 11/01/2051#RA6347 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $674K – 0.02
FHLG 30YR 3% 11/1/42 #Q13148 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $18K – 0.00
FHLG 30YR 3% 11/1/42 #Q13479 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4K – 0.00
FHLG 30YR 3% 11/1/42 #Q13634 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $72K – 0.00
FHLG 30YR 3% 12/01/2046#G60989 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.04
FHLG 30YR 3% 12/01/2050#SD8115 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $553K – 0.02
FHLG 30YR 3% 2/1/43 #Q15635 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $8K – 0.00
FHLG 30YR 3% 5/46#Q40310 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $49K – 0.00
FHLG 30YR 3% 6/46#V82414 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $298K – 0.01
FHLG 30YR 4.0% 01/01/2043#Q15372 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4K – 0.00
FHLG 30YR 4.0% 01/01/2044#V80950 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11K – 0.00
FHLG 30YR 4.0% 02/01/2043#Q15107 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 30YR 4.0% 02/01/2043#Q15400 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.00
FHLG 30YR 4.0% 02/01/2043#Q15893 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.00
FHLG 30YR 4.0% 02/01/2043#Q15992 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $20K – 0.00
FHLG 30YR 4.0% 02/01/2044#Q24546 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $10K – 0.00
FHLG 30YR 4.0% 02/01/2044#Q24973 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6K – 0.00
FHLG 30YR 4.0% 03/01/2043#Q16049 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $9K – 0.00
FHLG 30YR 4.0% 03/01/2044#Q25226 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $14K – 0.00
FHLG 30YR 4.0% 04/01/2043#Q16749 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4K – 0.00
FHLG 30YR 4.0% 04/01/2043#Q17518 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $9K – 0.00
FHLG 30YR 4.0% 05/01/2043#Q18363 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4K – 0.00
FHLG 30YR 4.0% 05/01/2043#Q18481 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $16K – 0.00
FHLG 30YR 4.0% 06/01/2043#Q19744 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 30YR 4.0% 06/01/2043#Q19747 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 30YR 4.0% 06/01/2044#Q26541 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $10K – 0.00
FHLG 30YR 4.0% 07/01/2043#Q19597 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $23K – 0.00
FHLG 30YR 4.0% 07/01/2043#Q19606 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 30YR 4.0% 07/01/2043#Q19690 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $21K – 0.00
FHLG 30YR 4.0% 07/01/2043#Q19764 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 30YR 4.0% 07/01/2043#Q19988 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11K – 0.00
FHLG 30YR 4.0% 07/01/2043#Q20358 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6K – 0.00
FHLG 30YR 4.0% 07/01/2043#Q20360 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4K – 0.00
FHLG 30YR 4.0% 08/01/2043#Q20707 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.00
FHLG 30YR 4.0% 08/01/2043#Q20763 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.00
FHLG 30YR 4.0% 08/01/2043#Q20785 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $9K – 0.00
FHLG 30YR 4.0% 08/01/2044#Q27808 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3K – 0.00
FHLG 30YR 4.0% 08/01/44#Q27794 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11K – 0.00
FHLG 30YR 4.0% 09/01/2042#Q11138 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $14K – 0.00
FHLG 30YR 4.0% 09/01/2043#Q21255 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.00
FHLG 30YR 4.0% 09/01/2043#Q21258 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $20K – 0.00
FHLG 30YR 4.0% 09/01/2043#Q21524 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2K – 0.00
FHLG 30YR 4.0% 09/01/2043#Q21526 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11K – 0.00
FHLG 30YR 4.0% 09/01/2043#Q21605 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $19K – 0.00
FHLG 30YR 4.0% 09/01/2043#Q21835 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $22K – 0.00
FHLG 30YR 4.0% 09/01/2043#Q21845 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $15K – 0.00
FHLG 30YR 4.0% 09/01/2043#Q21900 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FHLG 30YR 4.0% 09/01/44#Q28370 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $18K – 0.00
FHLG 30YR 4.0% 09/01/44#Q28495 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $16K – 0.00
FHLG 30YR 4.0% 10/01/2042#Q11868 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3K – 0.00
FHLG 30YR 4.0% 10/01/2042#Q12164 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FHLG 30YR 4.0% 10/01/2042#Q12215 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2K – 0.00
FHLG 30YR 4.0% 10/01/2043#Q22499 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $27K – 0.00
FHLG 30YR 4.0% 10/01/2043#Q22677 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $10K – 0.00
FHLG 30YR 4.0% 10/01/44#Q28991 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $33K – 0.00
FHLG 30YR 4.0% 11/01/2042#Q13121 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $24K – 0.00
FHLG 30YR 4.0% 11/01/2042#Q13381 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $763.22 – 0.00
FHLG 30YR 4.0% 11/01/2042#Q13425 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $22K – 0.00
FHLG 30YR 4.0% 11/01/2042#Q13653 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.00
FHLG 30YR 4.0% 11/01/2042#Q13654 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 30YR 4.0% 11/01/2043#Q23023 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $119K – 0.00
FHLG 30YR 4.0% 12/01/2042#Q13420 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11K – 0.00
FHLG 30YR 4.0% 12/01/2042#Q13899 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $9K – 0.00
FHLG 30YR 4.5% 01/01/2041# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $9K – 0.00
FHLG 30YR 4.5% 01/01/2047#Q45635 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11K – 0.00
FHLG 30YR 4.5% 01/42#G60517 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $365K – 0.01
FHLG 30YR 4.5% 02/01/2044#Q25157 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $73K – 0.00
FHLG 30YR 4.5% 02/01/2047#Q46222 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $40K – 0.00
FHLG 30YR 4.5% 03/01/2041# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $15K – 0.00
FHLG 30YR 4.5% 03/01/2044#Q25069 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $61K – 0.00
FHLG 30YR 4.5% 03/01/2044#Q25146 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $59K – 0.00
FHLG 30YR 4.5% 03/01/2044#Q25265 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $44K – 0.00
FHLG 30YR 4.5% 03/01/2044#Q25336 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $21K – 0.00
FHLG 30YR 4.5% 04/01/2041# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $19K – 0.00
FHLG 30YR 4.5% 04/01/2048#Q55500 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $31K – 0.00
FHLG 30YR 4.5% 04/01/2048#Q55660 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $98K – 0.00
FHLG 30YR 4.5% 04/48#Q55724 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $48K – 0.00
FHLG 30YR 4.5% 05/01/2041# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2K – 0.00
FHLG 30YR 4.5% 05/01/2047#Q47935 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $76K – 0.00
FHLG 30YR 4.5% 05/01/2047#Q48095 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $107K – 0.00
FHLG 30YR 4.5% 05/01/2048#Q55839 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $64K – 0.00
FHLG 30YR 4.5% 05/47#Q47942 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $36K – 0.00
FHLG 30YR 4.5% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $13K – 0.00
FHLG 30YR 4.5% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6K – 0.00
FHLG 30YR 4.5% 06/01/2047#Q48759 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $150K – 0.01
FHLG 30YR 4.5% 06/47#Q48876 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $50K – 0.00
FHLG 30YR 4.5% 07/01/2047#G61047 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $85K – 0.00
FHLG 30YR 4.5% 07/01/2047#Q49393 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $64K – 0.00
FHLG 30YR 4.5% 07/01/2047#Q49499 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $36K – 0.00
FHLG 30YR 4.5% 10/01/2041# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $5K – 0.00
FHLG 30YR 4.5% 10/01/2048#G67716 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $663K – 0.02
FHLG 30YR 4.5% 10/01/2048#Q58998 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $30K – 0.00
FHLG 30YR 4.5% 12/01/2045#G61796 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $28K – 0.00
FHLG 30YR 4.5% 12/01/2046#Q45028 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11K – 0.00
FHLG 30YR 4.5% 12/01/2047#Q53017 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $175K – 0.01
FHLG 30YR 4% 01/01/2041#A96413 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $282K – 0.01
FHLG 30YR 4% 02/01/2045#G07949 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $192K – 0.01
FHLG 30YR 4% 02/01/2046#Q39899 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $9K – 0.00
FHLG 30YR 4% 02/01/2048#Q54192 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $15K – 0.00
FHLG 30YR 4% 02/01/2052#SD8208 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $370K – 0.01
FHLG 30YR 4% 02/46#Q38783 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $83K – 0.00
FHLG 30YR 4% 04/01/2046#Q39975 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $15K – 0.00
FHLG 30YR 4% 04/01/2046#V82292 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $59K – 0.00
FHLG 30YR 4% 05/01/2048#Q55992 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $285K – 0.01
FHLG 30YR 4% 05/48#ZA5379 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $430K – 0.01
FHLG 30YR 4% 06/01/2048#G67713 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $783K – 0.03
FHLG 30YR 4% 06/45#G60179 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11K – 0.00
FHLG 30YR 4% 06/47#Q48877 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $215K – 0.01
FHLG 30YR 4% 07/01/2048#Q59935 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $117K – 0.00
FHLG 30YR 4% 09/01/2047#Q50433 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $10K – 0.00
FHLG 30YR 4% 10/01/2047#Q51124 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $4K – 0.00
FHLG 30YR 4% 10/01/2047#Q51189 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $22K – 0.00
FHLG 30YR 4% 10/01/2052#SD1772 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.04
FHLG 30YR 4% 11/01/2045#Q38812 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $30K – 0.00
FHLG 30YR 4% 11/42#G60488 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $722K – 0.02
FHLG 30YR 5.5% 03/01/2053#SD7559 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3M – 0.10
FHLG 30YR 5.5% 05/01/2053#SD2891 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.07
FHLG 30YR 5.5% 09/01/2052#SD1579 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $1M – 0.05
FHLG 30YR 5.5% 10/01/2052#RA7615 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $827K – 0.03
FHLG 30YR 5% 05/01/2040# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $6K – 0.00
FHLG 30YR 5% 05/01/2052#RA7409 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $404K – 0.01
FHLG 30YR 5% 06/01/2052#QE4088 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $520K – 0.02
FHLG 30YR 5% 10/01/2052#SD1733 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $88K – 0.00
FHLG 30YR 5% 11/01/2052#SD1862 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $852K – 0.03
FHLG 30YR 5% 12/01/2052#SD1924 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.07
FHLG 30YR 6.5% 01/01/2053#RA8433 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $929K – 0.03
FHLG 30YR 6.5% 01/01/2054#RJ0706 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.05
FHLG 30YR 6.5% 09/01/2053#QH0277 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $151K – 0.01
FHLG 30YR 6.5% 09/01/2053#QH0300 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $146K – 0.00
FHLG 30YR 6.5% 10/01/2053#RJ0111 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2M – 0.06
FHLG 30YR 7.5% 01/01/2027# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $127.05 – 0.00
FHLG 30YR 7.5% 02/01/2028# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $53.81 – 0.00
FHLG 30YR 7.5% 09/01/2031# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2K – 0.00
FHLG 30YR 7.5% 10/01/2027# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $20.12 – 0.00
FHLG 30YR 7.5% 11/01/2029# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $874.25 – 0.00
FHLG 30YR 7.5% 11/01/2031# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $55.67 – 0.00
FHLG 30YR 8.5% 01/01/2028# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $236.55 – 0.00
FHLG 30YR 8.5% 05/01/2027# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $48.64 – 0.00
FHLG 30YR 8% 04/01/2027# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $138.81 – 0.00
FHLG 30YR 8% 05/01/2027# (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $38.56 – 0.00
FHLG 4.00% 4/42 #C03856 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $309K – 0.01
FHLG 4.00% 4/42 #G06973 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $548K – 0.02
FHLG 4.00% 9/41 #Q03358 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $23K – 0.00
FHLG 4.50% 10/41 #Q03643 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $96K – 0.00
FHLG 4.50% 12/40 #G06185 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $27K – 0.00
FHLG 4.50% 2/41 #A96695 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 4.50% 2/41 #A96766 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $7K – 0.00
FHLG 4.50% 2/41 #A96783 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $16K – 0.00
FHLG 4.50% 2/41 #A96876 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $12K – 0.00
FHLG 4.50% 2/41 #A97151 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $10K – 0.00
FHLG 4.50% 2/41 #A97152 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $16K – 0.00
FHLG 4.50% 3/41 #A97528 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11K – 0.00
FHLG 4.50% 3/41 #A97661 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $67K – 0.00
FHLG 4.50% 4/41 #A97945 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $108K – 0.00
FHLG 4.50% 4/41 #Q00114 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $20K – 0.00
FHLG 4.50% 5/39 #G05457 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $55K – 0.00
FHLG 4.50% 5/41 #Q00736 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $17K – 0.00
FHLG 4.50% 5/41 #Q00753 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $17K – 0.00
FHLG 4.50% 6/41 #Q01208 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $11K – 0.00
FHLG 4.50% 6/41 #Q01393 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $18K – 0.00
FHLG 4.50% 8/40 #A93459 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $3K – 0.00
FHLG 4.50% 8/41 #Q02511 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2K – 0.00
FHLG 4.50% 8/41 #Q02592 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $35K – 0.00
FHLG 4.50% 9/41 #G06719 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $267K – 0.01
FHLG 4.50% 9/41 #Q03090 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $46K – 0.00
FHLG 5.00% 1/40 #A90893 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $40K – 0.00
FHLG 5.00% 4/40 #A91937 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $65K – 0.00
FHLG 5.00% 6/40 #A92350 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $21K – 0.00
FHLG 5.00% 6/41 #G06596 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $113K – 0.00
FHLG 5.00% 7/40 #A92914 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $8K – 0.00
FHLG 5.00% 8/40 #G05969 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $34K – 0.00
FHLG 6.00% 4/32 #C01344 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $40K – 0.00
FHLG 6.00% 5/33 #G01785 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $14K – 0.00
FHLG 6.00% 7/37 #G03508 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $2K – 0.00
FHLG 6.00% 8/37 #G06089 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $20K – 0.00
FHLG 7.50% 8/26 #G00529 (FED HOME LOAN MTG CORP - GOLD) Long ABS-mortgage backed security US $17.95 – 0.00
FHLM 30YR 4.5% 10/01/2040# (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $4K – 0.00
FHLM 30YR 5.5% 05/01/2053#RA9058 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $1M – 0.04
FHLM 30YR 5.5% 06/01/2053#RA9161 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $593K – 0.02
FHLM 30YR 5.5% 08/01/2053#RA9619 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $1M – 0.05
FHLM 30YR 6% 06/01/2053#RA9276 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $640K – 0.02
FHLM 30YR 6% 06/01/2053#RA9277 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $552K – 0.02
FHLM 30YR 6% 06/01/2053#RA9278 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $599K – 0.02
FHLM ARM 0.0% 05/01/2041#1B8124 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $15K – 0.00
FHLM ARM 3.224% 4/41#1B8179 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $2K – 0.00
FHLM ARM 3.242% 9/1/41#1B8659 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $7K – 0.00
FHLM ARM 3.283 6/1/41 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $5K – 0.00
FHLM ARM 3.464% 5/1/41#1B8304 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $16K – 0.00
FHLM ARM 3.627% 6/1/41#1B8372 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $14K – 0.00
FHLM ARM 3.88% 1/35 #848084 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $1K – 0.00
FHLM ARM 4.889% 3/33 #847126 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $150.03 – 0.00
FHLM ARM 5.15% 4/35 #1N0006 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $10K – 0.00
FHLM ARM 5.21% 3/36 #1G1851 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $10K – 0.00
FHLM ARM 5.451% 11/35 #1G1790 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $719.74 – 0.00
FHLM ARM 5.78% 10/35 #1N0063 (FEDERAL HOME LOAN MORTGAGE COR PORATION) Long ABS-mortgage backed security US $708.96 – 0.00
Fidelity Cash Central Fund (Fidelity Revere Street Trust) Long Short-term investment vehicle US $206M 206M 6.95
FIVE CORNERS FND TR II 2.85% 05/15/2030 144A Long Debt US $3M – 0.10
FLATIRON CLO 20 LTD / LLC 1A AR TSFR3M+138 05/20/2036 144A (FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC) Long ABS-collateralized bond/debt obligation KY $3M – 0.09
FLATIRON CLO LT TSFR3M+137.161 07/19/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.05
FLATIRON CLO LTD TSFR3M+134.161 11/16/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.07
FNMA 15YR 1.5% 01/01/2036#MA4228 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $579K – 0.02
FNMA 15YR 1.5% 02/01/2036#FM5367 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $14K – 0.00
FNMA 15YR 1.5% 02/01/2036#FM6507 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $298K – 0.01
FNMA 15YR 1.5% 02/01/2036#MA4260 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $14K – 0.00
FNMA 15YR 1.5% 03/01/2036# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $157K – 0.01
FNMA 15YR 1.5% 03/01/2036#BR4700 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17K – 0.00
FNMA 15YR 1.5% 04/01/2036#FM6100 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17K – 0.00
FNMA 15YR 1.5% 04/36#MA4302 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $345K – 0.01
FNMA 15YR 1.5% 05/36#MA4328 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 15YR 1.5% 06/01/2036#BR2059 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $19K – 0.00
FNMA 15YR 1.5% 06/01/2036#MA4359 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $18K – 0.00
FNMA 15YR 1.5% 07/01/2036#MA4382 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 15YR 1.5% 08/01/2036# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $19K – 0.00
FNMA 15YR 1.5% 09/01/2036#MA4417 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $20K – 0.00
FNMA 15YR 1.5% 11/01/2035#BQ5806 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 15YR 1.5% 11/01/2035#BQ6318 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 15YR 1.5% 11/01/2035#CA7953 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $657K – 0.02
FNMA 15YR 1.5% 11/01/2035#FM4368 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $12K – 0.00
FNMA 15YR 1.5% 12/01/2035#FM4701 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13K – 0.00
FNMA 15YR 1.5% 12/01/2035#MA4205 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 15YR 2.5% 01/01/2033#MA3246 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $28K – 0.00
FNMA 15YR 2.5% 02/01/2035#FM2502 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $165K – 0.01
FNMA 15YR 2.5% 02/35#BO9279 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $56K – 0.00
FNMA 15YR 2.5% 06/01/2033#MA3397 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $22K – 0.00
FNMA 15YR 2.5% 07/31#BC1465 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.07
FNMA 15YR 2.5% 09/01/2036#MA4419 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $42K – 0.00
FNMA 15YR 2.5% 11/01/2032#MA3187 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $32K – 0.00
FNMA 15YR 2.5% 11/01/2036#CB2246 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.08
FNMA 15YR 2.5% 12/01/2036#MA4498 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $249K – 0.01
FNMA 15YR 2% 06/01/2036#BP3507 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $374K – 0.01
FNMA 15YR 2% 07/01/2036#MA4383 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.09
FNMA 15YR 2% 10/01/2035#BK5705 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $758K – 0.03
FNMA 15YR 3.5% 02/01/2035#CA5291 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 15YR 3.5% 08/01/2034#CA4090 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.05
FNMA 15YR 3.5% 10/01/2034#FM1579 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.05
FNMA 15YR 3.5% 11/01/2034#FM7876 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $808K – 0.03
FNMA 15YR 3% 01/01/2035#CA5039 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $73K – 0.00
FNMA 15YR 3% 01/01/2035#FM2286 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $399K – 0.01
FNMA 15YR 3% 02/01/2033#MA3283 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $530K – 0.02
FNMA 15YR 3% 03/01/2033#BH6415 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $54K – 0.00
FNMA 15YR 3% 03/01/2033#BJ0673 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $238K – 0.01
FNMA 15YR 3% 03/01/2033#BJ8569 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $25K – 0.00
FNMA 15YR 3% 03/01/2033#BK4845 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $23K – 0.00
FNMA 15YR 3% 03/01/2033#BM4614 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $72K – 0.00
FNMA 15YR 3% 03/01/2033#MA3312 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $199K – 0.01
FNMA 15YR 3% 06/01/2033#BJ6880 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $267K – 0.01
FNMA 15YR 3% 06/01/2033#MA3391 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 15YR 3% 07/01/2033# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $171K – 0.01
FNMA 15YR 3% 08/01/2032#MA3090 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $220K – 0.01
FNMA 15YR 3% 09/01/2032#BM1884 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $47K – 0.00
FNMA 15YR 3% 09/32#MA3125 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $38K – 0.00
FNMA 15YR 3% 10/01/2033#BM5832 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $226K – 0.01
FNMA 15YR 3% 11/32#BJ6650 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13K – 0.00
FNMA 15YR 3% 11/32#MA3218 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $175K – 0.01
FNMA 15YR 3% 12/01/2034#CA4890 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $77K – 0.00
FNMA 15YR 3% 12/01/2034#FM0046 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $546K – 0.02
FNMA 15YR 3% 12/34#FM0045 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $159K – 0.01
FNMA 15YR 4.50% 5/25 #AB1004 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 15YR 5.00% 9/25 #AE0552 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $491.05 – 0.00
FNMA 20YR 1.5% 01/01/2041#MA4231 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $86K – 0.00
FNMA 20YR 1.5% 02/01/2041#MA4266 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $88K – 0.00
FNMA 20YR 1.5% 03/01/2041#MA4286 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $90K – 0.00
FNMA 20YR 1.5% 11/01/2040#MA4175 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $83K – 0.00
FNMA 20YR 1.5% 11/01/2041#MA4473 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.05
FNMA 20YR 1.5% 12/01/2040#MA4202 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $85K – 0.00
FNMA 20YR 2.5% 02/01/2041#MA4269 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $276K – 0.01
FNMA 20YR 2.5% 03/01/2040#FM2646 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $87K – 0.00
FNMA 20YR 2.5% 04/01/2041#MA4312 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $256K – 0.01
FNMA 20YR 2.5% 05/01/2040#MA4016 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $64K – 0.00
FNMA 20YR 2.5% 05/01/2041#CB0469 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $106K – 0.00
FNMA 20YR 2.5% 07/01/2041#CB1076 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $391K – 0.01
FNMA 20YR 2.5% 07/01/2041#CB2014 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $176K – 0.01
FNMA 20YR 2.5% 08/01/2039#MA3761 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $19K – 0.00
FNMA 20YR 2.5% 08/01/2041#CB1342 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $640K – 0.02
FNMA 20YR 2.5% 09/01/2041#FM8850 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $167K – 0.01
FNMA 20YR 2.5% 10/01/2039#FM1486 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $93K – 0.00
FNMA 20YR 2.5% 10/01/2041#CB1842 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $371K – 0.01
FNMA 20YR 2.5% 11/01/2040#FM9485 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $320K – 0.01
FNMA 20YR 2.5% 11/01/2041#FM9558 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $198K – 0.01
FNMA 20YR 2.5% 11/01/2041#MA4475 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $130K – 0.00
FNMA 20YR 2% 02/01/2041# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 20YR 2% 03/01/2041#MA4287 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 20YR 2% 04/01/2041# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $152K – 0.01
FNMA 20YR 2% 04/01/2041#CB0116 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $45K – 0.00
FNMA 20YR 2% 05/01/2041#MA4333 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $154K – 0.01
FNMA 20YR 2% 05/01/2042#FS4603 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $11M – 0.37
FNMA 20YR 2% 06/01/2041#FM7891 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $33K – 0.00
FNMA 20YR 2% 06/01/2041#MA4364 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 20YR 2% 07/01/2041#CB1069 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $429K – 0.01
FNMA 20YR 2% 07/01/2041#CB1071 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $611K – 0.02
FNMA 20YR 2% 07/01/2041#FM8066 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $450K – 0.02
FNMA 20YR 2% 08/01/2041#CB1337 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $374K – 0.01
FNMA 20YR 2% 08/01/2041#FM8334 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $669K – 0.02
FNMA 20YR 2% 08/01/2041#FM8393 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $832K – 0.03
FNMA 20YR 2% 08/01/2041#FM8410 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $84K – 0.00
FNMA 20YR 2% 09/01/2041#FM8862 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $444K – 0.01
FNMA 20YR 2% 10/01/2040#FM4644 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $36K – 0.00
FNMA 20YR 2% 10/01/2041# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.05
FNMA 20YR 2% 10/01/2041#BQ6615 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $291K – 0.01
FNMA 20YR 2% 10/01/2041#CB1837 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $278K – 0.01
FNMA 20YR 2% 10/01/2041#FM9396 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.05
FNMA 20YR 2% 11/01/2040# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.08
FNMA 20YR 2% 11/01/2041#BQ6743 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 20YR 2% 11/01/2041#BU6530 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $300K – 0.01
FNMA 20YR 2% 11/01/2041#CB2110 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $528K – 0.02
FNMA 20YR 2% 11/01/2041#FS0106 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $655K – 0.02
FNMA 20YR 2% 12/01/2040#FM5042 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $133K – 0.00
FNMA 20YR 2% 12/01/2040#MA4204 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $14K – 0.00
FNMA 20YR 2% 12/01/2041#BU7091 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $694K – 0.02
FNMA 20YR 2% 12/01/2041#FM9851 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $231K – 0.01
FNMA 20YR 3.5% 04/39#FM1039 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 20YR 3.5% 08/01/2037#MA3089 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $24K – 0.00
FNMA 20YR 4.5% 05/01/2039#FM1194 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $336K – 0.01
FNMA 20YR 4.5% 09/01/2042#MA4766 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.05
FNMA 20YR 4.50% #MA0022 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $474.89 – 0.00
FNMA 3.0% 08/45#AS5634 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $88K – 0.00
FNMA 3.50% 11/42 #AQ0170 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $30K – 0.00
FNMA 3.50% 2/42 #AJ9901 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $31K – 0.00
FNMA 3.50% 4/42 #AK4826 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $70K – 0.00
FNMA 3.50% 4/42 #AK6572 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $197K – 0.01
FNMA 3.50% 4/42 #AO1215 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $45K – 0.00
FNMA 3.50% 5/42 #AK9784 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $120K – 0.00
FNMA 3.50% 5/42 #AO0693 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $20K – 0.00
FNMA 3.50% 5/42 #AO2123 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $11K – 0.00
FNMA 3.50% 5/42 #AO2138 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $169K – 0.01
FNMA 30YR 1.5% 06/01/2051#MA4354 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $649K – 0.02
FNMA 30YR 2.5% 01/01/2043#AQ9316 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $499K – 0.02
FNMA 30YR 2.5% 01/01/2051#FM5651 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $440K – 0.01
FNMA 30YR 2.5% 01/01/2052#MA4512 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $336K – 0.01
FNMA 30YR 2.5% 02/01/2047#FS0594 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $708K – 0.02
FNMA 30YR 2.5% 03/01/2047#FS0976 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $77K – 0.00
FNMA 30YR 2.5% 03/01/2053#FS4205 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $410K – 0.01
FNMA 30YR 2.5% 04/01/2051#FM6540 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $975K – 0.03
FNMA 30YR 2.5% 04/01/2052#CB3356 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $490K – 0.02
FNMA 30YR 2.5% 05/01/2046#CB0573 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $46K – 0.00
FNMA 30YR 2.5% 05/01/2051#CB0388 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.14
FNMA 30YR 2.5% 05/01/2051#CB0511 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $455K – 0.02
FNMA 30YR 2.5% 05/01/2051#MA4326 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.03
FNMA 30YR 2.5% 05/01/2053#FS4919 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $255K – 0.01
FNMA 30YR 2.5% 06/01/2050#CA5966 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $345K – 0.01
FNMA 30YR 2.5% 07/01/2051#CB0997 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.06
FNMA 30YR 2.5% 08/01/2051#CB1384 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $364K – 0.01
FNMA 30YR 2.5% 08/01/2051#MA4399 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $149K – 0.01
FNMA 30YR 2.5% 09/01/2051#CB1549 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $676K – 0.02
FNMA 30YR 2.5% 10/01/2050#CA7229 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.08
FNMA 30YR 2.5% 10/01/2051#MA4438 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.08
FNMA 30YR 2.5% 11/01/2051#FM9501 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.06
FNMA 30YR 2.5% 11/01/2051#FM9505 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $921K – 0.03
FNMA 30YR 2.5% 11/01/2051#FM9517 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 2.5% 11/01/2051#MA4466 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.09
FNMA 30YR 2.5% 12/01/2051#CB2289 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 2.5% 12/01/2051#CB2320 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $689K – 0.02
FNMA 30YR 2.5% 12/01/2051#CB2376 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $616K – 0.02
FNMA 30YR 2.5% 12/01/2051#FM9865 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.08
FNMA 30YR 2% 01/01/2052#CB2610 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $56K – 0.00
FNMA 30YR 2% 01/01/2052#FS0286 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.13
FNMA 30YR 2% 01/01/2052#FS0288 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.06
FNMA 30YR 2% 01/01/2052#MA4511 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $261K – 0.01
FNMA 30YR 2% 02/01/2051#CA8820 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 2% 02/01/2051#FM6338 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $14K – 0.00
FNMA 30YR 2% 02/01/2052#CB2765 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $617K – 0.02
FNMA 30YR 2% 02/01/2052#CB2842 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4M – 0.14
FNMA 30YR 2% 03/01/2051#FM6560 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 30YR 2% 03/01/2051#MA4281 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.06
FNMA 30YR 2% 04/01/2051#MA4305 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.05
FNMA 30YR 2% 07/01/2050#CA6275 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $129K – 0.00
FNMA 30YR 2% 07/01/2050#FM3897 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $156K – 0.01
FNMA 30YR 2% 07/01/2051#CB1110 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $29K – 0.00
FNMA 30YR 2% 07/51#BQ1010 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $50K – 0.00
FNMA 30YR 2% 07/51#BT1461 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $40K – 0.00
FNMA 30YR 2% 10/01/2050#CA7323 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $163K – 0.01
FNMA 30YR 2% 10/01/2051#CB1799 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $862K – 0.03
FNMA 30YR 2% 10/01/2051#CB1801 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 2% 11/01/2050#CA7616 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $115K – 0.00
FNMA 30YR 2% 12/01/2050#CA8108 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $640K – 0.02
FNMA 30YR 2% 12/01/2051#CB2346 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $272K – 0.01
FNMA 30YR 2% 12/01/2051#CB2347 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $549K – 0.02
FNMA 30YR 2% 12/01/2051#CB2348 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $473K – 0.02
FNMA 30YR 2% 12/01/2051#CB2349 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.08
FNMA 30YR 2% 12/01/2051#CB2350 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $668K – 0.02
FNMA 30YR 3.0% 01/01/2043#AB7458 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 3.0% 01/01/2043#AB7497 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 3.0% 01/01/2043#AB7567 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 3.0% 01/01/2043#AQ5772 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13K – 0.00
FNMA 30YR 3.0% 01/01/2043#AR0739 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $45K – 0.00
FNMA 30YR 3.0% 01/01/2043#AR0910 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $10K – 0.00
FNMA 30YR 3.0% 01/01/2043#AR0938 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3K – 0.00
FNMA 30YR 3.0% 01/01/2043#AR1270 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $10K – 0.00
FNMA 30YR 3.0% 01/01/2043#AR1276 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $23K – 0.00
FNMA 30YR 3.0% 01/01/2043#AR1910 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $64K – 0.00
FNMA 30YR 3.0% 01/01/2043#AR2880 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $14K – 0.00
FNMA 30YR 3.0% 01/01/2043#AR2904 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $59K – 0.00
FNMA 30YR 3.0% 01/01/2043#AR3682 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13K – 0.00
FNMA 30YR 3.0% 02/01/2043#AB7766 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $139K – 0.00
FNMA 30YR 3.0% 02/01/2043#AB7767 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $385K – 0.01
FNMA 30YR 3.0% 02/01/2043#AB8529 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $295K – 0.01
FNMA 30YR 3.0% 02/01/2043#AR1584 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $157K – 0.01
FNMA 30YR 3.0% 02/01/2043#AR2943 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $34K – 0.00
FNMA 30YR 3.0% 02/01/2043#AR3691 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $29K – 0.00
FNMA 30YR 3.0% 02/01/2043#AR4275 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 30YR 3.0% 02/01/2043#AR5360 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $24K – 0.00
FNMA 30YR 3.0% 03/01/2043#AB8610 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $32K – 0.00
FNMA 30YR 3.0% 03/01/2044#AS2238 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $39K – 0.00
FNMA 30YR 3.0% 04/01/2043#AB9247 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $62K – 0.00
FNMA 30YR 3.0% 05/01/2043#AB9238 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $21K – 0.00
FNMA 30YR 3.0% 05/01/2043#AB9239 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $23K – 0.00
FNMA 30YR 3.0% 05/01/2043#AB9341 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $29K – 0.00
FNMA 30YR 3.0% 05/01/2043#MB0249 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $11K – 0.00
FNMA 30YR 3.0% 05/01/2045#AS4972 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $40K – 0.00
FNMA 30YR 3.0% 05/01/2045#AY7630 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA 30YR 3.0% 06/01/2043#AT3665 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $27K – 0.00
FNMA 30YR 3.0% 06/01/2045#AU2444 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 30YR 3.0% 07/01/2043#AB9814 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $20K – 0.00
FNMA 30YR 3.0% 07/01/2045#AZ5987 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17K – 0.00
FNMA 30YR 3.0% 07/45#AZ5847 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $20K – 0.00
FNMA 30YR 3.0% 08/01/2043#AS0203 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $186K – 0.01
FNMA 30YR 3.0% 08/01/2045#AZ3728 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 30YR 3.0% 08/01/2045#AZ8288 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $42K – 0.00
FNMA 30YR 3.0% 11/01/2042#AP4325 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 3.0% 11/01/2042#AQ1886 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $9K – 0.00
FNMA 30YR 3.0% 11/01/2042#AQ1978 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17K – 0.00
FNMA 30YR 3.0% 11/01/2042#AQ3751 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $9K – 0.00
FNMA 30YR 3.0% 11/01/2042#AQ6832 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 3.0% 12/01/2042#AB7273 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $26K – 0.00
FNMA 30YR 3.0% 12/01/2042#AB7280 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $64K – 0.00
FNMA 30YR 3.0% 12/01/2042#AL2860 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $24K – 0.00
FNMA 30YR 3.0% 12/01/2042#AL2884 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $34K – 0.00
FNMA 30YR 3.0% 12/01/2042#AQ6625 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 3.0% 12/01/2042#AQ8634 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $25K – 0.00
FNMA 30YR 3.0% 12/01/2042#AQ8767 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $10K – 0.00
FNMA 30YR 3.0% 12/01/2042#AQ8934 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 30YR 3.0% 12/01/2042#AR0530 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $24K – 0.00
FNMA 30YR 3.0% 12/01/2042#AR0532 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 3.0% 12/01/2042#AR1624 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $26K – 0.00
FNMA 30YR 3.0% 12/01/2042#AR1680 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3K – 0.00
FNMA 30YR 3.5% 01/01/2043#AQ9328 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $76K – 0.00
FNMA 30YR 3.5% 01/01/2046#BC6383 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $31K – 0.00
FNMA 30YR 3.5% 01/01/2047#AL9776 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $504K – 0.02
FNMA 30YR 3.5% 01/01/2047#BD5294 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $179K – 0.01
FNMA 30YR 3.5% 01/01/2047#BE1526 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $110K – 0.00
FNMA 30YR 3.5% 01/01/2047#BE4784 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $76K – 0.00
FNMA 30YR 3.5% 01/01/2047#BE5530 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $64K – 0.00
FNMA 30YR 3.5% 01/01/2047#BE5602 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $514K – 0.02
FNMA 30YR 3.5% 01/01/2047#BE6903 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $59K – 0.00
FNMA 30YR 3.5% 01/01/2047#BE6917 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 30YR 3.5% 01/01/2050#FS3728 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.06
FNMA 30YR 3.5% 01/01/2052# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $503K – 0.02
FNMA 30YR 3.5% 01/01/2052#CB2679 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $73K – 0.00
FNMA 30YR 3.5% 02/01/2046#AS6620 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $97K – 0.00
FNMA 30YR 3.5% 02/01/2047#BE5696 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $47K – 0.00
FNMA 30YR 3.5% 02/01/2052#CB2905 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $78K – 0.00
FNMA 30YR 3.5% 02/01/2052#CB2906 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $159K – 0.01
FNMA 30YR 3.5% 03/01/2052#CB3128 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $124K – 0.00
FNMA 30YR 3.5% 04/01/2046#AS7009 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $318K – 0.01
FNMA 30YR 3.5% 04/01/2046#AS7010 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $209K – 0.01
FNMA 30YR 3.5% 04/01/2046#BC0824 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $382K – 0.01
FNMA 30YR 3.5% 05/01/2046#BD0997 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $128K – 0.00
FNMA 30YR 3.5% 05/01/2046#BD2536 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $44K – 0.00
FNMA 30YR 3.5% 05/01/2052#CB3755 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $34K – 0.00
FNMA 30YR 3.5% 07/01/2046#AS7594 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $61K – 0.00
FNMA 30YR 3.5% 07/01/2046#BC6149 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $100K – 0.00
FNMA 30YR 3.5% 07/01/2046#BC6168 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $83K – 0.00
FNMA 30YR 3.5% 07/01/2046#BD8012 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $56K – 0.00
FNMA 30YR 3.5% 08/01/2046#BD4423 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $90K – 0.00
FNMA 30YR 3.5% 08/01/2046#BE0548 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $86K – 0.00
FNMA 30YR 3.5% 08/01/43#AL7261 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $90K – 0.00
FNMA 30YR 3.5% 09/01/2046#BD3432 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $50K – 0.00
FNMA 30YR 3.5% 10/01/2046#BC4760 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $613K – 0.02
FNMA 30YR 3.5% 10/01/2046#BD3322 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $64K – 0.00
FNMA 30YR 3.5% 11/01/2046#BE1891 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $25K – 0.00
FNMA 30YR 3.5% 11/01/2051# (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.07
FNMA 30YR 3.5% 12/01/2046#BM5096 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $881K – 0.03
FNMA 30YR 3.5% 3/1/43 #AT0170 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $78K – 0.00
FNMA 30YR 3.5% 4/1/43 #AT0668 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 30YR 3% 01/01/2051#MA4239 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $495K – 0.02
FNMA 30YR 3% 02/01/2050#CA5122 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $525K – 0.02
FNMA 30YR 3% 02/01/2052#CB2886 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $774K – 0.03
FNMA 30YR 3% 03/01/2047#BM3114 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $279K – 0.01
FNMA 30YR 3% 05/01/2046#BC0887 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $247K – 0.01
FNMA 30YR 3% 05/01/2052#FS4815 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6M – 0.20
FNMA 30YR 3% 05/50#FM3269 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $147K – 0.00
FNMA 30YR 3% 07/01/2050#CA6312 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $865K – 0.03
FNMA 30YR 3% 08/01/2051#FM9973 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $423K – 0.01
FNMA 30YR 3% 09/01/2049#CA4142 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $215K – 0.01
FNMA 30YR 3% 10/01/2046#AL9371 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $601K – 0.02
FNMA 30YR 3% 10/01/2049#CA4406 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $259K – 0.01
FNMA 30YR 3% 11/01/2046#AL9547 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $748K – 0.03
FNMA 30YR 3% 11/01/2046#BC9026 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $766K – 0.03
FNMA 30YR 3% 11/01/2050#MA4184 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $98K – 0.00
FNMA 30YR 3% 11/01/2051#CB2164 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 3% 11/01/2051#FM9632 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $712K – 0.02
FNMA 30YR 3% 12/01/2050#MA4211 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $903K – 0.03
FNMA 30YR 3% 12/01/2051#CB2420 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $306K – 0.01
FNMA 30YR 3% 12/01/2051#FM9777 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $539K – 0.02
FNMA 30YR 3% 4/1/43 #AB8881 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $79K – 0.00
FNMA 30YR 4.0% 01/01/2045#AX7918 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 4.0% 01/01/2045#AY0356 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $50K – 0.00
FNMA 30YR 4.0% 01/01/2045#AY3020 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $40K – 0.00
FNMA 30YR 4.0% 02/01/2042#AJ5602 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $69K – 0.00
FNMA 30YR 4.0% 03/01/2045#AL6541 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $523K – 0.02
FNMA 30YR 4.0% 04/01/2044#AV7161 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $80K – 0.00
FNMA 30YR 4.0% 05/01/2045#AX9659 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3K – 0.00
FNMA 30YR 4.0% 06/01/2045#AY8494 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA 30YR 4.0% 06/01/2045#AZ4601 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 30YR 4.0% 07/01/2045#AZ1783 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $103K – 0.00
FNMA 30YR 4.0% 09/01/2040#AE3951 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $12K – 0.00
FNMA 30YR 4.0% 09/01/2044#AX3195 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 30YR 4.0% 11/01/2040#AB1801 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 4.0% 12/01/2044#AX5347 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $35K – 0.00
FNMA 30YR 4.5% 01/01/2044#AV5414 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17K – 0.00
FNMA 30YR 4.5% 01/01/2045#AY0364 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $29K – 0.00
FNMA 30YR 4.5% 02/01/2044#AV8482 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17K – 0.00
FNMA 30YR 4.5% 02/01/2045#AY5052 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 30YR 4.5% 02/01/2047#AL9846 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $186K – 0.01
FNMA 30YR 4.5% 03/01/2046#BM4548 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $172K – 0.01
FNMA 30YR 4.5% 03/46#BC0287 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13K – 0.00
FNMA 30YR 4.5% 04/01/2039#AB0050 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $151K – 0.01
FNMA 30YR 4.5% 04/01/2041#AH4043 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $27K – 0.00
FNMA 30YR 4.5% 04/01/2044#AV6611 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $53K – 0.00
FNMA 30YR 4.5% 04/01/2044#AW1064 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $25K – 0.00
FNMA 30YR 4.5% 04/01/2045#AY4820 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 30YR 4.5% 04/48#BJ5454 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $44K – 0.00
FNMA 30YR 4.5% 05/01/2044#AV8078 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3K – 0.00
FNMA 30YR 4.5% 06/01/2044#AS2751 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $33K – 0.00
FNMA 30YR 4.5% 06/01/2047#BE3663 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $198K – 0.01
FNMA 30YR 4.5% 06/01/2047#BH0561 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $32K – 0.00
FNMA 30YR 4.5% 07/47#BE3749 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $171K – 0.01
FNMA 30YR 4.5% 08/01/2037#AB8009 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 30YR 4.5% 08/01/2041#AI7563 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6K – 0.00
FNMA 30YR 4.5% 08/01/2044#AW6964 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $32K – 0.00
FNMA 30YR 4.5% 08/01/2044#AW9240 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $22K – 0.00
FNMA 30YR 4.5% 08/01/2049#FM1338 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $534K – 0.02
FNMA 30YR 4.5% 08/01/2052#CB4387 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.07
FNMA 30YR 4.5% 09/01/2033#727060 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17K – 0.00
FNMA 30YR 4.5% 09/01/2033#727139 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $39K – 0.00
FNMA 30YR 4.5% 09/01/2033#727221 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $14K – 0.00
FNMA 30YR 4.5% 09/01/2033#741529 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8K – 0.00
FNMA 30YR 4.5% 09/01/2035#AB8197 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $80K – 0.00
FNMA 30YR 4.5% 09/01/2044#AX1002 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $47K – 0.00
FNMA 30YR 4.5% 09/01/2049#FM1534 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $750K – 0.03
FNMA 30YR 4.5% 09/01/2052#FS3425 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $751K – 0.03
FNMA 30YR 4.5% 10/01/2044#AX6700 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6K – 0.00
FNMA 30YR 4.5% 10/01/2052#BX0507 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $23K – 0.00
FNMA 30YR 4.5% 11/01/2042#AL6997 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $71K – 0.00
FNMA 30YR 4.5% 11/01/2044#AX4421 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $62K – 0.00
FNMA 30YR 4.5% 12/01/2038#AB8124 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $11K – 0.00
FNMA 30YR 4.5% 12/01/2040#AE0675 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $220K – 0.01
FNMA 30YR 4.5% 12/01/2043#AV3928 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $80K – 0.00
FNMA 30YR 4.5% 12/01/2044#AX4256 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $20K – 0.00
FNMA 30YR 4.5% 12/01/2044#AX6333 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 30YR 4.5% 12/01/2044#AX8858 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $24K – 0.00
FNMA 30YR 4.5% 12/01/2044#AX8928 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $31K – 0.00
FNMA 30YR 4.5% 12/01/2044#AX9232 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $23K – 0.00
FNMA 30YR 4.5% 12/01/2046#BC9079 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 30YR 4.5% 12/01/2048#BM5106 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $494K – 0.02
FNMA 30YR 4.5% 12/01/2052#MA4840 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.06
FNMA 30YR 4% 01/01/2042#AJ6217 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3K – 0.00
FNMA 30YR 4% 01/01/2051#FM7031 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $500K – 0.02
FNMA 30YR 4% 02/01/2042#AK2717 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 30YR 4% 02/47#AL9779 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $836K – 0.03
FNMA 30YR 4% 03/01/2051#FM7460 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 4% 04/01/2045#FM2986 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 4% 04/01/2046#BC1823 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $9K – 0.00
FNMA 30YR 4% 04/01/2048#BK3836 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $45K – 0.00
FNMA 30YR 4% 04/01/2048#BM3700 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $197K – 0.01
FNMA 30YR 4% 04/01/2049#FM1277 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $316K – 0.01
FNMA 30YR 4% 04/01/2052#FS1647 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 4% 04/48#BJ8805 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $12K – 0.00
FNMA 30YR 4% 04/48#BK2485 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 30YR 4% 04/48#BK4838 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA 30YR 4% 04/48#CA1545 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $45K – 0.00
FNMA 30YR 4% 05/01/2048#BJ2731 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $506K – 0.02
FNMA 30YR 4% 05/01/2048#BK2527 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $9K – 0.00
FNMA 30YR 4% 05/01/2048#BM3877 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $81K – 0.00
FNMA 30YR 4% 05/01/46#AS7188 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $51K – 0.00
FNMA 30YR 4% 05/47#BM1277 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $216K – 0.01
FNMA 30YR 4% 06/47#BH4269 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13K – 0.00
FNMA 30YR 4% 07/01/2042#AL2607 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 30YR 4% 07/01/2046#BC8095 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $67K – 0.00
FNMA 30YR 4% 07/01/2047#AS9968 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $111K – 0.00
FNMA 30YR 4% 07/01/46#BC1443 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $211K – 0.01
FNMA 30YR 4% 07/45#AY8537 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $10K – 0.00
FNMA 30YR 4% 07/46#BC6150 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $20K – 0.00
FNMA 30YR 4% 07/46#BC6151 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13K – 0.00
FNMA 30YR 4% 08/01/2043#AU2854 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $82K – 0.00
FNMA 30YR 4% 09/01/2045#AZ7012 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $70K – 0.00
FNMA 30YR 4% 09/01/2046#BC2847 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $10K – 0.00
FNMA 30YR 4% 09/46#BC2843 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $242K – 0.01
FNMA 30YR 4% 10/01/2043#BM1167 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $97K – 0.00
FNMA 30YR 4% 10/01/2044#AX3008 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 30YR 4% 10/01/2045#AL7619 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $128K – 0.00
FNMA 30YR 4% 10/01/2045#AS6020 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $100K – 0.00
FNMA 30YR 4% 10/01/2046#BC4754 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $226K – 0.01
FNMA 30YR 4% 10/45#AY3962 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 30YR 4% 11/01/2045#BA3565 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $62K – 0.00
FNMA 30YR 4% 11/01/2049#CA4628 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 4% 11/45#AZ0560 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $30K – 0.00
FNMA 30YR 4% 12/01/2045#BC0532 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $20K – 0.00
FNMA 30YR 4% 12/01/2047#BJ4279 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $27K – 0.00
FNMA 30YR 4% 12/45#AZ9583 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA 30YR 4% 12/45#BA6404 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $11K – 0.00
FNMA 30YR 5.0% 10/01/2041#AL4242 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $185K – 0.01
FNMA 30YR 5.5% 02/01/2053#CB5600 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $270K – 0.01
FNMA 30YR 5.5% 05/01/2053#FS4631 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.07
FNMA 30YR 5.5% 06/01/2053#CB6527 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.07
FNMA 30YR 5.5% 06/01/2053#CB6636 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $766K – 0.03
FNMA 30YR 5.5% 06/01/2053#CB6642 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $499K – 0.02
FNMA 30YR 5.5% 07/01/2053#CB6673 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.06
FNMA 30YR 5.5% 08/01/2053#CB6911 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.06
FNMA 30YR 5.5% 10/01/2052#CB4843 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $897K – 0.03
FNMA 30YR 5.5% 11/01/2052#CB5139 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.08
FNMA 30YR 5% 02/01/2035#AB0067 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 30YR 5% 03/01/2033#AB0066 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 30YR 5% 05/01/2044#AS9099 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $11K – 0.00
FNMA 30YR 5% 10/01/2052#CB4893 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $87K – 0.00
FNMA 30YR 5% 11/01/2052#CB5128 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.05
FNMA 30YR 5% 11/01/2052#FS3248 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $760K – 0.03
FNMA 30YR 5% 11/01/2052#FS3295 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $490K – 0.02
FNMA 30YR 5% 12/01/2052#CB5273 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $494K – 0.02
FNMA 30YR 5% 12/01/2052#MA4841 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $842K – 0.03
FNMA 30YR 6.5% 01/01/2054#CB7801 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 6.5% 03/01/2054#CB8113 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $203K – 0.01
FNMA 30YR 6.5% 05/01/2053#FS4662 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.09
FNMA 30YR 6.5% 09/01/2053#CB7134 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $688K – 0.02
FNMA 30YR 6.5% 11/01/2053#CB7520 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1M – 0.04
FNMA 30YR 6% 05/01/2036#745512 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $320K – 0.01
FNMA 30YR 6% 06/01/2053#CB6538 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3M – 0.11
FNMA 30YR 6% 06/01/2053#CB6539 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2M – 0.08
FNMA 4.00% 1/41 #AE9338 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $9K – 0.00
FNMA 4.00% 10/40 #AE4428 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $14K – 0.00
FNMA 4.00% 11/41 #AB3872 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $121K – 0.00
FNMA 4.00% 12/40 #AH1016 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 4.00% 2/41 #AH4545 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 4.00% 2/42 #AK2525 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $9K – 0.00
FNMA 4.00% 2/42 #AK3548 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6K – 0.00
FNMA 4.00% 3/42 #AK1510 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 4.00% 3/42 #AK7441 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17K – 0.00
FNMA 4.00% 4/42 #AK6409 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $17K – 0.00
FNMA 4.00% 4/42 #AK8237 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $112K – 0.00
FNMA 4.00% 4/42 #AK9019 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $37K – 0.00
FNMA 4.00% 6/41 #AB3143 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $31K – 0.00
FNMA 4.00% 6/41 #AE1246 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $38K – 0.00
FNMA 4.00% 7/39 #AA9611 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $941.13 – 0.00
FNMA 4.50% 11/40 #AE0504 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $101K – 0.00
FNMA 4.50% 11/41 #AJ3402 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $10K – 0.00
FNMA 4.50% 3/40 #AD2341 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1K – 0.00
FNMA 4.50% 4/39 #AB0042 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $852K – 0.03
FNMA 4.50% 7/38 #909209 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $29K – 0.00
FNMA 4.50% 8/33 #713686 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 4.50% 8/33 #726923 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $15K – 0.00
FNMA 4.50% 8/33 #726949 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $41K – 0.00
FNMA 4.50% 8/41 #AI7910 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $14K – 0.00
FNMA 6.00% 1/38 #889371 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $43K – 0.00
FNMA 6.00% 1/40 #AD0732 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $42K – 0.00
FNMA 6.00% 1/42 #AL2128 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA 6.00% 10/34 #AL2130 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 6.00% 10/37 #995073 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $43K – 0.00
FNMA 6.00% 3/38 #889219 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA 6.00% 5/40 #AL2129 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $60K – 0.00
FNMA 6.00% 7/38 #889733 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 6.00% 7/41 #AL0913 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $128K – 0.00
FNMA 6.00% 8/37 #AE0265 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $71K – 0.00
FNMA 6.00% 9/37 #942981 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA 6.50% 12/32 #735415 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA 6.50% 12/35 #AD0723 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $41K – 0.00
FNMA 6.50% 2/36 #880258 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 6.50% 7/32 #545759 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $11K – 0.00
FNMA 6.50% 7/32 #545762 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 6.50% 7/35 #745092 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 6.50% 8/36 #888034 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA 6.50% 8/36 #888544 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $35K – 0.00
FNMA 6.50% 8/36 #AE0746 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $28K – 0.00
FNMA 6% 11/35 #AD0687 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $26K – 0.00
FNMA 7.00% 1/26 #331637 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $34.74 – 0.00
FNMA 7.00% 1/27 #366829 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $492.8 – 0.00
FNMA 7.00% 1/28 #251409 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $126.34 – 0.00
FNMA 7.00% 1/28 #313946 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $109.43 – 0.00
FNMA 7.00% 1/28 #412599 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $337.23 – 0.00
FNMA 7.00% 1/29 #323500 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $61.18 – 0.00
FNMA 7.00% 10/28 #323327 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $343.8 – 0.00
FNMA 7.00% 10/28 #457547 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $44.64 – 0.00
FNMA 7.00% 11/25 #328609 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $99.27 – 0.00
FNMA 7.00% 11/25 #329280 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $122.94 – 0.00
FNMA 7.00% 11/27 #190289 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $532.13 – 0.00
FNMA 7.00% 11/27 #395783 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $8.66 – 0.00
FNMA 7.00% 12/26 #323242 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16.03 – 0.00
FNMA 7.00% 12/27 #251335 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $120.75 – 0.00
FNMA 7.00% 12/28 #422181 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $160.55 – 0.00
FNMA 7.00% 2/28 #190294 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $69.11 – 0.00
FNMA 7.00% 2/29 #323542 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6K – 0.00
FNMA 7.00% 3/26 #303780 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $52.89 – 0.00
FNMA 7.00% 4/26 #303856 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $843.37 – 0.00
FNMA 7.00% 4/26 #343081 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $280.41 – 0.00
FNMA 7.00% 4/26 #343282 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $82.68 – 0.00
FNMA 7.00% 5/26 #250551 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $322.99 – 0.00
FNMA 7.00% 5/26 #303884 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $89.59 – 0.00
FNMA 7.00% 5/26 #303913 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $274.32 – 0.00
FNMA 7.00% 5/26 #339193 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $136.97 – 0.00
FNMA 7.00% 5/27 #393574 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $153.21 – 0.00
FNMA 7.00% 6/26 #366201 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $969.07 – 0.00
FNMA 7.00% 8/25 #250329 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4.17 – 0.00
FNMA 7.00% 8/25 #303450 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $115.87 – 0.00
FNMA 7.00% 8/25 #303505 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $23.49 – 0.00
FNMA 7.00% 8/25 #319647 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $196.64 – 0.00
FNMA 7.00% 8/27 #313644 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $60.78 – 0.00
FNMA 7.00% 9/25 #318376 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $97.66 – 0.00
FNMA 7.00% 9/26 #313264 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $35.67 – 0.00
FNMA 7.50% 1/28 #415853 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $421.75 – 0.00
FNMA 7.50% 1/30 #527717 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $30.69 – 0.00
FNMA 7.50% 10/26 #313182 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $637.35 – 0.00
FNMA 7.50% 10/27 #401788 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $77.55 – 0.00
FNMA 7.50% 10/29 #518567 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $60.2 – 0.00
FNMA 7.50% 11/27 #251298 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $12.35 – 0.00
FNMA 7.50% 11/27 #404846 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $369.33 – 0.00
FNMA 7.50% 11/28 #457257 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $228.19 – 0.00
FNMA 7.50% 11/29 #252874 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $189.59 – 0.00
FNMA 7.50% 11/29 #517793 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $56.49 – 0.00
FNMA 7.50% 11/31 #545304 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $3K – 0.00
FNMA 7.50% 12/27 #251336 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $128.17 – 0.00
FNMA 7.50% 12/28 #323424 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $28.49 – 0.00
FNMA 7.50% 12/29 #535033 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $108.25 – 0.00
FNMA 7.50% 2/26 #336195 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $49.27 – 0.00
FNMA 7.50% 2/27 #250932 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $261.52 – 0.00
FNMA 7.50% 2/28 #313983 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $80.08 – 0.00
FNMA 7.50% 3/28 #251570 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $210.83 – 0.00
FNMA 7.50% 3/29 #323688 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $97.17 – 0.00
FNMA 7.50% 4/29 #323645 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $37.72 – 0.00
FNMA 7.50% 5/27 #250912 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $74.67 – 0.00
FNMA 7.50% 5/28 #428795 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $810.41 – 0.00
FNMA 7.50% 5/29 #252492 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $267 – 0.00
FNMA 7.50% 6/27 #391266 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 7.50% 6/28 #251822 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $319.96 – 0.00
FNMA 7.50% 7/27 #250990 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $56.74 – 0.00
FNMA 7.50% 7/28 #506236 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA 7.50% 7/29 #505849 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $377.08 – 0.00
FNMA 7.50% 8/28 #436662 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $691.67 – 0.00
FNMA 7.50% 8/29 #507037 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $147.57 – 0.00
FNMA 7.50% 8/29 #509683 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $43.71 – 0.00
FNMA 7.50% 8/29 #510166 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $670.08 – 0.00
FNMA 7.50% 8/29 #510172 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $153.42 – 0.00
FNMA 7.50% 8/29 #511104 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $519.42 – 0.00
FNMA 7.50% 8/29 #511255 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $57.45 – 0.00
FNMA 7.50% 8/29 #511414 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $21.24 – 0.00
FNMA 7.50% 9/25 #325499 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $51.3 – 0.00
FNMA 7.50% 9/29 #501816 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $332.14 – 0.00
FNMA 7.50% 9/29 #502726 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA 7.50% 9/29 #514340 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $13.11 – 0.00
FNMA 8.50% 6/25 #307158 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $29.13 – 0.00
FNMA ARM 0.0% 07/01/2041#AI6050 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA ARM 0.0% 09/01/2041#AI9813 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $5K – 0.00
FNMA ARM 0.0% 10/01/2041#AI6819 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA ARM 06/01/2042#AO2244 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $12K – 0.00
FNMA ARM 11/36 #995606 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $18K – 0.00
FNMA ARM 3.228% 7/41#AI3469 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $7K – 0.00
FNMA ARM 3.24% 9/33 #555935 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA ARM 3.753% 10/33 #746320 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA ARM 3.83% 10/33 #879911 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $16K – 0.00
FNMA ARM 3.99% 5/34 #725828 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6K – 0.00
FNMA ARM 4.293% 3/35 #815586 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1K – 0.00
FNMA ARM 4.358% 10/33 #754672 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $766.89 – 0.00
FNMA ARM 4.409% 5/35 #829985 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNMA ARM 4.58% 7/35 #995273 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1K – 0.00
FNMA ARM 5.05% 7/34 #801635 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $789.03 – 0.00
FNMA ARM 5.21% 5/36 #872503 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $11K – 0.00
FNMA ARM 5.30% 12/35 #850837 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6K – 0.00
FNMA ARM 5.30% 8/36 #888199 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $19K – 0.00
FNMA ARM 5.31% 2/36 #822116 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $6K – 0.00
FNMA ARM 5.344% 7/35 #834917 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $1K – 0.00
FNMA ARM 5.59% 9/36 #893081 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $12K – 0.00
FNMA ARM 5.65% 7/37 #942609 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $4K – 0.00
FNMA ARM 6.25% 6/36 #886983 (FNMA GTD MTG PASS THRU CTF) Long ABS-mortgage backed security US $2K – 0.00
FNR 1999-57 PH 6.5% 12/29 (FNMA GTD MTG PASS THRU CTF) Long ABS-collateralized bond/debt obligation US $13K – 0.00
FORD MTR CR CO LLC 4.063% 11/01/2024 (FORD MOTOR CREDIT CO LLC) Long Debt US $5M – 0.18
FOX CORP 4.709% 01/25/2029 (FOX CORPORATION) Long Debt US $553K – 0.02
FOX CORP 5.476% 01/25/2039 (FOX CORPORATION) Long Debt US $529K – 0.02
FOX CORP 5.576% 01/25/2049 (FOX CORPORATION) Long Debt US $338K – 0.01
GENERAL MILLS INC 2.875% 04/15/2030 Long Debt US $195K – 0.01
GENERAL MTRS FINL CO INC 5.85% 04/06/2030 Long Debt US $965K – 0.03
GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $10K – 0.00
GNII II 2.5% 06/20/2051#MA7418 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $771K – 0.03
GNII II 2.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $23M – 0.77
GNII II 2.5% 07/20/2051#MA7472 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2M – 0.06
GNII II 2.5% 09/20/2051#MA7589 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2M – 0.06
GNII II 2.5% 12/20/2051#MA7767 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $69K – 0.00
GNII II 2% 01/20/2051#MA7135 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2M – 0.08
GNII II 2% 02/20/2051#MA7192 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $4M – 0.14
GNII II 2% 02/20/2052#MA7880 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $6M – 0.19
GNII II 2% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $31M – 1.06
GNII II 2% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-17M – -0.56
GNII II 2% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $16M – 0.54
GNII II 2% 10/20/2050#MA6930 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2M – 0.08
GNII II 2% 11/20/2050#MA6994 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2M – 0.07
GNII II 2% 12/20/2050#MA7051 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $4M – 0.12
GNII II 3.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $9M – 0.32
GNII II 3.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-7M – -0.23
GNII II 3.5% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $7M – 0.23
GNII II 3.50% 12/40 #004881 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $53K – 0.00
GNII II 3% 03/20/2046#MA3520 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $52K – 0.00
GNII II 3% 04/20/2047#MA4381 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $17K – 0.00
GNII II 3% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $20M – 0.69
GNII II 3% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-16M – -0.53
GNII II 3% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $12M – 0.41
GNII II 3% 11/46#MA4126 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $301K – 0.01
GNII II 4.0% 01/46#MA3377 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2K – 0.00
GNII II 4.0% 06/20/2045#MA2893 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $57K – 0.00
GNII II 4.0% 07/20/2044#MA2074 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $3K – 0.00
GNII II 4.0% 08/20/2043#MA1225 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $22K – 0.00
GNII II 4.0% 08/20/2045#MA3035 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $416K – 0.01
GNII II 4.0% 09/45#MA3106 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2K – 0.00
GNII II 4.0% 10/45#MA3174 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $2K – 0.00
GNII II 4.00% 1/41 #004922 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $179K – 0.01
GNII II 4.00% 10/40 #004833 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $88K – 0.00
GNII II 4.00% 10/41 #005280 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $608K – 0.02
GNII II 4.00% 11/40 #004853 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $353K – 0.01
GNII II 4.00% 2/41 #004945 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $6K – 0.00
GNII II 4.00% 9/40 #004800 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $139K – 0.00
GNII II 4.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $3M – 0.09
GNII II 4.50% 3/41 #004978 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $8K – 0.00
GNII II 4.50% 5/40 #004696 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $54K – 0.00
GNII II 4.50% 5/41 #005055 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $16K – 0.00
GNII II 4.50% 7/40 #004746 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $41K – 0.00
GNII II 4.50% 9/40 #004801 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $189K – 0.01
GNII II 4% 03/20/2047#MA4322 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $90K – 0.00
GNII II 4% 04/20/2047#MA4383 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $324K – 0.01
GNII II 4% 05/46#MA3664 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $500K – 0.02
GNII II 4% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $7M – 0.23
GNII II 4% 12/20/2045#MA3311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $3K – 0.00
GNII II 5.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $9M – 0.29
GNII II 5.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-8M – -0.26
GNII II 5.5% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $4M – 0.14
GNII II 6.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $1M – 0.03
GNII II 6.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Short ABS-mortgage backed security US $-1M – -0.03
GNII II 6.5% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) Long ABS-mortgage backed security US $1M – 0.03
GNMA 3.50% 1/41 #737901 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $35K – 0.00
GNMA 3.50% 2/41 #737995 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $50K – 0.00
GNMA 3.50% 5/42 #766750 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $86K – 0.00
GNMA 3.50% 5/42 #766751 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $124K – 0.00
GNMA 30YR 3.0% 01/15/2045#AI6880 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 3.0% 01/15/2045#AK3531 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 30YR 3.0% 01/15/2045#AL1871 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 30YR 3.0% 02/15/2045#AL3843 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 3.0% 03/15/2045#AH7281 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 3.0% 03/15/2045#AK7286 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL2277 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL2282 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL2303 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL5244 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL9282 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $10K – 0.00
GNMA 30YR 3.0% 03/15/2045#AL9337 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 30YR 3.5% 02/15/2042#616913 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $48K – 0.00
GNMA 30YR 3.5% 03/15/2043#AB3930 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $49K – 0.00
GNMA 30YR 3.5% 05/15/2042#766754 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $35K – 0.00
GNMA 30YR 3.5% 07/15/2043#AF0101 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $71K – 0.00
GNMA 30YR 3.5% 08/15/2042#AB2759 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $59K – 0.00
GNMA 30YR 3.5% 11/15/2042#AB9211 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $108K – 0.00
GNMA 30YR 3% 02/15/2045#AK6887 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 3% 02/15/2045#AL2187 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3% 03/15/2045#AL2575 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 3% 03/15/2045#AL5046 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 3% 06/15/2045#AN5721 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 3% 06/45#AN5715 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3% 06/45#AN5733 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 3% 07/15/2045#670029 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 3% 07/15/2045#AK8998 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 3% 07/15/2045#AM8979 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 3% 07/15/2045#AN7590 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $7K – 0.00
GNMA 30YR 3% 07/15/2045#AN7592 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 3% 07/15/2045#AN8980 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 30YR 3% 07/45#AK8997 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 30YR 3% 07/45#AL2996 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 3% 07/45#AO0257 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 4.0% 02/15/2042#778869 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 4.0% 07/15/2040#783030 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $15K – 0.00
GNMA 30YR 4.0% 09/15/2040#783095 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $7K – 0.00
GNMA 30YR 4.0% 10/15/2041#757458 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $81K – 0.00
GNMA 30YR 4.0% 11/15/2040#749947 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 4% 01/15/2042#794559 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 4% 01/15/2043#AC9441 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $13K – 0.00
GNMA 30YR 4% 03/15/2041#738107 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 4% 03/15/2042#733816 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $18K – 0.00
GNMA 30YR 4% 03/15/2042#796180 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 30YR 4% 04/15/2042#792254 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 30YR 4% 04/15/2043#AD7475 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 4% 04/15/2046#784232 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $447K – 0.02
GNMA 30YR 4% 08/15/2043#AD5682 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 30YR 4% 10/15/2041#775540 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 30YR 4% 11/15/2042#AB9201 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 30YR 4% 12/15/2041#792596 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 30YR 4% 12/15/2042#AB8144 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 4.00% 10/40 #783143 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $13K – 0.00
GNMA 4.00% 10/41 #479430 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $100K – 0.00
GNMA 4.00% 10/41 #479494 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $107K – 0.00
GNMA 4.00% 10/41 #479596 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 4.00% 10/41 #479607 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $12K – 0.00
GNMA 4.00% 10/41 #738885 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $54K – 0.00
GNMA 4.00% 10/41 #738886 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $25K – 0.00
GNMA 4.00% 10/41 #748242 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 4.00% 10/41 #772072 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 4.00% 10/41 #773499 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $12K – 0.00
GNMA 4.00% 10/41 #779843 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $17K – 0.00
GNMA 4.00% 10/41 #779846 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $9K – 0.00
GNMA 4.00% 11/40 #734042 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $29K – 0.00
GNMA 4.00% 11/40 #749953 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 4.00% 11/41 #489862 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $33K – 0.00
GNMA 4.00% 12/41 #552550 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $47K – 0.00
GNMA 4.00% 12/41 #552552 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $29K – 0.00
GNMA 4.00% 12/41 #552554 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $19K – 0.00
GNMA 4.00% 12/41 #709061 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 4.00% 12/41 #778681 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $10K – 0.00
GNMA 4.00% 2/41 #738002 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 4.00% 3/40 #727841 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $39K – 0.00
GNMA 4.00% 6/41 #768770 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 4.00% 7/41 #769093 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $10K – 0.00
GNMA 4.00% 8/41 #430354 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $148K – 0.00
GNMA 4.00% 8/41 #768137 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $14K – 0.00
GNMA 4.00% 9/41 #754197 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 4.00% 9/41 #772060 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $13K – 0.00
GNMA 4.00% 9/41 #772063 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $17K – 0.00
GNMA 4.00% 9/41 #773113 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 4.00% 9/41 #773473 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $13K – 0.00
GNMA 4.50% 2/40 #711188 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 4.50% 2/40 #711189 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $13K – 0.00
GNMA 4.50% 3/41 #783261 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $191K – 0.01
GNMA 4.50% 3/41 #783262 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $64K – 0.00
GNMA 4.50% 3/41 #783276 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 4.50% 3/41 #783295 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $240K – 0.01
GNMA 4.50% 4/41 #762904 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $26K – 0.00
GNMA 4.50% 5/39 #698329 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 4.50% 6/40 #745068 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $24K – 0.00
GNMA 4.50% 6/40 #745138 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $18K – 0.00
GNMA 4.50% 6/40 #782989 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $36K – 0.00
GNMA 4.50% 7/40 #719228 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $22K – 0.00
GNMA 4.50% 7/40 #719232 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $16K – 0.00
GNMA 4.50% 7/40 #733234 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 4.50% 7/40 #745236 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $48K – 0.00
GNMA 4.50% 8/39 #698474 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $44K – 0.00
GNMA 4.50% 8/40 #741372 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $16K – 0.00
GNMA 5.00% 10/39 #710924 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $14K – 0.00
GNMA 5.00% 10/39 #723228 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 5.00% 11/40 #734032 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 5.00% 11/40 #737674 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $11K – 0.00
GNMA 5.00% 12/39 #728451 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $15K – 0.00
GNMA 5.00% 3/39 #697924 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $8K – 0.00
GNMA 5.00% 4/40 #733601 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 5.00% 4/41 #738218 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $6K – 0.00
GNMA 5.00% 4/41 #738229 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $5K – 0.00
GNMA 5.00% 4/41 #738240 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 5.00% 6/40 #743475 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $9K – 0.00
GNMA 5.00% 7/40 #729562 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $10K – 0.00
GNMA 5.00% 7/40 #739706 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $13K – 0.00
GNMA 5.00% 7/40 #743665 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $8K – 0.00
GNMA 5.00% 8/39 #664574 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $953.8 – 0.00
GNMA 5.00% 8/39 #710776 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $13K – 0.00
GNMA 5.00% 8/40 #719262 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $24K – 0.00
GNMA 5.00% 8/40 #737311 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $21K – 0.00
GNMA 5.00% 9/39 #723339 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $10K – 0.00
GNMA 5.00% 9/40 #737454 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $15K – 0.00
GNMA 5.00% 9/40 #747153 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $9K – 0.00
GNMA 6.50% 11/35 #600498 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 6.50% 4/35 #637141 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 6.50% 9/35 #550659 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $8K – 0.00
GNMA 7.00% 1/28 #449499 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $720.67 – 0.00
GNMA 7.00% 1/28 #458374 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $33.28 – 0.00
GNMA 7.00% 10/28 #490635 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $106.13 – 0.00
GNMA 7.00% 10/31 #550985 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 7.00% 12/28 #490998 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $182.19 – 0.00
GNMA 7.00% 12/30 #493530 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 7.00% 2/28 #436199 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 7.00% 2/28 #780717 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $49.76 – 0.00
GNMA 7.00% 2/32 #569702 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $244.18 – 0.00
GNMA 7.00% 2/32 #572976 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $8K – 0.00
GNMA 7.00% 3/28 #780732 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $205.67 – 0.00
GNMA 7.00% 3/29 #487575 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 3/32 #539799 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 7.00% 3/32 #569233 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $31.7 – 0.00
GNMA 7.00% 3/32 #582976 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4K – 0.00
GNMA 7.00% 4/28 #442336 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $395.8 – 0.00
GNMA 7.00% 4/28 #471672 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $30.49 – 0.00
GNMA 7.00% 4/29 #480551 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $572.45 – 0.00
GNMA 7.00% 4/29 #499474 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 4/31 #547493 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 4/32 #552505 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 4/32 #567624 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $10K – 0.00
GNMA 7.00% 4/32 #582105 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $182.08 – 0.00
GNMA 7.00% 4/32 #587033 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 5/29 #508736 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 5/32 #582134 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $324.25 – 0.00
GNMA 7.00% 6/28 #449564 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $493.2 – 0.00
GNMA 7.00% 6/28 #471043 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $164 – 0.00
GNMA 7.00% 6/28 #471698 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 7.00% 6/32 #534007 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3K – 0.00
GNMA 7.00% 6/32 #563599 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $82.66 – 0.00
GNMA 7.00% 6/32 #565960 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 6/32 #582173 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $90 – 0.00
GNMA 7.00% 7/28 #457782 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $29.62 – 0.00
GNMA 7.00% 7/28 #464690 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $362.8 – 0.00
GNMA 7.00% 7/28 #464695 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $881.73 – 0.00
GNMA 7.00% 7/28 #475908 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $80.34 – 0.00
GNMA 7.00% 7/31 #550143 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $431.64 – 0.00
GNMA 7.00% 7/31 #559037 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 7.00% 7/31 #781324 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $792.82 – 0.00
GNMA 7.00% 7/32 #552668 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $387.76 – 0.00
GNMA 7.00% 7/32 #553440 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 8/31 #564604 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $132.11 – 0.00
GNMA 7.00% 8/31 #567088 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $1K – 0.00
GNMA 7.00% 8/31 #567100 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 7.00% 9/31 #545176 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $404.85 – 0.00
GNMA 7.00% 9/31 #550867 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 7.00% 9/31 #564296 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $176.77 – 0.00
GNMA 7.50% 1/26 #420660 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $13.74 – 0.00
GNMA 7.50% 10/27 #353881 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $155.06 – 0.00
GNMA 7.50% 10/27 #451506 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $254.76 – 0.00
GNMA 7.50% 10/28 #446737 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 7.50% 11/25 #408838 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $9.32 – 0.00
GNMA 7.50% 11/27 #461022 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $115.68 – 0.00
GNMA 7.50% 12/25 #780453 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $27.92 – 0.00
GNMA 7.50% 12/27 #417005 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $496.6 – 0.00
GNMA 7.50% 2/27 #444741 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $195.41 – 0.00
GNMA 7.50% 3/28 #456712 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA 7.50% 4/27 #353415 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $768.08 – 0.00
GNMA 7.50% 4/27 #435836 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $567.63 – 0.00
GNMA 7.50% 4/27 #436779 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $126.44 – 0.00
GNMA 7.50% 4/27 #439864 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $177.22 – 0.00
GNMA 7.50% 4/27 #440301 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $63.28 – 0.00
GNMA 7.50% 4/27 #443199 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $72.46 – 0.00
GNMA 7.50% 4/27 #443873 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $212.52 – 0.00
GNMA 7.50% 4/27 #444633 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $260.96 – 0.00
GNMA 7.50% 4/27 #447529 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $75.98 – 0.00
GNMA 7.50% 5/27 #447696 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $138.65 – 0.00
GNMA 7.50% 6/27 #443920 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $72.53 – 0.00
GNMA 7.50% 6/27 #780580 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $266.15 – 0.00
GNMA 7.50% 7/27 #411814 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $704.02 – 0.00
GNMA 7.50% 8/28 #482687 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $373.4 – 0.00
GNMA 8.00% 3/30 #479229 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $737.33 – 0.00
GNMA 8.00% 5/30 #479341 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $379.74 – 0.00
GNMA 8.00% 9/30 #479580 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $753.56 – 0.00
GNMA II 2.5% 08/20/2051#785575 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $525K – 0.02
GNMA II 2.5% 09/20/2051#785616 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $460K – 0.02
GNMA II 2.5% 12/20/2051#785792 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $617K – 0.02
GNMA II 3.0% 12/20/2042#AA5872 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $606K – 0.02
GNMA II 3.5% 01/20/2050#BR8993 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $173K – 0.01
GNMA II 3.5% 01/20/2050#BR8994 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $49K – 0.00
GNMA II 3.5% 01/20/2050#BR8995 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $86K – 0.00
GNMA II 3.5% 01/20/2050#BR8996 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $89K – 0.00
GNMA II 3.5% 12/20/2049#BR8985 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $22K – 0.00
GNMA II 3.5% 12/20/2049#BR8987 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $8K – 0.00
GNMA II 3.5% 12/49#BR8986 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $2K – 0.00
GNMA II 3% 03/20/2043#AA6146 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $403K – 0.01
GNMA II 3% 03/20/2043#AD8812 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $171K – 0.01
GNMA II 4.5% 04/20/2053#MA8799 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $4M – 0.15
GNMA II 4% 04/20/2047#784303 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $168K – 0.01
GNMA II 4% 04/20/2048#BG3507 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $125K – 0.00
GNMA II 4% 04/20/2048#BG7744 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $133K – 0.00
GNMA II 4% 04/47#784304 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $172K – 0.01
GNMA II 4% 10/20/2052#MA8346 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $3M – 0.11
GNMA II 5% 04/48#784805 (GNMA GUARANTEED PASS THRU CERT) Long ABS-mortgage backed security US $400K – 0.01
GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032 Long Debt US $2M – 0.08
GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033 Long Debt US $4M – 0.14
GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030 Long Debt US $4M – 0.15
GOLDMAN SACHS GROUP INC (THE) 4.25% 10/21/2025 Long Debt US $684K – 0.02
GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037 Long Debt US $743K – 0.03
GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028 (GOLDMAN SACHS GROUP INC (THE)) Long Debt US $12M – 0.41
GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) Long ABS-mortgage backed security US $2M – 0.05
GSMS 2021-IP B TSFR1M+126.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) Long ABS-mortgage backed security US $236K – 0.01
GSMS 2021-IP B TSFR1M+166.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) Long ABS-mortgage backed security US $2M – 0.08
HALLIBURTON CO 3.8% 11/15/2025 Long Debt US $18K – 0.00
HALLIBURTON CO 4.85% 11/15/2035 Long Debt US $629K – 0.02
HASBRO INC 3% 11/19/2024 Long Debt US $1M – 0.05
HCA INC 3.5% 09/01/2030 Long Debt US $1M – 0.04
HCA INC 3.625% 03/15/2032 Long Debt US $253K – 0.01
HCA INC 5.625% 09/01/2028 Long Debt US $1M – 0.04
HCA INC 5.875% 02/01/2029 Long Debt US $1M – 0.05
HEALTHCARE REALTY HOLDINGS LP 3.1% 02/15/2030 Long Debt US $352K – 0.01
HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026 Long Debt US $401K – 0.01
HEALTHPEAK OP LLC 3.25% 07/15/2026 Long Debt US $169K – 0.01
HEALTHPEAK OP LLC 3.5% 07/15/2029 Long Debt US $186K – 0.01
HESS CORP 4.3% 04/01/2027 Long Debt US $1M – 0.05
HESS CORP 5.6% 02/15/2041 Long Debt US $4M – 0.14
HESS CORP 7.125% 03/15/2033 Long Debt US $346K – 0.01
HESS CORP 7.3% 08/15/2031 Long Debt US $458K – 0.02
HESS CORP 7.875% 10/01/2029 Long Debt US $2M – 0.05
HORIZON 2018-1 A 4.458% 12/15/2038 144A Long ABS-collateralized bond/debt obligation US $551K – 0.02
HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.06
HSBC HOLDINGS PLC 4.95% 03/31/2030 Long Debt GB $430K – 0.01
HUDSON PAC PPTYS LP 4.65% 04/01/2029 (HUDSON PACIFIC PROPERTIES LP) Long Debt US $2M – 0.06
HUMANA INC 3.7% 03/23/2029 Long Debt US $776K – 0.03
IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A Long Debt GB $5M – 0.16
IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A Long Debt GB $1M – 0.04
INTESA SANPAOLO SPA 5.71% 01/15/2026 144A Long Debt IT $4M – 0.13
INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A Long ABS-mortgage backed security US $2M – 0.08
INVESCO CLO LTD TSFR3M+139.161 10/22/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.05
INVESCO US CLO 2024-1RA AR TSFR3M+155 04/15/2037 144A (INVESCO US CLO 2024-1 LTD) Long ABS-collateralized bond/debt obligation KY $2M – 0.07
INVESCO US CLO 2024-3A A LTD TSFR3M+151 07/20/2037 144A (INVESCO US CLO 2024-3 LTD) Long ABS-collateralized bond/debt obligation JE $2M – 0.06
INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032 Long Debt US $1M – 0.04
J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A Long ABS-mortgage backed security US $179K – 0.01
J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A Long ABS-mortgage backed security US $290K – 0.01
JACKSON FINANCIAL INC 3.125% 11/23/2031 Long Debt US $229K – 0.01
JACKSON FINANCIAL INC 5.17% 06/08/2027 Long Debt US $1M – 0.03
JACKSON FINANCIAL INC 5.67% 06/08/2032 Long Debt US $1M – 0.04
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027 Long Debt LU $4M – 0.13
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3.625% 01/15/2032 Long Debt LU $276K – 0.01
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032 Long Debt LU $3M – 0.09
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.125% 02/01/2028 Long Debt LU $1M – 0.04
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030 Long Debt LU $374K – 0.01
JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033 Long Debt LU $3M – 0.09
JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 Long Debt US $1M – 0.04
JPMORGAN CHASE and CO 3.875% 09/10/2024 Long Debt US $13M – 0.45
JPMORGAN CHASE and CO 4.125% 12/15/2026 Long Debt US $4M – 0.14
JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031 Long Debt US $4M – 0.13
JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033 Long Debt US $12M – 0.41
JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033 Long Debt US $5M – 0.17
JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033 Long Debt US $3M – 0.09
KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040 (KINDER MORGAN ENERGY PARTNERS LP) Long Debt US $145K – 0.00
KINDER MORGAN INC DEL 5.55% 06/01/2045 Long Debt US $697K – 0.02
KITE RLTY GROUP TRUST 4.75% 09/15/2030 (KITE REALTY GROUP TRUST) Long Debt US $3M – 0.10
KITE RLTY GROUP TRUST 4% 03/15/2025 (KITE REALTY GROUP TRUST) Long Debt US $2M – 0.06
KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.11
LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A Long Debt US $1M – 0.04
LIFE 2021-BMR MTG TR 21-BMR E TSFR1M+186.448 6 03/15/2036 144A Long ABS-mortgage backed security US $390K – 0.01
LIFE 2021-BMR MTG TR TSFR1M+121.448 03/15/2036 144A Long ABS-mortgage backed security US $325K – 0.01
LIFE 2021-BMR MTG TR TSFR1M+151.448 03/15/2026 144A Long ABS-mortgage backed security US $451K – 0.02
LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A Long ABS-mortgage backed security US $2M – 0.07
LIFE 2021-BMR MTG TR TSFR1M+99.448 03/15/2036 144A Long ABS-mortgage backed security US $518K – 0.02
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A Long ABS-mortgage backed security US $3M – 0.11
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A Long ABS-mortgage backed security US $2M – 0.08
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A Long ABS-mortgage backed security US $1M – 0.04
LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A Long ABS-mortgage backed security US $1M – 0.04
LOWES COS INC 3.35% 04/01/2027 Long Debt US $201K – 0.01
LOWES COS INC 3.75% 04/01/2032 Long Debt US $589K – 0.02
LOWES COS INC 4.25% 04/01/2052 Long Debt US $2M – 0.07
LOWES COS INC 4.45% 04/01/2062 Long Debt US $2M – 0.07
LOWES COS INC 4.5% 04/15/2030 Long Debt US $1M – 0.04
LXP INDUSTRIAL TRUST 2.7% 09/15/2030 Long Debt US $472K – 0.02
MADISON PARK FUNDING 2015 19A AR3 TSFR3M+160 01/22/2037 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.03
MADISON PK FDG L LTD / MADISON PK FDG L LLC TSFR3M+140.161 04/19/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.07
MADISON PK FDG LII LTD / MADISON PK FDG LII LLC TSFR3M+136.161 01/22/2035 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.07
MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC TSFR3M+151 04/25/2037 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.09
MADISON PK FDG XLV LLC 2020-45A AR TSFR3M+138.161 07/15/2034 144A (MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC) Long ABS-collateralized bond/debt obligation KY $1M – 0.05
MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC TSFR3M+146.161 01/22/2031 144A Long ABS-collateralized bond/debt obligation KY $572K – 0.02
MAGNE 2020-27A AR TSFR3M+140.161 10/20/2034 144A Long ABS-collateralized bond/debt obligation KY $461K – 0.02
MAGNETITE CLO LTD 2021-29A A TSFR3M+125.161 01/15/2034 144A (MAGNETITE XXIX LTD / MAGNETITE XXIX LLC) Long ABS-collateralized bond/debt obligation KY $2M – 0.06
MAGNETITE CLO LTD TSFR3M+180 04/22/2036 144A (MAGNE 2023-36A) Long ABS-collateralized bond/debt obligation KY $1M – 0.04
MAGNETITE IX LTD /LLC TSFR3M+139.161 10/25/2034 144A (MAGNETITE IX LTD / MAGNETITE IX LLC) Long ABS-collateralized bond/debt obligation KY $2M – 0.08
MAGNETITE XXI LTD 2019-21A A TSFR3M+128.161 04/20/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.06
MAGNETITE XXIII LTD TSFR3M+139.161 01/25/2035 144A Long ABS-collateralized bond/debt obligation KY $5M – 0.18
MARSH and MCLENNAN COS INC 4.375% 03/15/2029 Long Debt US $1M – 0.04
MARSH and MCLENNAN COS INC 4.75% 03/15/2039 Long Debt US $520K – 0.02
MASSACHUSETTS MUTUAL LIFE INS 3.729% 10/15/2070 144A (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) Long Debt US $1M – 0.04
MCDONALDS CORP 3.5% 07/01/2027 Long Debt US $495K – 0.02
MCDONALDS CORP 3.6% 07/01/2030 Long Debt US $569K – 0.02
METLIFE INC 5.375% 07/15/2033 Long Debt US $4M – 0.12
MILOS CLO LTD TSFR3M+133.161 10/20/2030 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.05
MOLSON COORS BEVERAGE CO 3% 07/15/2026 Long Debt US $2M – 0.07
MOLSON COORS BEVERAGE CO 5% 05/01/2042 Long Debt US $4M – 0.12
MOODYS CORP 3.25% 01/15/2028 Long Debt US $692K – 0.02
MOODYS CORP 3.75% 03/24/2025 Long Debt US $2M – 0.05
MORGAN STANLEY 3.125% 07/27/2026 Long Debt US $6M – 0.22
MORGAN STANLEY 3.622/VAR 04/01/2031 Long Debt US $3M – 0.10
MORGAN STANLEY 3.625% 01/20/2027 Long Debt US $3M – 0.11
MORGAN STANLEY 4.431/VAR 01/23/2030 Long Debt US $1M – 0.04
MORGAN STANLEY 4.889%/VAR 07/20/2033 Long Debt US $6M – 0.21
MORGAN STANLEY 5.25/VAR 04/21/2034 Long Debt US $3M – 0.09
MORGAN STANLEY 5.424%/VAR 07/21/2034 Long Debt US $4M – 0.12
MORGAN STANLEY 5% 11/24/2025 Long Debt US $4M – 0.15
MORGAN STANLEY 6.296/VAR 10/18/2028 Long Debt US $3M – 0.09
MORGAN STANLEY 6.342%/VAR 10/18/2033 Long Debt US $5M – 0.18
MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A Long ABS-mortgage backed security US $2M – 0.08
MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A Long ABS-mortgage backed security US $350K – 0.01
MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A Long ABS-mortgage backed security US $331K – 0.01
MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051 Long ABS-mortgage backed security US $2M – 0.06
MPLX LP 4.8% 02/15/2029 Long Debt US $338K – 0.01
MPLX LP 4.875% 12/01/2024 Long Debt US $835K – 0.03
MPLX LP 4.95% 09/01/2032 Long Debt US $2M – 0.07
MPLX LP 5.5% 02/15/2049 Long Debt US $956K – 0.03
MYLAN INC 4.55% 04/15/2028 Long Debt US $1M – 0.04
NAKILAT INC 6.067% 12/31/2033 144A Long Debt MH $479K – 0.02
NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD TSFR3M+140 07/18/2038 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.07
NISOURCE INC 2.95% 09/01/2029 Long Debt US $2M – 0.08
NISOURCE INC 3.6% 05/01/2030 Long Debt US $1M – 0.05
NUVEEN FINANCE LLC 4.125% 11/01/2024 144A Long Debt US $540K – 0.02
OAK HILL CREDIT PARTNERS TSFR3M+150 04/20/2037 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.10
OAK HILL CREDIT PARTNERS TSFR3M+165 04/20/2037 144A Long ABS-collateralized bond/debt obligation KY $251K – 0.01
OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026 Long Debt US $2M – 0.05
OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040 Long Debt US $522K – 0.02
OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036 Long Debt US $1M – 0.05
OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046 Long Debt US $2M – 0.06
OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031 Long Debt US $3M – 0.09
OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033 Long Debt US $2M – 0.05
OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031 Long Debt US $877K – 0.03
OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029 Long Debt US $2M – 0.05
OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025 Long Debt US $814K – 0.03
OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027 Long Debt US $5M – 0.16
OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028 Long Debt US $2M – 0.06
OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026 Long Debt US $2M – 0.06
OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A Long ABS-mortgage backed security US $2M – 0.05
OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A Long ABS-mortgage backed security US $911K – 0.03
OPG TR 2021-PORT TSFR1M+59.848 8 10/15/2036 144A Long ABS-mortgage backed security US $207K – 0.01
ORACLE CORP 1.65% 03/25/2026 Long Debt US $2M – 0.06
ORACLE CORP 2.3% 03/25/2028 Long Debt US $3M – 0.10
ORACLE CORP 2.8% 04/01/2027 Long Debt US $2M – 0.06
ORACLE CORP 3.6% 04/01/2040 Long Debt US $1M – 0.05
OREILLY AUTOMOTIVE INC 4.2% 04/01/2030 Long Debt US $344K – 0.01
PACIFIC LIFECORP 5.125% 01/30/2043 144A Long Debt US $1M – 0.05
PEACE PARK CLO LTD TSFR3M+139.161 10/20/2034 144A Long ABS-collateralized bond/debt obligation KY $762K – 0.03
PEACHTREE CORNERS FDG TR 3.976% 02/15/2025 144A Long Debt US $2M – 0.05
PETROLEOS MEXICANOS 4.5% 01/23/2026 Long Debt MX $2M – 0.05
PETROLEOS MEXICANOS 5.95% 01/28/2031 Long Debt MX $2M – 0.05
PETROLEOS MEXICANOS 6.35% 02/12/2048 Long Debt MX $3M – 0.09
PETROLEOS MEXICANOS 6.49% 01/23/2027 Long Debt MX $1M – 0.04
PETROLEOS MEXICANOS 6.5% 01/23/2029 Long Debt MX $2M – 0.05
PETROLEOS MEXICANOS 6.5% 03/13/2027 Long Debt MX $1M – 0.05
PETROLEOS MEXICANOS 6.7% 02/16/2032 Long Debt MX $4M – 0.13
PETROLEOS MEXICANOS 6.75% 09/21/2047 Long Debt MX $2M – 0.08
PETROLEOS MEXICANOS 6.84% 01/23/2030 Long Debt MX $2M – 0.06
PETROLEOS MEXICANOS 6.95% 01/28/2060 Long Debt MX $2M – 0.05
PETROLEOS MEXICANOS 7.69% 01/23/2050 Long Debt MX $4M – 0.12
PHILLIPS 66 3.85% 04/09/2025 Long Debt US $186K – 0.01
Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034 Long Debt US $467K – 0.02
PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032 Long Debt US $331K – 0.01
PINE STR TR II 5.568% 02/15/2049 144A (PINE STREET TRUST II) Long Debt US $2M – 0.05
PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A Long ABS-collateralized bond/debt obligation US $506K – 0.02
PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029 Long Debt US $370K – 0.01
PLAINS ALL AM PIPELN/PAA FIN C 3.6% 11/01/2024 Long Debt US $423K – 0.01
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A Long ABS-collateralized bond/debt obligation US $1M – 0.05
PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A Long ABS-collateralized bond/debt obligation US $1M – 0.04
PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A Long ABS-collateralized bond/debt obligation US $1M – 0.04
PPGLP 2000-C1 A2 7.75% 7/28 (PROVIDENCE PLACE GROUP LTD PARTNERSHIP) Long ABS-mortgage backed security US $764K – 0.03
PPSI 2005-WCH1 M4 TSFR1M+135.948 1/36 (PARK PL SECS INC) Long ABS-collateralized bond/debt obligation US $19K – 0.00
PUGET ENERGY INC 4.1% 06/15/2030 Long Debt US $949K – 0.03
PUGET ENERGY INC 4.224% 03/15/2032 Long Debt US $2M – 0.06
REALTY INCOME CORP 2.2% 06/15/2028 Long Debt US $218K – 0.01
REALTY INCOME CORP 2.85% 12/15/2032 Long Debt US $248K – 0.01
REALTY INCOME CORP 3.25% 01/15/2031 Long Debt US $277K – 0.01
REALTY INCOME CORP 3.4% 01/15/2028 Long Debt US $461K – 0.02
REGIONS BANK OF ALABAMA 6.45% 06/26/2037 Long Debt US $2M – 0.08
RETAIL OPPTY INVTS PRTNRSHP LP 4% 12/15/2024 (RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP) Long Debt US $297K – 0.01
REYNOLDS AMERICAN INC 4.45% 06/12/2025 Long Debt US $441K – 0.01
REYNOLDS AMERICAN INC 5.7% 08/15/2035 Long Debt US $364K – 0.01
REYNOLDS AMERICAN INC 6.15% 09/15/2043 Long Debt US $1M – 0.04
REYNOLDS AMERICAN INC 7.25% 06/15/2037 Long Debt US $982K – 0.03
ROCKLAND PARK CLO LTD TSFR3M+138.161 04/20/2034 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.09
ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028 (NATWEST GROUP PLC) Long Debt GB $1M – 0.05
RR 7 LTD TSFR3M+134 01/15/2037 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.09
SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030 Long Debt US $2M – 0.08
SABRA HEALTH CARE LP 3.2% 12/01/2031 Long Debt US $2M – 0.08
SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028 Long Debt US $2M – 0.05
SANTANDER HLDGS USA INC 6.499%/VAR 03/09/2029 Long Debt US $3M – 0.09
SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A Long ABS-collateralized bond/debt obligation US $1M – 0.04
SAUDI ARABIA KINGDOM OF 3.25% 10/22/2030 144A Long Debt SA $869K – 0.03
SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A Long Debt SA $597K – 0.02
SBA TOWER TR 1.884% 07/15/2050 144A Long ABS-collateralized bond/debt obligation US $689K – 0.02
SBA TOWER TR 2.328% 07/15/2052 144A Long ABS-collateralized bond/debt obligation US $503K – 0.02
SBA TOWER TR 2.836% 01/15/2050 144A Long ABS-collateralized bond/debt obligation US $2M – 0.06
SEMT 2004-6 A3B TSFR6M+130.826 7/34 (SEQUOIA MTG TR) Long ABS-collateralized bond/debt obligation US $360.91 – 0.00
SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A (PROJECT SILVER 2019) Long ABS-collateralized bond/debt obligation KY $976K – 0.03
SIMON PROPERTY GROUP LP 2.45% 09/13/2029 Long Debt US $438K – 0.01
SITE CENTERS CORP 3.625% 02/01/2025 Long Debt US $685K – 0.02
SITE CENTERS CORP 4.25% 02/01/2026 Long Debt US $896K – 0.03
SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029 Long Debt US $2M – 0.06
SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A Long Debt FR $3M – 0.09
SOUTHERN COMPANY 5.7% 03/15/2034 Long Debt US $2M – 0.07
SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A (SPGN 2022-TFLM MTG TR) Long ABS-mortgage backed security US $630K – 0.02
SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A (SPGN 2022-TFLM MTG TR) Long ABS-mortgage backed security US $325K – 0.01
SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A Long ABS-mortgage backed security US $2M – 0.07
SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A Long ABS-mortgage backed security US $544K – 0.02
SREIT TR 2021-MFP TSFR1M+144.348 9 11/15/2038 144A Long ABS-mortgage backed security US $828K – 0.03
SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A Long ABS-mortgage backed security US $3M – 0.11
STORE CAPITAL LLC 2.75% 11/18/2030 Long Debt US $2M – 0.07
STORE CAPITAL LLC 4.625% 03/15/2029 Long Debt US $519K – 0.02
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A Long ABS-collateralized bond/debt obligation US $4M – 0.13
SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A Long ABS-collateralized bond/debt obligation US $2M – 0.08
SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A Long ABS-collateralized bond/debt obligation US $2M – 0.07
SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028 Long Debt US $450K – 0.02
SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031 Long Debt US $1M – 0.04
SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A Long Debt LU $193K – 0.01
SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A Long ABS-collateralized bond/debt obligation KY $3M – 0.09
SYMPHONY CLO 43 LTD TSFR3M+152 04/15/2037 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.06
SYMPHONY CLO XXI LTD 21A AR TSFR3M+132.161 07/15/2032 144A Long ABS-collateralized bond/debt obligation KY $257K – 0.01
SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC 21-25A A TSFR3M+124.161 04/19/2034 144A Long ABS-collateralized bond/debt obligation KY $2M – 0.08
SYMPHONY CLO XXVI LTD 2021-26A AR TSFR3M+134.161 04/20/2033 144A (SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC) Long ABS-collateralized bond/debt obligation KY $2M – 0.07
SYNCHRONY FINANCIAL 3.95% 12/01/2027 Long Debt US $2M – 0.07
SYNCHRONY FINANCIAL 4.25% 08/15/2024 Long Debt US $2M – 0.07
SYNCHRONY FINANCIAL 5.15% 03/19/2029 Long Debt US $2M – 0.07
T-MOBILE USA INC 3.75% 04/15/2027 Long Debt US $2M – 0.06
T-MOBILE USA INC 3.875% 04/15/2030 Long Debt US $3M – 0.09
T-MOBILE USA INC 4.375% 04/15/2040 Long Debt US $350K – 0.01
T-MOBILE USA INC 4.5% 04/15/2050 Long Debt US $662K – 0.02
TANGER PROPERTIES LP 2.75% 09/01/2031 Long Debt US $1M – 0.04
TANGER PROPERTIES LP 3.125% 09/01/2026 Long Debt US $2M – 0.06
TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A Long Debt US $1M – 0.05
THOMSON REUTERS CORP 3.85% 09/29/2024 Long Debt CA $315K – 0.01
THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A (THUNDERBOLT AIRCRAFT LEASE LIM) Long ABS-collateralized bond/debt obligation KY $1M – 0.04
THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.05
TIME WARNER CABLE LLC 4.5% 09/15/2042 Long Debt US $207K – 0.01
TIME WARNER CABLE LLC 5.5% 09/01/2041 Long Debt US $434K – 0.01
TIME WARNER CABLE LLC 5.875% 11/15/2040 Long Debt US $399K – 0.01
TIME WARNER CABLE LLC 6.55% 05/01/2037 Long Debt US $6M – 0.20
TIME WARNER CABLE LLC 7.3% 07/01/2038 Long Debt US $1M – 0.04
TMTS 2003-4HE A TSFR1M+97.448 9/34 (TERWIN MORTGAGE TRUST) Long ABS-collateralized bond/debt obligation US $2K – 0.00
TOLEDO HOSPITAL/THE 5.325% 11/15/2028 Long Debt US $618K – 0.02
TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) Long Debt US $282K – 0.01
TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) Long Debt US $763K – 0.03
UBS GROUP AG 1.494%/VAR 08/10/2027 144A Long Debt CH $2M – 0.06
UBS GROUP AG 2.593%/VAR 09/11/2025 144A Long Debt CH $3M – 0.11
UBS GROUP AG 3.75% 03/26/2025 Long Debt CH $1M – 0.05
UBS GROUP AG 3.869%/VAR 01/12/2029 144A Long Debt CH $1M – 0.04
UBS GROUP AG 4.125% 09/24/2025 144A Long Debt CH $2M – 0.05
UBS GROUP AG 4.194/VAR 04/01/2031 144A Long Debt CH $3M – 0.09
UBS GROUP AG 4.55% 04/17/2026 Long Debt CH $776K – 0.03
UMBS 15YR 2% 07/01/2039 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $527K – 0.02
UMBS 15YR 2% 07/01/2039 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-527K – -0.02
UMBS 15YR 2% 08/01/2039 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $528K – 0.02
UMBS 30YR 2.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $54M – 1.83
UMBS 30YR 2.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-40M – -1.34
UMBS 30YR 2.5% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $31M – 1.05
UMBS 30YR 2% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $115M – 3.89
UMBS 30YR 2% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-105M – -3.54
UMBS 30YR 2% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $85M – 2.87
UMBS 30YR 3.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $9M – 0.31
UMBS 30YR 3% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $23M – 0.78
UMBS 30YR 3% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-17M – -0.57
UMBS 30YR 3% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $17M – 0.57
UMBS 30YR 4.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $3M – 0.10
UMBS 30YR 4% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $14M – 0.48
UMBS 30YR 4% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Short ABS-mortgage backed security US $-9M – -0.30
UMBS 30YR 4% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $4M – 0.15
UMBS 30YR 6.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) Long ABS-mortgage backed security US $7M – 0.22
UNITED STATES TREASURY BOND 1.125% 05/15/2040 Long Debt US $8M – 0.26
UNITED STATES TREASURY BOND 1.75% 08/15/2041 Long Debt US $29M – 0.97
UNITED STATES TREASURY BOND 1.875% 11/15/2051 Long Debt US $8M – 0.27
UNITED STATES TREASURY BOND 2.25% 02/15/2052 Long Debt US $23M – 0.78
UNITED STATES TREASURY BOND 2.875% 05/15/2052 Long Debt US $17M – 0.58
UNITED STATES TREASURY BOND 2% 08/15/2051 Long Debt US $34M – 1.14
UNITED STATES TREASURY BOND 2% 11/15/2041 Long Debt US $11M – 0.38
UNITED STATES TREASURY BOND 3.375% 08/15/2042 Long Debt US $29M – 0.97
UNITED STATES TREASURY BOND 3.625% 05/15/2053 Long Debt US $22M – 0.75
UNITED STATES TREASURY BOND 3% 02/15/2047 Long Debt US $19M – 0.65
UNITED STATES TREASURY BOND 4.125% 08/15/2053 Long Debt US $50M – 1.67
UNITED STATES TREASURY BOND 4.25% 02/15/2054 Long Debt US $64M – 2.17
UNITED STATES TREASURY BOND 4.625% 05/15/2054 Long Debt US $9M – 0.31
UNUM GROUP 3.875% 11/05/2025 Long Debt US $1M – 0.05
UNUM GROUP 4% 06/15/2029 Long Debt US $1M – 0.04
UNUM GROUP 5.75% 08/15/2042 Long Debt US $2M – 0.07
UST NOTES 1.25% 05/31/2028 Long Debt US $56M – 1.89
UST NOTES 1.75% 01/31/2029 Long Debt US $22M – 0.75
UST NOTES 2.375% 03/31/2029 Long Debt US $18M – 0.62
UST NOTES 3.375% 05/15/2033 Long Debt US $69M – 2.32
UST NOTES 3.5% 02/15/2033 Long Debt US $59M – 1.99
UST NOTES 3.75% 06/30/2030 Long Debt US $63M – 2.11
UST NOTES 3.875% 08/15/2033 Long Debt US $5M – 0.17
UST NOTES 3.875% 11/30/2027 Long Debt US $54M – 1.82
UST NOTES 3.875% 11/30/2029 Long Debt US $120M – 4.05
UST NOTES 3.875% 12/31/2027 Long Debt US $68M – 2.28
UST NOTES 3.875% 12/31/2029 Long Debt US $83M – 2.80
UST NOTES 4.125% 08/31/2030 Long Debt US $25M – 0.83
UST NOTES 4.125% 11/15/2032 Long Debt US $70M – 2.37
UST NOTES 4.375% 11/30/2030 Long Debt US $88M – 2.98
UST NOTES 4.875% 10/31/2030 Long Debt US $23M – 0.78
UST NOTES 4% 01/31/2029 Long Debt US $74M – 2.49
UST NOTES 4% 01/31/2031 Long Debt US $56M – 1.90
UST NOTES 4% 02/15/2034 Long Debt US $17M – 0.58
UST NOTES 4% 06/30/2028 Long Debt US $17M – 0.56
UTAH ACQUISITION SUB INC 3.95% 06/15/2026 Long Debt US $758K – 0.03
VENTAS RLTY LTD PARTNERSHIP 3.5% 02/01/2025 Long Debt US $2M – 0.07
VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030 Long Debt US $2M – 0.07
VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026 Long Debt US $467K – 0.02
VENTAS RLTY LTD PARTNERSHIP 4.375% 02/01/2045 Long Debt US $184K – 0.01
VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030 Long Debt US $3M – 0.10
VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028 Long Debt US $656K – 0.02
VERIZON COMMUNICATIONS INC 2.1% 03/22/2028 Long Debt US $2M – 0.06
VERIZON COMMUNICATIONS INC 2.55% 03/21/2031 Long Debt US $1M – 0.05
VERIZON COMMUNICATIONS INC 3% 03/22/2027 Long Debt US $376K – 0.01
VERIZON COMMUNICATIONS INC 4.862% 08/21/2046 Long Debt US $2M – 0.07
VERIZON COMMUNICATIONS INC 5.012% 04/15/2049 Long Debt US $86K – 0.00
VIATRIS INC 1.65% 06/22/2025 Long Debt US $290K – 0.01
VIATRIS INC 2.7% 06/22/2030 Long Debt US $1M – 0.04
VIATRIS INC 3.85% 06/22/2040 Long Debt US $191K – 0.01
VIATRIS INC 4% 06/22/2050 Long Debt US $509K – 0.02
VICI PROPERTIES LP 4.375% 05/15/2025 Long Debt US $253K – 0.01
VICI PROPERTIES LP 4.75% 02/15/2028 Long Debt US $2M – 0.07
VICI PROPERTIES LP 4.95% 02/15/2030 Long Debt US $3M – 0.09
VICI PROPERTIES LP 5.125% 05/15/2032 Long Debt US $686K – 0.02
VICI PROPERTIES LP 5.75% 04/01/2034 Long Debt US $370K – 0.01
VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A Long ABS-mortgage backed security US $1M – 0.05
VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A Long ABS-mortgage backed security US $91K – 0.00
VORNADO REALTY LP 2.15% 06/01/2026 (VORNADO REALTY L P) Long Debt US $533K – 0.02
VOYA 2020 TSFR3M+141.161 07/16/2034 144A Long ABS-collateralized bond/debt obligation KY $1M – 0.04
VOYA CLO 2020-2 LTD/LLC TSFR3M+142.161 07/19/2034 144A (VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC) Long ABS-collateralized bond/debt obligation KY $1M – 0.04
VOYA CLO 2020-3 LTD / LLC TSFR3M+141.161 10/20/2034 144A (VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC) Long ABS-collateralized bond/debt obligation KY $3M – 0.09
VOYA CLO 2023-1A A1 LTD TSFR3M+180 01/20/2037 144A (VOYA CLO 2023-1 LTD) Long ABS-collateralized bond/debt obligation KY $2M – 0.08
VOYA CLO 2024-1A A1 LTD TSFR3M+152 04/15/2037 144A (VOYA CLO 2024-1 LTD) Long ABS-collateralized bond/debt obligation KY $1M – 0.04
WALT DISNEY CO 3.8% 03/22/2030 Long Debt US $7M – 0.23
WALT DISNEY CO 4.7% 03/23/2050 Long Debt US $2M – 0.07
WARNERMEDIA HOLDINGS INC 3.638% 03/15/2025 Long Debt US $683K – 0.02
WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 Long Debt US $1M – 0.04
WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029 Long Debt US $434K – 0.01
WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032 Long Debt US $2M – 0.06
WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042 Long Debt US $810K – 0.03
WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052 Long Debt US $2M – 0.07
WEC ENERGY GROUP INC FRN TSFR3M+211.25 25 05/15/2067 Long Debt US $432K – 0.01
WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025 Long Debt US $1M – 0.05
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028 Long Debt US $3M – 0.09
WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031 Long Debt US $4M – 0.14
WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033 Long Debt US $5M – 0.16
WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051 Long Debt US $4M – 0.15
WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035 Long Debt US $2M – 0.05
WELLS FARGO COML MTG TR 2015-C26 A4 3.166% 02/15/2048 Long ABS-mortgage backed security US $1M – 0.03
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A Long ABS-mortgage backed security US $1M – 0.04
WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052 (TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12) Long ABS-mortgage backed security US $814K – 0.03
WESTERN GAS PARTNERS LP 3.95% 06/01/2025 Long Debt US $261K – 0.01
WESTERN GAS PARTNERS LP 4.5% 03/01/2028 Long Debt US $591K – 0.02
WESTERN GAS PARTNERS LP 4.65% 07/01/2026 Long Debt US $3M – 0.09
WESTERN GAS PARTNERS LP 4.75% 08/15/2028 Long Debt US $346K – 0.01
WESTERN GAS PARTNERS LP 6.35% 01/15/2029 Long Debt US $1M – 0.03
WESTPAC BANKING CORP 4.11%/VAR 07/24/2034 Long Debt AU $1M – 0.04
WILLIAMS COS INC 3.5% 11/15/2030 Long Debt US $2M – 0.08
WILLIAMS COS INC 3.9% 01/15/2025 Long Debt US $369K – 0.01
WILLIAMS COS INC 4.65% 08/15/2032 Long Debt US $2M – 0.07
WILLIAMS COS INC 5.3% 08/15/2052 Long Debt US $463K – 0.02
WP CAREY INC 2.4% 02/01/2031 Long Debt US $967K – 0.03
WP CAREY INC 3.85% 07/15/2029 Long Debt US $365K – 0.01
WP CAREY INC 4% 02/01/2025 Long Debt US $2M – 0.05

Address

Fidelity Garrison Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America

Websites

N/A

Directors

ELIZABETH S ACTON
ROBERT W HELM
CHRISTINE THOMPSON
JENNIFER TOOLIN MCAULIFFE
CAROL J ZIERHOFFER
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
LAURA M BISHOP
ANN E DUNWOODY
ABIGAIL JOHNSON
MICHAEL E KENNEALLY

Transfer Agents

Fidelity Investments Institutional Operations Company LLC

Pricing Services

PRICINGDIRECT INC
MERRILL LYNCH VALUATIONS LLC
INTERCONTINENTAL EXCHANGE INC

Custodians

Citibank Europe plc
Citibank Europe plc
Citibank Canada
Citibank Europe plc
Citibank NA
Citibank Europe plc
Citibank Europe plc
Citigroup Pty Limited
Citibank NA
Citibank Europe plc
Citibank Europe plc
Citibank Europe plc
Citibank NA
CITIBANK, N.A.
Citibank Europe plc
Citibank Europe plc
Citibank NA
Citibank Europe plc
Banco Nacional de Mexico S.A.
Citibank NA
Citibank NA
Citibank NA
Clearstream Banking S.A
Citibank NA
Citibank Europe plc
Euroclear Bank SA/NV
Citibank Europe plc
Citibank Europe plc

Shareholder Servicing Agents

Fidelity Investments Institutional Operations Company LLC

Admins

Fidelity Service Company

Brokers

N/A