Fidelity Group of Funds > Fidelity Central Investment Portfolios II LLC
Fidelity Investment Grade Bond Central Fund
$35.73B
Avg Monthly Net Assets
$49.49B
Total Assets
$9.67B
Total Liabilities
$39.82B
Net Assets
Fidelity Investment Grade Bond Central Fund is a Mutual Fund in Fidelity Central Investment Portfolios II LLC
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $35.73B.
On August 27th, 2024 it reported 4,913 holdings, the largest
being UST NOTES (4.0%), UST NOTES (3.8%) and UNITED STATES TREASURY BOND (2.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Investment Grade Bond Central Fund | C000052072 |
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 |
|---|---|---|---|---|---|---|
| 3M CO 2.65% 04/15/2025 | Long | Debt | US | $2M | – | 0.00 |
| 3M CO 3.05% 04/15/2030 | Long | Debt | US | $1M | – | 0.00 |
| 3M CO 3.7% 04/15/2050 | Long | Debt | US | $1M | – | 0.00 |
| AASET 2018-1A A 3.844% 1/38 144A (AASET 2018-1 TR) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| AASET 2019-1 TRUST 3.844% 05/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| AASET 2019-2 B TR 4.458% 10/16/2039 144A (AASET 2019-2 TR) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| AASET 2019-2 TR 3.376% 10/16/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.04 |
| AASET 2021-1 TR 2.95% 11/16/2041 144A | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.05 |
| AASET 2021-2 TR 2.798% 01/15/2047 144A | Long | ABS-collateralized bond/debt obligation | US | $36M | – | 0.09 |
| AASET 2022-1 LTD 6% 05/16/2047 144A | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.07 |
| AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 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 | $21M | – | 0.05 |
| ABBVIE INC 3.2% 11/21/2029 | Long | Debt | US | $16M | – | 0.04 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024 | Long | Debt | IE | $12M | – | 0.03 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 | Long | Debt | IE | $16M | – | 0.04 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032 | Long | Debt | IE | $17M | – | 0.04 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028 | Long | Debt | IE | $16M | – | 0.04 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026 | Long | Debt | IE | $15M | – | 0.04 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 | Long | Debt | IE | $61M | – | 0.15 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025 | Long | Debt | IE | $16M | – | 0.04 |
| AES CORP 1.375% 01/15/2026 | Long | Debt | US | $29M | – | 0.07 |
| AES CORP 2.45% 01/15/2031 | Long | Debt | US | $24M | – | 0.06 |
| AES CORP 3.3% 07/15/2025 144A | Long | Debt | US | $36M | – | 0.09 |
| AES CORP 3.95% 07/15/2030 144A | Long | Debt | US | $39M | – | 0.10 |
| AFFILIATED MANAGERS GROUP INC 3.5% 08/01/2025 | Long | Debt | US | $9M | – | 0.02 |
| AFFIRM ASSET SECURITIZATION TR 2023-X1 7.11% 11/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| AFFIRM ASSET SECURITIZATION TR 2024-X1 6.27% 05/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.03 |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $21M | – | 0.05 |
| AFLAC INC 3.6% 04/01/2030 | Long | Debt | US | $9M | – | 0.02 |
| AIA GROUP LTD 3.2% 09/16/2040 144A | Long | Debt | HK | $11M | – | 0.03 |
| AIA GROUP LTD 3.375% 04/07/2030 144A | Long | Debt | HK | $28M | – | 0.07 |
| AIMCO CLO 11 LTD TSFR3M+139.161 10/17/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.05 |
| 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 | $47M | – | 0.12 |
| AIMCO CLO 21 LTD / AIMCO CLO 21 LLC TSFR3M+0 04/18/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $25M | – | 0.06 |
| AIMCO CLO 22 LTD / AIMCO CLO 22 LLC TSFR3M+150 04/25/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $56M | – | 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 | $35M | – | 0.09 |
| AIR LEASE CORP 3.375% 07/01/2025 | Long | Debt | US | $28M | – | 0.07 |
| AIR LEASE CORP 4.25% 09/15/2024 | Long | Debt | US | $17M | – | 0.04 |
| AJAX MTG LN TR 2021-E 1.74% 12/25/2060 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| AJAXM 2021-C A 2.115% 01/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| ALABAMA POWER CO 3.05% 03/15/2032 (ALABAMA POWER and LIGHT) | Long | Debt | US | $25M | – | 0.06 |
| ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $15M | – | 0.04 |
| ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $17M | – | 0.04 |
| ALLEGRO CLO LTD TSFR3M+140.161 07/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.05 |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC TSFR3M+150 07/20/2035 144A | Long | ABS-collateralized bond/debt obligation | XX | $25M | – | 0.06 |
| ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.05 |
| ALLY FINL INC 4.75% 06/09/2027 (ALLY FINANCIAL INC) | Long | Debt | US | $59M | – | 0.15 |
| ALLY FINL INC 5.125% 09/30/2024 (ALLY FINANCIAL INC) | Long | Debt | US | $9M | – | 0.02 |
| ALLY FINL INC 5.75% 11/20/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $17M | – | 0.04 |
| ALLY FINL INC 5.8% 05/01/2025 (ALLY FINANCIAL INC) | Long | Debt | US | $68M | – | 0.17 |
| ALLY FINL INC 6.7% 02/14/2033 (ALLY FINANCIAL INC) | Long | Debt | US | $50M | – | 0.12 |
| ALLY FINL INC 7.1% 11/15/2027 (ALLY FINANCIAL INC) | Long | Debt | US | $39M | – | 0.10 |
| ALLY FINL INC 8% 11/01/2031 (ALLY FINANCIAL INC) | Long | Debt | US | $13M | – | 0.03 |
| AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.05 |
| AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| AMERICAN HOMES 4 RENT LP 3.625% 04/15/2032 | Long | Debt | US | $12M | – | 0.03 |
| AMERICAN HOMES 4 RENT LP 4.3% 04/15/2052 | Long | Debt | US | $8M | – | 0.02 |
| AMGEN INC 1.65% 08/15/2028 | Long | Debt | US | $57M | – | 0.14 |
| AMGEN INC 5.15% 03/02/2028 | Long | Debt | US | $20M | – | 0.05 |
| AMGEN INC 5.25% 03/02/2030 | Long | Debt | US | $18M | – | 0.05 |
| AMGEN INC 5.25% 03/02/2033 | Long | Debt | US | $21M | – | 0.05 |
| AMGEN INC 5.6% 03/02/2043 | Long | Debt | US | $19M | – | 0.05 |
| AMGEN INC 5.65% 03/02/2053 | Long | Debt | US | $10M | – | 0.02 |
| AMGEN INC 5.75% 03/02/2063 | Long | Debt | US | $17M | – | 0.04 |
| ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $9M | – | 0.02 |
| ANHEUSER BUSCH INBEV WORLD INC 4.35% 06/01/2040 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $9M | – | 0.02 |
| ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $27M | – | 0.07 |
| ANHEUSER BUSCH INBEV WORLD INC 4.75% 04/15/2058 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $24M | – | 0.06 |
| ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $24M | – | 0.06 |
| ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $55M | – | 0.14 |
| ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $58M | – | 0.15 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.9% 02/01/2046 | Long | Debt | US | $16M | – | 0.04 |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 4.335% 01/16/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $725K | – | 0.00 |
| ARCHER DANIELS MIDLAND CO 3.25% 03/27/2030 | Long | Debt | US | $6M | – | 0.02 |
| ARES CAPITAL CORP 3.875% 01/15/2026 | Long | Debt | US | $53M | – | 0.13 |
| ARES CLO 2019-54A AR TSFR3M+127 10/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $36M | – | 0.09 |
| ARES LN FDG V LTD TSFR3M+0 07/25/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $32M | – | 0.08 |
| ARES LV CLO LTD 2020-55A A1R TSFR3M+139.161 07/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 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 | $37M | – | 0.09 |
| ARES XLI CLO LTD / ARES XLI CLO LLC TSFR3M+133.161 04/15/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $30M | – | 0.08 |
| ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| AT and T INC 2.55% 12/01/2033 | Long | Debt | US | $43M | – | 0.11 |
| AT and T INC 3.8% 12/01/2057 | Long | Debt | US | $74M | – | 0.19 |
| AT and T INC 4.3% 02/15/2030 | Long | Debt | US | $13M | – | 0.03 |
| AT and T INC 4.75% 05/15/2046 | Long | Debt | US | $9M | – | 0.02 |
| ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A | Long | Debt | US | $57M | – | 0.14 |
| ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A | Long | Debt | US | $29M | – | 0.07 |
| AUTONATION INC DEL 3.85% 03/01/2032 | Long | Debt | US | $20M | – | 0.05 |
| AUTONATION INC DEL 4.75% 06/01/2030 | Long | Debt | US | $3M | – | 0.01 |
| AUTOZONE INC 3.625% 04/15/2025 | Long | Debt | US | $5M | – | 0.01 |
| AUTOZONE INC 4% 04/15/2030 | Long | Debt | US | $21M | – | 0.05 |
| AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A | Long | Debt | KY | $21M | – | 0.05 |
| AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A | Long | Debt | KY | $40M | – | 0.10 |
| AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A | Long | Debt | KY | $34M | – | 0.09 |
| BABSON CLO LTD/CAYMAN ISLANDS 2020-1A AR TSFR3M+141.161 10/15/2036 144A | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.05 |
| BAE SYSTEMS PLC 3.4% 04/15/2030 144A | Long | Debt | GB | $9M | – | 0.02 |
| BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| BAMLL COML MTG SECS TR 2019 3.287% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $36M | – | 0.09 |
| BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BAMLL COML MTG SECS TR 2022-DKLX C VAR 01/15/2039 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A | Long | ABS-mortgage backed security | US | $20M | – | 0.05 |
| BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+155 01/15/2039 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BANK 20-BNK25 XB CSTR 01/15/2063 (BANK 2020-BNK25) | Long | ABS-mortgage backed security | US | $660K | – | 0.00 |
| BANK 2017-BNK4 3.428% 02/15/2061 (BANK 2018-BNK10) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| BANK 2017-BNK9 A4 3.538% 11/15/2054 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BANK 2017-BNKS 3.179% 06/15/2060 | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| BANK 2018-BNK10 3.688% 02/15/2061 | Long | ABS-mortgage backed security | US | $19M | – | 0.05 |
| BANK 2018-BNK14 4.231% 09/15/2060 | Long | ABS-mortgage backed security | US | $29M | – | 0.07 |
| BANK 2019 2.846% 12/15/2052 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BANK 2019-BN21 A5 2.851% 10/17/2052 (BANK 2019-BNK21) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BANK 2021-BN35 2.067% 06/15/2064 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| BANK 2021-BNK33 VAR 05/15/2064 | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| BANK 2021-BNK34 A4 2.156% 06/15/2063 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032 | Long | Debt | US | $65M | – | 0.16 |
| BANK OF AMERICA CORPORATION 2.972%/VAR 02/04/2033 | Long | Debt | US | $15M | – | 0.04 |
| BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028 | Long | Debt | US | $22M | – | 0.05 |
| BANK OF AMERICA CORPORATION 3.5% 04/19/2026 | Long | Debt | US | $33M | – | 0.08 |
| BANK OF AMERICA CORPORATION 3.705/VAR 04/24/2028 | Long | Debt | US | $56M | – | 0.14 |
| BANK OF AMERICA CORPORATION 3.95% 04/21/2025 | Long | Debt | US | $19M | – | 0.05 |
| BANK OF AMERICA CORPORATION 4.183% 11/25/2027 | Long | Debt | US | $22M | – | 0.06 |
| BANK OF AMERICA CORPORATION 4.2% 08/26/2024 | Long | Debt | US | $24M | – | 0.06 |
| BANK OF AMERICA CORPORATION 4.25% 10/22/2026 | Long | Debt | US | $20M | – | 0.05 |
| BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029 | Long | Debt | US | $2M | – | 0.00 |
| BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028 | Long | Debt | US | $39M | – | 0.10 |
| BANK OF AMERICA CORPORATION 4.45% 03/03/2026 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033 | Long | Debt | US | $49M | – | 0.12 |
| BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035 | Long | Debt | US | $50M | – | 0.13 |
| BANK5 2023-5YR1 6.26% 04/15/2056 | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| BANK5 2023-5YR3 6.724% 09/15/2056 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026 | Long | Debt | GB | $34M | – | 0.08 |
| BARCLAYS PLC (UNGTD) 2.894%/VAR 11/24/2032 | Long | Debt | GB | $11M | – | 0.03 |
| BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030 | Long | Debt | GB | $33M | – | 0.08 |
| BARCLAYS PLC 4.375% 01/12/2026 | Long | Debt | GB | $28M | – | 0.07 |
| BARCLAYS PLC 5.2% 05/12/2026 | Long | Debt | GB | $12M | – | 0.03 |
| BARCLAYS PLC 5.829%/VAR 05/09/2027 | Long | Debt | GB | $33M | – | 0.08 |
| BARCLAYS PLC 6.224%/VAR 05/09/2034 | Long | Debt | GB | $32M | – | 0.08 |
| BARCLAYS PLC 6.9% 09/13/2034 | Long | Debt | GB | $48M | – | 0.12 |
| BARINGS CLO LTD 2020-IV TSFR3M+148.161 01/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.07 |
| BARINGS CLO LTD 2023-IV TSFR3M+175 01/20/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $43M | – | 0.11 |
| BAYER US FIN II LLC 4.25% 12/15/2025 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $63M | – | 0.16 |
| BBCMS MORTGAGE TRUST 2023-C21 A3 CSTR 09/15/2056 | Long | ABS-mortgage backed security | US | $19M | – | 0.05 |
| BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $38M | – | 0.10 |
| BENCHMARK 2019-B14 MTG TR CSTR 12/15/2062 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BENCHMARK 2020-B17 MORTGAGE TRUST CSTR 03/15/2053 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BENCHMARK 2020-B18 MORTGAGE TRUST CSTR 07/15/2053 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BENCHMARK 2023-V3 MTG TR 6.3629% 07/15/2056 | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051 (BENCHMARK 2018-B4 MTG TR) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 3.7% 07/15/2030 | Long | Debt | US | $4M | – | 0.01 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025 | Long | Debt | US | $53M | – | 0.13 |
| BETHP 2021 TSFR3M+139.161 01/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $27M | – | 0.07 |
| BINOM SECURITIZATION TRUST 2022-RPL1 A1 2.9359% 02/25/2061 144A (BINOM SECURITIZATION TRUST 2021) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.03 |
| BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A (BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.05 |
| 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 | $25M | – | 0.06 |
| BLACKSTONE PRIVATE CREDIT FUND 2.625% 12/15/2026 | Long | Debt | US | $27M | – | 0.07 |
| BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 | Long | Debt | US | $43M | – | 0.11 |
| BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 | Long | Debt | US | $39M | – | 0.10 |
| BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A (BLP COML MTG 2024-INDS) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| BMO 2022-C3 MTG TR 22-C3 ASB VAR 09/15/2054 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BMO 2023-5C1 MTG TR 6.534% 08/15/2056 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| BNP PARIBAS 2.219%/VAR 06/09/2026 144A | Long | Debt | FR | $32M | – | 0.08 |
| BOAM SWAP PAY 3.7375 02/26/2025 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $2M | – | 0.00 | |
| BOAM SWAP PAY 3.94 05/10/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $961K | – | 0.00 | |
| BOAM SWAP PAY 4.05% 04/23/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $2M | – | 0.01 | |
| BOAM SWAP REC 3.7375 02/26/2025 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $1M | – | 0.00 | |
| BOAM SWAP REC 3.94 05/10/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $1M | – | 0.00 | |
| BOAM SWAP REC 4.05 04/23/2029 (BANK OF AMERICA, N.A.) | Derivative-interest rate | US | $3M | – | 0.01 | |
| BOEING CO 3.55% 03/01/2038 | Long | Debt | US | $2M | – | 0.01 |
| BOEING CO 5.15% 05/01/2030 | Long | Debt | US | $6M | – | 0.02 |
| BOEING CO 5.805% 05/01/2050 | Long | Debt | US | $31M | – | 0.08 |
| BOEING CO 5.93% 05/01/2060 | Long | Debt | US | $11M | – | 0.03 |
| BOEING CO 6.259% 05/01/2027 144A | Long | Debt | US | $8M | – | 0.02 |
| BOEING CO 6.298% 05/01/2029 144A | Long | Debt | US | $11M | – | 0.03 |
| BOEING CO 6.388% 05/01/2031 144A | Long | Debt | US | $9M | – | 0.02 |
| BOEING CO 6.528% 05/01/2034 144A | Long | Debt | US | $9M | – | 0.02 |
| BOEING CO 6.858% 05/01/2054 144A | Long | Debt | US | $14M | – | 0.03 |
| BOEING CO 7.008% 05/01/2064 144A | Long | Debt | US | $13M | – | 0.03 |
| BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $14M | – | 0.04 |
| BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $18M | – | 0.04 |
| BOSTON PPTYS LTD PARTNERSHIP 6.75% 12/01/2027 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $25M | – | 0.06 |
| BPR TRUST 2021-TY TSFR1M+174.77 04/15/2024 144A | Long | ABS-mortgage backed security | US | $76M | – | 0.19 |
| BPR TRUST 2022 TSFR1M+229.667 04/15/2024 144A | Long | ABS-mortgage backed security | US | $19M | – | 0.05 |
| BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027 | Long | Debt | US | $18M | – | 0.05 |
| BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029 | Long | Debt | US | $24M | – | 0.06 |
| BRANDYWINE OPER PARTNERSHIP LP 8.05% 03/15/2028 | Long | Debt | US | $34M | – | 0.09 |
| BRASS NO 10 PLC VAR 04/16/2069 144A | Long | ABS-collateralized bond/debt obligation | GB | $3M | – | 0.01 |
| BRAVO RESIDENTIAL FDG TR 2022-RPL1 2.75% 09/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.03 |
| BRISTOL PARK CLO LTD 2016 TSFR3M+125.161 04/15/2029 144A | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.04 |
| BRIXMOR OPERATING PARTNERSHIP LP 3.85% 02/01/2025 | Long | Debt | US | $445K | – | 0.00 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030 | Long | Debt | US | $20M | – | 0.05 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029 | Long | Debt | US | $23M | – | 0.06 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026 | Long | Debt | US | $26M | – | 0.07 |
| BROADCOM INC 1.95% 02/15/2028 144A | Long | Debt | US | $6M | – | 0.02 |
| BROADCOM INC 2.45% 02/15/2031 144A | Long | Debt | US | $51M | – | 0.13 |
| BROADCOM INC 2.6% 02/15/2033 144A | Long | Debt | US | $50M | – | 0.12 |
| BROADCOM INC 3.5% 02/15/2041 144A | Long | Debt | US | $38M | – | 0.10 |
| BROADCOM INC 3.75% 02/15/2051 144A | Long | Debt | US | $17M | – | 0.04 |
| BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A (BMP 2024-MF23) | Long | ABS-mortgage backed security | US | $22M | – | 0.06 |
| BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BX 2021-LBA TSFR1M+91.45 02/15/2036 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A | Long | ABS-mortgage backed security | US | $60M | – | 0.15 |
| BX 2024-CNYN TSFR1M+194.12 04/15/2029 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BX COML MTG TR 2019-XCALM AL TSFR1M+99.048 72 11/25/2286 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A | Long | ABS-mortgage backed security | US | $52M | – | 0.13 |
| BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A | Long | ABS-mortgage backed security | US | $39M | – | 0.10 |
| BX COML MTG TR 2024-XL4 TSFR1M+194.132 02/15/2039 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A | Long | ABS-mortgage backed security | US | $95M | – | 0.24 |
| 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 | $15M | – | 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 | $20M | – | 0.05 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC B TSFR1M+141.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $15M | – | 0.04 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC C TSFR1M+171.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC D TSFR1M+201.448 04/15/2034 144A | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| BX COMMERCIAL MORTGAGE TRUST 2021 SR1M+156.27 02/15/2039 144A (BX COMMERCIAL MORTGAGE TRUST 2021-VINO) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC B TSFR1M+101.328 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+121.308 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+141.278 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+206.198 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A | Long | ABS-mortgage backed security | US | $39M | – | 0.10 |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO A TSFR1M+76.681 82 05/15/2038 144A | Long | ABS-mortgage backed security | US | $22M | – | 0.06 |
| 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 | $33M | – | 0.08 |
| 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 | $12M | – | 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 | $12M | – | 0.03 |
| BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A (BX TR 2021-LGCY) | Long | ABS-mortgage backed security | US | $20M | – | 0.05 |
| BX TRUST 0.8% 06/15/2023 144A | Long | ABS-mortgage backed security | US | $6M | – | 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 | $29M | – | 0.07 |
| BX TRUST 2022-IND TSFR1M+184.8 04/15/2024 144A | Long | ABS-mortgage backed security | US | $15M | – | 0.04 |
| BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX TRUST 2022-IND TSFR1M+274.6 04/15/2024 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CAMB COML MTG TR 2019-LIFE A TSFR1M+118.448 12/15/2037 144A | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026 | Long | Debt | US | $21M | – | 0.05 |
| CAPITAL ONE FINANCIAL CORP 3.273%/VAR 03/01/2030 | Long | Debt | US | $29M | – | 0.07 |
| CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027 | Long | Debt | US | $55M | – | 0.14 |
| CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028 | Long | Debt | US | $28M | – | 0.07 |
| CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030 | Long | Debt | US | $40M | – | 0.10 |
| CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029 | Long | Debt | US | $27M | – | 0.07 |
| CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034 | Long | Debt | US | $46M | – | 0.12 |
| CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026 | Long | Debt | US | $31M | – | 0.08 |
| CAPITAL ONE MULTI-ASST EXEC TR 4.42% 05/15/2028 (CAPTIAL ONE MULTI-ASSET EXECUT) | Long | ABS-collateralized bond/debt obligation | US | $21M | – | 0.05 |
| 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 | $38M | – | 0.10 |
| CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028 | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.04 |
| CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029 | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.03 |
| CARMAX SELECT RECEIVABLES TRUST 2024-A 5.4% 11/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.02 |
| CARRIER GLOBAL CORP 5.9% 03/15/2034 | Long | Debt | US | $5M | – | 0.01 |
| CARRIER GLOBAL CORP 6.2% 03/15/2054 | Long | Debt | US | $5M | – | 0.01 |
| CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.04 |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CBRE SERVICES INC 2.5% 04/01/2031 | Long | Debt | US | $20M | – | 0.05 |
| CBRE SERVICES INC 4.875% 03/01/2026 | Long | Debt | US | $20M | – | 0.05 |
| CD 2017-CD5 MTG TR 3.171% 08/15/2050 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC TSFR3M+139.161 10/25/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.04 |
| CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $35M | – | 0.09 |
| CEDAR FUNDING LTD 23-17A A TSFR3M+185 07/20/2036 144A (CEDAR FDG XVII CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.06 |
| CEDAR FUNDING LTD 24-18A A TSFR3M+155 04/23/2037 144A | Long | ABS-collateralized bond/debt obligation | JE | $61M | – | 0.15 |
| CEDAR FUNDING LTD TSFR3M+136.161 10/20/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.05 |
| CEDF 2016-6A ARR TSFR3M+131.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.07 |
| CELANESE US HLDGS LLC 6.35% 11/15/2028 | Long | Debt | US | $19M | – | 0.05 |
| CELANESE US HLDGS LLC 6.55% 11/15/2030 | Long | Debt | US | $20M | – | 0.05 |
| CELANESE US HLDGS LLC 6.7% 11/15/2033 | Long | Debt | US | $12M | – | 0.03 |
| CENOVUS ENERGY INC 5.25% 06/15/2037 | Long | Debt | CA | $13M | – | 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 | $27M | – | 0.07 |
| CENTENE CORP 2.45% 07/15/2028 (CENTENE CORP DEL) | Long | Debt | US | $29M | – | 0.07 |
| CENTENE CORP 2.625% 08/01/2031 (CENTENE CORP DEL) | Long | Debt | US | $12M | – | 0.03 |
| CENTENE CORP 3.375% 02/15/2030 (CENTENE CORP DEL) | Long | Debt | US | $16M | – | 0.04 |
| CENTENE CORP 4.25% 12/15/2027 (CENTENE CORP DEL) | Long | Debt | US | $19M | – | 0.05 |
| CENTENE CORP 4.625% 12/15/2029 (CENTENE CORP DEL) | Long | Debt | US | $29M | – | 0.07 |
| CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A | Long | ABS-mortgage backed security | US | $43M | – | 0.11 |
| CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A | Long | ABS-mortgage backed security | US | $61M | – | 0.15 |
| CF HIPPOLYTA ISSUER LLC 1.99% 07/15/2060 144A | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| CFMT 2021-EBO1 LLC 1.1581% 11/25/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| CFMT 2024-HB13 LLC VAR 05/25/2034 144A | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033 | Long | Debt | US | $10M | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025 | Long | Debt | US | $4M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029 | Long | Debt | US | $10M | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053 | Long | Debt | US | $17M | – | 0.04 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | Long | Debt | US | $63M | – | 0.16 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063 | Long | Debt | US | $9M | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048 | Long | Debt | US | $10M | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029 | Long | Debt | US | $26M | – | 0.07 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045 | Long | Debt | US | $8M | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034 | Long | Debt | US | $14M | – | 0.04 |
| CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.04 |
| CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.03 |
| CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| CIGNA GROUP (THE) 3.05% 10/15/2027 | Long | Debt | US | $64M | – | 0.16 |
| CIGNA GROUP (THE) 4.375% 10/15/2028 | Long | Debt | US | $28M | – | 0.07 |
| CIGNA GROUP (THE) 4.8% 08/15/2038 | Long | Debt | US | $17M | – | 0.04 |
| CIGNA GROUP (THE) 4.9% 12/15/2048 | Long | Debt | US | $16M | – | 0.04 |
| CIGNA GROUP (THE) 5.4% 03/15/2033 | Long | Debt | US | $30M | – | 0.08 |
| CITI SWAP PAY 3.755 03/19/2029 (CITIBANK, N.A.) | Derivative-interest rate | US | $1M | – | 0.00 | |
| CITI SWAP PAY 3.778 02/24/2025 (CITIBANK, N.A.) | Derivative-interest rate | US | $3M | – | 0.01 | |
| CITI SWAP REC 3.755 03/19/2029 (CITIBANK, N.A.) | Derivative-interest rate | US | $1M | – | 0.00 | |
| CITI SWAP REC 3.778 02/24/2025 (CITIBANK, N.A.) | Derivative-interest rate | US | $2M | – | 0.01 | |
| CITIGROUP COML MTG TR 2015-GC27 A5 3.137% 02/10/2048 | Long | ABS-mortgage backed security | US | $14M | – | 0.04 |
| CITIGROUP COML MTG TR 2018-C6 4.145% 11/10/2051 | Long | ABS-mortgage backed security | US | $934K | – | 0.00 |
| CITIGROUP COML MTG TR 2019-GC41 CSTR 08/10/2056 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP INC 3.785%/VAR 03/17/2033 | Long | Debt | US | $16M | – | 0.04 |
| CITIGROUP INC 3.875% 03/26/2025 | Long | Debt | US | $35M | – | 0.09 |
| CITIGROUP INC 4.3% 11/20/2026 | Long | Debt | US | $51M | – | 0.13 |
| CITIGROUP INC 4.4% 06/10/2025 | Long | Debt | US | $11M | – | 0.03 |
| CITIGROUP INC 4.412%/VAR 03/31/2031 | Long | Debt | US | $43M | – | 0.11 |
| CITIGROUP INC 4.45% 09/29/2027 | Long | Debt | US | $68M | – | 0.17 |
| CITIGROUP INC 4.91%/VAR 05/24/2033 | Long | Debt | US | $46M | – | 0.11 |
| CITIGROUP INC 5.5% 09/13/2025 | Long | Debt | US | $43M | – | 0.11 |
| CITIGROUP INC 6.174%/VAR 05/25/2034 | Long | Debt | US | $22M | – | 0.06 |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032 | Long | Debt | US | $27M | – | 0.07 |
| CITIZENS FINANCIAL GRP INC 6.645%/VAR 04/25/2035 | Long | Debt | US | $13M | – | 0.03 |
| CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029 | Long | Debt | US | $14M | – | 0.03 |
| CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 | Long | Debt | US | $59M | – | 0.15 |
| CLEVELAND ELECTRIC ILLUM CO 5.95% 12/15/2036 | Long | Debt | US | $1M | – | 0.00 |
| CNH EQUIP TR 2023-A 5.34% 09/15/2026 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| COCA COLA CO 3.375% 03/25/2027 | Long | Debt | US | $24M | – | 0.06 |
| COCA COLA CO 3.45% 03/25/2030 | Long | Debt | US | $14M | – | 0.04 |
| COLOMBIA REPUBLIC OF 8.75% 11/14/2053 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $15M | – | 0.04 |
| COLOMBIA REPUBLIC OF 8% 11/14/2035 (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $11M | – | 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 | $38M | – | 0.10 |
| 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 | $28M | – | 0.07 |
| COLUMBIA PIPELINE GROUP INC 4.5% 06/01/2025 | Long | Debt | US | $7M | – | 0.02 |
| COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A | Long | Debt | US | $5M | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A | Long | Debt | US | $15M | – | 0.04 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A | Long | Debt | US | $4M | – | 0.01 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A | Long | Debt | US | $8M | – | 0.02 |
| COLUMBIA PIPELINES OPERATING CO LLC 6.714% 08/15/2063 144A | Long | Debt | US | $5M | – | 0.01 |
| COMCAST CORP 3.3% 04/01/2027 | Long | Debt | US | $6M | – | 0.02 |
| COMCAST CORP 3.4% 04/01/2030 | Long | Debt | US | $6M | – | 0.02 |
| COMCAST CORP 3.75% 04/01/2040 | Long | Debt | US | $2M | – | 0.01 |
| COMCAST CORP 3.9% 03/01/2038 | Long | Debt | US | $4M | – | 0.01 |
| COMCAST CORP 4.65% 07/15/2042 | Long | Debt | US | $11M | – | 0.03 |
| COMM 2015-DC1 MTG TR 3.078% 02/10/2048 | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| COMM 2015-LC19 MTG TR 2.922% 02/10/2048 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A | Long | Debt | AU | $11M | – | 0.03 |
| COMMONWEALTH BANK AUSTRALIA 3.784% 03/14/2032 144A | Long | Debt | AU | $9M | – | 0.02 |
| CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $3M | – | 0.01 |
| COOPERATIEVE RABOBANK UA 4.375% 08/04/2025 | Long | Debt | NL | $36M | – | 0.09 |
| COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 | Long | Debt | US | $9M | – | 0.02 |
| COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 | Long | Debt | US | $32M | – | 0.08 |
| COREBRIDGE FINANCIAL INC 3.85% 04/05/2029 | Long | Debt | US | $12M | – | 0.03 |
| COREBRIDGE FINANCIAL INC 3.9% 04/05/2032 | Long | Debt | US | $14M | – | 0.03 |
| COREBRIDGE FINANCIAL INC 4.35% 04/05/2042 | Long | Debt | US | $3M | – | 0.01 |
| COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 | Long | Debt | US | $8M | – | 0.02 |
| CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $7M | – | 0.02 |
| CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $6M | – | 0.01 |
| CORPORATE OFFICE PPTYS LP 2% 01/15/2029 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $2M | – | 0.01 |
| CSAIL 2015-C4 COML MTG TR 3.544% 11/15/2048 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSMC 2020-NET 2.2569% 08/15/2037 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| CSX CORP 3.8% 04/15/2050 | Long | Debt | US | $4M | – | 0.01 |
| CVS HEALTH CORP 3.625% 04/01/2027 | Long | Debt | US | $7M | – | 0.02 |
| CVS HEALTH CORP 3.875% 07/20/2025 | Long | Debt | US | $20M | – | 0.05 |
| CVS HEALTH CORP 3% 08/15/2026 | Long | Debt | US | $3M | – | 0.01 |
| CVS HEALTH CORP 5.25% 01/30/2031 | Long | Debt | US | $6M | – | 0.02 |
| CVS HEALTH CORP 5% 01/30/2029 | Long | Debt | US | $15M | – | 0.04 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024 144A | Long | Debt | US | $28M | – | 0.07 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A | Long | Debt | US | $28M | – | 0.07 |
| DB MASTER FIN LLC 21-1A A23 2.791% 11/20/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| DCP MIDSTREAM OPER LP 5.125% 05/15/2029 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $16M | – | 0.04 |
| DCP MIDSTREAM OPER LP 5.6% 04/01/2044 (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $13M | – | 0.03 |
| DCP MIDSTREAM OPER LP 6.45% 11/03/2036 144A (DCP MIDSTREAM OPERATING LP) | Long | Debt | US | $11M | – | 0.03 |
| DEERE and CO 2.75% 04/15/2025 | Long | Debt | US | $4M | – | 0.01 |
| DEERE and CO 3.1% 04/15/2030 | Long | Debt | US | $9M | – | 0.02 |
| DELL INTL/EMC CORP 5.25% 02/01/2028 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $28M | – | 0.07 |
| DELL INTL/EMC CORP 5.3% 10/01/2029 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $11M | – | 0.03 |
| DELL INTL/EMC CORP 5.85% 07/15/2025 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $5M | – | 0.01 |
| DELL INTL/EMC CORP 6.02% 06/15/2026 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $6M | – | 0.01 |
| DELL INTL/EMC CORP 6.1% 07/15/2027 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $10M | – | 0.03 |
| DELL INTL/EMC CORP 6.2% 07/15/2030 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $9M | – | 0.02 |
| DEUTSCHE BANK AG 4.5% 04/01/2025 | Long | Debt | DE | $67M | – | 0.17 |
| DEUTSCHE BANK AG NEW YORK BNCH 3.035/VAR 05/28/2032 | Long | Debt | US | $4M | – | 0.01 |
| DEUTSCHE BANK AG NEW YORK BNCH 6.72/VAR 01/18/2029 | Long | Debt | US | $23M | – | 0.06 |
| DISCOVER BANK 4.682%/VAR 08/09/2028 | Long | Debt | US | $23M | – | 0.06 |
| DISCOVER CARD EXECUTION NT TR 4.31% 03/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| DISCOVER FINANCIAL SVS 3.95% 11/06/2024 | Long | Debt | US | $41M | – | 0.10 |
| DISCOVER FINANCIAL SVS 4.1% 02/09/2027 | Long | Debt | US | $6M | – | 0.01 |
| DISCOVER FINANCIAL SVS 4.5% 01/30/2026 | Long | Debt | US | $23M | – | 0.06 |
| DISCOVER FINANCIAL SVS 6.7% 11/29/2032 | Long | Debt | US | $8M | – | 0.02 |
| DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 | Long | Debt | US | $13M | – | 0.03 |
| DLLAA 2023-1A 5.64% 02/22/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| DLLAA 2023-1A 5.93% 07/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| DLLAD 2023-1A 4.79% 01/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| DLLAD 2024-1 LLC 5.3% 07/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| DNKN 2017-1A A2II 4.03% 11/20/2047 144A (DB MASTER FIN LLC) | Long | ABS-collateralized bond/debt obligation | US | $34M | – | 0.09 |
| DOMINOS PIZZA MASTER ISR LLC 3.668% 10/25/2049 144A (DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.05 |
| DOW CHEMICAL CO 4.55% 11/30/2025 | Long | Debt | US | $13M | – | 0.03 |
| DR HORTON INC 2.6% 10/15/2025 | Long | Debt | US | $33M | – | 0.08 |
| DRYDEN 20-78A A1R CLO LTD TSFR3M+153 04/17/2037 144A (DRYDEN 78 CLO LTD) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.03 |
| DRYDEN 76 CLO LTD TSFR3M+141.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.05 |
| DRYDEN 83 CLO LTD 2024-83A AR TSFR3M+153 04/18/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.08 |
| DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC TSFR3M+138 07/15/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $30M | – | 0.08 |
| DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC TSFR3M+141.161 10/15/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.06 |
| DRYDEN 98 CLO LTD TSFR3M+130 04/20/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.05 |
| DRYDEN SENIOR LOAN FUND TSFR3M+113 02/20/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.04 |
| DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A | Long | Debt | US | $9M | – | 0.02 |
| DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A | Long | Debt | US | $16M | – | 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 | $6M | – | 0.02 |
| EATON VANCE CLO 2019-1 LTD TSFR3M+151 07/15/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $31M | – | 0.08 |
| EATON VANCE CLO 2020-2 LTD TSFR3M+141.161 01/15/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $33M | – | 0.08 |
| ELANCO ANIMAL HEALTH INC VAR 08/28/2028 | Long | Debt | US | $6M | – | 0.02 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+123.468 02 11/15/2036 144A | Long | ABS-mortgage backed security | US | $20M | – | 0.05 |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A | Long | ABS-mortgage backed security | US | $51M | – | 0.13 |
| EMERA US FINANCE LP 3.55% 06/15/2026 | Long | Debt | US | $6M | – | 0.02 |
| ENBRIDGE INC 4.25% 12/01/2026 | Long | Debt | CA | $8M | – | 0.02 |
| ENERGY TRANSFER LP 3.75% 05/15/2030 | Long | Debt | US | $26M | – | 0.06 |
| ENERGY TRANSFER LP 4.95% 06/15/2028 | Long | Debt | US | $19M | – | 0.05 |
| ENERGY TRANSFER LP 5.25% 04/15/2029 | Long | Debt | US | $10M | – | 0.03 |
| ENERGY TRANSFER LP 5.25% 07/01/2029 | Long | Debt | US | $11M | – | 0.03 |
| ENERGY TRANSFER LP 5.4% 10/01/2047 | Long | Debt | US | $6M | – | 0.01 |
| ENERGY TRANSFER LP 5.6% 09/01/2034 | Long | Debt | US | $20M | – | 0.05 |
| ENERGY TRANSFER LP 5.8% 06/15/2038 | Long | Debt | US | $10M | – | 0.03 |
| ENERGY TRANSFER LP 5% 05/15/2050 | Long | Debt | US | $25M | – | 0.06 |
| ENERGY TRANSFER LP 6.25% 04/15/2049 | Long | Debt | US | $8M | – | 0.02 |
| ENERGY TRANSFER LP 6% 06/15/2048 | Long | Debt | US | $26M | – | 0.06 |
| ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.03 |
| ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.03 |
| ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A | Long | ABS-collateralized bond/debt obligation | US | $27M | – | 0.07 |
| ENTERPRISE PRODS OPER LLC 3.7% 02/15/2026 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $8M | – | 0.02 |
| ENTERPRISE PRODS OPER LLC 3.75% 02/15/2025 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $282K | – | 0.00 |
| EQUITABLE HOLDINGS INC 4.572% 02/15/2029 144A | Long | Debt | US | $7M | – | 0.02 |
| EXELON CORP 2.75% 03/15/2027 | Long | Debt | US | $6M | – | 0.02 |
| EXELON CORP 3.35% 03/15/2032 | Long | Debt | US | $7M | – | 0.02 |
| EXELON CORP 4.05% 04/15/2030 | Long | Debt | US | $7M | – | 0.02 |
| EXELON CORP 4.1% 03/15/2052 | Long | Debt | US | $5M | – | 0.01 |
| EXELON CORP 4.7% 04/15/2050 | Long | Debt | US | $3M | – | 0.01 |
| EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| EXTENDED STAY AMER TR 2021-ESH C TSFR1M+181.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| EXTENDED STAY AMER TR 2021-ESH D TSFR1M+236.448 07/15/2038 144A | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FANNIE MAE 2.5% 02/25/2052 | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.03 |
| FANNIE MAE 2010-95 ZC 5% 09/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FANNIE MAE 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FANNIE MAE 4.5% 07/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.03 |
| FANNIEMAE 20YR 3.5% 05/01/2036#BM3697 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FANNIEMAE 20YR 3.5% 12/01/2036#BM3680 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $236.77 | – | 0.00 |
| FEDERAL HOME LN MTG 3237 C 5.5% 11/15/2036 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $937K | – | 0.00 |
| FEDERAL HOME LN MTG CORP 4.5% 11/15/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 07/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5% 08/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.811% 01/25/2025 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4795 FA SOFR30A+41.448 05/15/2048 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 18-4765 IB 4% 03/15/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 2.745% 01/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $14M | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT 2% 08/25/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 2017-4709 FE SOFR30A+46.448 08/15/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $623K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3.187% 09/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3.329% 05/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| FEDERAL HOME LN MTG MLT CTF GT 3.5% 05/15/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $232.42 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 01/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 01/25/2049 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $807K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $614K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3% 11/25/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2028 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $78.32 | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2040 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $560K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4.412% 03/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 4% 09/15/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $200K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 427 LI 3.5% 02/15/2034 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5.482% 01/25/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $40M | – | 0.10 |
| FEDERAL HOME LN MTG MLT CTF GT 5.5% 10/15/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $215K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 5176 AG 2% 01/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 5210 TA 3.5% 11/25/2046 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+648.552 02/15/2036 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 1.5% 03/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 12-154 F SOFR30A+41.448 01/25/2043 | Long | ABS-collateralized bond/debt obligation | US | $603K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2.25% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.03 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 01/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $27M | – | 0.07 |
| FEDERAL NAT MTG ASN GTD REM PA 20-101 BA 1.5% 09/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 20-49 JA 2% 08/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $480K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043 | Long | ABS-collateralized bond/debt obligation | US | $219K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042 | Long | ABS-collateralized bond/debt obligation | US | $257K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA SOFR30A+593.552 01/25/2044 | Long | ABS-collateralized bond/debt obligation | US | $22K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2019-82 PI 4% 06/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 22-15 GC 3% 01/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 22-17 BH 3% 05/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2040 | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027 | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 4.5% 07/25/2027 | Long | ABS-collateralized bond/debt obligation | US | $278.61 | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 4% 06/25/2050 | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.03 |
| FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $795K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $216K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+46.448 05/25/2047 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+632.552 05/25/2037 | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+652.552 12/25/2036 | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+660.552 06/25/2035 | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| FEDERAL NAT MTG2012-9 SH SOFR30A+643.552 06/25/2041 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $78.67 | – | 0.00 |
| FEDERAL NATL MTG AS GTD RE PTT 18-38 FG SOFR30A+41.448 06/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FEDERAL NATL MTG AS GTD RE PTT SOFR30A+41.448 05/25/2048 | Long | ABS-collateralized bond/debt obligation | US | $672K | – | 0.00 |
| FGLMC 30YR 3.5% 09/46#Q43176 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 10YR 2.5% 10/01/2029#RD5009 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $584K | – | 0.00 |
| FHLG 15YR 1.5% 01/01/2036#SB8083 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 15YR 1.5% 02/01/2036#RC1756 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20M | – | 0.05 |
| FHLG 15YR 1.5% 02/01/2036#SB8088 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FHLG 15YR 1.5% 03/01/2036#SB8092 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 15YR 1.5% 04/01/2036#SB8097 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FHLG 15YR 1.5% 05/01/2036#BR1069 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FHLG 15YR 1.5% 06/36#SB8106 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FHLG 15YR 1.5% 07/01/2035#SB8065 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FHLG 15YR 1.5% 07/01/2036#SB8110 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLG 15YR 1.5% 08/01/2035#SB8066 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 15YR 1.5% 08/01/2036#SB8114 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 15YR 1.5% 10/01/2035#SB8068 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| FHLG 15YR 1.5% 11/01/2035#QN4142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FHLG 15YR 1.5% 11/01/2035#QN4156 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 15YR 1.5% 11/01/2035#SB8073 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 15YR 1.5% 12/01/2035#SB8078 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FHLG 15YR 2.5% 01/01/2030#SB0800 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| FHLG 15YR 2.5% 01/01/2031#ZS8593 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FHLG 15YR 2.5% 01/33#J38270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLG 15YR 2.5% 02/01/2032#ZK8527 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 15YR 2.5% 02/01/2033#ZS8685 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2032#SB0878 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 15YR 2.5% 03/01/2033#G18680 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2033#G18683 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $581K | – | 0.00 |
| FHLG 15YR 2.5% 04/01/2033#ZS8087 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| FHLG 15YR 2.5% 04/01/2033#ZS8692 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FHLG 15YR 2.5% 05/01/2030#ZK7367 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 15YR 2.5% 05/01/2033#G18687 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FHLG 15YR 2.5% 05/01/2034#ZN6003 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| FHLG 15YR 2.5% 05/01/2035#SB8045 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 15YR 2.5% 06/01/2030#ZS8569 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 15YR 2.5% 06/01/2031#G18604 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $618K | – | 0.00 |
| FHLG 15YR 2.5% 06/01/2031#J34501 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2031#V61246 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2032#G18651 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 15YR 2.5% 07/01/2033#G16661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 15YR 2.5% 07/01/2033#ZS8703 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $766K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2036#SB0535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 15YR 2.5% 08/01/2031#V61273 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 15YR 2.5% 08/01/2032#G18654 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLG 15YR 2.5% 09/01/2032#ZK8908 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLG 15YR 2.5% 09/01/2032#ZS7890 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| FHLG 15YR 2.5% 09/01/2032#ZT2008 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FHLG 15YR 2.5% 10/01/2031#G15963 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| FHLG 15YR 2.5% 11/01/2031#ZK8400 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| FHLG 15YR 2.5% 11/01/2031#ZS8629 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 15YR 2.5% 11/01/2032#G18665 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FHLG 15YR 2.5% 11/01/2032#ZS8675 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FHLG 15YR 2.5% 12/01/2031#ZS8632 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLG 15YR 2.5% 12/01/2032#G18669 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 15YR 2.5% 12/01/2032#ZS8678 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 15YR 2.5% 12/31#ZK8422 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 15YR 2% 03/01/2036#QN5653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 15YR 2% 03/01/2036#SB0802 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31M | – | 0.08 |
| FHLG 15YR 2% 05/01/2036#QN6400 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 15YR 2% 06/01/2035#QN2507 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40M | – | 0.10 |
| FHLG 15YR 2% 06/01/2036#SB8107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| FHLG 15YR 2% 07/01/2035#QN2484 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15M | – | 0.04 |
| FHLG 15YR 2% 07/01/2035#QN2637 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 15YR 2% 08/01/2036#RC2195 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 15YR 3.5% 02/01/2030#J30717 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLG 15YR 3.5% 02/01/2034#G16752 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 15YR 3.5% 05/01/2030#J31647 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FHLG 15YR 3.5% 05/01/2030#J31652 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 15YR 3.5% 05/01/2030#J31654 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 15YR 3.5% 06/01/2030#J31908 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 15YR 3.5% 06/01/2030#J31990 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 15YR 3.5% 11/01/2033#G16677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLG 15YR 3.5% 12/01/2029#J30136 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 15YR 3% 01/01/2033#J38387 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $716K | – | 0.00 |
| FHLG 15YR 3% 01/01/2034#J40154 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FHLG 15YR 3% 02/01/2033#SB0621 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| FHLG 15YR 3% 02/01/2034#J40197 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 15YR 3% 02/01/2034#SB0179 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| FHLG 15YR 3% 03/01/2033#G18681 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLG 15YR 3% 04/01/2032#J36710 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 15YR 3% 04/01/2032#J36729 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FHLG 15YR 3% 04/01/2034#G16829 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 15YR 3% 05/01/2035#SB0836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 15YR 3% 06/01/2031#J34571 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34584 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34598 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34623 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $614K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34669 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLG 15YR 3% 07/01/2032#J37270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FHLG 15YR 3% 08/01/2032#J37406 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FHLG 15YR 3% 08/01/2032#J37452 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FHLG 15YR 3% 12/01/2030#ZS8591 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| FHLG 15YR 3% 12/01/2032#J38057 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FHLG 15YR 3% 12/01/2032#SB0030 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| FHLG 15YR 4.50% 6/25 #G18356 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 15YR 4.50% 7/25 #G13844 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FHLG 15YR 5% 03/01/2038#RC2855 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 20YR 1.5% 02/01/2041#RB5099 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 1.5% 03/01/2041#RB5104 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 1.5% 04/01/2041#RB5107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 1.5% 12/01/2040#RB5089 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $874K | – | 0.00 |
| FHLG 20YR 2.5% 01/01/2042#RB5142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 20YR 2.5% 02/01/2042#SC0248 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 20YR 2.5% 04/01/2042#SC0270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 20YR 2.5% 05/01/2041#SC0167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 20YR 2.5% 05/01/2041#SC0237 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 20YR 2.5% 06/01/2041#BR1090 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 20YR 2.5% 08/01/2041#QK0985 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $681K | – | 0.00 |
| FHLG 20YR 2.5% 08/01/2041#RB5122 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 20YR 2.5% 09/01/2041#SC0185 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 2.5% 10/01/2041#RB5132 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 20YR 2.5% 11/01/2041#QK1167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $845K | – | 0.00 |
| FHLG 20YR 2.5% 11/01/2041#QK1203 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 2.5% 11/01/2041#SC0210 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLG 20YR 2% 02/01/2041#QK0646 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $789K | – | 0.00 |
| FHLG 20YR 2% 02/01/2041#RB5100 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 20YR 2% 02/01/2042#RB5145 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $983K | – | 0.00 |
| FHLG 20YR 2% 03/01/2041#SC0136 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 2% 04/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14M | – | 0.04 |
| FHLG 20YR 2% 04/01/2042#SC0481 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FHLG 20YR 2% 05/01/2041#RB5111 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 20YR 2% 06/01/2041#RB5114 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| 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 | $21M | – | 0.05 |
| FHLG 20YR 2% 10/01/2041#RB5131 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 20YR 2% 11/01/2041#QK1180 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 20YR 2% 11/01/2041#RB5135 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 20YR 3.5% 02/34#G30703 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 20YR 3.5% 05/01/2034#C91764 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $857K | – | 0.00 |
| FHLG 20YR 3.5% 05/01/2038#ZA2505 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| FHLG 20YR 3.5% 06/01/2032#C91456 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 20YR 3.5% 07/01/2032#G31067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 20YR 3.5% 08/01/2034#C91782 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 20YR 3.5% 10/01/2034#C91793 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 20YR 3.5% 12/01/2033#C91737 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $748K | – | 0.00 |
| FHLG 20YR 3% 02/01/2037#C91912 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 20YR 3% 02/01/2037#C91917 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| FHLG 20YR 4.5% 10/01/2042#RB5189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 20YR 4.5% 12/01/2042#RB5198 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $897K | – | 0.00 |
| FHLG 20YR 4% 01/01/2036#G30933 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 20YR 4% 01/01/2039#K94441 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FHLG 20YR 4% 06/01/2038#K94286 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 20YR 4% 06/01/2038#K94293 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FHLG 20YR 4% 08/01/2038#K94337 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $438K | – | 0.00 |
| FHLG 20YR 4% 08/01/2038#K94341 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FHLG 20YR 6.50% 1/27 #D97164 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 20YR 6.50% 11/26 #D97105 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 20YR 6.50% 2/27 #D97196 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 20YR 6.50% 5/26 #C90975 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 20YR 7.00% 11/26 #C91010 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $805.46 | – | 0.00 |
| FHLG 20YR 7.00% 12/26 #C91019 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 20YR 7.00% 2/27 #D97194 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $646.35 | – | 0.00 |
| FHLG 20YR 7.00% 3/26 #D96943 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 20YR 7.00% 7/26 #D97040 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $800.48 | – | 0.00 |
| FHLG 20YR 7.00% 8/26 #C90997 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 20YR 7.00% 9/26 #G30299 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 3.0% 4/45#Q32729 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FHLG 3.0% 5/45#Q33470 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLG 3.0% 7/45#Q34956 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 3.0% 8/45#Q35367 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FHLG 3.0% 8/45#Q35372 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FHLG 3.0% 8/45#Q35375 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FHLG 3.0% 8/45#Q35578 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FHLG 3.0% 8/45#Q35579 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FHLG 3.5% 01/43 #Q16224 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 3.5% 02/43 #Q15869 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $744K | – | 0.00 |
| FHLG 3.5% 02/43 #Q15871 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $297K | – | 0.00 |
| FHLG 3.50% 10/42 #Q11886 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| FHLG 3.50% 10/42 #Q12211 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FHLG 3.50% 4/42 #C03811 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLG 3.50% 4/42 #G06993 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FHLG 3.50% 9/42 #Q11420 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 3% 2/1/43 #Q15788 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FHLG 3% 2/43 #Q15438 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| FHLG 30YR 1.5% 01/01/2051#QB7783 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 1.5% 01/01/2051#SD8120 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| FHLG 30YR 1.5% 02/01/2051#SD8127 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26M | – | 0.07 |
| FHLG 30YR 1.5% 03/01/2051#QC0031 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FHLG 30YR 1.5% 03/01/2051#SD8133 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 30YR 1.5% 04/01/2051#SD8139 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91M | – | 0.23 |
| FHLG 30YR 1.5% 06/01/2051#QC3131 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FHLG 30YR 1.5% 11/01/2050#QB6612 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $678K | – | 0.00 |
| FHLG 30YR 1.5% 12/01/2050#BQ9522 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FHLG 30YR 1.5% 12/01/2050#QB7301 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| FHLG 30YR 2.5% 02/01/2051#RA4575 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 2.5% 02/01/2051#SD7535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| FHLG 30YR 2.5% 03/01/2051#RA4749 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 2.5% 04/01/2047#SD0978 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 30YR 2.5% 05/01/2051#SD7540 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FHLG 30YR 2.5% 06/01/2052#SD8219 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $734K | – | 0.00 |
| FHLG 30YR 2.5% 07/01/2051#RA5574 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FHLG 30YR 2.5% 08/01/2050#SD0430 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2.5% 08/01/2050#SD7523 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 30YR 2.5% 10/01/2050#SD0450 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 2.5% 10/01/2050#SD7525 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35M | – | 0.09 |
| FHLG 30YR 2.5% 11/01/2050#SD7530 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $73M | – | 0.18 |
| FHLG 30YR 2.5% 11/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2.5% 12/01/2051#RA6434 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FHLG 30YR 2.5% 12/01/2051#SD8183 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2% 01/52#SD8188 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $914K | – | 0.00 |
| FHLG 30YR 2% 02/01/2052#RA6823 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33M | – | 0.08 |
| FHLG 30YR 2% 02/01/2052#SD8193 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22M | – | 0.06 |
| FHLG 30YR 2% 02/52#RA6824 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33M | – | 0.08 |
| FHLG 30YR 2% 03/01/2052#SD8199 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 04/01/2052#RA7142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 2% 05/01/2051#RA5287 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| FHLG 30YR 2% 05/01/2051#RA5288 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2% 05/51#QC1514 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 2% 05/51#SD7541 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72M | – | 0.18 |
| FHLG 30YR 2% 06/01/2050#RA2677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FHLG 30YR 2% 07/51#QC4163 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2% 09/01/2051#QC7468 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 30YR 2% 10/01/2051#QC8195 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 2% 10/01/2051#QC9113 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 2% 10/01/2051#QC9114 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2% 10/01/2051#QD0109 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2% 10/01/2051#RA6076 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| FHLG 30YR 2% 11/01/2050#QB5146 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#QD0399 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6239 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 2% 11/01/2051#RA6241 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22M | – | 0.06 |
| FHLG 30YR 2% 11/01/2051#RA6302 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FHLG 30YR 2% 11/01/2051#RA6308 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6321 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6333 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $594K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 2% 12/01/2051#QD3168 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2% 12/01/2051#QD3352 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $699K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3432 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3433 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3434 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#RA6506 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#RA6510 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FHLG 30YR 3.0% 01/01/2043#Q15247 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLG 30YR 3.0% 02/01/2043#Q15062 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLG 30YR 3.0% 02/01/2043#Q15786 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FHLG 30YR 3.0% 02/01/2043#Q15789 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FHLG 30YR 3.0% 03/01/2043#Q16470 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLG 30YR 3.0% 03/01/2045#Q31980 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 3.0% 04/01/2043#Q16915 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 3.0% 04/01/2045#Q32568 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 3.0% 05/01/2045#Q33441 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLG 30YR 3.0% 05/01/2045#Q33442 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FHLG 30YR 3.0% 05/01/2045#Q33468 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2045#Q34030 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2045#Q34103 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2045#Q34104 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2045#Q34156 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $668K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/2043#V80169 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $807K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/2045#Q34547 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/2045#Q34759 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/2045#Q34979 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FHLG 30YR 3.0% 07/45#Q34946 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FHLG 30YR 3.0% 08/01/2042#Q10538 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 30YR 3.0% 10/01/2042#C04268 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLG 30YR 3.0% 10/01/2045#Q36623 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 3.0% 11/01/2045#Q37218 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FHLG 30YR 3.0% 11/01/2045#Q37297 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $704K | – | 0.00 |
| FHLG 30YR 3.0% 12/01/2042#Q15249 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FHLG 30YR 3.0% 12/01/2045#Q37749 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $653K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2044#G07922 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3.5% 01/01/2044#G60271 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2045#G61419 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2046#G08687 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $559K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2046#G60393 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2048#ZM5477 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2052#QD5085 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2045#Q31307 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2046#Q38420 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2052#RA6700 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2052#RA6799 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3.5% 03/01/2032#C91403 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3.5% 03/01/2045#Q31974 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2045#Q32008 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2045#Q32124 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2045#Q32328 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $391K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2046#G60440 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 03/01/2046#Q39250 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2050#RA2362 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 30YR 3.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 30YR 3.5% 03/01/2052#RA6986 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FHLG 30YR 3.5% 03/01/2052#RA6987 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 30YR 3.5% 04/01/2043#Q16893 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2043#Q16935 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $446K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2043#Q17578 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2043#Q17646 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $981K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2046#Q40046 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2046#Q40085 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2047#RA7212 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3.5% 04/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2052#SD0927 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3.5% 04/40#V81744 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| FHLG 30YR 3.5% 04/46#Q39901 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2040#V81750 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2040#V81771 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2045#Q33347 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2045#Q33547 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3.5% 05/01/2045#Q33578 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2045#Q33623 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2045#Q33801 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2046#G60553 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FHLG 30YR 3.5% 05/01/2046#G60561 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2046#G60603 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2047#RA7313 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 06/01/2040#V81792 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2045#Q33724 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2045#Q33791 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $664K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2045#Q34164 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3.5% 06/01/2045#Q34311 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3.5% 06/01/2050#RA2794 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 30YR 3.5% 06/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $608K | – | 0.00 |
| FHLG 30YR 3.5% 06/45#Q34074 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2042#ZA1228 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 07/01/2042#ZA1231 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2046#Q41359 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2046#Q43088 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2047#ZA4926 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| FHLG 30YR 3.5% 08/01/2040#V81886 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $611K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2046#Q43328 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2047#ZA4942 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 08/01/2047#ZM3810 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2047#ZM4038 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $710K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2051#RA5746 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3.5% 08/01/45#G08659 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3.5% 08/42#Q10245 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2042#ZL3774 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3.5% 09/01/2046#G61420 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FHLG 30YR 3.5% 09/01/2047#ZM4140 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2047#ZM4241 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 10/01/2040#V81966 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2047#ZM4388 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 30YR 3.5% 10/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2051#RA6010 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 10/01/2052#SD8255 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FHLG 30YR 3.5% 11/01/2040#V82091 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $497K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2042#ZL4397 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2045#Q37070 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2047#Q52086 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2047#ZM4961 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $728K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2052#SD8264 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 11/47#V84700 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $699K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2046#Q45023 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2047#ZM5206 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 12/40#V82128 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| FHLG 30YR 3.5% 7/40#V81831 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FHLG 30YR 3.5% 9/40#V81958 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| FHLG 30YR 3% 01/01/2052#RA6604 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3% 01/01/2052#SD0803 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FHLG 30YR 3% 01/01/2052#SD0832 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3% 02/01/2050#SD0265 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FHLG 30YR 3% 02/01/2052#QD7615 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $678K | – | 0.00 |
| FHLG 30YR 3% 03/01/2051#RA4919 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 30YR 3% 03/01/2052#RA6988 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31M | – | 0.08 |
| FHLG 30YR 3% 03/01/2052#SD2219 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3% 04/01/2046#Q39717 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FHLG 30YR 3% 04/01/2046#Q40165 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FHLG 30YR 3% 04/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 3% 04/01/2050#RA2457 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FHLG 30YR 3% 05/01/2046#V82275 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 3% 05/01/2051#RA5267 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3% 05/01/2052#RA7375 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FHLG 30YR 3% 06/01/2050#SD0393 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 30YR 3% 06/01/2050#SD7518 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14M | – | 0.04 |
| FHLG 30YR 3% 07/01/2043#V80168 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3% 07/01/2051#QC5164 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $577K | – | 0.00 |
| FHLG 30YR 3% 08/01/2042#Q10217 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 3% 09/01/2051#QC7496 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 3% 09/01/2051#RA5901 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 3% 1/1/43 #Q14696 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FHLG 30YR 3% 10/01/2049#QA3225 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FHLG 30YR 3% 10/01/2051#RA5998 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FHLG 30YR 3% 11/01/2049#QA4865 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FHLG 30YR 3% 11/01/2049#SD7509 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 30YR 3% 11/01/2050#SD8108 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $917K | – | 0.00 |
| FHLG 30YR 3% 11/01/2051#QD1240 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLG 30YR 3% 11/01/2051#RA6347 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3% 11/1/42 #Q13148 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FHLG 30YR 3% 11/1/42 #Q13479 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 30YR 3% 12/01/2042#C04320 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3% 12/01/2046#G60989 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 3% 12/01/2049#QA5381 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| FHLG 30YR 3% 12/01/2049#RA1859 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 3% 12/01/2050#SD8115 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 30YR 3% 12/01/2051#QD3200 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 3% 12/01/42#G07240 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FHLG 30YR 3% 2/1/43 #Q15635 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FHLG 30YR 3% 5/46#Q40310 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $697K | – | 0.00 |
| FHLG 30YR 3% 6/46#V82414 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 4.0% 01/01/2043#Q15372 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/2044#Q24349 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/2044#V80950 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2042#Q06232 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2043#Q15107 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2043#Q15400 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2043#Q15893 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2043#Q15992 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2044#Q24546 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2044#Q24971 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2044#Q24973 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 30YR 4.0% 03/01/2043#Q16049 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FHLG 30YR 4.0% 03/01/2043#Q16131 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FHLG 30YR 4.0% 03/01/2044#Q25226 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2043#G07345 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 4.0% 04/01/2043#Q16749 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2043#Q17518 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2044#Q25624 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2045#Q32823 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FHLG 30YR 4.0% 04/01/2045#Q32912 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2043#Q18131 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2043#Q18136 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2043#Q18363 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2043#Q18481 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2043#Q18564 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2045#Q33138 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2043#Q19744 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2043#Q19747 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2044#Q26541 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2044#Q26605 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2045#Q34467 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19597 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19606 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19690 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19764 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19988 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q20358 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q20360 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2044#Q27007 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2044#Q27067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2044#Q27096 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2045#Q34458 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $620K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2043#G07579 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2043#Q20707 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2043#Q20763 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2043#Q20785 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2043#Q20882 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2044#Q27808 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2044#Q28059 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/44#Q27794 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2042#Q11138 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21255 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21258 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21524 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21526 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21605 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21835 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21845 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21900 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/44#Q28370 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/44#Q28495 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FHLG 30YR 4.0% 1/1/42 #Q05962 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $614K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2041#G06800 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2042#Q11868 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2042#Q12164 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2042#Q12215 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2043#Q22486 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2043#Q22499 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2043#Q22677 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2043#Q22682 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/44#Q28991 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2041#Q04636 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2042#Q13121 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2042#Q13381 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2042#Q13425 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2042#Q13653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2042#Q13654 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2043#Q23023 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.0% 12/01/2042#Q13420 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLG 30YR 4.0% 12/01/2042#Q13899 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2040#A90709 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2041#A96051 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $824K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2045#Q30829 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2047#Q45635 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FHLG 30YR 4.5% 01/42#G60517 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2037#G02671 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2044#Q24572 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2047#Q46222 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $587K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2053#SD2430 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FHLG 30YR 4.5% 03/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2041#A97673 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $872K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2042#G07492 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2044#V81065 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2053#RA8778 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 30YR 4.5% 03/41#A97555 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2048#ZM6138 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2053#QG0550 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2053#QG0756 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FHLG 30YR 4.5% 04/01/2053#QG0808 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2053#RA8714 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4.5% 05/01/2035#A38837 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2040#A92181 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2045#Q33769 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2047#Q47935 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2047#Q48095 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 4.5% 05/47#Q47942 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2041#Q01212 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2047#Q48759 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4.5% 06/39#G05497 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4.5% 06/47#Q48876 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2040#C03486 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2044#Q27069 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2047#G61047 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $578K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2047#Q49393 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $934K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2047#Q49499 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2035#G01853 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $424.07 | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2035#G02836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2039# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2040#A93375 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2052#SD8238 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2039# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2040#G06016 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2041#G60405 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $681K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2041#Q03517 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2039#A89270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2039#G05645 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2040#A94586 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2048#G67716 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2048#Q58998 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| FHLG 30YR 4.5% 10/43#Q22414 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2040#A94862 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2044#Q29656 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2044#Q29663 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| FHLG 30YR 4.5% 11/31#G05173 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2039#A90245 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2040#A95324 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2040#A95413 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2044#Q30263 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2044#Q30272 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2045#G61796 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2046#Q45028 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2048#G61821 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4% 01/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FHLG 30YR 4% 01/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 4% 01/01/2041#A96413 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 4% 01/01/2046#Q38296 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| FHLG 30YR 4% 01/01/2048#V83906 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $675K | – | 0.00 |
| FHLG 30YR 4% 01/01/2049#ZA6262 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 01/45#Q31029 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4% 02/01/2041#A96822 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FHLG 30YR 4% 02/01/2045#G07949 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4% 02/01/2046#G60824 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $626K | – | 0.00 |
| FHLG 30YR 4% 02/01/2046#Q39899 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 4% 02/01/2048#Q54192 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FHLG 30YR 4% 02/01/2048#Q54499 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FHLG 30YR 4% 02/01/2048#V83994 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| FHLG 30YR 4% 02/46#Q38782 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FHLG 30YR 4% 02/46#Q38783 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $684K | – | 0.00 |
| FHLG 30YR 4% 02/46#Q38879 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 4% 02/48#G61343 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 4% 03/01/2042# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 30YR 4% 03/01/2048#Q54622 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 30YR 4% 04/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4% 04/01/2042# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 30YR 4% 04/01/2046#Q39678 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FHLG 30YR 4% 04/01/2046#Q39846 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FHLG 30YR 4% 04/01/2046#Q39936 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 30YR 4% 04/01/2046#Q39975 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FHLG 30YR 4% 04/01/2046#V82292 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $809K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55141 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55504 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55720 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55725 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $628K | – | 0.00 |
| FHLG 30YR 4% 04/46#G60551 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FHLG 30YR 4% 05/01/2045#G61807 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $881K | – | 0.00 |
| FHLG 30YR 4% 05/01/2047#Q47872 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FHLG 30YR 4% 05/01/2048#Q55992 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLG 30YR 4% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4% 06/01/2047#Q48754 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FHLG 30YR 4% 06/01/2048#G67713 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 4% 06/45#G60179 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4% 06/47#Q48877 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $697K | – | 0.00 |
| FHLG 30YR 4% 07/01/2041#Q02144 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FHLG 30YR 4% 07/01/2042#Q09230 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 07/01/2044#G61831 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FHLG 30YR 4% 07/01/2048#Q59935 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $779K | – | 0.00 |
| FHLG 30YR 4% 08/01/2045#Q35845 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 30YR 4% 08/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28M | – | 0.07 |
| FHLG 30YR 4% 09/01/2040#G06023 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 4% 09/01/2045#Q37853 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FHLG 30YR 4% 09/01/2047#Q50433 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FHLG 30YR 4% 09/42#G07184 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $879K | – | 0.00 |
| FHLG 30YR 4% 1/45#Q30720 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FHLG 30YR 4% 10/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 4% 10/01/2045#Q37045 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FHLG 30YR 4% 10/01/2047#Q51124 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLG 30YR 4% 10/01/2047#Q51189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FHLG 30YR 4% 10/01/2047#Q51234 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 30YR 4% 10/01/2052#SD1772 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4% 11/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 4% 11/01/2042#G07368 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 11/01/2045#Q38812 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FHLG 30YR 4% 11/42#G60488 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4% 11/45#Q38550 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FHLG 30YR 4% 11/47#Q52377 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4% 12/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 30YR 4% 12/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4% 12/01/2047#G61305 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 12/45#G60412 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 5.0% 01/01/2041#A96537 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 5.0% 02/01/2041#A96961 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLG 30YR 5.0% 03/01/2041#A97520 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FHLG 30YR 5.0% 03/01/2041#A97686 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FHLG 30YR 5.0% 03/01/2041#A97717 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 5.0% 04/01/2041#Q00334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLG 30YR 5.0% 04/01/2041#Q00409 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 5.0% 05/01/2041#Q00557 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FHLG 30YR 5.0% 06/01/2041#Q01604 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q01871 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q01985 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02020 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02130 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2041#Q02345 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 5.5% 02/01/2054#RJ0836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 5.5% 03/01/2053#SD7559 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $39M | – | 0.10 |
| FHLG 30YR 5.5% 05/01/2053#SD2891 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLG 30YR 5.5% 10/01/2052#RA7615 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 30YR 5% 01/01/2053#SD2186 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 30YR 5% 02/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 30YR 5% 02/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 5% 04/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 30YR 5% 04/01/2053#RA8728 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15M | – | 0.04 |
| FHLG 30YR 5% 05/01/2034# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 5% 05/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 5% 05/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 5% 05/01/2052#QE2376 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| FHLG 30YR 5% 06/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 5% 06/01/2052#QE4073 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 5% 06/01/2052#RA7575 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FHLG 30YR 5% 07/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FHLG 30YR 5% 07/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 5% 07/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5% 07/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 5% 07/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 5% 07/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $705.07 | – | 0.00 |
| FHLG 30YR 5% 07/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $461.02 | – | 0.00 |
| FHLG 30YR 5% 07/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 5% 08/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 5% 08/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 5% 09/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 5% 09/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $290.98 | – | 0.00 |
| FHLG 30YR 5% 09/01/2052#QE9929 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 30YR 5% 10/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 5% 10/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 5% 10/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 5% 10/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $369.51 | – | 0.00 |
| FHLG 30YR 5% 10/01/2052#SD1733 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FHLG 30YR 5% 11/01/2037# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5% 11/01/2052#SD1862 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 5% 11/01/2052#SD1863 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19M | – | 0.05 |
| FHLG 30YR 5% 12/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 5% 12/01/2035# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 30YR 5% 12/01/2052#RA8291 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 5% 12/01/2052#RA8292 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 5% 12/01/2052#SD1924 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FHLG 30YR 5% 12/01/2052#SD2175 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 6.5% 01/01/2054#RJ0706 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| FHLG 30YR 6.5% 08/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 6.5% 09/01/2053#QH0277 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $653K | – | 0.00 |
| FHLG 30YR 6.5% 09/01/2053#QH0300 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $632K | – | 0.00 |
| FHLG 30YR 6.5% 10/01/2053#RJ0001 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 6.5% 10/01/2053#RJ0002 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLG 30YR 6% 01/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $438.37 | – | 0.00 |
| FHLG 30YR 6% 01/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $114.56 | – | 0.00 |
| FHLG 30YR 6% 01/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 6% 01/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 6% 02/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $296.81 | – | 0.00 |
| FHLG 30YR 6% 02/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $252.3 | – | 0.00 |
| FHLG 30YR 6% 02/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $195.84 | – | 0.00 |
| FHLG 30YR 6% 03/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $539.96 | – | 0.00 |
| FHLG 30YR 6% 03/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $351.17 | – | 0.00 |
| FHLG 30YR 6% 03/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $96.68 | – | 0.00 |
| FHLG 30YR 6% 03/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91.78 | – | 0.00 |
| FHLG 30YR 6% 04/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $244.15 | – | 0.00 |
| FHLG 30YR 6% 04/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51.12 | – | 0.00 |
| FHLG 30YR 6% 04/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 6% 04/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 6% 05/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 6% 05/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $193.06 | – | 0.00 |
| FHLG 30YR 6% 06/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 6% 06/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $116.89 | – | 0.00 |
| FHLG 30YR 6% 06/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 6% 07/01/2028# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48.01 | – | 0.00 |
| FHLG 30YR 6% 07/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $689.25 | – | 0.00 |
| FHLG 30YR 6% 07/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $373.73 | – | 0.00 |
| FHLG 30YR 6% 07/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $322.86 | – | 0.00 |
| FHLG 30YR 6% 07/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $246.21 | – | 0.00 |
| FHLG 30YR 6% 07/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $193.2 | – | 0.00 |
| FHLG 30YR 6% 07/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $66.48 | – | 0.00 |
| FHLG 30YR 6% 07/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $50.88 | – | 0.00 |
| FHLG 30YR 6% 07/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 6% 07/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 6% 09/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FHLG 30YR 6% 10/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 6% 11/01/2032#C73584 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLG 30YR 6% 11/01/2053#RJ0189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 30YR 6% 12/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 7.5% 01/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 7.5% 02/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72.8 | – | 0.00 |
| FHLG 30YR 7.5% 03/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35.26 | – | 0.00 |
| FHLG 30YR 7.5% 05/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $450.42 | – | 0.00 |
| FHLG 30YR 7.5% 06/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $306.7 | – | 0.00 |
| FHLG 30YR 7.5% 06/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 7.5% 07/01/2026# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $360.86 | – | 0.00 |
| FHLG 30YR 7.5% 09/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $425.98 | – | 0.00 |
| FHLG 30YR 7.5% 09/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56.21 | – | 0.00 |
| FHLG 30YR 7.5% 09/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 7.5% 10/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $130.34 | – | 0.00 |
| FHLG 30YR 7.5% 10/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $101.52 | – | 0.00 |
| FHLG 30YR 7.5% 11/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 7.5% 11/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 7.5% 11/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $354.02 | – | 0.00 |
| FHLG 30YR 7.5% 11/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $478.58 | – | 0.00 |
| FHLG 30YR 7.5% 12/01/2029# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 7% 04/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 7% 04/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 8.5% 01/01/2025# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1.84 | – | 0.00 |
| FHLG 30YR 8.5% 01/01/2028# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $60.05 | – | 0.00 |
| FHLG 30YR 8.5% 04/01/2025# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26.9 | – | 0.00 |
| FHLG 30YR 8.5% 05/01/2025# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2.87 | – | 0.00 |
| FHLG 30YR 8.5% 05/01/2026# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4.6 | – | 0.00 |
| FHLG 30YR 8.5% 05/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $77.62 | – | 0.00 |
| FHLG 30YR 8.5% 05/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51.2 | – | 0.00 |
| FHLG 30YR 8.5% 08/01/2026# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $164.07 | – | 0.00 |
| FHLG 30YR 8.5% 08/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 8.5% 08/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $528.1 | – | 0.00 |
| FHLG 30YR 8.5% 08/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $143.98 | – | 0.00 |
| FHLG 30YR 8.5% 08/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1.61 | – | 0.00 |
| FHLG 30YR 8.5% 09/01/2026# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $75.98 | – | 0.00 |
| FHLG 30YR 8.5% 12/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46.86 | – | 0.00 |
| FHLG 30YR 8% 01/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23.95 | – | 0.00 |
| FHLG 30YR 8% 02/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $151.39 | – | 0.00 |
| FHLG 30YR 8% 04/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 8% 04/01/2032# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $163.54 | – | 0.00 |
| FHLG 30YR 8% 07/01/2025# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21.91 | – | 0.00 |
| FHLG 30YR 8% 07/01/2025# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11.81 | – | 0.00 |
| FHLG 30YR 8% 07/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 8% 08/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 8% 09/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $70.23 | – | 0.00 |
| FHLG 30YR 8% 10/01/2030# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $231.02 | – | 0.00 |
| FHLG 30YR 8% 11/01/2031# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 8% 12/01/2026# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $141.63 | – | 0.00 |
| FHLG 4.00% 10/41 #Q04092 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 4.00% 10/41 #Q04113 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FHLG 4.00% 11/41 #Q04295 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $744K | – | 0.00 |
| FHLG 4.00% 12/40 #A95796 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLG 4.00% 12/40 #C03633 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 4.00% 2/41 #A96807 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 4.00% 2/41 #A97040 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 4.00% 2/42 #Q06088 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FHLG 4.00% 3/42 #Q06886 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| FHLG 4.00% 3/42 #Q07242 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| FHLG 4.00% 4/42 #C03856 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 4.00% 4/42 #G06973 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 4.00% 4/42 #Q07351 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 4.00% 4/42 #Q07441 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FHLG 4.00% 4/42 #Q07573 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 4.00% 5/42 #Q08167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FHLG 4.00% 9/41 #Q03210 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLG 4.00% 9/41 #Q03295 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FHLG 4.00% 9/41 #Q03358 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| FHLG 4.00% 9/41 #Q03561 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FHLG 4.50% 10/39 #G08368 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| FHLG 4.50% 10/40 #A94662 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FHLG 4.50% 10/41 #Q03643 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $692K | – | 0.00 |
| FHLG 4.50% 11/39 #G05695 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 4.50% 2/40 #A91160 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 4.50% 2/41 #A96695 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FHLG 4.50% 2/41 #A96731 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FHLG 4.50% 2/41 #A96766 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FHLG 4.50% 2/41 #A96783 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FHLG 4.50% 2/41 #A96876 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FHLG 4.50% 2/41 #A97151 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FHLG 4.50% 2/41 #A97152 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLG 4.50% 3/41 #A97528 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FHLG 4.50% 3/41 #A97620 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 4.50% 3/41 #A97661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $624K | – | 0.00 |
| FHLG 4.50% 4/41 #A97942 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 4.50% 4/41 #A97945 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLG 4.50% 4/41 #A97976 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 4.50% 4/41 #Q00114 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FHLG 4.50% 5/39 #G05457 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FHLG 4.50% 5/40 #A92286 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 4.50% 5/41 #Q00736 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FHLG 4.50% 5/41 #Q00753 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FHLG 4.50% 6/38 #G05299 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 4.50% 6/41 #Q01181 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 4.50% 6/41 #Q01208 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 4.50% 6/41 #Q01393 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FHLG 4.50% 7/40 #A93142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLG 4.50% 7/41 #Q02385 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 4.50% 8/33 #C01614 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 4.50% 8/40 #A93451 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 4.50% 8/40 #A93505 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 4.50% 8/40 #G05937 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 4.50% 8/41 #Q02387 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FHLG 4.50% 8/41 #Q02511 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 4.50% 8/41 #Q02592 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $573K | – | 0.00 |
| FHLG 4.50% 8/41 #Q02763 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 4.50% 9/39 #A88585 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FHLG 4.50% 9/39 #A90185 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $604.63 | – | 0.00 |
| FHLG 4.50% 9/41 #G06719 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $936K | – | 0.00 |
| FHLG 4.50% 9/41 #Q03090 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $754K | – | 0.00 |
| FHLG 4.50% 9/41 #Q03529 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLG 5.00% 1/35 #G06928 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FHLG 5.00% 1/37 #G02667 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 5.00% 1/40 #A90893 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| FHLG 5.00% 11/34 #A28446 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $173.96 | – | 0.00 |
| FHLG 5.00% 11/35 #A47571 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 5.00% 11/40 #A95028 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 5.00% 12/33 #A16699 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 5.00% 12/33 #G04895 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 5.00% 12/34 #A30369 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.00% 12/39 #A90393 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 5.00% 2/35 #A47133 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 5.00% 4/34 #A19922 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 5.00% 4/34 #A21008 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $58.68 | – | 0.00 |
| FHLG 5.00% 4/35 #A32122 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 5.00% 4/35 #A54855 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FHLG 5.00% 4/36 #A79236 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FHLG 5.00% 4/38 #G04334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FHLG 5.00% 4/40 #A91937 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FHLG 5.00% 5/34 #A21977 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 5.00% 5/34 #A23124 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 5.00% 5/34 #A23334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 5.00% 5/35 #G01818 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLG 5.00% 6/35 #G01839 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 5.00% 6/38 #A78486 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 5.00% 6/38 #A78487 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 5.00% 6/40 #A92350 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FHLG 5.00% 6/40 #G05898 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FHLG 5.00% 6/41 #G06596 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLG 5.00% 7/34 #A24424 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $167.68 | – | 0.00 |
| FHLG 5.00% 7/35 #A36061 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.00% 7/35 #G01838 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $546K | – | 0.00 |
| FHLG 5.00% 7/40 #A92914 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 5.00% 8/33 #A12833 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 5.00% 8/33 #G01584 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 5.00% 8/34 #G02758 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FHLG 5.00% 8/36 #A51069 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 5.00% 8/40 #A93367 (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 | $249K | – | 0.00 |
| FHLG 5.00% 9/33 #C01622 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 5.00% 9/35 #A37119 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FHLG 6.00% 11/29 #C46106 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $395.58 | – | 0.00 |
| FHLG 6.00% 11/31 #C01258 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 6.00% 12/37 #A69706 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FHLG 6.00% 12/37 #A69815 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 6.00% 2/29 #C21724 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $39.86 | – | 0.00 |
| FHLG 6.00% 2/29 #C22365 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $169.52 | – | 0.00 |
| FHLG 6.00% 5/29 #C00764 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $172.64 | – | 0.00 |
| FHLG 6.00% 5/33 #G01785 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FHLG 6.00% 6/29 #C28186 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $356.04 | – | 0.00 |
| FHLG 6.00% 7/29 #C29204 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $332.68 | – | 0.00 |
| FHLG 6.00% 7/37 #G03508 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 6.00% 8/37 #G06089 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FHLG 6.50% 1/32 #C62372 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 6.50% 1/36 #G03506 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FHLG 6.50% 10/32 #G01766 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 6.50% 2/37 #A57709 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 6.50% 3/30 #G02183 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $434.7 | – | 0.00 |
| FHLG 6.50% 3/32 #C64888 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $64.09 | – | 0.00 |
| FHLG 6.50% 3/37 #A58828 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 6.50% 4/32 #C01343 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 6.50% 7/32 #G01433 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $806.02 | – | 0.00 |
| FHLG 6.50% 8/32 #C01385 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 6.50% 8/32 #C70220 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 6.50% 9/39 #G06670 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| FHLG 7.00% 1/36 #A54473 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 7.00% 11/34 #A45143 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 7.00% 12/33 #G03583 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 7.00% 7/29 #C47273 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 7.00% 9/35 #A47784 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FHLG 7.00% 9/36 #C02621 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 7.50% 11/30 #C01086 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16.93 | – | 0.00 |
| FHLG 7.50% 4/28 #G00982 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $389.32 | – | 0.00 |
| FHLG 7.50% 8/26 #G00529 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $200.33 | – | 0.00 |
| FHLG 8.00% 8/30 #C01034 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37.05 | – | 0.00 |
| FHLG 8.00% 8/30 #C41636 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $82.95 | – | 0.00 |
| FHLM 30YR 3.5% 05/01/2049#Q63646 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLM 30YR 4.5% 10/01/2040# (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLM 30YR 4% 09/01/2040# (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLM 30YR 5.5% 02/01/2054#RJ0928 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.05 |
| FHLM 30YR 5.5% 03/01/2054#RJ1003 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| FHLM 30YR 5.5% 03/01/2054#RJ1067 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $31M | – | 0.08 |
| FHLM 30YR 5.5% 08/01/2053#RA9619 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.04 |
| FHLM 30YR 5.5% 8/53 #RA9560 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLM 30YR 5.5% 8/53 #RA9561 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHLM 30YR 5% 08/01/2053#RA9615 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLM 30YR 6% 04/01/2054#RJ1229 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FHLM 30YR 6% 06/01/2053#RA9276 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLM 30YR 6% 06/01/2053#RA9277 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FHLM 30YR 6% 06/01/2053#RA9278 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLM 30YR 6% 07/01/2053#RA9382 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FHLM 30YR 6% 07/01/2053#RA9383 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLM 30YR 6% 09/01/2053#RA9856 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FHLM ARM 0.0% 05/01/2041#1B8124 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLM ARM 0.0% 07/01/2041#1B8505 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLM ARM 12M+1.75 9/1/41 #1B8787 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FHLM ARM 3.224% 4/41#1B8179 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLM ARM 3.242% 9/1/41#1B8659 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLM ARM 3.283 6/1/41 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLM ARM 3.417% 12/01/2040#848392 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $341K | – | 0.00 |
| FHLM ARM 3.464% 5/1/41#1B8304 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLM ARM 3.627% 6/1/41#1B8372 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLM ARM 3.88% 1/35 #848084 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLM ARM 4.24% 6/33 #847147 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLM ARM 4.56% 6/33 #780605 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLM ARM 4.65% 5/35 #1B2900 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FHLM ARM 4.87% 10/35 #1M1052 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLM ARM 4.889% 3/33 #847126 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $418.48 | – | 0.00 |
| FHLM ARM 5.11% 4/38 #1B3803 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLM ARM 5.12% 10/36 #1A1201 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLM ARM 5.15% 4/35 #1N0006 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLM ARM 5.21% 3/36 #1G1851 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLM ARM 5.61% 3/35 #1L0297 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FHLM ARM 5.64% 4/36 #1J0058 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLM ARM 5.78% 10/35 #1N0063 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLM ARM 5.81% 1/36 #1J1262 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLM ARM 6.182% 6/37 #848188 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLM ARM 6.29% 3/36 #1G1852 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLM ARM 6.36% 7/36 #1B7105 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLM ARM 6.39% 12/36 #1J1448 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLM ARM 6.49% 8/37 #1A1800 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLM ARM RFT1Y+190 9 10/42#849255 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FHMS 2018-K731 A2 3.6% 02/25/25 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FHR 2043 ZH 6% 4/28 (FHLMC MFD HSG COP GTD (FREDMAC) | Long | ABS-collateralized bond/debt obligation | US | $19K | – | 0.00 |
| FHR 2056 Z 6% 5/28 (FHLMC MFD HSG COP GTD (FREDMAC) | Long | ABS-collateralized bond/debt obligation | US | $46K | – | 0.00 |
| FHR 2095 PE 6% 11/28 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $57K | – | 0.00 |
| FHR 2101 PD 6% 11/28 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FHR 2121 MG 6% 2/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| FHR 2131 BG 6% 3/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $174K | – | 0.00 |
| FHR 2135 JE 6% 3/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FHR 2137 PG 6% 3/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.00 |
| FHR 2154 PT 6% 5/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.00 |
| FHR 2156 TC 6.25% 5/29 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| FHR 2162 PH 6 6/29 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FHR 2218 ZB 6% 3/30 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.00 |
| FHR 2274 ZM 6.5% 1/31 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $17K | – | 0.00 |
| FHR 2303 ZV 6% 4/31 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| FHR 2357 ZB 6.5% 9/31 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $154K | – | 0.00 |
| FHR 2412 FK SOFR30A+91.448 1/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FHR 2423 FA SOFR30A+101.448 3/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FHR 2424 FM SOFR30A+111.448 3/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FHR 2432 FE SOFR30A+101.448 6/31 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FHR 2432 FG SOFR30A+101.448 3/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FHR 2502 ZC 6 9/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $38K | – | 0.00 |
| FHR 2519 ZD 5.50% 11/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $56K | – | 0.00 |
| FHR 2520 BE 6% 11/32 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.00 |
| FHR 2802 OB 6% 5/34 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $62K | – | 0.00 |
| FHR 2933 ZM 5.75% 02/15/2035 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FHR 2947 XZ 6% 3/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $426K | – | 0.00 |
| FHR 2996 ZD 5.5% 06/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $705K | – | 0.00 |
| FHR 2998 LY 5.5 7/25 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| FHR 3002 NE 5% 7/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $228K | – | 0.00 |
| FHR 3110 OP PO 0% 9/35 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.00 |
| FHR 3119 PO 0 2/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $184K | – | 0.00 |
| FHR 3121 KO 0 3/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $28K | – | 0.00 |
| FHR 3123 LO 0% 3/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $104K | – | 0.00 |
| FHR 3145 GO 4/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $112K | – | 0.00 |
| FHR 3189 PD 6% 7/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $224K | – | 0.00 |
| FHR 3225 EO 0% 10/36 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-collateralized bond/debt obligation | US | $56K | – | 0.00 |
| FHR 3244 SG SOFR30A+654.552 11/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $25K | – | 0.00 |
| FHR 3258 PM 5.5 12/36 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $75K | – | 0.00 |
| FHR 3336 LI SOFR30A+646.552 6/37 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| FHR 3366 FD SOFR30A+36.448 5/37 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $237K | – | 0.00 |
| FHR 3415 PC 5% 12/37 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $95K | – | 0.00 |
| FHR 3832 PE 5% 3/41 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $914K | – | 0.00 |
| FHR 3949 MK 4.5% 10/34 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $155K | – | 0.00 |
| FHR 4683 LM 3% 05/15/2047 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $445M | 445M | 1.12 |
| FINANCE OF AMERICA HECM BUYOUT 2022-HB1 A VAR 02/25/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| FIVE CORNERS FND TR II 2.85% 05/15/2030 144A | Long | Debt | US | $43M | – | 0.11 |
| 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 | $55M | – | 0.14 |
| FLATIRON CLO LT TSFR3M+137.161 07/19/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.05 |
| FLATIRON CLO LTD TSFR3M+134.161 11/16/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $28M | – | 0.07 |
| FNCL 2011-39 ZA 6% 11/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $237K | – | 0.00 |
| FNMA 10YR 2.5% 10/01/2029#FM1701 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 10YR 2.5% 10/01/2029#MA3795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $414K | – | 0.00 |
| FNMA 15YR 1.5% 01/01/2036#MA4228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA 15YR 1.5% 01/01/2037#FS2747 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA 15YR 1.5% 02/01/2036#FM5367 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 15YR 1.5% 02/01/2036#FM6507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 1.5% 02/01/2036#MA4260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 15YR 1.5% 03/01/2036# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 15YR 1.5% 03/01/2036#BR4700 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 15YR 1.5% 03/01/2036#FM6804 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 15YR 1.5% 04/01/2036#FM6100 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 15YR 1.5% 04/36#MA4302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 1.5% 05/36#MA4328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 15YR 1.5% 06/01/2036#BR2059 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA 15YR 1.5% 06/01/2036#MA4359 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA 15YR 1.5% 07/01/2036#MA4382 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 15YR 1.5% 08/01/2036# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 15YR 1.5% 09/01/2035#MA4122 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 15YR 1.5% 09/01/2036#MA4417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 15YR 1.5% 11/01/2035#BQ5806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 15YR 1.5% 11/01/2035#BQ6318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA 15YR 1.5% 11/01/2035#CA7953 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 1.5% 11/01/2035#FM4368 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 15YR 1.5% 11/01/2035#MA4178 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18M | – | 0.05 |
| FNMA 15YR 1.5% 12/01/2035#FM4701 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 15YR 1.5% 12/01/2035#MA4205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 15YR 2.5% 01/01/2030#FS3868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 15YR 2.5% 01/01/2032#AS8602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 2.5% 01/01/2033#BH9242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2033#MA3246 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2037#FS1654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA 15YR 2.5% 02/01/2035#FM6733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2033#CA1619 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2036#FM9743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 2.5% 05/01/2031#BC0919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2031#AS7695 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2031#BC2778 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2035#FM4035 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.04 |
| FNMA 15YR 2.5% 09/01/2029#AS3260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2031#BD6126 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $692K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2035#FM4661 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 15YR 2.5% 10/01/2031#AS8010 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#AS8046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#AS8226 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 2.5% 10/01/2031#BC4777 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#MA2775 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2032#MA3154 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2029#AS7270 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $579K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#AS8246 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#AS8387 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#MA2803 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#BH5773 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $637K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#BJ0958 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#BJ2973 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#BJ3109 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#MA3187 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2031#AS8511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 15YR 2.5% 12/01/2032#BJ0036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2032#BJ2987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2032#BJ3746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2032#FM1681 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 15YR 2.5% 12/01/2032#MA3217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2033#FM4036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA 15YR 2.5% 12/32#CA3748 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 15YR 2% 01/01/2037#FS0216 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 15YR 2% 02/01/2028#FS3865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA 15YR 2% 02/01/2036#MA4261 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34M | – | 0.08 |
| FNMA 15YR 2% 04/01/2036#FM6957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 15YR 2% 05/01/2035#BP5703 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| FNMA 15YR 2% 05/01/2036#BT0887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 2% 06/01/2035#BP5671 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 2% 06/01/2036#BP3507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2% 06/01/2036#MA4360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 2% 07/01/2035#FM3159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 2% 07/01/2036#MA4383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FNMA 15YR 2% 08/35#MA4095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 15YR 2% 10/01/2035#BK5705 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 15YR 2% 12/01/2035#MA4206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FNMA 15YR 2% 12/01/2036#BU1384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 3.0% 08/01/2029#890625 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA 15YR 3.5% 05/01/2035#FM3340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| FNMA 15YR 3.5% 10/01/2033#MA3489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 3% 01/01/2033#BH9235 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA 15YR 3% 02/01/2031#CA3178 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FNMA 15YR 3% 02/01/2031#FS1234 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 15YR 3% 02/01/2033#BJ4876 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA 15YR 3% 02/01/2033#CA1089 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA 15YR 3% 02/01/2034#FS4276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39M | – | 0.10 |
| FNMA 15YR 3% 02/01/2035# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $676K | – | 0.00 |
| FNMA 15YR 3% 03/01/2033#BM4614 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FNMA 15YR 3% 04/32#BD9809 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FNMA 15YR 3% 07/01/2034#FM8940 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 3% 09/01/2034#CA4232 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 15YR 3% 09/01/2035#FS0112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 3% 10/01/2034#CA4265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 3% 11/01/2034#FS1799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $987K | – | 0.00 |
| FNMA 15YR 3% 12/01/2028#AV3616 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 3% 12/01/2032#BM5109 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 3% 12/01/2032#BM5345 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 15YR 4.50% 6/25 #MA0442 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 4.50% 7/26 #AB3303 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 5.00% 9/25 #AE0552 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 5% 02/01/2038#BX6069 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $926K | – | 0.00 |
| FNMA 20YR 1.5% 01/01/2041#MA4231 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 1.5% 02/01/2041#MA4266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 1.5% 03/01/2041#MA4286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 1.5% 11/01/2040#MA4175 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 1.5% 11/01/2041#MA4473 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA 20YR 1.5% 12/01/2040#MA4202 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2.5% 02/01/2041#MA4269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 20YR 2.5% 02/01/2042#FS1810 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 20YR 2.5% 03/01/2040#FM2646 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2.5% 03/01/2041#CA9362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2.5% 04/01/2037#BM1257 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA 20YR 2.5% 04/01/2041#MA4312 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 20YR 2.5% 04/01/2042#BV7699 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2040#MA4016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $854K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2041#CB0471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $972K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2041#FM7587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2042#RB0710 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FNMA 20YR 2.5% 05/01/2042#RB0806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 20YR 2.5% 07/01/2041#CB1074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $994K | – | 0.00 |
| FNMA 20YR 2.5% 07/01/2041#CB2014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 20YR 2.5% 09/01/2041#FM8850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 20YR 2.5% 11/01/2041#BT9396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2.5% 11/01/2041#CB2113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2.5% 11/01/2041#FM9558 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA 20YR 2.5% 11/01/2041#FM9585 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2.5% 11/01/2041#FS1573 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 20YR 2.5% 11/01/2041#MA4475 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 20YR 2% 02/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 20YR 2% 02/01/2042#BU1292 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 20YR 2% 02/01/2042#FS0617 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 20YR 2% 03/01/2041#MA4287 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 20YR 2% 03/01/2042#MA4570 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| FNMA 20YR 2% 04/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 2% 04/01/2041#CB0116 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $765K | – | 0.00 |
| FNMA 20YR 2% 05/01/2041#MA4333 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| FNMA 20YR 2% 06/01/2041#FM7891 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $560K | – | 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% 06/01/2042#MA4630 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 20YR 2% 07/01/2041#CB1069 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 20YR 2% 07/01/2041#CB1071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 20YR 2% 07/01/2041#FM8066 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 2% 08/01/2041#CB1337 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 20YR 2% 08/01/2041#FM8334 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 20YR 2% 08/01/2041#FM8393 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 20YR 2% 08/01/2041#FM8410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| FNMA 20YR 2% 09/01/2041#FM8862 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 2% 10/01/2040#FM4644 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $611K | – | 0.00 |
| FNMA 20YR 2% 10/01/2041# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 20YR 2% 10/01/2041#BQ6615 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $992K | – | 0.00 |
| FNMA 20YR 2% 10/01/2041#CB1837 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 20YR 2% 10/01/2041#FM9396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 20YR 2% 11/01/2040# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29M | – | 0.07 |
| FNMA 20YR 2% 11/01/2041#BQ6743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 20YR 2% 11/01/2041#BU6530 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 2% 11/01/2041#CB2110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 20YR 2% 11/01/2041#FS0106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 20YR 2% 12/01/2040#FM5042 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 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 | $2M | – | 0.01 |
| FNMA 20YR 2% 12/01/2041#FM9851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 20YR 2% 12/01/2041#MA4501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 3.5% 01/01/2038#MA3243 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 20YR 3.5% 04/39#FM1039 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA 20YR 3.5% 05/38#MA3360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA 20YR 3.5% 06/01/2038#MA3388 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNMA 20YR 3.5% 08/01/2037#MA3128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 20YR 3.5% 10/01/2035#AS6048 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA 20YR 3% 01/01/2037#MA2866 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 3% 02/01/2037#AS8773 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 3% 02/01/2037#MA2897 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 3% 03/01/2037#AS9292 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 20YR 3% 03/01/2037#MA2922 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 20YR 3% 07/01/2036#MA2672 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 20YR 3% 11/01/2036#AS8355 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 20YR 3% 11/01/2036#MA2804 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FNMA 20YR 4.5% 03/01/2039#FM1774 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 20YR 4.5% 05/01/2039#FM1194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 20YR 4.5% 06/01/2039#FM1045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 20YR 4.5% 08/01/2039#FM1353 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 20YR 4.5% 09/01/2042#MA4766 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 20YR 4% 09/01/2039#CA4213 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $639K | – | 0.00 |
| FNMA 20YR 4% 09/01/2039#MA3773 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA 20YR 6.50% 1/26 #256107 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $715.06 | – | 0.00 |
| FNMA 20YR 6.50% 10/26 #256479 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 20YR 6.50% 11/27 #256993 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 20YR 6.50% 12/27 #257025 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 20YR 6.50% 2/27 #256628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 20YR 6.50% 3/27 #256653 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $900.55 | – | 0.00 |
| FNMA 20YR 6.50% 3/27 #928256 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $701.95 | – | 0.00 |
| FNMA 20YR 6.50% 4/27 #928257 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $896.53 | – | 0.00 |
| FNMA 20YR 6.50% 5/27 #256738 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 20YR 6.50% 6/27 #256789 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 20YR 6.50% 7/27 #256821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 20YR 6.50% 8/27 #256856 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 20YR 6.50% 8/27 #928600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 20YR 7.00% 12/26 #256589 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 20YR 7.00% 8/26 #256430 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 3.0% 06/45#AZ3703 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 3.0% 08/45#AS5634 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 3.0% 12/44#AX8317 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 3.0% 3/45#AY0609 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FNMA 3.5% 03/43 #AR8173 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $344K | – | 0.00 |
| FNMA 3.5% 8/44#AS3037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 3.50% 1/41 #AB2068 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 3.50% 10/40 #AB1611 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 3.50% 10/42 #AP6486 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 3.50% 10/42 #AP7148 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA 3.50% 10/42 #AP7882 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| FNMA 3.50% 10/42 #AP9735 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 3.50% 10/42 #AQ1181 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FNMA 3.50% 11/41 #AB3867 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 3.50% 11/42 #AQ0170 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FNMA 3.50% 11/42 #AQ0206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 3.50% 4/42 #AK4826 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| FNMA 3.50% 4/42 #AK6572 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FNMA 3.50% 5/42 #AO0693 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 3.50% 5/42 #AO2138 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 3.50% 5/42 #AO3760 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $796K | – | 0.00 |
| FNMA 3.50% 6/42 #AB5423 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $833K | – | 0.00 |
| FNMA 3.50% 7/42 #AO9368 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 3.50% 8/42 #AO9892 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FNMA 3.50% 9/42 #AL2537 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| FNMA 3.50% 9/42 #AP3391 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 3.50% 9/42 #AP4091 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 3.50% 9/42 #AP4410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| FNMA 3.50% 9/42 #AP5129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FNMA 3.50% 9/42 #AP6523 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 1.5% 01/01/2051#MA4236 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| FNMA 30YR 1.5% 02/01/2051#MA4254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FNMA 30YR 1.5% 06/01/2051#CB0788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 1.5% 09/01/2051#FS2529 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32M | – | 0.08 |
| FNMA 30YR 2.5% 01/01/2051#FM5651 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.5% 01/01/2052#MA4512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.5% 02/01/2047#FS0594 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2.5% 02/01/2053#FS4435 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $796K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2047#FS0976 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $652K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2053#FS4205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 2.5% 04/01/2051#FM6540 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| FNMA 30YR 2.5% 05/01/2046#CB0573 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2051#BT0330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 30YR 2.5% 05/01/2051#CB0388 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 2.5% 05/01/2051#CB0511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.5% 05/01/2051#FM7352 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26M | – | 0.07 |
| FNMA 30YR 2.5% 05/01/2051#FM7401 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18M | – | 0.05 |
| FNMA 30YR 2.5% 05/01/2051#MA4326 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 2.5% 05/01/2053#FS4919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2.5% 06/01/2050#CA5966 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FNMA 30YR 2.5% 06/01/2051#FM7507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28M | – | 0.07 |
| FNMA 30YR 2.5% 07/01/2050#FM3742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 2.5% 08/01/2051#CB1280 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| FNMA 30YR 2.5% 08/01/2051#CB1281 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27M | – | 0.07 |
| FNMA 30YR 2.5% 08/01/2051#CB1331 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| FNMA 30YR 2.5% 08/01/2051#CB1384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| FNMA 30YR 2.5% 08/01/2051#MA4399 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2051#CB1549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA 30YR 2.5% 09/01/2051#MA4414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2051#MA4438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 2.5% 11/01/2051#CB2048 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26M | – | 0.07 |
| FNMA 30YR 2.5% 11/01/2051#FM9501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| FNMA 30YR 2.5% 11/01/2051#FM9505 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 2.5% 11/01/2051#FM9517 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 2.5% 11/01/2051#MA4466 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| FNMA 30YR 2.5% 12/01/2051#CB2289 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA 30YR 2.5% 12/01/2051#CB2320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA 30YR 2.5% 12/01/2051#FM9894 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 30YR 2% 01/01/2052#BQ6999 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 2% 01/01/2052#CB2610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| FNMA 30YR 2% 01/01/2052#CB2784 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 30YR 2% 01/01/2052#FS0286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| FNMA 30YR 2% 01/01/2052#MA4511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $773K | – | 0.00 |
| FNMA 30YR 2% 02/01/2051#BR3500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 2% 02/01/2051#FM6338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 2% 02/01/2052#CB2765 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA 30YR 2% 02/01/2052#FS2040 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FNMA 30YR 2% 03/01/2051#FM6560 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 30YR 2% 03/01/2052#BU6868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $803K | – | 0.00 |
| FNMA 30YR 2% 03/01/2052#CB3036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2% 03/01/2052#CB3037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2% 03/01/2052#CB3038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2% 04/01/2051#FM6944 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FNMA 30YR 2% 07/01/2050#CA6275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 2% 07/01/2050#FM3897 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2% 07/01/2051#CB1109 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 30YR 2% 07/01/2051#CB1110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FNMA 30YR 2% 07/51#BQ1010 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 2% 07/51#BT1461 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2% 08/01/2051#FM8469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 2% 09/01/2051#BT0233 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2% 10/01/2050#CA7323 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 2% 10/01/2051#BU1269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 2% 10/01/2051#CB1799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19M | – | 0.05 |
| FNMA 30YR 2% 10/01/2051#CB1801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| FNMA 30YR 2% 11/01/2050#CA7616 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2% 11/01/2051#BQ6772 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2% 11/01/2051#BU5834 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2% 11/01/2051#CB2852 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FNMA 30YR 2% 11/01/2051#FM9539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA 30YR 2% 11/01/2051#FM9568 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| FNMA 30YR 2% 12/01/2051#BT9493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2% 12/01/2051#CB2346 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 2% 12/01/2051#CB2347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FNMA 30YR 2% 12/01/2051#CB2348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA 30YR 2% 12/01/2051#CB2349 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA 30YR 2% 12/01/2051#CB2350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA 30YR 3.0% 01/01/2043#AB7458 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AB7497 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AB7567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AB7755 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AL3181 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AQ5772 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AQ9868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR0739 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR0910 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR0938 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR0988 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR1150 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR1270 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR1276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR1458 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR1812 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR1910 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR2880 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR2904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR3493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR3682 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/45#AX3256 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB7766 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $452K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB7767 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB7846 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $578K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB7946 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB8529 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $961K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AQ1281 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AQ9994 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR0015 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR1584 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $732K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR2943 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR3691 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR4132 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR4275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR5360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR5858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR7033 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2043#AB8610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2043#AB8701 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2043#AB8712 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2043#AB8830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2043#AR7187 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2043#AR9089 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2043#AR9195 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2044#AS2238 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2045#AX9831 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AB8925 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AT2011 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AT3042 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AT5610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AB9238 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AB9239 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AB9340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AB9341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT2721 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT3345 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT5177 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#MB0249 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2045#AS4972 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2045#AY7630 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA 30YR 3.0% 05/45#AY7636 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT3658 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT3659 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT8809 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT9786 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2044#AL7195 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $997K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2042 #AB5652 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2042#AB5542 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AB9858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3.0% 07/01/2043#AU1978 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AU2962 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2045#AZ5987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $510K | – | 0.00 |
| FNMA 30YR 3.0% 07/45#AZ5847 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $598K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AS0203 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $688K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AS0205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $297K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU0597 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2045#AZ3728 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2045#AZ8288 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AL5059 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $809K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AS0407 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AS0961 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AT7263 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AT7264 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.0% 1/1/43 #AB7568 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 3.0% 1/1/43 #AR1183 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2042#AB6493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2042#AQ0861 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AB6904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $893K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AP4325 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ1886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ1978 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ2116 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ2170 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ2171 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ3751 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ4673 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ6832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AB7271 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AB7272 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AB7273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AB7280 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AB7425 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AL2860 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AL2884 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AL2890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AQ6625 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AQ8634 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AQ8767 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AQ8934 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AR0530 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AR0532 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AR1289 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AR1624 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AR1680 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 12/1/42 #AL3046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FNMA 30YR 3.0% 4/1/43 #AB9017 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 3.0% 5/1/43 #AT2720 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.25% 12/01/2041#AK9124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.4% 07/01/2042#AP1818 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3.4% 08/01/2042#AP5087 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA 30YR 3.4% 09/01/2042#AP9959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AQ9328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $877K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AQ9947 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#AL9776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 3.5% 01/01/2047#BE1526 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#BE5530 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#BE6673 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $447.33 | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#BE7834 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2048#CA0990 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3.5% 01/01/2050#FS3728 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| FNMA 30YR 3.5% 01/01/2052#CB2679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 02/01/2047#BE5696 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2052#CB2905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3.5% 02/01/2052#CB2906 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3.5% 02/01/2052#CB2914 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2052#BV3799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2052#BV3972 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2052#CB3128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 3.5% 03/01/2052#CB3174 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 3.5% 03/01/2052#FS1174 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2043#AT2887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2046#AS7009 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2046#BC0824 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 04/01/2049#BN6567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2052#BU8931 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2052#CB3331 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19M | – | 0.05 |
| FNMA 30YR 3.5% 04/01/2052#MA4580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35M | – | 0.09 |
| FNMA 30YR 3.5% 04/42#890427 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 04/42#AK8632 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2042#AO2976 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2043#AB9376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2043#AT3989 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $695K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2043#AT3998 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2046#AS7241 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2051#CB0545 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $981K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2051#MA4347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2052#CB3597 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2052#CB3755 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 30YR 3.5% 05/44#AV8070 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2042#AO6386 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#AB9671 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#AL3657 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $597K | – | 0.00 |
| FNMA 30YR 3.5% 06/42#AB5369 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2043#AU1335 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2046#AL9515 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2046#BC1216 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3.5% 07/01/2046#BC6149 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48M | – | 0.12 |
| FNMA 30YR 3.5% 07/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3.5% 07/01/2052#MA4654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 3.5% 07/01/2053#MA5095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FNMA 30YR 3.5% 07/42#AB5501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2042#AL2266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $935K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2042#AP0495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2043#AS0076 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2043#AU3742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2046#AS7822 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $495K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2046#BD5247 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2051#FM8375 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $580K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2052#FS3497 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3.5% 08/01/43#AL7261 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 08/43#AS0080 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2042#AO7372 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2045#AZ9193 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2046#AL9058 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 30YR 3.5% 09/01/2046#BD0711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2046#BD7792 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2047#BH6749 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2047#CA0257 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 09/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2051#CB1638 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3.5% 09/42#AP5393 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA 30YR 3.5% 09/42#AQ3065 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 30YR 3.5% 09/45#AS5764 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $856K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2042#AP3667 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $645K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2045#AZ4750 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2046#BC4760 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2047#CA0526 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3.5% 10/01/2049#BO5404 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 10/01/2052#MA4782 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 3.5% 10/42#AP6241 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 10/42#AP9654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2042#AP4319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2042#AP8794 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2045#AS6201 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2045#BA1614 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2045#BA3906 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA 30YR 3.5% 11/42#AB6934 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FNMA 30YR 3.5% 11/42#AQ6804 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 3.5% 11/51#MA4468 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2041#AJ1879 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AB7124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AQ8878 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2044#AS3935 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2045#BA3904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#AL9489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $473K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#BD9690 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#BM5096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA 30YR 3.5% 12/01/2047#CA0855 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $840K | – | 0.00 |
| FNMA 30YR 3.5% 12/1/42 #AQ7097 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA 30YR 3.5% 12/46#BC9077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 3.5% 2/1/43 #AR5859 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 30YR 3.5% 2/1/43#AR5355 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 30YR 3.5% 2/1/43#AR5364 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| FNMA 30YR 3.5% 3/1/43#AR6743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| FNMA 30YR 3.5% 4/1/43 #AT0648 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 4/1/43 #AT0668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FNMA 30YR 3.5% 4/1/43 #AT1745 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $830K | – | 0.00 |
| FNMA 30YR 3.5% 4/1/43 #AT3073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA 30YR 3.65% 05/01/2042#AO3781 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3.65% 08/01/2042#AP5088 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 3.9% 04/01/2042#AO1103 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3% 01/01/2051#MA4239 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 3% 01/01/2052#BU9788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3% 01/01/2052#BV2214 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| FNMA 30YR 3% 01/01/2052#CB2662 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 01/01/43#AQ1113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FNMA 30YR 3% 02/01/2050#CA5122 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 3% 02/01/2052#BU9833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| FNMA 30YR 3% 02/01/2052#CB2886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 3% 02/01/2052#FS0631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22M | – | 0.06 |
| FNMA 30YR 3% 03/01/2047#BM3114 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 03/01/2052#BV0350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| FNMA 30YR 3% 04/01/2046#AS7000 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 04/01/2049#BN6248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 30YR 3% 04/01/2050#FM3830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39M | – | 0.10 |
| FNMA 30YR 3% 05/01/2046#BC0887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 05/01/2051#BR9514 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 05/01/2052#FS4815 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50M | – | 0.13 |
| FNMA 30YR 3% 05/01/43#AT3347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3% 06/01/2051#CB0850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA 30YR 3% 06/51#BT1809 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| FNMA 30YR 3% 07/01/2050#CA6312 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3% 07/01/2051#MA4380 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FNMA 30YR 3% 07/46#AS7533 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| FNMA 30YR 3% 08/01/2049#BJ8459 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FNMA 30YR 3% 08/01/2050#FM6118 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 30YR 3% 08/01/2051#BT8865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 30YR 3% 08/01/2051#FM9973 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 3% 09/01/2050#CA6998 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA 30YR 3% 09/01/2050#FM4595 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3% 10/01/2046#AL9371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 11/01/2046#AL9547 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 11/01/2046#BC9026 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 11/01/2050#MA4184 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 11/01/2051#FM9632 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 3% 11/01/2051#FM9633 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18M | – | 0.05 |
| FNMA 30YR 3% 11/01/2051#MA4467 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FNMA 30YR 3% 12/01/2049#CA4792 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3% 12/01/2050#MA4211 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA 30YR 3% 12/01/2051#BT9503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 3% 12/01/2051#CB2420 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 3% 12/01/2051#FM9777 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 4/1/43 #AB8881 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| FNMA 30YR 3% 4/1/43 #AB9016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3% 4/1/43 #AB9033 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2041#AE9268 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2041#AE9509 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2041#AH1582 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2042#AJ5572 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2044#AV4489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2045#AY0356 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $976K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2041#AH3520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2041#AH4872 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2041#AH6520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2042#AJ5602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2042#AK2415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2042#AK3402 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.0% 03/01/2041#AE1147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 30YR 4.0% 03/01/2041#AH7495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 4.0% 03/01/2045#AL6541 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4.0% 04/01/2042#MA1028 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 30YR 4.0% 04/01/2044#AV7161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $426K | – | 0.00 |
| FNMA 30YR 4.0% 04/01/2045#AV2191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 30YR 4.0% 06/01/2044#AS2703 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4.0% 06/01/2044#AW4764 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| FNMA 30YR 4.0% 07/01/2043#AL3931 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 4.0% 07/01/2045#AZ0833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 4.0% 07/01/2045#AZ1783 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FNMA 30YR 4.0% 07/01/2045#AZ4344 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2045#AZ2035 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2045#AZ4663 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2045#AZ7222 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2045#BA2698 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2040#AE3951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2043#AU0080 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2045#AL7413 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FNMA 30YR 4.0% 10/1/41 #AL1697 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2040#AB1801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4.0% 11/01/2040#AE8265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2042#890500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2040#AE6222 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2040#AE7856 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2043#AV1877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2044#AW9502 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2044#AX5347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $692K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2044#AY0510 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA 30YR 4.00% 1/41#AH3161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 4.25% 11/01/2041#AJ7445 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 4.5% #BM4385 08/48 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4.5% 01/01/2034#752919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2044#AV6341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2048#BJ7280 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2048#CA0983 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2048#MA3240 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $542K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2049#CA2963 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2033#688077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2041#AH0064 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2041#AH5580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $822K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2045#AL7147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2046#BM5199 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2048#CA1218 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2048#CA1713 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2049#MA3593 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2039#AB0051 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2044#AW3982 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2045#AY5719 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2046#BM4548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2047#AS9422 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2047#BE5550 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2047#BE8189 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2048#BK0200 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2048#MA3307 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FNMA 30YR 4.5% 03/46#BC0287 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2039#930922 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $784.37 | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2039#AB0050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $435K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2041#AH4043 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2044#AW1064 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2044#AW3253 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2045#AY5316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2047#AS9394 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2047#AS9417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2047#AS9459 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2047#BH0886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2048#FS3717 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA 30YR 4.5% 04/47#AS9614 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 30YR 4.5% 04/47#BH0885 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 4.5% 04/48#CA1564 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2034#781041 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $458.53 | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2041#AI3147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2047#AS9602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2047#BH0937 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2048#BJ2763 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA 30YR 4.5% 05/47#AS9616 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2041#AL7018 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $634K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2044#AL5512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2045#AZ1709 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2046#BC8622 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2047#BE3663 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4.5% 06/01/2047#BH3646 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2047#BH3647 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4.5% 06/47#BE9387 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2033#720240 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2033#729327 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2041#AH5464 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2045#AS5393 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2047#AS9990 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| FNMA 30YR 4.5% 07/47#BE3749 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4.5% 08/01/2033#723124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2033#727029 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2033#729380 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2037#AB8009 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2041#AI7563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2041#AI9672 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2044#AX2369 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2047#BH2621 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2033#727060 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2033#727139 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2033#727221 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2033#741529 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2035#AB8197 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2035#AB8198 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2041#AJ0855 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2042#AL5881 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $956K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2043#AU6807 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2047#BH9459 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2047#CA0324 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2049#FM1534 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 4.5% 09/01/2052#FS3425 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA 30YR 4.5% 10/01/2043#AR6445 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2044#AS3651 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2047#BJ0275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2047#CA0623 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2052#BX0507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2034#805555 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2039#AC6492 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2042#AL6997 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 4.5% 11/01/2042#AQ3314 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AX6493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AX6510 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2047#CA1780 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2047#MA3184 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2052#CB5124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20M | – | 0.05 |
| FNMA 30YR 4.5% 11/45#BM1415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| FNMA 30YR 4.5% 11/52#MA4805 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2033#AL5321 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2038#AB8124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2040#AE0675 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2041#AJ7242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2043#AV9123 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2044#AW5937 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2044#AX6333 (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 | $240K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2047#BJ5376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2048#BM5106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2052#CB5259 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 4% 01/01/2041#AB2091 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| FNMA 30YR 4% 01/01/2042#AJ6217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA 30YR 4% 01/01/2043#AL7626 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FNMA 30YR 4% 01/01/2046#AS6486 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| FNMA 30YR 4% 01/01/2048#BJ1581 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 30YR 4% 01/01/2048#BJ6169 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 4% 01/01/2049#BN4472 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FNMA 30YR 4% 02/01/2042#AK2717 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4% 02/01/2045#AY1700 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 4% 02/01/2046#BC0210 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4% 02/01/2048#BJ4680 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 30YR 4% 02/01/2048#BK0167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA 30YR 4% 02/01/2048#BM3532 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| FNMA 30YR 4% 02/01/2049#CA3129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 02/47#AL9779 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| FNMA 30YR 4% 02/48#CA1199 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4% 03/01/2039#AS2011 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 03/01/2039#AV6581 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| FNMA 30YR 4% 03/01/2039#AW1156 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA 30YR 4% 03/01/2041#AE3525 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 03/01/2042#AK6743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA 30YR 4% 03/01/2042#AK6744 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#AL8321 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 03/01/2046#BC0286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 03/01/2046#BC8334 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BJ4970 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $613K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BJ9357 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BK2568 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BK3214 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 30YR 4% 03/46#BC1776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FNMA 30YR 4% 03/48#BK1867 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 4% 04/01/2042#AK9692 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 4% 04/01/2045#FM2986 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37M | – | 0.09 |
| FNMA 30YR 4% 04/01/2046#BC0796 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4% 04/01/2048#BK3836 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $594K | – | 0.00 |
| FNMA 30YR 4% 04/01/2048#BM3700 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 04/01/2049#BN6036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA 30YR 4% 04/01/2052#FS1647 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 04/46#BC3920 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 30YR 4% 04/48#BJ8805 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FNMA 30YR 4% 04/48#BK2485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 4% 04/48#BK4838 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 30YR 4% 04/48#CA1545 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $598K | – | 0.00 |
| FNMA 30YR 4% 05/01/2039#AV6645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FNMA 30YR 4% 05/01/2046#BC2276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BK2527 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BK5363 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BM3877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 05/47#BM1277 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 06/01/2039#AA7503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 06/01/2039#AS2599 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $600K | – | 0.00 |
| FNMA 30YR 4% 06/01/2039#AW0113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| FNMA 30YR 4% 06/01/2045#AZ2719 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 30YR 4% 06/01/2046#BC1130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 06/45#AZ3341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FNMA 30YR 4% 06/47#BH4269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| FNMA 30YR 4% 07/01/2039#AW9574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 30YR 4% 07/01/2047#AS9968 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 07/01/2047#BE8819 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 30YR 4% 07/01/46#BC1443 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 07/42#AO9948 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR 4% 08/01/2039#AW4267 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FNMA 30YR 4% 08/01/2043#AS9172 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 4% 08/01/2043#AU1687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4% 08/01/2043#AU2854 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA 30YR 4% 09/01/2038#AU4761 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| FNMA 30YR 4% 09/01/2045#BA0270 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FNMA 30YR 4% 09/01/2047#BJ0197 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#BN0399 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 4% 09/46#BC2843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 4% 10/01/2039#AS3482 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| FNMA 30YR 4% 10/01/2039#AW8233 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 30YR 4% 10/01/2043#BM1167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $580K | – | 0.00 |
| FNMA 30YR 4% 10/01/2046#BC4754 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 10/40#AE3576 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FNMA 30YR 4% 10/45#AY3962 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 4% 11/01/2038#AV3539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE4056 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE4058 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE6348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $950.56 | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE7374 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE7376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE7382 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE7386 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE7679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE8135 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE8185 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE8186 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE8538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE8603 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA 30YR 4% 11/01/2040#AE9771 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#AZ7335 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $679K | – | 0.00 |
| FNMA 30YR 4% 11/01/2046#BE2414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA 30YR 4% 11/01/2046#BE4460 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA 30YR 4% 11/01/2047#BJ0993 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 30YR 4% 11/01/2049#CA4628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.04 |
| FNMA 30YR 4% 11/40#AE6588 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA 30YR 4% 11/40#AE7364 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 30YR 4% 11/40#AE7390 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FNMA 30YR 4% 11/40#AE8996 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA 30YR 4% 11/45#AZ0560 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA 30YR 4% 12/01/2038#AV1874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| FNMA 30YR 4% 12/01/2039#AX5330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| FNMA 30YR 4% 12/01/2040#AE9804 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| FNMA 30YR 4% 12/01/2040#AH0530 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $707.23 | – | 0.00 |
| FNMA 30YR 4% 12/01/2042#AQ9061 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#AS6350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#AS6352 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#BC0532 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BJ4279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BJ4340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FNMA 30YR 4% 12/45#AZ9583 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNMA 30YR 4% 12/45#BA6404 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| FNMA 30YR 4% 12/47#BJ2132 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $510K | – | 0.00 |
| FNMA 30YR 5.0% 03/44#AW1829 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 5.0% 03/45#AY2119 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 5.0% 04/01/2041#AH9677 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 5.0% 04/01/2041#AI1360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA 30YR 5.0% 05/44#AW4672 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2035#310165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2039#AL7550 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $787K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2041#AH7450 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2041#AI3724 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2041#AI5034 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 5.0% 06/44#AW6246 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2035#843431 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2040#AD9214 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2041#AC9301 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2041#AI5633 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 5.0% 07/44#AW5410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 5.0% 07/44#AW6973 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 5.0% 08/01/2041#AI5189 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 5.0% 08/44#AW6267 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 30YR 5.0% 08/44#AW7942 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 5.0% 09/01/2033#AL7521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA 30YR 5.0% 09/01/2040#AE4424 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 5.0% 10/01/2035#836427 (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 | $777K | – | 0.00 |
| FNMA 30YR 5.0% 11/01/2044#AL7307 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5.0% 12/01/43#AL5959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 5.264% 08/01/2041#AL6552 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $601K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2053#CB5600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5.5% 03/01/2049#BN5332 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5.5% 04/01/2049#BN5400 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| FNMA 30YR 5.5% 04/01/2049#BN9936 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA 30YR 5.5% 04/01/2049#CA3384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2048#BJ9174 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2049#BN7890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2053#FS4631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 5.5% 06/01/2053#CB6527 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 30YR 5.5% 06/01/2053#CB6642 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 5.5% 08/01/2048#BK4763 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| FNMA 30YR 5.5% 08/01/2053#CB6911 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| FNMA 30YR 5.5% 10/01/2048#BK7888 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| FNMA 30YR 5.5% 10/01/2048#CA2506 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5.5% 10/01/2052#CB4843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| FNMA 30YR 5.5% 11/01/2048#CA2656 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 5.5% 11/01/2052#CB5139 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 5.5% 11/01/2053#DA1079 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $486K | – | 0.00 |
| FNMA 30YR 5% 02/01/2035#AB0067 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 5% 05/01/2052#CB3647 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5% 06/01/2052#BU8753 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5% 07/01/2033#709470 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA 30YR 5% 10/01/2052#CB4893 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19M | – | 0.05 |
| FNMA 30YR 5% 10/01/2052#FS3047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA 30YR 5% 11/01/2052#CB5128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 30YR 5% 11/01/2052#FS3248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.03 |
| FNMA 30YR 5% 11/01/2052#FS3295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 5% 12/01/2052#CB5273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| FNMA 30YR 6.0% 01/01/2037#932030 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 6.0% 03/01/2038#969711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 6.0% 04/01/2040#AL0013 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 30YR 6.0% 05/01/2036#880939 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $813.21 | – | 0.00 |
| FNMA 30YR 6.0% 08/01/2038#929854 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $201.76 | – | 0.00 |
| FNMA 30YR 6.0% 11/01/2038#991909 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 6.5% 01/01/2054#CB7801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| FNMA 30YR 6.5% 03/01/2054#CB8113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA 30YR 6.5% 05/01/2053#FS4662 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.04 |
| FNMA 30YR 6.5% 06/01/2054#CB8729 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 6.5% 09/01/2053#CB7134 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA 30YR 6.5% 11/01/2053#CB7520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA 30YR 6.679% 02/01/2039#AL8741 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| FNMA 30YR 6% 03/01/2054#CB8112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA 30YR 6% 03/01/2054#CB8165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| FNMA 30YR 6% 05/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| FNMA 30YR 6% 06/01/2053#CB6538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.04 |
| FNMA 30YR 6% 06/01/2053#CB6539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| FNMA 30YR 6% 06/01/2054#CB8711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27M | – | 0.07 |
| FNMA 30YR 6% 09/01/2053#CB7123 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA 30YR 6% 11/01/2052#CB5049 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19M | – | 0.05 |
| FNMA 30YR 6% 11/01/2053#FS6498 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27M | – | 0.07 |
| FNMA 30YR 6% 12/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| FNMA 30YR 7.5% 06/01/2027#250951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $994.97 | – | 0.00 |
| FNMA 4.0% 02/01/2045#AX6813 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNMA 4.0% 03/01/2045#AL6554 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $899K | – | 0.00 |
| FNMA 4.0% 03/01/2045#AY1124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA 4.0% 03/01/2045#AY9025 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA 4.0% 04/01/2045#AX9641 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 4.0% 04/01/2045#AY7471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FNMA 4.0% 8/45#AZ5626 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FNMA 4.00% 1/41 #AB2079 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 4.00% 1/41 #AE4585 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA 4.00% 1/41 #AE9338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 4.00% 1/41 #AH1256 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNMA 4.00% 1/41 #AH2365 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 4.00% 1/41 #AH2978 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 4.00% 1/41 #AH3394 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 4.00% 1/41 #AH4404 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 4.00% 1/41 #AH4987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 4.00% 1/42 #AJ8222 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 4.00% 1/42 #AK1411 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 4.00% 10/40 #AA4740 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 4.00% 10/40 #AE1110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 4.00% 10/40 #AE3871 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.00% 10/40 #AE4113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| FNMA 4.00% 10/40 #AE4428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 4.00% 10/40 #AE4645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA 4.00% 10/40 #AE5066 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 4.00% 10/41 #AB3687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 4.00% 10/41 #AI4003 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ2387 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ3485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ3924 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ4047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA 4.00% 10/41 #AJ4794 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.00% 11/40 #AE3764 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 4.00% 11/40 #AE6775 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| FNMA 4.00% 11/40 #AE7533 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 4.00% 11/40 #AE8271 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 4.00% 11/40 #AE8539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 11/40 #AE8869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 4.00% 11/40 #AE9065 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 4.00% 11/40 #AE9949 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 4.00% 11/41 #AB3872 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 4.00% 11/41 #AJ5385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $471K | – | 0.00 |
| FNMA 4.00% 11/41 #AJ7139 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 4.00% 11/41 #AL1193 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| FNMA 4.00% 12/40 #AA4757 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA 4.00% 12/40 #AE2683 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 4.00% 12/40 #AE7472 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 4.00% 12/40 #AE8075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.00% 12/40 #AE8783 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.00% 12/40 #AE9416 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 4.00% 12/40 #AH0493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 4.00% 12/40 #AH0540 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.00% 12/40 #AH0573 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 4.00% 12/40 #AH0851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 4.00% 12/40 #AH1983 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.00% 12/40 #MA0583 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.00% 12/41 #AJ4198 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FNMA 4.00% 12/41 #AJ5748 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 4.00% 12/41 #AJ7472 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 4.00% 12/41 #AJ8098 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| FNMA 4.00% 2/41 #AB2343 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 4.00% 2/41 #AE0949 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 4.00% 2/41 #AE6390 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 4.00% 2/41 #AE9269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 4.00% 2/41 #AH0352 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.00% 2/41 #AH4471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 4.00% 2/41 #AH9771 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 4.00% 2/42 #AK1110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FNMA 4.00% 2/42 #AK2525 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 4.00% 2/42 #AK3455 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNMA 4.00% 2/42 #AK3548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 4.00% 3/36 #AH8017 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 4.00% 3/41 #AH0358 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 4.00% 3/41 #AH2152 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FNMA 4.00% 3/41 #AH4121 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 4.00% 3/41 #AH6075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 4.00% 3/41 #AH6150 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.00% 3/41 #AH6233 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 4.00% 3/41 #AH6783 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 4.00% 3/41 #AI2509 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 4.00% 3/42 #AK1385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA 4.00% 3/42 #AK1510 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA 4.00% 3/42 #AK5316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 4.00% 3/42 #AK7441 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA 4.00% 3/42 #AL1521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 4.00% 4/42 #AK6409 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNMA 4.00% 4/42 #AK8228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| FNMA 4.00% 4/42 #AK8237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 4.00% 4/42 #AK9019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FNMA 4.00% 4/42 #AK9701 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FNMA 4.00% 4/42 #AK9948 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 4.00% 4/42 #AO0004 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 4.00% 4/42 #AO0513 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 4.00% 5/41 #AI0974 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12.85 | – | 0.00 |
| FNMA 4.00% 6/41 #AB3143 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| FNMA 4.00% 7/39 #AA9611 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.00% 7/39 #AC2169 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.00% 8/39 #931836 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 4.00% 8/39 #AC4495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 4.00% 9/40 #AE3950 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 4.00% 9/41 #AH4609 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.00% 9/41 #AI9685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 4.00% 9/41 #AI9692 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 4.00% 9/41 #AJ0165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 4.00% 9/41 #AJ4287 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 4.5% 3/43 #AL3429 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 4.50% 10/39 #AC0435 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 4.50% 10/40 #AE3832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 4.50% 11/39 #935695 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 4.50% 11/39 #AC5442 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $546K | – | 0.00 |
| FNMA 4.50% 11/40 #AE3874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA 4.50% 11/40 #AE8447 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 4.50% 11/40 #AE8956 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 12/39 #AC6795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FNMA 4.50% 12/40 #AB1887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 4.50% 12/40 #AB1898 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA 4.50% 12/40 #AE3713 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 4.50% 12/40 #AE8843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.50% 12/40 #AH1986 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 4.50% 2/41 #AH3127 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.50% 2/41 #AH5581 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 4.50% 3/41 #AH8776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 4/39 #930854 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 4.50% 4/39 #AB0042 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 4.50% 4/39 #AB0043 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $735K | – | 0.00 |
| FNMA 4.50% 4/41 #AD1892 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 4/41 #AH9708 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 4.50% 4/41 #AI0729 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.50% 5/39 #AA7165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.50% 5/40 #AD7419 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 4.50% 5/41 #AI1967 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA 4.50% 6/39 #993203 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 7/39 #931504 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| FNMA 4.50% 7/39 #931506 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 4.50% 7/39 #AA8111 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 4.50% 7/39 #AA9055 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 7/39 #AC1585 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 4.50% 7/40 #941592 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 4.50% 8/33 #713686 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 4.50% 8/33 #726923 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 4.50% 8/33 #726928 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 4.50% 8/33 #726949 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA 4.50% 8/33 #726956 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 4.50% 8/33 #727160 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 4.50% 8/33 #729713 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 4.50% 8/39 #931777 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| FNMA 4.50% 8/39 #935520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.50% 8/39 #AA9357 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.50% 8/39 #AC1446 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 8/40 #AB1379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 8/40 #AE2970 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 4.50% 9/33 #727147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 4.50% 9/33 #734922 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 4.50% 9/39 #AC4396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.50% 9/40 #AC9247 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.50% 9/40 #AE3014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 5.00% 10/29 #MA0214 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 5.00% 7/35 #832414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 5.00% 7/39 #AL0070 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 5.00% 7/40 #AD9889 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 6.00% 1/36 #745154 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 6.00% 1/36 #839064 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.00% 1/38 #889371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $466K | – | 0.00 |
| FNMA 6.00% 1/40 #AD0732 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| FNMA 6.00% 1/42 #AL2128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 6.00% 10/34 #357634 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 6.00% 10/34 #AL2130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FNMA 6.00% 10/35 #745000 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.00% 10/35 #803376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 6.00% 10/35 #830817 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $968.51 | – | 0.00 |
| FNMA 6.00% 10/35 #835485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 6.00% 10/35 #836456 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.00% 10/35 #836839 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $741.81 | – | 0.00 |
| FNMA 6.00% 10/35 #842152 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 6.00% 10/35 #843693 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 6.00% 10/35 #848099 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.00% 10/37 #995073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| FNMA 6.00% 10/38 #889983 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA 6.00% 11/35 #255934 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $943.49 | – | 0.00 |
| FNMA 6.00% 11/35 #842191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 6.00% 11/35 #843132 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA 6.00% 11/35 #843567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.00% 11/35 #844228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 6.00% 11/35 #844435 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $778.25 | – | 0.00 |
| FNMA 6.00% 11/35 #863262 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.00% 11/38 #995876 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.00% 12/38 #970918 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 6.00% 2/37 #889116 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $883.22 | – | 0.00 |
| FNMA 6.00% 2/38 #965753 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.00% 3/35 #787562 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.00% 3/36 #888342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FNMA 6.00% 3/37 #889506 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 6.00% 3/38 #889219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FNMA 6.00% 3/39 #935009 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 6.00% 5/32 #643194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.00% 5/36 #745550 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.00% 5/37 #917965 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 6.00% 5/40 #AL2129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $597K | – | 0.00 |
| FNMA 6.00% 6/35 #823041 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $150.38 | – | 0.00 |
| FNMA 6.00% 6/35 #826971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $203.73 | – | 0.00 |
| FNMA 6.00% 6/35 #828064 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.00% 6/35 #828385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 6.00% 6/35 #829377 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 6.00% 6/36 #745640 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FNMA 6.00% 7/35 #357843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 6.00% 7/35 #787578 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 6.00% 7/35 #826613 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 6.00% 7/35 #830899 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $963.15 | – | 0.00 |
| FNMA 6.00% 7/35 #832126 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.00% 7/35 #834769 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $633.65 | – | 0.00 |
| FNMA 6.00% 7/35 #837280 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.00% 7/36 #897984 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $433.11 | – | 0.00 |
| FNMA 6.00% 7/38 #889733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 6.00% 7/41 #AL0913 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| FNMA 6.00% 8/35 #255815 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $486.7 | – | 0.00 |
| FNMA 6.00% 8/35 #357953 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 6.00% 8/35 #735744 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.00% 8/35 #824358 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.00% 8/35 #830989 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 6.00% 8/35 #837316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213.62 | – | 0.00 |
| FNMA 6.00% 8/37 #AE0265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 6.00% 9/29 #793986 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 6.00% 9/35 #255844 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA 6.00% 9/35 #830810 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.00% 9/35 #832175 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.00% 9/35 #833016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $199.35 | – | 0.00 |
| FNMA 6.00% 9/35 #840657 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.00% 9/35 #840937 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 6.00% 9/37 #942981 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 6.00% 9/38 #988684 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 6.50% 1/36 #850408 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $683.19 | – | 0.00 |
| FNMA 6.50% 1/36 #850633 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $696.48 | – | 0.00 |
| FNMA 6.50% 10/27 #256946 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 6.50% 10/35 #835556 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 6.50% 12/27 #257055 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 12/32 #735415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.50% 12/35 #AD0723 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 6.50% 12/36 #901643 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 2/36 #745575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $822.9 | – | 0.00 |
| FNMA 6.50% 2/37 #908771 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.50% 3/27 #256708 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $263.7 | – | 0.00 |
| FNMA 6.50% 4/37 #916708 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.50% 5/35 #812274 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.50% 7/26 #256310 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $611.54 | – | 0.00 |
| FNMA 6.50% 7/26 #831587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $308.74 | – | 0.00 |
| FNMA 6.50% 7/32 #545759 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 6.50% 7/32 #545762 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.50% 7/35 #255816 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $856.91 | – | 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% 8/35 #830779 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 6.50% 8/35 #830991 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 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 | $41K | – | 0.00 |
| FNMA 6.50% 8/36 #AE0746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 6.50% 9/35 #255951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $801.13 | – | 0.00 |
| FNMA 6% 11/35 #AD0687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $714K | – | 0.00 |
| FNMA 6% 11/37 #953087 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 7.00% 1/26 #250440 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $545.19 | – | 0.00 |
| FNMA 7.00% 1/26 #330162 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35.97 | – | 0.00 |
| FNMA 7.00% 1/26 #331598 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $389 | – | 0.00 |
| FNMA 7.00% 1/26 #334042 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $801.14 | – | 0.00 |
| FNMA 7.00% 1/27 #256630 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 7.00% 1/28 #251409 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60.87 | – | 0.00 |
| FNMA 7.00% 1/28 #313947 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $419.91 | – | 0.00 |
| FNMA 7.00% 1/28 #549726 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $771.75 | – | 0.00 |
| FNMA 7.00% 1/29 #323500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $306.55 | – | 0.00 |
| FNMA 7.00% 1/32 #624486 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 1/32 #625027 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $337.86 | – | 0.00 |
| FNMA 7.00% 1/32 #627296 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $211.65 | – | 0.00 |
| FNMA 7.00% 10/25 #250359 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89.82 | – | 0.00 |
| FNMA 7.00% 10/25 #303555 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 10/25 #324623 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130.21 | – | 0.00 |
| FNMA 7.00% 10/26 #256507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 10/26 #323811 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9.32 | – | 0.00 |
| FNMA 7.00% 10/27 #313828 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31.22 | – | 0.00 |
| FNMA 7.00% 10/28 #323318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 7.00% 10/28 #323327 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 10/28 #323336 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 7.00% 10/28 #457547 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 10/28 #481840 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69.95 | – | 0.00 |
| FNMA 7.00% 10/28 #563100 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $114.47 | – | 0.00 |
| FNMA 7.00% 10/29 #252805 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $406.45 | – | 0.00 |
| FNMA 7.00% 10/29 #323961 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 10/29 #323968 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $338.54 | – | 0.00 |
| FNMA 7.00% 10/29 #485115 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 7.00% 10/31 #604935 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $309.75 | – | 0.00 |
| FNMA 7.00% 10/32 #555144 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $537.6 | – | 0.00 |
| FNMA 7.00% 10/32 #646799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $553.28 | – | 0.00 |
| FNMA 7.00% 11/25 #250383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73.74 | – | 0.00 |
| FNMA 7.00% 11/25 #250414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20.85 | – | 0.00 |
| FNMA 7.00% 11/25 #313063 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $311.16 | – | 0.00 |
| FNMA 7.00% 11/25 #328609 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49.87 | – | 0.00 |
| FNMA 7.00% 11/25 #329280 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $138.06 | – | 0.00 |
| FNMA 7.00% 11/25 #330664 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14.25 | – | 0.00 |
| FNMA 7.00% 11/26 #572166 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $266.19 | – | 0.00 |
| FNMA 7.00% 11/27 #190289 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 11/27 #251286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $398.83 | – | 0.00 |
| FNMA 7.00% 11/27 #392407 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $519.89 | – | 0.00 |
| FNMA 7.00% 11/28 #527248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $332.05 | – | 0.00 |
| FNMA 7.00% 11/28 #572167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $184.65 | – | 0.00 |
| FNMA 7.00% 11/28 #755971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $306.12 | – | 0.00 |
| FNMA 7.00% 11/29 #524115 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $831.49 | – | 0.00 |
| FNMA 7.00% 11/29 #527286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 11/31 #637890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 7.00% 12/26 #323242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 12/31 #614978 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 12/31 #622219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.00% 12/32 #254613 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $365.93 | – | 0.00 |
| FNMA 7.00% 2/26 #331672 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $231.39 | – | 0.00 |
| FNMA 7.00% 2/26 #334999 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90.8 | – | 0.00 |
| FNMA 7.00% 2/26 #337532 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $616.93 | – | 0.00 |
| FNMA 7.00% 2/27 #250853 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $129.61 | – | 0.00 |
| FNMA 7.00% 2/27 #361825 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63.7 | – | 0.00 |
| FNMA 7.00% 2/28 #190294 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 7.00% 2/28 #251569 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63.81 | – | 0.00 |
| FNMA 7.00% 2/28 #331338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 2/28 #416823 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $438.32 | – | 0.00 |
| FNMA 7.00% 2/29 #323542 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 7.00% 2/30 #531078 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $929.41 | – | 0.00 |
| FNMA 7.00% 2/30 #535336 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81.32 | – | 0.00 |
| FNMA 7.00% 2/31 #689547 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 2/32 #545513 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $467.07 | – | 0.00 |
| FNMA 7.00% 2/32 #627252 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3.59 | – | 0.00 |
| FNMA 7.00% 2/33 #693335 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.00% 3/26 #250495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $152.54 | – | 0.00 |
| FNMA 7.00% 3/26 #303780 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24.62 | – | 0.00 |
| FNMA 7.00% 3/26 #331390 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9.18 | – | 0.00 |
| FNMA 7.00% 3/26 #339167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71.66 | – | 0.00 |
| FNMA 7.00% 3/26 #339493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.00% 3/28 #492905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44.8 | – | 0.00 |
| FNMA 7.00% 3/29 #323657 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $320.5 | – | 0.00 |
| FNMA 7.00% 3/32 #254240 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 7.00% 3/32 #634294 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $348.77 | – | 0.00 |
| FNMA 7.00% 3/32 #636867 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $127.6 | – | 0.00 |
| FNMA 7.00% 3/32 #639703 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $675.47 | – | 0.00 |
| FNMA 7.00% 4/26 #303856 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 4/26 #342459 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $139.61 | – | 0.00 |
| FNMA 7.00% 4/26 #344561 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37.25 | – | 0.00 |
| FNMA 7.00% 4/28 #418412 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $134.79 | – | 0.00 |
| FNMA 7.00% 4/31 #575585 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $330.57 | – | 0.00 |
| FNMA 7.00% 4/32 #631463 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $592.49 | – | 0.00 |
| FNMA 7.00% 4/32 #641860 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53.51 | – | 0.00 |
| FNMA 7.00% 4/32 #643105 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $871.98 | – | 0.00 |
| FNMA 7.00% 5/26 #250551 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $386.53 | – | 0.00 |
| FNMA 7.00% 5/26 #303884 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $193.34 | – | 0.00 |
| FNMA 7.00% 5/26 #303890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $365.59 | – | 0.00 |
| FNMA 7.00% 5/26 #303913 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $758.97 | – | 0.00 |
| FNMA 7.00% 5/26 #339193 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $116.74 | – | 0.00 |
| FNMA 7.00% 5/27 #250911 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43.29 | – | 0.00 |
| FNMA 7.00% 5/29 #323704 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $313.59 | – | 0.00 |
| FNMA 7.00% 5/29 #494945 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 7.00% 5/30 #590851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 7.00% 5/32 #645346 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98.51 | – | 0.00 |
| FNMA 7.00% 5/32 #646414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $968.91 | – | 0.00 |
| FNMA 7.00% 5/32 #646736 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.00% 5/32 #647513 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $444.81 | – | 0.00 |
| FNMA 7.00% 6/26 #250609 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $128.66 | – | 0.00 |
| FNMA 7.00% 6/26 #342531 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84.97 | – | 0.00 |
| FNMA 7.00% 6/28 #430194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23.15 | – | 0.00 |
| FNMA 7.00% 6/28 #432548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 7.00% 6/29 #500286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 6/30 #546336 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75.35 | – | 0.00 |
| FNMA 7.00% 6/32 #611797 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 7.00% 6/32 #639393 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $493.39 | – | 0.00 |
| FNMA 7.00% 6/32 #644164 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 6/32 #644809 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 7.00% 6/32 #648542 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 7.00% 7/26 #256384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $681.32 | – | 0.00 |
| FNMA 7.00% 7/26 #346292 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15.65 | – | 0.00 |
| FNMA 7.00% 7/27 #250989 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23.5 | – | 0.00 |
| FNMA 7.00% 7/28 #406815 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 7.00% 7/28 #416921 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79.42 | – | 0.00 |
| FNMA 7.00% 7/29 #492695 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $295.5 | – | 0.00 |
| FNMA 7.00% 7/29 #505740 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 7/29 #506994 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65.52 | – | 0.00 |
| FNMA 7.00% 7/29 #545331 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33.41 | – | 0.00 |
| FNMA 7.00% 7/31 #253907 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $234.53 | – | 0.00 |
| FNMA 7.00% 7/31 #596248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $576.52 | – | 0.00 |
| FNMA 7.00% 7/32 #254379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 7/32 #545813 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $412.27 | – | 0.00 |
| FNMA 7.00% 7/32 #639103 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $145.34 | – | 0.00 |
| FNMA 7.00% 7/32 #648070 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 7/37 #940208 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 7.00% 8/25 #250329 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76.95 | – | 0.00 |
| FNMA 7.00% 8/25 #303450 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $368.89 | – | 0.00 |
| FNMA 7.00% 8/25 #303505 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13.49 | – | 0.00 |
| FNMA 7.00% 8/25 #307059 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $141.82 | – | 0.00 |
| FNMA 7.00% 8/25 #318732 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49.41 | – | 0.00 |
| FNMA 7.00% 8/25 #319563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88.2 | – | 0.00 |
| FNMA 7.00% 8/25 #319640 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39.06 | – | 0.00 |
| FNMA 7.00% 8/26 #190273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $804.49 | – | 0.00 |
| FNMA 7.00% 8/27 #313644 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.00% 8/28 #437140 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $405.07 | – | 0.00 |
| FNMA 7.00% 8/28 #441292 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 8/29 #252646 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $152.63 | – | 0.00 |
| FNMA 7.00% 8/29 #479545 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $401.13 | – | 0.00 |
| FNMA 7.00% 8/29 #506458 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82.62 | – | 0.00 |
| FNMA 7.00% 8/29 #511373 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 8/31 #253895 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155.71 | – | 0.00 |
| FNMA 7.00% 8/31 #769023 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 8/32 #656362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 7.00% 8/32 #659161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 7.00% 9/25 #250345 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $189.27 | – | 0.00 |
| FNMA 7.00% 9/25 #322438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98.78 | – | 0.00 |
| FNMA 7.00% 9/25 #324193 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70.86 | – | 0.00 |
| FNMA 7.00% 9/26 #256469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.00% 9/26 #313264 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $245.83 | – | 0.00 |
| FNMA 7.00% 9/27 #313687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.00% 9/27 #398669 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15.06 | – | 0.00 |
| FNMA 7.00% 9/27 #399716 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40.87 | – | 0.00 |
| FNMA 7.00% 9/28 #323317 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.00% 9/28 #443819 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $834.51 | – | 0.00 |
| FNMA 7.00% 9/28 #660494 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $753.67 | – | 0.00 |
| FNMA 7.00% 9/29 #512465 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 7.00% 9/29 #535762 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $221.37 | – | 0.00 |
| FNMA 7.00% 9/30 #710936 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 7.00% 9/31 #254058 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $393.64 | – | 0.00 |
| FNMA 7.00% 9/31 #604620 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $433.29 | – | 0.00 |
| FNMA 7.00% 9/31 #608317 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $191 | – | 0.00 |
| FNMA 7.00% 9/31 #622547 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 7.00% 9/32 #647416 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.50% 1/26 #328952 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87.16 | – | 0.00 |
| FNMA 7.50% 1/27 #250799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48.14 | – | 0.00 |
| FNMA 7.50% 1/27 #368817 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 1/27 #368821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 1/28 #251410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $633.96 | – | 0.00 |
| FNMA 7.50% 1/28 #406641 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98.48 | – | 0.00 |
| FNMA 7.50% 1/28 #409486 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 1/28 #412598 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $132.16 | – | 0.00 |
| FNMA 7.50% 1/28 #413578 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $581.31 | – | 0.00 |
| FNMA 7.50% 1/28 #413862 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 1/28 #414333 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $166.45 | – | 0.00 |
| FNMA 7.50% 1/28 #415853 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $159.68 | – | 0.00 |
| FNMA 7.50% 1/28 #420260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46.42 | – | 0.00 |
| FNMA 7.50% 1/28 #420914 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $286.55 | – | 0.00 |
| FNMA 7.50% 1/28 #451746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 10/25 #250350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1.94 | – | 0.00 |
| FNMA 7.50% 10/26 #250701 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41.49 | – | 0.00 |
| FNMA 7.50% 10/26 #250736 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82.49 | – | 0.00 |
| FNMA 7.50% 10/26 #313182 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $99.05 | – | 0.00 |
| FNMA 7.50% 10/27 #395593 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $222.35 | – | 0.00 |
| FNMA 7.50% 10/27 #397256 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $532.61 | – | 0.00 |
| FNMA 7.50% 10/27 #401788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $129.78 | – | 0.00 |
| FNMA 7.50% 10/27 #401913 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81.13 | – | 0.00 |
| FNMA 7.50% 10/28 #252084 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88.78 | – | 0.00 |
| FNMA 7.50% 10/29 #252806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $525.97 | – | 0.00 |
| FNMA 7.50% 10/29 #507061 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 7.50% 10/29 #520559 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 7.50% 11/27 #251298 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $524.31 | – | 0.00 |
| FNMA 7.50% 11/27 #313835 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $954.09 | – | 0.00 |
| FNMA 7.50% 11/27 #313853 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108.38 | – | 0.00 |
| FNMA 7.50% 11/27 #401093 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $965.75 | – | 0.00 |
| FNMA 7.50% 11/27 #404745 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 11/27 #404846 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87.4 | – | 0.00 |
| FNMA 7.50% 11/27 #404971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96.08 | – | 0.00 |
| FNMA 7.50% 11/27 #417739 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $685.83 | – | 0.00 |
| FNMA 7.50% 11/28 #457257 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 11/29 #520975 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $238.19 | – | 0.00 |
| FNMA 7.50% 11/29 #523195 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85.83 | – | 0.00 |
| FNMA 7.50% 11/31 #545304 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 7.50% 12/26 #365832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8.42 | – | 0.00 |
| FNMA 7.50% 12/27 #403301 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86.66 | – | 0.00 |
| FNMA 7.50% 12/27 #404917 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $438.8 | – | 0.00 |
| FNMA 7.50% 12/27 #405312 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $380.98 | – | 0.00 |
| FNMA 7.50% 12/27 #405830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $484.16 | – | 0.00 |
| FNMA 7.50% 12/27 #407933 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 12/28 #323424 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 12/29 #252981 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $899.95 | – | 0.00 |
| FNMA 7.50% 12/29 #524241 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $355.95 | – | 0.00 |
| FNMA 7.50% 12/29 #527587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 12/30 #563583 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 2/26 #331387 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $350.78 | – | 0.00 |
| FNMA 7.50% 2/27 #356391 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $794.51 | – | 0.00 |
| FNMA 7.50% 2/27 #371593 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $541.93 | – | 0.00 |
| FNMA 7.50% 2/28 #251500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104.12 | – | 0.00 |
| FNMA 7.50% 2/28 #411846 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $191.63 | – | 0.00 |
| FNMA 7.50% 2/28 #412258 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 7.50% 2/28 #416207 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $245.74 | – | 0.00 |
| FNMA 7.50% 2/28 #416634 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40.56 | – | 0.00 |
| FNMA 7.50% 2/30 #517827 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 7.50% 2/30 #532153 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79.29 | – | 0.00 |
| FNMA 7.50% 2/30 #535143 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 2/31 #570320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $988.14 | – | 0.00 |
| FNMA 7.50% 3/26 #339830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.50% 3/28 #251570 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 3/28 #412685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40.19 | – | 0.00 |
| FNMA 7.50% 3/28 #417218 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $607.06 | – | 0.00 |
| FNMA 7.50% 3/28 #420501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 3/29 #323688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $988.1 | – | 0.00 |
| FNMA 7.50% 4/26 #313275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $308.75 | – | 0.00 |
| FNMA 7.50% 4/28 #251615 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 4/29 #323645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48.92 | – | 0.00 |
| FNMA 7.50% 5/26 #303887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3.93 | – | 0.00 |
| FNMA 7.50% 5/27 #250912 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111.97 | – | 0.00 |
| FNMA 7.50% 5/27 #369318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $168 | – | 0.00 |
| FNMA 7.50% 5/27 #379219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $187.1 | – | 0.00 |
| FNMA 7.50% 5/27 #379801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 5/28 #251755 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 5/28 #428795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $153.28 | – | 0.00 |
| FNMA 7.50% 5/29 #252492 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.50% 6/26 #349340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90.33 | – | 0.00 |
| FNMA 7.50% 6/26 #349356 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $800.44 | – | 0.00 |
| FNMA 7.50% 6/27 #357002 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $144.52 | – | 0.00 |
| FNMA 7.50% 6/27 #391692 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19.18 | – | 0.00 |
| FNMA 7.50% 6/28 #251822 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.50% 6/29 #252568 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 7.50% 6/30 #538847 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23.48 | – | 0.00 |
| FNMA 7.50% 7/25 #250307 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24.5 | – | 0.00 |
| FNMA 7.50% 7/25 #315883 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36.32 | – | 0.00 |
| FNMA 7.50% 7/25 #317259 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $151.27 | – | 0.00 |
| FNMA 7.50% 7/25 #318544 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56.87 | – | 0.00 |
| FNMA 7.50% 7/26 #352776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12.98 | – | 0.00 |
| FNMA 7.50% 7/27 #190284 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $506.28 | – | 0.00 |
| FNMA 7.50% 7/27 #250990 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89.71 | – | 0.00 |
| FNMA 7.50% 7/27 #394197 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $365.33 | – | 0.00 |
| FNMA 7.50% 7/28 #506236 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 7.50% 7/29 #323819 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $386.9 | – | 0.00 |
| FNMA 7.50% 7/29 #507427 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.50% 8/27 #251115 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14.47 | – | 0.00 |
| FNMA 7.50% 8/27 #393409 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $281.29 | – | 0.00 |
| FNMA 7.50% 8/27 #394970 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39.62 | – | 0.00 |
| FNMA 7.50% 8/27 #395367 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60.7 | – | 0.00 |
| FNMA 7.50% 8/27 #397106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29.09 | – | 0.00 |
| FNMA 7.50% 8/28 #251975 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $216.2 | – | 0.00 |
| FNMA 7.50% 8/28 #323297 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45.44 | – | 0.00 |
| FNMA 7.50% 8/29 #323868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120.94 | – | 0.00 |
| FNMA 7.50% 8/29 #498693 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 8/29 #499337 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.50% 8/29 #501998 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.50% 8/29 #508377 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 7.50% 8/29 #509683 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $447.06 | – | 0.00 |
| FNMA 7.50% 8/29 #510166 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 7.50% 8/29 #510192 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 7.50% 8/29 #510611 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 8/29 #511096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50.63 | – | 0.00 |
| FNMA 7.50% 8/29 #511255 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $567.63 | – | 0.00 |
| FNMA 7.50% 8/29 #511324 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 7.50% 8/29 #511366 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $263.24 | – | 0.00 |
| FNMA 7.50% 8/30 #549602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $394.26 | – | 0.00 |
| FNMA 7.50% 8/30 #567034 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 7.50% 9/25 #250340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5.3 | – | 0.00 |
| FNMA 7.50% 9/25 #322201 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $747.01 | – | 0.00 |
| FNMA 7.50% 9/25 #325499 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4.44 | – | 0.00 |
| FNMA 7.50% 9/26 #358466 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $327.73 | – | 0.00 |
| FNMA 7.50% 9/27 #313711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $158.15 | – | 0.00 |
| FNMA 7.50% 9/27 #379287 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58.15 | – | 0.00 |
| FNMA 7.50% 9/27 #395754 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47.23 | – | 0.00 |
| FNMA 7.50% 9/27 #396096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 9/27 #396994 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $129.05 | – | 0.00 |
| FNMA 7.50% 9/27 #397053 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70.24 | – | 0.00 |
| FNMA 7.50% 9/27 #397084 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42.56 | – | 0.00 |
| FNMA 7.50% 9/27 #398564 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41.89 | – | 0.00 |
| FNMA 7.50% 9/27 #398926 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $397.23 | – | 0.00 |
| FNMA 7.50% 9/27 #399562 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84.59 | – | 0.00 |
| FNMA 7.50% 9/29 #252717 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120.63 | – | 0.00 |
| FNMA 7.50% 9/29 #357040 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 7.50% 9/29 #499386 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $746.36 | – | 0.00 |
| FNMA 7.50% 9/29 #504525 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57.6 | – | 0.00 |
| FNMA 7.50% 9/29 #514348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $978.35 | – | 0.00 |
| FNMA 7.50% 9/29 #516134 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83.24 | – | 0.00 |
| FNMA 8.00% 3/37 #922475 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA ARM 0.0% 01/01/2042#AJ8357 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA ARM 0.0% 07/01/2041#AI6050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA ARM 0.0% 09/01/2041#AI9813 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA ARM 0.0% 10/01/2041#AI6819 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA ARM 06/01/2042#AO2244 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA ARM 11/36 #995606 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA ARM 2.691% 02/01/2042#AK2344 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA ARM 2.947% 07/01/2043#AL5652 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FNMA ARM 2.967% 8/41#AI8879 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA ARM 3.228% 7/41#AI3469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA ARM 3.24% 9/33 #555935 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA ARM 3.47% 3/40 #AD0820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA ARM 3.472% 12/01/2040#AE0653 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $925K | – | 0.00 |
| FNMA ARM 3.54% 12/39 #AC8301 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA ARM 3.753% 10/33 #746320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA ARM 3.984% 5/33 #703915 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA ARM 3.99% 5/34 #725828 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA ARM 4.293% 3/35 #815586 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA ARM 4.358% 10/33 #754672 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 4.409% 5/35 #829985 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA ARM 4.58% 7/35 #995273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA ARM 4.60% 2/35 #779905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA ARM 4.64% 1/35 #813730 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA ARM 4.717% 7/35 #735778 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA ARM 4.80% 7/34 #849923 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA ARM 4.801% 2/33 #695019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $178.92 | – | 0.00 |
| FNMA ARM 4.87% 1/35 #735833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA ARM 4.89% 3/33 #725130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA ARM 4.898% 5/35 #995272 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA ARM 5.05% 7/34 #801635 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA ARM 5.16% 9/35 #850124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA ARM 5.21% 5/36 #872503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA ARM 5.280% 3/35 #843014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA ARM 5.30% 8/36 #888199 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA ARM 5.344% 7/35 #834917 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA ARM 5.349% 12/34 #843013 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA ARM 5.35% 3/36 #920831 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA ARM 5.37% 6/36 #916726 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA ARM 5.62% 3/36 #866091 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA ARM 5.65% 7/37 #942609 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA ARM 5.869% 5/36 #995608 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA ARM 6.22% 3/37 #910296 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA ARM 6.25% 6/36 #886983 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA ARM 6.34% 9/36 #893580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA ARM 6.54% 4/37 #918912 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA GTD MTG 2013-51 GI 3% 10/25/2032 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| FNMA GTD MTG PASS THRU CTF 2% 05/25/2045 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| FNR 1997-41 J 7.5% 6/27 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FNR 1999-17 PG 6% 4/29 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $43K | – | 0.00 |
| FNR 1999-25 Z 6% 6/29 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $47K | – | 0.00 |
| FNR 1999-32 PL 6% 7/29 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $60K | – | 0.00 |
| FNR 1999-33 PK 6% 7/29 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $44K | – | 0.00 |
| FNR 1999-57 PH 6.5% 12/29 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $133K | – | 0.00 |
| FNR 2001-20 Z 6% 5/31 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $57K | – | 0.00 |
| FNR 2001-31 ZC 6.5% 7/31 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.00 |
| FNR 2001-52 YZ 6.5% 10/31 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FNR 2002-16 ZD 6.50% 4/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.00 |
| FNR 2002-18 FD SOFR30A+91.448 2/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FNR 2002-39 FD SOFR30A+111.448 3/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| FNR 2002-60 FV SOFR30A+111.448 4/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| FNR 2002-63 FN SOFR30A+111.448 10/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| FNR 2002-7 FC SOFR30A+86.448 1/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FNR 2002-74 SV SOFR30A+743.552 11/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $582.61 | – | 0.00 |
| FNR 2003-118 S SOFR30A+798.552 12/33 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.00 |
| FNR 2003-21 SK SOFR30A+798.552 3/33 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $981.61 | – | 0.00 |
| FNR 2005-102 CO 0% 11/35 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $24K | – | 0.00 |
| FNR 2005-73 SA SOFR30A+1725.235 8/35 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FNR 2005-81 PC 5.5% 9/35 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $95K | – | 0.00 |
| FNR 2006-104 GI SOFR30A+656.552 11/36 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| FNR 2006-12 BO 0% 10/35 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $117K | – | 0.00 |
| FNR 2006-15 OP 0% 3/36 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $164K | – | 0.00 |
| FNR 2006-37 OW 0% 5/36 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.00 |
| FNR 2006-45 OP 0 6/36 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.00 |
| FNR 2006-62 KP PO 0% 4/36 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.00 |
| FNR 2007-57 SA 4062-6*1ML 6/37 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $48K | – | 0.00 |
| FNR 2007-66 SA SOFR30A+3891.312 7/37 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.00 |
| FNR 2007-66 SB SOFR30A+3891.312 7/37 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.00 |
| FNR 2010-135 ZA 4.5% 12/40 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $200K | – | 0.00 |
| FNR 2010-150 ZC 4.75% 01/41 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| FNR 2011-4 PZ 5% 2/41 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $591K | – | 0.00 |
| FNR 2011-67 AI IO 4% 7/26 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $136.05 | – | 0.00 |
| FNR 2013-133 IB 3% 04/32 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| FNR 2015-70 JC 3% 10/45 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| FNR 2017-30 AI 5.5% 05/47 (FEDERAL NAT MTG ASN GTD REM PA) | Long | ABS-collateralized bond/debt obligation | US | $123K | – | 0.00 |
| FNS 339 5 5.5% 8/33 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| FNS 343 16 5.5% 5/34 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $7K | – | 0.00 |
| FNS 348 14 6.5% 8/34 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $6K | – | 0.00 |
| FNS 351 12 5.5% 4/34 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FNS 351 13 6% 3/34 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| FNS 359 19 6% 7/35 (FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| FNS 384 6 5% 7/37 (FNMA STRIPPED MTG BKD SECS) | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.00 |
| FORD CR FLOORPLN MAST OWN TR A 4.92% 05/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $31M | – | 0.08 |
| FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.04 |
| FORD MTR CR CO LLC 4.063% 11/01/2024 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $79M | – | 0.20 |
| FOX CORP 4.709% 01/25/2029 (FOX CORPORATION) | Long | Debt | US | $9M | – | 0.02 |
| FOX CORP 5.476% 01/25/2039 (FOX CORPORATION) | Long | Debt | US | $9M | – | 0.02 |
| FOX CORP 5.576% 01/25/2049 (FOX CORPORATION) | Long | Debt | US | $5M | – | 0.01 |
| GENERAL MILLS INC 2.875% 04/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| GENERAL MTRS FINL CO INC 2.35% 02/26/2027 | Long | Debt | US | $16M | – | 0.04 |
| GENERAL MTRS FINL CO INC 4% 01/15/2025 | Long | Debt | US | $14M | – | 0.04 |
| GENERAL MTRS FINL CO INC 5.85% 04/06/2030 | Long | Debt | US | $13M | – | 0.03 |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 23-2 5.44% 10/20/2025 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.01 |
| GM FINANCIAL LEASING TRUST 2023-3 5.38% 11/20/2026 | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 4.98% 12/11/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.04 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028 | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.06 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3 5.45% 06/16/2028 | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.04 |
| GNII 30YR 4.5% 02/20/2041#004948 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII 30YR 4.5% 04/20/2040#004673 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNII 30YR 4.5% 06/20/2039#004461 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNII 30YR 4.5% 06/20/2040#004709 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| GNII 30YR 4.5% 07/20/2039#004488 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII 30YR 4.5% 07/20/2040#004737 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII 30YR 4.5% 10/20/2040#004828 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| GNII 30YR 4.5% 10/39#004553 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNII 30YR 4.5% 11/20/2040#004850 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| GNII 30YR 4.5% 12/20/2039#004592 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| GNII 30YR 4.5% 12/20/2040#004880 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| GNII II 2.5% 06/20/2051#MA7418 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| GNII II 2.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $154M | – | 0.39 |
| GNII II 2.5% 07/20/2051#MA7472 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| GNII II 2% 01/20/2051#MA7135 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GNII II 2% 01/20/2052#MA7826 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $48M | – | 0.12 |
| GNII II 2% 02/20/2051#MA7192 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GNII II 2% 02/20/2052#MA7880 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| GNII II 2% 03/20/2051#MA7254 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNII II 2% 04/51#MA7311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 2% 05/20/2051#MA7366 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNII II 2% 06/20/2051#MA7417 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 2% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $359M | – | 0.90 |
| GNII II 2% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-190M | – | -0.48 |
| GNII II 2% 07/20/2051#MA7471 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 2% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $184M | – | 0.46 |
| GNII II 2% 08/20/2050#MA6818 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $978K | – | 0.00 |
| GNII II 2% 08/20/2051#MA7533 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 2% 09/20/2051#MA7588 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 2% 10/20/2050#MA6930 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $45M | – | 0.11 |
| GNII II 2% 11/20/2050#MA6994 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| GNII II 2% 12/20/2050#MA7051 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $39M | – | 0.10 |
| GNII II 2% 12/20/2051#MA7766 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GNII II 3.5% 01/20/2043#MA0852 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| GNII II 3.5% 01/20/2044#MA1600 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNII II 3.5% 02/20/2043#MA0783 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| GNII II 3.5% 04/20/2043#MA0934 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| GNII II 3.5% 04/20/2044#MA1838 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 3.5% 05/20/2046#AS9175 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| GNII II 3.5% 05/20/2046#AS9183 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNII II 3.5% 05/43 #MA1012 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| GNII II 3.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $147M | – | 0.37 |
| GNII II 3.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-104M | – | -0.26 |
| GNII II 3.5% 07/20/2043#MA1157 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| GNII II 3.5% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $104M | – | 0.26 |
| GNII II 3.5% 08/20/2043#MA1224 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 3.5% 09/20/2040#004799 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 3.5% 09/20/2043#MA1285 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNII II 3.5% 10/20/2043#MA1375 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 3.5% 10/40#004832 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 3.5% 11/20/2043#MA1448 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 3.5% 12/20/2041#005258 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GNII II 3.50% 1/42 #005279 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNII II 3.50% 10/41 #005202 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 3.50% 11/41 #005232 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3.50% 12/40 #004881 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 3% 05/20/2050#MA6656 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $342M | – | 0.86 |
| GNII II 3% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-264M | – | -0.66 |
| GNII II 3% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $204M | – | 0.51 |
| GNII II 3% 10/20/2049#MA6218 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| GNII II 4.0% 01/20/2045#MA2522 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| GNII II 4.0% 01/46#MA3377 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNII II 4.0% 08/20/2043#MA1225 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| GNII II 4.00% 1/41 #004922 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.00% 10/40 #004833 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $853K | – | 0.00 |
| GNII II 4.00% 10/41 #005203 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNII II 4.00% 10/41 #005280 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.00% 11/40 #004853 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 4.00% 11/41 #005233 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| GNII II 4.00% 12/40 #004882 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNII II 4.00% 12/41 #005259 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.00% 2/41 #004945 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| GNII II 4.00% 3/41 #004977 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| GNII II 4.00% 4/42 #MA0023 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $699K | – | 0.00 |
| GNII II 4.00% 6/42 #MA0155 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 4.00% 8/41 #005139 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNII II 4.00% 9/40 #004800 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $979K | – | 0.00 |
| GNII II 4.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $34M | – | 0.09 |
| GNII II 4.50% 1/41 #004946 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.50% 10/35 #003771 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 4.50% 10/40 #004834 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNII II 4.50% 11/40 #004854 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNII II 4.50% 3/36 #003828 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 4.50% 3/41 #004978 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GNII II 4.50% 4/41 #005017 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| GNII II 4.50% 5/40 #004696 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| GNII II 4.50% 5/41 #005055 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNII II 4.50% 6/33 #003401 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 4.50% 6/41 #005082 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.50% 7/40 #004746 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| GNII II 4.50% 7/40 #004923 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| GNII II 4.50% 8/40 #004771 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 4.50% 9/40 #004801 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $964K | – | 0.00 |
| GNII II 4% 03/20/2047#MA4322 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| GNII II 4% 03/46#MA3522 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNII II 4% 04/20/2047#MA4383 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNII II 4% 05/46#MA3664 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNII II 4% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $65M | – | 0.16 |
| GNII II 5.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $181M | – | 0.45 |
| GNII II 5.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-148M | – | -0.37 |
| GNII II 5.5% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $90M | – | 0.23 |
| GNII II 5% 05/20/2054#MA9667 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $81M | – | 0.20 |
| GNII II 5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $72M | – | 0.18 |
| GNII II 5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-72M | – | -0.18 |
| GNII II 5% 9/33 #003442 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| GNII II 6.00% 11/31 #003160 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNII II 6.00% 5/32 #003238 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNII II 6.5% 1/32 #003188 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $561 | – | 0.00 |
| GNII II 6.5% 11/31 #003161 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 6.5% 3/31 #003053 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 6.5% 4/31 #003068 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $362.82 | – | 0.00 |
| GNII II 6.5% 7/31 #003107 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $406.69 | – | 0.00 |
| GNII II 6.5% 8/31 #003120 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $429.86 | – | 0.00 |
| GNII II 6.50% 6/31 #003095 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $335.96 | – | 0.00 |
| GNII II 6% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $125M | – | 0.31 |
| GNII II 6% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-105M | – | -0.26 |
| GNII II 6% 08/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $105M | – | 0.26 |
| GNII II 7.00% 3/32 #003216 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII II 7% 2/32 #003202 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 13-149 MA 2.5% 5/20/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| GNMA 2004-24 ZM 5% 04/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $335K | – | 0.00 |
| GNMA 2017-H06 FA T1Y+35 08/66 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| GNMA 3.50% 1/41 #737901 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| GNMA 3.50% 1/41 #759100 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 3.50% 1/42 #757487 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| GNMA 3.50% 1/42 #757490 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| GNMA 3.50% 1/42 #778796 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 3.50% 1/42 #790493 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA 3.50% 11/40 #756928 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 3.50% 11/41 #489787 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| GNMA 3.50% 11/41 #489790 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 3.50% 11/41 #772088 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| GNMA 3.50% 12/40 #734104 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 3.50% 12/41 #711616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| GNMA 3.50% 12/41 #739352 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| GNMA 3.50% 12/41 #741817 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| GNMA 3.50% 2/42 #616878 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| GNMA 3.50% 2/42 #617454 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 3.50% 2/42 #757488 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| GNMA 3.50% 2/42 #757489 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| GNMA 3.50% 2/42 #778862 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| GNMA 3.50% 2/42 #778863 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| GNMA 3.50% 2/42 #778882 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| GNMA 3.50% 2/42 #783532 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| GNMA 3.50% 2/42 #793122 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| GNMA 3.50% 2/44 #AG9361 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| GNMA 3.50% 3/42 #773363 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 3.50% 3/42 #773365 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 3.50% 3/42 #783550 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 3.50% 3/42 #794581 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| GNMA 3.50% 3/42 #794582 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| GNMA 3.50% 5/42 #766750 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| GNMA 3.50% 5/42 #766751 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| GNMA 3.50% 7/42 #AA5451 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| GNMA 3.50% 7/42 #AA8273 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA 3.50% 9/41 #783403 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 3.50% 9/42 #AA5658 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA 30YR 3.0% 02/15/2045#777576 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| GNMA 30YR 3.0% 02/15/2045#AK7288 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#777581 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| GNMA 30YR 3.0% 04/15/2043#666342 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA 30YR 3.0% 04/15/2043#AA6286 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA 30YR 3.0% 04/15/2043#AE0545 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 3.0% 04/15/2043#AE1960 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 30YR 3.0% 04/15/2045#AK8698 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2042#779220 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2043#AD0745 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2043#AD1015 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2043#AD6332 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2043#AE1959 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2045#AL1539 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 3.0% 06/15/2043#AC2222 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA 30YR 3.0% 06/15/2043#AD2454 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| GNMA 30YR 3.0% 06/15/2043#AD3626 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA 30YR 3.0% 12/15/2042#AA5897 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $517K | – | 0.00 |
| GNMA 30YR 3.5% 01/15/2042#778794 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 30YR 3.5% 01/15/2043#AC3938 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 3.5% 01/15/2043#AD2150 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| GNMA 30YR 3.5% 02/15/2043#AD1736 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA 30YR 3.5% 02/15/2043#AD2180 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 30YR 3.5% 03/15/2043#AD2295 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 3.5% 04/15/2043#783836 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA 30YR 3.5% 04/15/2043#AA6309 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| GNMA 30YR 3.5% 05/15/2043#AC9627 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA 30YR 3.5% 05/15/2043#AC9633 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 30YR 3.5% 05/15/2043#AD9112 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA 30YR 3.5% 05/15/2043#AE2144 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 30YR 3.5% 06/15/2042#779398 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 3.5% 06/15/2043#740830 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GNMA 30YR 3.5% 06/15/2043#AC9654 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA 30YR 3.5% 06/15/2043#AD5457 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA 30YR 3.5% 06/15/2043#AE4597 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA 30YR 3.5% 06/15/2043#AE4598 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNMA 30YR 3.5% 06/15/2043#AE9860 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 3.5% 07/15/2042#AA8275 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 3.5% 07/15/2043#AF1083 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 30YR 3.5% 08/15/2042#AB2238 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 30YR 3.5% 08/15/2043#AD8363 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 30YR 3.5% 09/15/2042#796303 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 3.5% 09/15/2042#AB2330 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 30YR 3.5% 09/15/2042#AB3769 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 30YR 3.5% 09/15/2042#AB6821 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 30YR 3.5% 09/15/2043#666409 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 30YR 3.5% 11/15/2042#AB9211 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $601K | – | 0.00 |
| GNMA 30YR 3.5% 12/15/2041#778657 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 30YR 4.0% 02/15/2041#750185 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA 30YR 4.0% 02/15/2042#778869 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| GNMA 30YR 4.0% 02/15/2045#AL4767 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| GNMA 30YR 4.0% 03/15/2042#773367 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 30YR 4.0% 03/15/2042#AA6826 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 4.0% 04/15/2043#AC1092 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| GNMA 30YR 4.0% 05/15/2043#AD1390 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 30YR 4.0% 05/15/2045#AN1263 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| GNMA 30YR 4.0% 06/15/2042#AA0565 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 4.0% 06/15/2043#AD5663 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| GNMA 30YR 4.0% 06/15/2043#AE7264 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 30YR 4.0% 06/15/2045#AN5671 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA 30YR 4.0% 07/15/2042#AB1380 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GNMA 30YR 4.0% 07/15/2045#AN5744 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| GNMA 30YR 4.0% 08/15/2040#721759 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 30YR 4.0% 08/15/2042#798467 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| GNMA 30YR 4.0% 08/15/2042#AB1489 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 4.0% 08/15/2042#AB1531 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 4.0% 08/15/2043#AD5680 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 30YR 4.0% 08/15/43#AF5070 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 30YR 4.0% 10/15/2040#705890 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| GNMA 30YR 4.0% 11/15/2040#749935 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 4.0% 11/15/2041#769621 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNMA 30YR 4.0% 11/15/2041#778597 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 4.0% 12/15/2040#734089 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA 30YR 4.0% 12/15/2040#737704 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 30YR 4.0% 12/15/2040#737712 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 30YR 4.5% 06/15/2040#741262 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 4.5% 06/15/2041#366975 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA 30YR 4.5% 07/15/2040#745191 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $708.01 | – | 0.00 |
| GNMA 30YR 4.5% 09/15/2039#713871 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNMA 30YR 4.5% 10/15/2040#740554 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 4% 01/15/2042#794559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA 30YR 4% 01/15/2043#AC9441 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5815 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5831 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5855 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| GNMA 30YR 4% 01/15/2047#AX5857 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| GNMA 30YR 4% 03/15/2041#738107 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA 30YR 4% 03/15/2041#769036 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 4% 03/15/2042#733816 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| GNMA 30YR 4% 03/15/2042#796180 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA 30YR 4% 04/15/2042#792254 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA 30YR 4% 04/15/2043#AD7475 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA 30YR 4% 04/15/2046#784232 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA 30YR 4% 05/15/2042#AA1859 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 30YR 4% 06/15/2042#799330 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA 30YR 4% 07/15/2041#769171 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 4% 07/15/2046#AT7536 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| GNMA 30YR 4% 07/15/2046#AT7623 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| GNMA 30YR 4% 08/15/2041#768109 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA 30YR 4% 08/15/2043#AD5682 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 30YR 4% 10/15/2041#775540 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GNMA 30YR 4% 11/15/2042#AB9201 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 30YR 4% 12/15/2041#792596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 30YR 4% 12/15/2042#AB8144 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 30YR 4% 12/15/2046#AX5803 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| GNMA 30YR 5.0% 05/15/2039#783724 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| GNMA 30YR 5.0% 07/15/2040#739708 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 5.0% 08/15/2040#747723 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 30YR 6.0% 05/15/2040#783362 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $621K | – | 0.00 |
| GNMA 4.00% 1/40 #711483 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 4.00% 1/40 #724698 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA 4.00% 1/41 #734148 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.00% 1/41 #734151 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| GNMA 4.00% 1/41 #759125 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.00% 1/41 #759152 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA 4.00% 10/39 #710482 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA 4.00% 10/40 #682568 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| GNMA 4.00% 10/40 #733989 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 4.00% 10/40 #737532 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA 4.00% 10/40 #737559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| GNMA 4.00% 10/40 #748670 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 4.00% 10/40 #751249 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.00% 10/41 #479430 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| GNMA 4.00% 10/41 #479494 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA 4.00% 10/41 #479596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 4.00% 10/41 #479607 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| GNMA 4.00% 10/41 #738885 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| GNMA 4.00% 10/41 #738886 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| GNMA 4.00% 10/41 #748242 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA 4.00% 10/41 #772072 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| GNMA 4.00% 10/41 #773499 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA 4.00% 10/41 #779843 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GNMA 4.00% 10/41 #779846 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA 4.00% 11/39 #710497 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 4.00% 11/40 #667594 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 4.00% 11/40 #749953 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA 4.00% 11/41 #489862 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $696K | – | 0.00 |
| GNMA 4.00% 11/41 #748278 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.00% 12/39 #710513 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA 4.00% 12/39 #711476 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| GNMA 4.00% 12/40 #737790 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 4.00% 12/40 #746823 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 4.00% 12/41 #552550 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| GNMA 4.00% 12/41 #552552 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| GNMA 4.00% 12/41 #552554 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| GNMA 4.00% 12/41 #709061 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 4.00% 12/41 #748314 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 12/41 #778681 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| GNMA 4.00% 2/40 #678654 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| GNMA 4.00% 2/40 #706789 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GNMA 4.00% 2/40 #711491 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| GNMA 4.00% 2/40 #723727 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 4.00% 2/41 #738002 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GNMA 4.00% 2/41 #738006 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.00% 3/40 #711495 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $955K | – | 0.00 |
| GNMA 4.00% 3/41 #783267 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| GNMA 4.00% 4/40 #723739 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GNMA 4.00% 4/40 #723743 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA 4.00% 4/41 #783307 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GNMA 4.00% 5/40 #723747 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA 4.00% 5/41 #748080 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.00% 5/41 #757612 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.00% 6/41 #754005 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA 4.00% 6/41 #757631 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 4.00% 6/41 #768770 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA 4.00% 7/39 #703035 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA 4.00% 7/41 #705923 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 4.00% 7/41 #748144 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 4.00% 7/41 #768127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA 4.00% 7/41 #769093 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 4.00% 7/41 #769513 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.00% 7/41 #772031 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.00% 8/39 #678637 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 4.00% 8/39 #698479 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 4.00% 8/39 #711450 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 4.00% 8/41 #748183 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.00% 8/41 #768137 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA 4.00% 9/39 #706762 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA 4.00% 9/40 #737442 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 4.00% 9/41 #489861 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 4.00% 9/41 #754197 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 4.00% 9/41 #772060 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA 4.00% 9/41 #772063 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| GNMA 4.00% 9/41 #773113 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.00% 9/41 #773473 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA 4.50% 10/39 #711463 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 4.50% 10/39 #723234 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 10/39 #723247 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.50% 10/39 #724389 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 4.50% 10/39 #726394 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 4.50% 11/39 #678648 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| GNMA 4.50% 11/39 #710499 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA 4.50% 11/39 #722699 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 4.50% 11/39 #722700 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 4.50% 11/39 #722701 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA 4.50% 11/39 #723384 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 11/39 #723418 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.50% 11/39 #723430 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 11/39 #726467 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 11/39 #726916 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA 4.50% 11/39 #728314 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 4.50% 11/39 #728315 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 4.50% 11/39 #782818 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.50% 12/39 #704808 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA 4.50% 2/40 #678655 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| GNMA 4.50% 2/40 #711174 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 4.50% 2/40 #711188 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 4.50% 2/40 #711189 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA 4.50% 2/40 #724597 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 4.50% 2/40 #735358 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GNMA 4.50% 2/40 #735359 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA 4.50% 2/40 #735365 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 4.50% 2/40 #735366 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 4.50% 2/40 #737007 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| GNMA 4.50% 2/40 #737015 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| GNMA 4.50% 2/40 #737035 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.50% 2/41 #752909 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 4.50% 3/40 #545934 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA 4.50% 3/40 #704931 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 4.50% 3/40 #711223 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| GNMA 4.50% 3/40 #736596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 4.50% 3/41 #750197 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 3/41 #762832 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 4.50% 3/41 #783261 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $912K | – | 0.00 |
| GNMA 4.50% 3/41 #783262 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| GNMA 4.50% 3/41 #783276 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA 4.50% 3/41 #783295 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA 4.50% 4/40 #723740 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA 4.50% 4/40 #723745 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA 4.50% 4/40 #727849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 4.50% 4/40 #727850 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA 4.50% 4/40 #727855 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.50% 4/40 #733607 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.50% 4/40 #737111 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GNMA 4.50% 4/40 #739091 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| GNMA 4.50% 4/41 #762904 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA 4.50% 5/39 #698329 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 4.50% 5/40 #736729 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| GNMA 4.50% 5/40 #741269 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 4.50% 5/41 #760147 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $290.76 | – | 0.00 |
| GNMA 4.50% 6/39 #713471 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GNMA 4.50% 6/39 #720055 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.50% 6/39 #720064 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GNMA 4.50% 6/39 #720070 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 4.50% 6/39 #720075 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.50% 6/40 #677235 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA 4.50% 6/40 #733737 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.50% 6/40 #745083 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| GNMA 4.50% 6/40 #745088 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GNMA 4.50% 6/40 #745094 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| GNMA 4.50% 6/40 #745127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GNMA 4.50% 6/40 #745138 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GNMA 4.50% 6/40 #782989 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| GNMA 4.50% 6/40 #783008 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $548K | – | 0.00 |
| GNMA 4.50% 7/39 #692706 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GNMA 4.50% 7/39 #710683 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 7/39 #710714 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 4.50% 7/40 #719216 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| GNMA 4.50% 7/40 #739184 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.50% 7/40 #741215 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 4.50% 7/40 #745196 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| GNMA 4.50% 7/40 #745228 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| GNMA 4.50% 7/40 #745231 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| GNMA 4.50% 7/40 #745232 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| GNMA 4.50% 7/40 #745236 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| GNMA 4.50% 7/40 #745237 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 8/39 #698474 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $683K | – | 0.00 |
| GNMA 4.50% 8/39 #698480 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 4.50% 8/39 #713740 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| GNMA 4.50% 8/39 #722204 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNMA 4.50% 8/39 #724220 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $344K | – | 0.00 |
| GNMA 4.50% 8/39 #724223 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $430K | – | 0.00 |
| GNMA 4.50% 8/40 #706824 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 4.50% 8/40 #733871 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 8/40 #740919 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.50% 8/40 #741227 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.50% 8/40 #741372 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| GNMA 4.50% 8/40 #743877 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 4.50% 8/41 #430360 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 4.50% 9/39 #710839 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| GNMA 4.50% 9/39 #723333 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 4.50% 9/39 #724340 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 4.50% 9/40 #747264 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.50% 9/40 #748811 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 5.00% 1/34 #604900 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 5.00% 1/40 #723616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 1/40 #732376 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 5.00% 10/33 #616015 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 10/34 #781813 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.00% 10/39 #710924 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| GNMA 5.00% 10/39 #717997 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 5.00% 10/39 #723224 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA 5.00% 10/39 #723228 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 5.00% 10/39 #723248 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 5.00% 11/33 #623639 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 11/39 #704775 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA 5.00% 11/39 #710987 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 5.00% 11/39 #710988 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 5.00% 11/39 #722705 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.00% 11/39 #726095 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA 5.00% 11/39 #728319 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 5.00% 11/40 #734032 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 5.00% 11/40 #737674 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA 5.00% 12/32 #552938 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $622.33 | – | 0.00 |
| GNMA 5.00% 12/37 #670380 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 5.00% 12/39 #711029 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 5.00% 12/39 #711059 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 5.00% 12/39 #728451 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 5.00% 2/39 #782562 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 5.00% 2/40 #737011 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 3/39 #697924 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA 5.00% 3/40 #727324 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 5.00% 3/41 #738106 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA 5.00% 3/41 #738119 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 5.00% 3/41 #756893 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 4/33 #577996 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 5.00% 4/39 #713199 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 5.00% 4/40 #729514 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 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% 4/40 #735701 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 5.00% 4/40 #737177 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $341K | – | 0.00 |
| GNMA 5.00% 4/40 #782918 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| GNMA 5.00% 4/41 #734392 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GNMA 5.00% 4/41 #738218 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GNMA 5.00% 4/41 #738229 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 5.00% 4/41 #738240 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 5.00% 5/39 #713327 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA 5.00% 5/39 #717129 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 5/40 #704984 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 5.00% 5/40 #731980 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.00% 5/40 #733155 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 5.00% 6/33 #614479 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $323.6 | – | 0.00 |
| GNMA 5.00% 6/39 #698214 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 5.00% 6/39 #702085 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 5.00% 6/39 #704587 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 5.00% 6/40 #704995 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 5.00% 6/40 #729548 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.00% 6/40 #733726 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA 5.00% 6/40 #743475 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GNMA 5.00% 6/40 #743801 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 5.00% 6/41 #738404 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 5.00% 6/41 #738418 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 5.00% 6/41 #738429 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA 5.00% 7/39 #698387 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 7/39 #704628 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 5.00% 7/39 #782727 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| GNMA 5.00% 7/40 #674064 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GNMA 5.00% 7/40 #719217 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA 5.00% 7/40 #719237 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 5.00% 7/40 #729562 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA 5.00% 7/40 #733784 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 5.00% 7/40 #739706 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| GNMA 5.00% 7/40 #743665 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GNMA 5.00% 8/39 #664574 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 5.00% 8/39 #698433 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 5.00% 8/39 #704665 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| GNMA 5.00% 8/39 #705835 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 5.00% 8/39 #710771 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 5.00% 8/39 #710776 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GNMA 5.00% 8/39 #718334 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 5.00% 8/39 #722964 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 5.00% 8/40 #719262 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| GNMA 5.00% 8/40 #737311 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| GNMA 5.00% 8/40 #748482 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNMA 5.00% 8/41 #773093 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 5.00% 9/37 #670351 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.00% 9/39 #667416 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 5.00% 9/39 #692780 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 5.00% 9/39 #710848 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNMA 5.00% 9/39 #710849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| GNMA 5.00% 9/39 #713866 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.00% 9/39 #717956 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 5.00% 9/39 #719574 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 5.00% 9/39 #722270 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 5.00% 9/39 #723320 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 5.00% 9/39 #723339 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| GNMA 5.00% 9/39 #726298 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 5.00% 9/39 #726316 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA 5.00% 9/39 #726323 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 5.00% 9/40 #711533 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 5.00% 9/40 #733919 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GNMA 5.00% 9/40 #737454 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| GNMA 5.00% 9/40 #747153 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 5.00% 9/41 #783501 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $828K | – | 0.00 |
| GNMA 5.50% 1/34 #609542 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $550.73 | – | 0.00 |
| GNMA 5.50% 1/39 #701582 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA 5.50% 10/35 #612663 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA 5.50% 11/33 #616068 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $493.9 | – | 0.00 |
| GNMA 5.50% 12/38 #701116 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 5.50% 12/38 #702744 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA 5.50% 12/38 #782495 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.50% 2/37 #658285 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $212.26 | – | 0.00 |
| GNMA 5.50% 3/34 #607116 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $546.64 | – | 0.00 |
| GNMA 5.50% 3/34 #626497 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.50% 3/38 #676892 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA 5.50% 3/39 #782604 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 5.50% 4/34 #574566 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.50% 4/34 #605189 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $407.15 | – | 0.00 |
| GNMA 5.50% 5/34 #572257 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 5.50% 5/34 #574784 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 5.50% 5/34 #616423 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.50% 5/34 #623459 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.50% 5/34 #626541 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $632.48 | – | 0.00 |
| GNMA 5.50% 5/34 #628119 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $432.65 | – | 0.00 |
| GNMA 5.50% 5/37 #621244 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $272.57 | – | 0.00 |
| GNMA 5.50% 5/39 #670200 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 5.50% 6/39 #670609 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $697.93 | – | 0.00 |
| GNMA 5.50% 6/39 #714690 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.50% 7/33 #594354 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.50% 7/37 #670111 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.50% 7/37 #671315 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $426.54 | – | 0.00 |
| GNMA 5.50% 7/38 #711379 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 5.50% 7/38 #782360 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $482.04 | – | 0.00 |
| GNMA 5.50% 7/39 #670624 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 5.50% 8/33 #604578 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 5.50% 8/38 #690135 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA 5.50% 9/38 #677307 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GNMA 5.50% 9/39 #710868 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| GNMA 5.50% 9/39 #710869 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| GNMA 6.00% 10/30 #515513 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 6.00% 10/39 #680489 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 6.00% 11/37 #678760 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 6.00% 11/39 #680497 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.00% 11/39 #680498 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 6.00% 11/39 #709863 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.00% 11/39 #719736 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.00% 11/39 #719739 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 6.00% 11/39 #720602 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 6.00% 11/39 #727692 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 6.00% 12/34 #605777 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.50% 10/34 #605529 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 6.50% 10/34 #605721 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.50% 10/34 #605731 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $318.32 | – | 0.00 |
| GNMA 6.50% 10/34 #635855 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 6.50% 10/35 #643755 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 6.50% 10/36 #654552 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 6.50% 11/34 #605771 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 6.50% 6/37 #617570 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 6.50% 7/35 #635384 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.50% 8/34 #605311 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 6.50% 8/34 #629115 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $608.54 | – | 0.00 |
| GNMA 6.50% 8/36 #657024 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 6.50% 9/34 #574764 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 6.50% 9/35 #638082 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $425.57 | – | 0.00 |
| GNMA 7.00% 1/26 #780299 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25.77 | – | 0.00 |
| GNMA 7.00% 1/27 #780499 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $77.08 | – | 0.00 |
| GNMA 7.00% 1/28 #427209 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $384.1 | – | 0.00 |
| GNMA 7.00% 1/28 #427235 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $344.62 | – | 0.00 |
| GNMA 7.00% 1/28 #433528 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $248.97 | – | 0.00 |
| GNMA 7.00% 1/28 #443837 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $329.27 | – | 0.00 |
| GNMA 7.00% 1/28 #446073 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $61.57 | – | 0.00 |
| GNMA 7.00% 1/28 #449219 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $201.35 | – | 0.00 |
| GNMA 7.00% 1/28 #449499 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $684.09 | – | 0.00 |
| GNMA 7.00% 1/28 #458374 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $575.77 | – | 0.00 |
| GNMA 7.00% 1/28 #461493 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $61.01 | – | 0.00 |
| GNMA 7.00% 1/28 #462883 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $984.37 | – | 0.00 |
| GNMA 7.00% 1/28 #463468 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 1/28 #466901 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $348.76 | – | 0.00 |
| GNMA 7.00% 1/29 #434145 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 1/29 #486804 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $466.13 | – | 0.00 |
| GNMA 7.00% 1/29 #486846 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $103.26 | – | 0.00 |
| GNMA 7.00% 1/29 #489711 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $800.61 | – | 0.00 |
| GNMA 7.00% 1/29 #495202 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $316.5 | – | 0.00 |
| GNMA 7.00% 1/29 #495896 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $576.25 | – | 0.00 |
| GNMA 7.00% 1/30 #515294 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 1/30 #781130 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $269.27 | – | 0.00 |
| GNMA 7.00% 1/31 #474760 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 1/31 #529791 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 1/32 #579242 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 10/25 #416564 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $96.27 | – | 0.00 |
| GNMA 7.00% 10/26 #442063 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $357.95 | – | 0.00 |
| GNMA 7.00% 10/27 #780651 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 10/28 #464231 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 10/28 #485009 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $447.01 | – | 0.00 |
| GNMA 7.00% 10/29 #477011 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $132.62 | – | 0.00 |
| GNMA 7.00% 10/29 #488767 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $513.65 | – | 0.00 |
| GNMA 7.00% 10/30 #493519 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $663 | – | 0.00 |
| GNMA 7.00% 10/31 #485866 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 10/31 #555999 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 10/31 #566254 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84.74 | – | 0.00 |
| GNMA 7.00% 10/31 #567252 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $987.68 | – | 0.00 |
| GNMA 7.00% 10/31 #568814 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 10/31 #570662 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 11/27 #462363 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $87.88 | – | 0.00 |
| GNMA 7.00% 11/28 #477527 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $409.79 | – | 0.00 |
| GNMA 7.00% 11/28 #487335 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $825.99 | – | 0.00 |
| GNMA 7.00% 11/28 #781129 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $89.74 | – | 0.00 |
| GNMA 7.00% 11/29 #518019 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 11/30 #412251 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $181.83 | – | 0.00 |
| GNMA 7.00% 11/31 #551093 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 11/31 #554171 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 11/31 #556007 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 11/31 #567305 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $660.19 | – | 0.00 |
| GNMA 7.00% 11/31 #572392 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 11/32 #781548 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $618.86 | – | 0.00 |
| GNMA 7.00% 12/25 #412531 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $58.63 | – | 0.00 |
| GNMA 7.00% 12/25 #421411 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11.12 | – | 0.00 |
| GNMA 7.00% 12/26 #780481 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27.11 | – | 0.00 |
| GNMA 7.00% 12/27 #433517 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $83.33 | – | 0.00 |
| GNMA 7.00% 12/27 #443834 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $615.38 | – | 0.00 |
| GNMA 7.00% 12/27 #450614 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $207.72 | – | 0.00 |
| GNMA 7.00% 12/27 #457336 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $720.33 | – | 0.00 |
| GNMA 7.00% 12/28 #457919 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $50.84 | – | 0.00 |
| GNMA 7.00% 12/28 #476127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $819.02 | – | 0.00 |
| GNMA 7.00% 12/28 #490977 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $911.92 | – | 0.00 |
| GNMA 7.00% 12/28 #780931 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $502.63 | – | 0.00 |
| GNMA 7.00% 12/28 #780995 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29.26 | – | 0.00 |
| GNMA 7.00% 12/28 #781176 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70.98 | – | 0.00 |
| GNMA 7.00% 12/28 #781277 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $179.3 | – | 0.00 |
| GNMA 7.00% 12/30 #493530 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 12/30 #532641 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 12/31 #556294 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 12/31 #564543 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $170.12 | – | 0.00 |
| GNMA 7.00% 12/31 #570131 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 2/28 #427241 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36.01 | – | 0.00 |
| GNMA 7.00% 2/28 #430604 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40.15 | – | 0.00 |
| GNMA 7.00% 2/28 #433616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $418.01 | – | 0.00 |
| GNMA 7.00% 2/28 #436199 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $95.05 | – | 0.00 |
| GNMA 7.00% 2/28 #438403 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $543.22 | – | 0.00 |
| GNMA 7.00% 2/28 #452761 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $256.01 | – | 0.00 |
| GNMA 7.00% 2/28 #458387 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $973.86 | – | 0.00 |
| GNMA 7.00% 2/28 #458859 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $507.3 | – | 0.00 |
| GNMA 7.00% 2/28 #460758 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24.37 | – | 0.00 |
| GNMA 7.00% 2/28 #465971 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 2/28 #469082 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $144.41 | – | 0.00 |
| GNMA 7.00% 2/28 #469132 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 2/29 #432896 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $170.97 | – | 0.00 |
| GNMA 7.00% 2/29 #443405 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $98.4 | – | 0.00 |
| GNMA 7.00% 2/29 #502245 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $164.25 | – | 0.00 |
| GNMA 7.00% 2/30 #477030 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $683.77 | – | 0.00 |
| GNMA 7.00% 2/31 #548452 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 7.00% 2/32 #471314 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 2/32 #551697 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $168.65 | – | 0.00 |
| GNMA 7.00% 2/32 #555696 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $400.33 | – | 0.00 |
| GNMA 7.00% 2/32 #569702 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 2/32 #573592 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 2/32 #576229 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 2/32 #578193 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 2/32 #581664 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $584.8 | – | 0.00 |
| GNMA 7.00% 2/32 #581860 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $667.81 | – | 0.00 |
| GNMA 7.00% 3/26 #429349 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31.84 | – | 0.00 |
| GNMA 7.00% 3/28 #436264 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $166.27 | – | 0.00 |
| GNMA 7.00% 3/28 #444774 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $564.56 | – | 0.00 |
| GNMA 7.00% 3/28 #454375 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $295.65 | – | 0.00 |
| GNMA 7.00% 3/28 #456151 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $587.42 | – | 0.00 |
| GNMA 7.00% 3/28 #458872 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $176.71 | – | 0.00 |
| GNMA 7.00% 3/28 #459593 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 3/28 #462619 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $91.41 | – | 0.00 |
| GNMA 7.00% 3/28 #464920 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $985.24 | – | 0.00 |
| GNMA 7.00% 3/28 #465988 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $480.05 | – | 0.00 |
| GNMA 7.00% 3/29 #487575 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $496.73 | – | 0.00 |
| GNMA 7.00% 3/29 #502272 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 3/29 #503025 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $309.27 | – | 0.00 |
| GNMA 7.00% 3/29 #781006 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $324.82 | – | 0.00 |
| GNMA 7.00% 3/29 #781019 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $105.77 | – | 0.00 |
| GNMA 7.00% 3/29 #781031 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $190.56 | – | 0.00 |
| GNMA 7.00% 3/31 #474767 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $269.14 | – | 0.00 |
| GNMA 7.00% 3/31 #474770 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 3/31 #543989 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 7.00% 3/31 #544721 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $374.83 | – | 0.00 |
| GNMA 7.00% 3/31 #549552 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $378.59 | – | 0.00 |
| GNMA 7.00% 3/32 #538328 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $706.36 | – | 0.00 |
| GNMA 7.00% 3/32 #565867 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 3/32 #569213 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 3/32 #569233 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29.16 | – | 0.00 |
| GNMA 7.00% 3/32 #574467 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $191.9 | – | 0.00 |
| GNMA 7.00% 3/32 #576466 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $281.96 | – | 0.00 |
| GNMA 7.00% 3/32 #581935 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $978.81 | – | 0.00 |
| GNMA 7.00% 3/32 #582054 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $587.27 | – | 0.00 |
| GNMA 7.00% 4/26 #422649 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $83.6 | – | 0.00 |
| GNMA 7.00% 4/28 #433685 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $875.02 | – | 0.00 |
| GNMA 7.00% 4/28 #433689 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $272.48 | – | 0.00 |
| GNMA 7.00% 4/28 #442336 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24.91 | – | 0.00 |
| GNMA 7.00% 4/28 #450333 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $122.31 | – | 0.00 |
| GNMA 7.00% 4/28 #454037 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $402.27 | – | 0.00 |
| GNMA 7.00% 4/28 #454044 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44.25 | – | 0.00 |
| GNMA 7.00% 4/28 #458877 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $310.37 | – | 0.00 |
| GNMA 7.00% 4/28 #460810 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47.43 | – | 0.00 |
| GNMA 7.00% 4/28 #462669 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $705.9 | – | 0.00 |
| GNMA 7.00% 4/28 #467737 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $73.42 | – | 0.00 |
| GNMA 7.00% 4/28 #474137 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90.16 | – | 0.00 |
| GNMA 7.00% 4/28 #780777 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $202.31 | – | 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% 4/29 #506694 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $68.5 | – | 0.00 |
| GNMA 7.00% 4/29 #781027 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $51.95 | – | 0.00 |
| GNMA 7.00% 4/30 #515361 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $605.25 | – | 0.00 |
| GNMA 7.00% 4/31 #474776 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $270.97 | – | 0.00 |
| GNMA 7.00% 4/31 #528852 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 4/31 #545140 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 4/31 #550440 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $140.97 | – | 0.00 |
| GNMA 7.00% 4/31 #560191 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $640.62 | – | 0.00 |
| GNMA 7.00% 4/32 #533932 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $200.16 | – | 0.00 |
| GNMA 7.00% 4/32 #562581 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $393.01 | – | 0.00 |
| GNMA 7.00% 4/32 #568707 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 4/32 #569328 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 4/32 #576026 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $286.36 | – | 0.00 |
| GNMA 7.00% 4/32 #581769 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 4/32 #581908 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 7.00% 4/32 #582099 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 4/32 #582105 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 4/32 #583573 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $493.81 | – | 0.00 |
| GNMA 7.00% 4/32 #584369 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $663.61 | – | 0.00 |
| GNMA 7.00% 4/32 #587924 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 4/32 #781469 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $362 | – | 0.00 |
| GNMA 7.00% 5/27 #780570 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40.05 | – | 0.00 |
| GNMA 7.00% 5/28 #389127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $566.24 | – | 0.00 |
| GNMA 7.00% 5/28 #433774 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126.57 | – | 0.00 |
| GNMA 7.00% 5/28 #433788 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $179.57 | – | 0.00 |
| GNMA 7.00% 5/28 #442456 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 5/28 #455124 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36.98 | – | 0.00 |
| GNMA 7.00% 5/28 #456183 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $95.47 | – | 0.00 |
| GNMA 7.00% 5/28 #457682 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 5/28 #462916 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90.7 | – | 0.00 |
| GNMA 7.00% 5/28 #465792 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75.85 | – | 0.00 |
| GNMA 7.00% 5/28 #473923 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48.83 | – | 0.00 |
| GNMA 7.00% 5/29 #502341 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $481.57 | – | 0.00 |
| GNMA 7.00% 5/30 #526311 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $386.01 | – | 0.00 |
| GNMA 7.00% 5/31 #424092 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $783.67 | – | 0.00 |
| GNMA 7.00% 5/31 #520104 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 5/31 #533785 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 7.00% 5/31 #560279 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $429.3 | – | 0.00 |
| GNMA 7.00% 5/32 #533981 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $57.94 | – | 0.00 |
| GNMA 7.00% 5/32 #552575 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 5/32 #552576 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 5/32 #563578 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 5/32 #563581 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 7.00% 5/32 #569780 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $603.53 | – | 0.00 |
| GNMA 7.00% 5/32 #569799 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 5/32 #582132 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 7.00% 5/32 #582134 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 5/32 #584361 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $574.81 | – | 0.00 |
| GNMA 7.00% 5/32 #585381 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $113.97 | – | 0.00 |
| GNMA 7.00% 5/32 #587974 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $862.31 | – | 0.00 |
| GNMA 7.00% 5/32 #589934 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 5/32 #590306 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $350.53 | – | 0.00 |
| GNMA 7.00% 5/32 #781584 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $509.03 | – | 0.00 |
| GNMA 7.00% 6/28 #158759 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $848.17 | – | 0.00 |
| GNMA 7.00% 6/28 #433858 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 6/28 #443709 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $100.56 | – | 0.00 |
| GNMA 7.00% 6/28 #443711 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $444.9 | – | 0.00 |
| GNMA 7.00% 6/28 #447982 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7.09 | – | 0.00 |
| GNMA 7.00% 6/28 #447984 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $886.52 | – | 0.00 |
| GNMA 7.00% 6/28 #449039 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $207.33 | – | 0.00 |
| GNMA 7.00% 6/28 #450349 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $687.41 | – | 0.00 |
| GNMA 7.00% 6/28 #456205 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $110.46 | – | 0.00 |
| GNMA 7.00% 6/28 #456947 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40.55 | – | 0.00 |
| GNMA 7.00% 6/28 #460837 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $95.66 | – | 0.00 |
| GNMA 7.00% 6/28 #460857 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 6/28 #462816 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $510.81 | – | 0.00 |
| GNMA 7.00% 6/28 #464955 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $219.67 | – | 0.00 |
| GNMA 7.00% 6/28 #465748 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $295.78 | – | 0.00 |
| GNMA 7.00% 6/28 #466842 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $239.92 | – | 0.00 |
| GNMA 7.00% 6/28 #466882 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $563.83 | – | 0.00 |
| GNMA 7.00% 6/28 #469552 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $970.71 | – | 0.00 |
| GNMA 7.00% 6/28 #471698 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $83.47 | – | 0.00 |
| GNMA 7.00% 6/28 #473582 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $469.4 | – | 0.00 |
| GNMA 7.00% 6/28 #476062 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56.29 | – | 0.00 |
| GNMA 7.00% 6/28 #476354 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $831.99 | – | 0.00 |
| GNMA 7.00% 6/28 #480363 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.00% 6/29 #487516 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.00% 6/29 #513652 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $237.56 | – | 0.00 |
| GNMA 7.00% 6/29 #513653 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $166.78 | – | 0.00 |
| GNMA 7.00% 6/29 #513680 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $172.52 | – | 0.00 |
| GNMA 7.00% 6/29 #513681 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $935.97 | – | 0.00 |
| GNMA 7.00% 6/30 #503169 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $834.51 | – | 0.00 |
| GNMA 7.00% 6/31 #529408 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/31 #538864 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/31 #539796 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35.31 | – | 0.00 |
| GNMA 7.00% 6/31 #560426 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $716.62 | – | 0.00 |
| GNMA 7.00% 6/31 #563290 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 7.00% 6/31 #564650 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 7.00% 6/32 #534007 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $625.81 | – | 0.00 |
| GNMA 7.00% 6/32 #552620 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $429.45 | – | 0.00 |
| GNMA 7.00% 6/32 #565482 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $89.65 | – | 0.00 |
| GNMA 7.00% 6/32 #565952 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/32 #565960 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 6/32 #569840 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $499.48 | – | 0.00 |
| GNMA 7.00% 6/32 #569880 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $220.04 | – | 0.00 |
| GNMA 7.00% 6/32 #581406 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $350.46 | – | 0.00 |
| GNMA 7.00% 6/32 #582151 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 6/32 #589983 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/28 #404208 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 7.00% 7/28 #433882 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $164.67 | – | 0.00 |
| GNMA 7.00% 7/28 #449952 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $506.27 | – | 0.00 |
| GNMA 7.00% 7/28 #463983 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $513.42 | – | 0.00 |
| GNMA 7.00% 7/28 #464005 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $152.65 | – | 0.00 |
| GNMA 7.00% 7/28 #464690 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $68.37 | – | 0.00 |
| GNMA 7.00% 7/28 #464692 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $236.34 | – | 0.00 |
| GNMA 7.00% 7/28 #464694 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $82.05 | – | 0.00 |
| GNMA 7.00% 7/28 #468054 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 7.00% 7/28 #468084 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $260.29 | – | 0.00 |
| GNMA 7.00% 7/28 #471517 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $204.18 | – | 0.00 |
| GNMA 7.00% 7/28 #474003 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $166.43 | – | 0.00 |
| GNMA 7.00% 7/28 #475908 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/28 #476119 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $190.92 | – | 0.00 |
| GNMA 7.00% 7/28 #481133 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/29 #422973 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $879.05 | – | 0.00 |
| GNMA 7.00% 7/29 #453080 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $361.44 | – | 0.00 |
| GNMA 7.00% 7/29 #459211 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $741.2 | – | 0.00 |
| GNMA 7.00% 7/29 #513705 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/29 #513722 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64.85 | – | 0.00 |
| GNMA 7.00% 7/31 #520056 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $416.02 | – | 0.00 |
| GNMA 7.00% 7/31 #527605 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 7.00% 7/31 #545159 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 7.00% 7/31 #554247 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/31 #558746 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/31 #560462 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $665.07 | – | 0.00 |
| GNMA 7.00% 7/31 #564706 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13.64 | – | 0.00 |
| GNMA 7.00% 7/31 #781324 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 7.00% 7/32 #552668 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $136.4 | – | 0.00 |
| GNMA 7.00% 7/32 #553437 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $760.58 | – | 0.00 |
| GNMA 7.00% 7/32 #553440 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $850.89 | – | 0.00 |
| GNMA 7.00% 7/32 #565982 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 7/32 #582240 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/32 #582277 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 7.00% 7/32 #590407 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/32 #591551 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 7/32 #593188 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $882.75 | – | 0.00 |
| GNMA 7.00% 8/25 #375087 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23.86 | – | 0.00 |
| GNMA 7.00% 8/25 #413424 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23.97 | – | 0.00 |
| GNMA 7.00% 8/25 #414500 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20.23 | – | 0.00 |
| GNMA 7.00% 8/25 #415425 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $89.01 | – | 0.00 |
| GNMA 7.00% 8/28 #486467 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64.28 | – | 0.00 |
| GNMA 7.00% 8/29 #477009 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $795.75 | – | 0.00 |
| GNMA 7.00% 8/29 #488260 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $121.82 | – | 0.00 |
| GNMA 7.00% 8/29 #513746 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24.24 | – | 0.00 |
| GNMA 7.00% 8/29 #513757 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22.27 | – | 0.00 |
| GNMA 7.00% 8/29 #781272 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $185.26 | – | 0.00 |
| GNMA 7.00% 8/31 #468593 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $352.57 | – | 0.00 |
| GNMA 7.00% 8/31 #545170 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $460.88 | – | 0.00 |
| GNMA 7.00% 8/31 #551116 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $369.23 | – | 0.00 |
| GNMA 7.00% 8/31 #556226 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 8/31 #556227 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 8/31 #565049 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $923.91 | – | 0.00 |
| GNMA 7.00% 8/31 #567102 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $596.52 | – | 0.00 |
| GNMA 7.00% 8/32 #579718 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $311.65 | – | 0.00 |
| GNMA 7.00% 8/32 #579720 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $415.93 | – | 0.00 |
| GNMA 7.00% 8/32 #582029 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 8/32 #583152 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $568.88 | – | 0.00 |
| GNMA 7.00% 8/32 #589476 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $456.51 | – | 0.00 |
| GNMA 7.00% 8/32 #593193 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $221.82 | – | 0.00 |
| GNMA 7.00% 8/32 #594813 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA 7.00% 8/32 #781605 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $688.05 | – | 0.00 |
| GNMA 7.00% 9/25 #413425 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27.41 | – | 0.00 |
| GNMA 7.00% 9/27 #780631 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75.52 | – | 0.00 |
| GNMA 7.00% 9/28 #458926 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.00% 9/28 #464855 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39.93 | – | 0.00 |
| GNMA 7.00% 9/28 #465349 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $181.67 | – | 0.00 |
| GNMA 7.00% 9/28 #476632 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53.43 | – | 0.00 |
| GNMA 7.00% 9/28 #483639 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $157.64 | – | 0.00 |
| GNMA 7.00% 9/28 #486540 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $120.63 | – | 0.00 |
| GNMA 7.00% 9/28 #490591 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $115.29 | – | 0.00 |
| GNMA 7.00% 9/29 #477007 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $199.26 | – | 0.00 |
| GNMA 7.00% 9/30 #493516 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $299.97 | – | 0.00 |
| GNMA 7.00% 9/31 #468613 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 9/31 #549588 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $788.73 | – | 0.00 |
| GNMA 7.00% 9/31 #550866 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $82.02 | – | 0.00 |
| GNMA 7.00% 9/31 #555867 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $604.9 | – | 0.00 |
| GNMA 7.00% 9/31 #560801 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $214 | – | 0.00 |
| GNMA 7.00% 9/31 #563407 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 9/31 #564867 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $161.01 | – | 0.00 |
| GNMA 7.00% 9/31 #571901 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.00% 9/32 #593212 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| GNMA 7.50% 1/26 #411561 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $204.83 | – | 0.00 |
| GNMA 7.50% 1/26 #420658 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41.94 | – | 0.00 |
| GNMA 7.50% 1/26 #425073 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $135.12 | – | 0.00 |
| GNMA 7.50% 1/28 #427211 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $670.75 | – | 0.00 |
| GNMA 7.50% 1/31 #543785 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $112.74 | – | 0.00 |
| GNMA 7.50% 1/31 #781247 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $373.09 | – | 0.00 |
| GNMA 7.50% 10/25 #387165 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46.07 | – | 0.00 |
| GNMA 7.50% 10/25 #412507 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4.77 | – | 0.00 |
| GNMA 7.50% 10/25 #414636 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15.55 | – | 0.00 |
| GNMA 7.50% 10/27 #353919 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $116.62 | – | 0.00 |
| GNMA 7.50% 10/27 #444009 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $842.19 | – | 0.00 |
| GNMA 7.50% 10/27 #449061 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $314.57 | – | 0.00 |
| GNMA 7.50% 10/27 #449183 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $71.06 | – | 0.00 |
| GNMA 7.50% 10/27 #451506 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $120.73 | – | 0.00 |
| GNMA 7.50% 10/27 #452535 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 10/27 #453745 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $202.2 | – | 0.00 |
| GNMA 7.50% 10/27 #455818 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $128.72 | – | 0.00 |
| GNMA 7.50% 10/27 #458395 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $818.32 | – | 0.00 |
| GNMA 7.50% 10/27 #458421 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $154.88 | – | 0.00 |
| GNMA 7.50% 10/27 #458667 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $166.46 | – | 0.00 |
| GNMA 7.50% 10/27 #460697 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 11/25 #396837 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $290.31 | – | 0.00 |
| GNMA 7.50% 11/25 #404665 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $284.15 | – | 0.00 |
| GNMA 7.50% 11/25 #406771 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $200.28 | – | 0.00 |
| GNMA 7.50% 11/25 #412134 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90.86 | – | 0.00 |
| GNMA 7.50% 11/25 #415757 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30.25 | – | 0.00 |
| GNMA 7.50% 11/25 #416022 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $242.59 | – | 0.00 |
| GNMA 7.50% 11/25 #418148 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 11/25 #418755 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $124.23 | – | 0.00 |
| GNMA 7.50% 11/25 #419275 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $94.66 | – | 0.00 |
| GNMA 7.50% 11/25 #419884 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44.73 | – | 0.00 |
| GNMA 7.50% 11/25 #419889 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44.74 | – | 0.00 |
| GNMA 7.50% 11/27 #412374 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $74.59 | – | 0.00 |
| GNMA 7.50% 11/27 #427281 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $97.83 | – | 0.00 |
| GNMA 7.50% 11/27 #437435 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $128.58 | – | 0.00 |
| GNMA 7.50% 11/27 #461022 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $51.67 | – | 0.00 |
| GNMA 7.50% 12/25 #780453 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $759.16 | – | 0.00 |
| GNMA 7.50% 12/27 #385030 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $140.87 | – | 0.00 |
| GNMA 7.50% 12/27 #427792 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53.49 | – | 0.00 |
| GNMA 7.50% 12/27 #436026 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $361.46 | – | 0.00 |
| GNMA 7.50% 12/27 #455358 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $90.5 | – | 0.00 |
| GNMA 7.50% 12/27 #455904 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $586.62 | – | 0.00 |
| GNMA 7.50% 12/27 #460654 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $509.12 | – | 0.00 |
| GNMA 7.50% 12/27 #461139 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $452.63 | – | 0.00 |
| GNMA 7.50% 12/27 #462434 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 12/27 #780798 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75.95 | – | 0.00 |
| GNMA 7.50% 2/27 #399107 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 2/27 #439497 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $157.63 | – | 0.00 |
| GNMA 7.50% 3/26 #416180 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26.77 | – | 0.00 |
| GNMA 7.50% 3/26 #422511 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42.81 | – | 0.00 |
| GNMA 7.50% 3/27 #447458 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6.04 | – | 0.00 |
| GNMA 7.50% 3/28 #465985 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $479.4 | – | 0.00 |
| GNMA 7.50% 3/31 #489936 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 4/26 #345614 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $29.34 | – | 0.00 |
| GNMA 7.50% 4/27 #372408 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $123.2 | – | 0.00 |
| GNMA 7.50% 4/27 #399249 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $185.6 | – | 0.00 |
| GNMA 7.50% 4/27 #424845 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $275.08 | – | 0.00 |
| GNMA 7.50% 4/27 #432429 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $63.62 | – | 0.00 |
| GNMA 7.50% 4/27 #432988 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 4/27 #440301 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47.7 | – | 0.00 |
| GNMA 7.50% 4/27 #446901 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $135.59 | – | 0.00 |
| GNMA 7.50% 4/27 #448514 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $124.45 | – | 0.00 |
| GNMA 7.50% 4/27 #780545 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 4/27 #780551 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20.65 | – | 0.00 |
| GNMA 7.50% 4/28 #462670 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6.79 | – | 0.00 |
| GNMA 7.50% 5/26 #402555 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $635.32 | – | 0.00 |
| GNMA 7.50% 5/27 #353479 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 5/27 #432484 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $227.09 | – | 0.00 |
| GNMA 7.50% 5/27 #432499 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $91 | – | 0.00 |
| GNMA 7.50% 5/27 #439558 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11.18 | – | 0.00 |
| GNMA 7.50% 5/27 #444382 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $145 | – | 0.00 |
| GNMA 7.50% 5/27 #447102 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $396.14 | – | 0.00 |
| GNMA 7.50% 6/26 #436604 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31.46 | – | 0.00 |
| GNMA 7.50% 6/27 #353501 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $294.36 | – | 0.00 |
| GNMA 7.50% 6/27 #353706 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $401.06 | – | 0.00 |
| GNMA 7.50% 6/27 #411802 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $207.99 | – | 0.00 |
| GNMA 7.50% 6/27 #413298 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $897.12 | – | 0.00 |
| GNMA 7.50% 6/27 #418913 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $47.24 | – | 0.00 |
| GNMA 7.50% 6/27 #436794 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $81.65 | – | 0.00 |
| GNMA 7.50% 6/27 #441653 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $365.19 | – | 0.00 |
| GNMA 7.50% 6/27 #446423 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $84.78 | – | 0.00 |
| GNMA 7.50% 6/27 #446811 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $57.51 | – | 0.00 |
| GNMA 7.50% 6/27 #447236 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $239.77 | – | 0.00 |
| GNMA 7.50% 6/27 #449600 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $144.07 | – | 0.00 |
| GNMA 7.50% 6/27 #780580 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 6/28 #475419 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $460.7 | – | 0.00 |
| GNMA 7.50% 6/29 #501931 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $142.63 | – | 0.00 |
| GNMA 7.50% 6/29 #508278 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $208.83 | – | 0.00 |
| GNMA 7.50% 7/24 #377223 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2.35 | – | 0.00 |
| GNMA 7.50% 7/25 #780194 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1.05 | – | 0.00 |
| GNMA 7.50% 7/27 #347263 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 7/27 #353726 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 7/27 #372430 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39.76 | – | 0.00 |
| GNMA 7.50% 7/27 #431989 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $397.73 | – | 0.00 |
| GNMA 7.50% 7/27 #441655 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $781.92 | – | 0.00 |
| GNMA 7.50% 7/27 #444468 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $673.15 | – | 0.00 |
| GNMA 7.50% 7/27 #445661 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $470.96 | – | 0.00 |
| GNMA 7.50% 7/27 #447688 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64.28 | – | 0.00 |
| GNMA 7.50% 7/27 #447756 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $653.73 | – | 0.00 |
| GNMA 7.50% 7/27 #450582 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $185.76 | – | 0.00 |
| GNMA 7.50% 7/27 #451321 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $120.02 | – | 0.00 |
| GNMA 7.50% 7/27 #451900 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $252.03 | – | 0.00 |
| GNMA 7.50% 7/27 #452930 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $292 | – | 0.00 |
| GNMA 7.50% 7/27 #453200 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $411.07 | – | 0.00 |
| GNMA 7.50% 7/28 #475895 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 7/29 #481600 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $350.61 | – | 0.00 |
| GNMA 7.50% 8/25 #410082 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1.53 | – | 0.00 |
| GNMA 7.50% 8/25 #412993 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $635.93 | – | 0.00 |
| GNMA 7.50% 8/25 #780213 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37.07 | – | 0.00 |
| GNMA 7.50% 8/26 #780412 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $45.55 | – | 0.00 |
| GNMA 7.50% 8/27 #353768 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $294.77 | – | 0.00 |
| GNMA 7.50% 8/27 #412301 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 8/27 #423082 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 8/27 #443220 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $258.32 | – | 0.00 |
| GNMA 7.50% 8/27 #446822 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $98.98 | – | 0.00 |
| GNMA 7.50% 8/27 #446830 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $729.9 | – | 0.00 |
| GNMA 7.50% 8/27 #449451 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $33.75 | – | 0.00 |
| GNMA 7.50% 8/27 #451362 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $114.51 | – | 0.00 |
| GNMA 7.50% 8/27 #452321 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $920.53 | – | 0.00 |
| GNMA 7.50% 8/27 #452322 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 7.50% 8/27 #452939 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $78.08 | – | 0.00 |
| GNMA 7.50% 8/27 #455273 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $340.94 | – | 0.00 |
| GNMA 7.50% 8/28 #457796 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 7.50% 8/28 #464767 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $462.45 | – | 0.00 |
| GNMA 7.50% 8/28 #464768 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $189.28 | – | 0.00 |
| GNMA 7.50% 8/28 #466883 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 8/28 #480476 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $579.01 | – | 0.00 |
| GNMA 7.50% 8/28 #482687 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $112.08 | – | 0.00 |
| GNMA 7.50% 8/29 #491644 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $83.18 | – | 0.00 |
| GNMA 7.50% 9/25 #245463 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $87.19 | – | 0.00 |
| GNMA 7.50% 9/25 #376256 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $892.53 | – | 0.00 |
| GNMA 7.50% 9/25 #405489 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15.45 | – | 0.00 |
| GNMA 7.50% 9/25 #410104 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4.61 | – | 0.00 |
| GNMA 7.50% 9/25 #415993 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $472.19 | – | 0.00 |
| GNMA 7.50% 9/25 #420228 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $128.59 | – | 0.00 |
| GNMA 7.50% 9/25 #780250 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1.69 | – | 0.00 |
| GNMA 7.50% 9/27 #353838 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $142.73 | – | 0.00 |
| GNMA 7.50% 9/27 #372445 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $76.58 | – | 0.00 |
| GNMA 7.50% 9/27 #374580 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60.57 | – | 0.00 |
| GNMA 7.50% 9/27 #448957 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $289.66 | – | 0.00 |
| GNMA 7.50% 9/27 #449474 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 7.50% 9/27 #450596 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $286.69 | – | 0.00 |
| GNMA 7.50% 9/27 #451459 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21.16 | – | 0.00 |
| GNMA 7.50% 9/27 #453330 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $336.17 | – | 0.00 |
| GNMA 7.50% 9/27 #455561 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $149.61 | – | 0.00 |
| GNMA 7.50% 9/28 #468222 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $912.98 | – | 0.00 |
| GNMA 7.50% 9/28 #484261 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 7.50% 9/31 #551661 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 8.00% 1/28 #459649 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $838.1 | – | 0.00 |
| GNMA 8.00% 10/24 #385300 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6.52 | – | 0.00 |
| GNMA 8.00% 10/24 #385920 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3.37 | – | 0.00 |
| GNMA 8.00% 10/29 #515956 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $194.49 | – | 0.00 |
| GNMA 8.00% 11/24 #385989 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26.13 | – | 0.00 |
| GNMA 8.00% 11/25 #415762 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18.08 | – | 0.00 |
| GNMA 8.00% 11/27 #412362 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $184.92 | – | 0.00 |
| GNMA 8.00% 11/29 #500162 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $341.4 | – | 0.00 |
| GNMA 8.00% 12/24 #404012 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14.14 | – | 0.00 |
| GNMA 8.00% 12/25 #423436 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $618.65 | – | 0.00 |
| GNMA 8.00% 12/27 #387403 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.00% 12/27 #435445 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $266.44 | – | 0.00 |
| GNMA 8.00% 12/27 #436017 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $297.14 | – | 0.00 |
| GNMA 8.00% 12/27 #436032 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $326.76 | – | 0.00 |
| GNMA 8.00% 12/27 #452821 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $917.84 | – | 0.00 |
| GNMA 8.00% 12/27 #461047 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $174.07 | – | 0.00 |
| GNMA 8.00% 6/25 #380195 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $35.88 | – | 0.00 |
| GNMA 8.00% 6/25 #394234 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7.48 | – | 0.00 |
| GNMA 8.00% 6/25 #401859 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9.58 | – | 0.00 |
| GNMA 8.00% 6/25 #409861 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $78.88 | – | 0.00 |
| GNMA 8.00% 6/25 #410041 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15.07 | – | 0.00 |
| GNMA 8.00% 7/25 #780195 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $67.41 | – | 0.00 |
| GNMA 8.00% 7/27 #451326 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $330.24 | – | 0.00 |
| GNMA 8.00% 8/25 #395849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $369.7 | – | 0.00 |
| GNMA 8.00% 8/25 #397870 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18.18 | – | 0.00 |
| GNMA 8.00% 8/25 #414089 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70.2 | – | 0.00 |
| GNMA 8.00% 8/25 #418746 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23.38 | – | 0.00 |
| GNMA 8.00% 8/27 #780618 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $124.01 | – | 0.00 |
| GNMA 8.00% 8/27 #780622 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $181.51 | – | 0.00 |
| GNMA 8.00% 9/24 #403965 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15.15 | – | 0.00 |
| GNMA 8.00% 9/25 #780247 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28.17 | – | 0.00 |
| GNMA 8.00% 9/26 #433215 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39.64 | – | 0.00 |
| GNMA 8.00% 9/29 #478716 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $120.88 | – | 0.00 |
| GNMA 8.50% 1/31 #435013 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 8.50% 11/27 #780795 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $105.74 | – | 0.00 |
| GNMA 8.50% 11/31 #781413 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $188.62 | – | 0.00 |
| GNMA 8.50% 12/29 #510858 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $208 | – | 0.00 |
| GNMA 8.50% 4/30 #479294 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 8.50% 7/30 #781205 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 8.50% 8/29 #781078 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II 2.5% 01/20/2052#785831 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA II 2.5% 08/20/2051#785564 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| GNMA II 2.5% 08/20/2051#785575 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GNMA II 2.5% 08/20/2051#785602 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $45M | – | 0.11 |
| GNMA II 2.5% 09/20/2051#785616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20M | – | 0.05 |
| GNMA II 2.5% 09/20/2051#785619 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| GNMA II 2.5% 12/20/2051#785791 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| GNMA II 2.5% 12/20/2051#785792 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA II 2.5% 12/20/2051#785805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| GNMA II 2% 11/20/2052#MA8422 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II 3.0% 12/20/2042#AA5872 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $638K | – | 0.00 |
| GNMA II 3.5% 01/20/2050#BR8993 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GNMA II 3.5% 01/20/2050#BR8994 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA II 3.5% 01/20/2050#BR8995 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA II 3.5% 01/20/2050#BR8996 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA II 3.5% 02/20/2043#AD1755 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $838K | – | 0.00 |
| GNMA II 3.5% 02/20/2050#BT1983 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $523K | – | 0.00 |
| GNMA II 3.5% 03/20/2043#AA6141 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| GNMA II 3.5% 03/20/2043#AD8884 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| GNMA II 3.5% 04/20/2043#AD9075 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| GNMA II 3.5% 04/43#AB9891 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AR3062 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AS4758 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AS6967 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AS6968 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AT1323 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| GNMA II 3.5% 05/20/2046#AT2645 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AR3124 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AR3125 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AR9310 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AS4297 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $596K | – | 0.00 |
| GNMA II 3.5% 06/20/2046#AU2287 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GNMA II 3.5% 06/46#AS7008 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| GNMA II 3.5% 06/46#AS7009 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| GNMA II 3.5% 07/20/2043#635118 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| GNMA II 3.5% 11/20/2047#784391 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| GNMA II 3.5% 11/20/2049#BL1665 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| GNMA II 3.5% 11/20/2049#BL1666 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| GNMA II 3% 01/20/2050#BR8998 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| GNMA II 3% 01/20/2050#BR8999 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| GNMA II 3% 02/20/2050#BQ4127 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $850K | – | 0.00 |
| GNMA II 3% 02/20/2050#BS8922 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA II 3% 03/20/2043#AA6146 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| GNMA II 3% 03/20/2043#AD8812 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| GNMA II 4.0% 05/20/2041#783324 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II 4.5% 04/20/2053#MA8799 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II 4% 03/20/2047#784299 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II 4% 04/20/2048#BG3507 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $959K | – | 0.00 |
| GNMA II 4% 04/20/2048#BG7744 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II 4% 05/20/2049#BN2615 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| GNMA II 4% 10/20/2042#AC0073 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $744K | – | 0.00 |
| GNMA II 5% 04/48#784805 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II 7.00% 4/32 #781432 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNR 2004-32 GS 650-1ML 5/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $4K | – | 0.00 |
| GNR 2004-73 AL TSFR1M+708.552 8/34 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $5K | – | 0.00 |
| GNR 2007-35 SC TSFR1M+3951.312 6/37 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3K | – | 0.00 |
| GNR 2007-37 TS TSFR1M+657.552 6/37 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| GNR 2010-160 DY 4% 12/20/2040 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GNR 2010-170 B 4% 12/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $586K | – | 0.00 |
| GNR 2010-H010 FA TSFR1M+44.448 5/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $566K | – | 0.00 |
| GNR 2010-H03 FA TSFR1M+66.448 3/60 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $735K | – | 0.00 |
| GNR 2010-H17 FA TSFR1M+44.448 7/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $186K | – | 0.00 |
| GNR 2010-H18 AF TSFR1M+41.448 9/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $168K | – | 0.00 |
| GNR 2010-H19 FG TSFR1M+41.448 8/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $167K | – | 0.00 |
| GNR 2010-H27 FA TSFR1M+38 12/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $432K | – | 0.00 |
| GNR 2011-136 WI 4.5% 5/40 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2K | – | 0.00 |
| GNR 2011-94 SA TSFR1M+598.552 07/41 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $21K | – | 0.00 |
| GNR 2011-H05 FA TSFR1M+61.448 12/60 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $293K | – | 0.00 |
| GNR 2011-H07 FA TSFR1M+61.448 3/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $287K | – | 0.00 |
| GNR 2011-H12 FA TSFR1M+60.448 5/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $409K | – | 0.00 |
| GNR 2011-H13 FA TSFR1M+61.448 4/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $347K | – | 0.00 |
| GNR 2011-H14 FB TSFR1M+61.448 5/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $333K | – | 0.00 |
| GNR 2011-H14 FC TSFR1M+61.448 5/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $373K | – | 0.00 |
| GNR 2011-H17 FA TSFR1M+64.448 6/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $404K | – | 0.00 |
| GNR 2011-H21 FA TSFR1M+71.448 10/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $421K | – | 0.00 |
| GNR 2012-H01 FA TSFR1M+81.448 11/61 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $455K | – | 0.00 |
| GNR 2012-H03 FA TSFR1M+81.448 1/20/62 RVM (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $227K | – | 0.00 |
| GNR 2012-H06 FA TSFR1M+74.448 1/62 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $440K | – | 0.00 |
| GNR 2012-H07 FA TSFR1M+74.448 3/20/62 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $221K | – | 0.00 |
| GNR 2013-H07 BA TSFR1M+36 03/63 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $14K | – | 0.00 |
| GNR 2014-25 HC 3% 2/44 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GNR 2015-H13 FL TSFR1M+39.448 05/63 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| GNR 2015-H13 HA 2.5% 08/64 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $15K | – | 0.00 |
| GNR 2015-H17 GZ 4.4518% 05/65 (GINNIE MAE REMIC TR 2007-075) | Long | ABS-collateralized bond/debt obligation | US | $78K | – | 0.00 |
| GNR 2016-H13 FB T1Y+50 05/20/2066 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| GNR 2017-134 BA 2.5% 11/46 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $298K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032 | Long | Debt | US | $33M | – | 0.08 |
| GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033 | Long | Debt | US | $41M | – | 0.10 |
| GOLDMAN SACHS GROUP INC (THE) 3.75% 02/25/2026 | Long | Debt | US | $15M | – | 0.04 |
| GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030 | Long | Debt | US | $63M | – | 0.16 |
| GOLDMAN SACHS GROUP INC (THE) 4.25% 10/21/2025 | Long | Debt | US | $22M | – | 0.06 |
| GOLDMAN SACHS GROUP INC (THE) 4.411/VAR 04/23/2039 | Long | Debt | US | $3M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 5.15% 05/22/2045 | Long | Debt | US | $8M | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037 | Long | Debt | US | $33M | – | 0.08 |
| GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028 (GOLDMAN SACHS GROUP INC (THE)) | Long | Debt | US | $20M | – | 0.05 |
| GOVERNMENT NAT MA 2016-H20 FM TSFR1M+51.448 12/20/2062 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $36K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC 2010-116 QB 4% 09/16/2040 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $192K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 17-186 HK 3% 11/16/2045 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT 2014-5 A 3% 01/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT 2016-69 WA 3% 02/20/2046 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $579K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 02/20/2044 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 04/20/2047 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT 3% 10/20/2047 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+51.448 08/20/2042 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $588K | – | 0.00 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+56.448 02/20/2049 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| GOVERNMENT NAT MTG AS REMIC PT TSFR1M+61.448 10/20/2049 (GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM 2015-H19 FA TSFR1M+31.448 04/63 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $12K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $13K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 06/20/2064 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $287K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+63.448 52 10/20/2062 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+66.448 09/20/2061 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 01/20/2064 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $225K | – | 0.00 |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 12/20/2063 (GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS) | Long | ABS-collateralized bond/debt obligation | US | $441K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST 2018-3PCK A TSFR1M+206.448 09/15/2031 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GS MTG SECS CORP TR 2012-BWTR 3.313% 11/10/2050 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GS MTG SECS TR 2017-GS6 3.164% 05/10/2050 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GS MTG SECS TR 2018-GS10 AAB 4.106% 07/10/2051 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GS MTG SECS TR 2019-GC38 A3 3.703% 02/10/2052 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GS MTG SECS TR 2020-GC45 2.8428% 02/13/2053 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GS MTG-BACKED SECS TR 2024-RPL2 3.75% 07/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| GSCM SWAP PAY 3.3525 02/03/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $1M | – | 0.00 | |
| GSCM SWAP REC 3.3525 02/03/2025 (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $322K | – | 0.00 | |
| GSCOFI SWAP CY873245 04/17/65 S (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $-240K | – | -0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $1M | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $473K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $315K | – | 0.00 | |
| GSCOFI SWAP CY873248 04/17/65 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $205K | – | 0.00 | |
| GSCOFI SWAP CY885799 12/15/56 S (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $-186K | – | -0.00 | |
| GSCOFI SWAP CY885799 12/15/56 S (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $-252K | – | -0.00 | |
| GSCOFI SWAP CY885802 12/15/56 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $279K | – | 0.00 | |
| GSCOFI SWAP CY885802 12/15/56 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $279K | – | 0.00 | |
| GSCOFI SWAP CY885802 12/15/56 B (GOLDMAN SACHS and CO LLC (GOV REPO)) | Derivative-credit | US | $279K | – | 0.00 | |
| GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A (GS MTG SECS CORP TR 2021-IP) | Long | ABS-mortgage backed security | US | $21M | – | 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 | $3M | – | 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 | $3M | – | 0.01 |
| HALLIBURTON CO 3.8% 11/15/2025 | Long | Debt | US | $203K | – | 0.00 |
| HALLIBURTON CO 4.85% 11/15/2035 | Long | Debt | US | $7M | – | 0.02 |
| HASBRO INC 3% 11/19/2024 | Long | Debt | US | $20M | – | 0.05 |
| HCA INC 3.5% 09/01/2030 | Long | Debt | US | $17M | – | 0.04 |
| HCA INC 3.625% 03/15/2032 | Long | Debt | US | $4M | – | 0.01 |
| HCA INC 5.625% 09/01/2028 | Long | Debt | US | $19M | – | 0.05 |
| HCA INC 5.875% 02/01/2029 | Long | Debt | US | $21M | – | 0.05 |
| HEALTHCARE REALTY HOLDINGS LP 3.1% 02/15/2030 | Long | Debt | US | $5M | – | 0.01 |
| HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026 | Long | Debt | US | $6M | – | 0.02 |
| HEALTHPEAK OP LLC 3.25% 07/15/2026 | Long | Debt | US | $3M | – | 0.01 |
| HEALTHPEAK OP LLC 3.4% 02/01/2025 | Long | Debt | US | $898K | – | 0.00 |
| HEALTHPEAK OP LLC 3.5% 07/15/2029 | Long | Debt | US | $3M | – | 0.01 |
| HESS CORP 4.3% 04/01/2027 | Long | Debt | US | $22M | – | 0.06 |
| HESS CORP 5.6% 02/15/2041 | Long | Debt | US | $6M | – | 0.01 |
| HESS CORP 7.125% 03/15/2033 | Long | Debt | US | $5M | – | 0.01 |
| HESS CORP 7.3% 08/15/2031 | Long | Debt | US | $7M | – | 0.02 |
| HESS CORP 7.875% 10/01/2029 | Long | Debt | US | $23M | – | 0.06 |
| HOME DEPOT INC 2.5% 04/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| HORIZON 2018-1 A 4.458% 12/15/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| HPEFS EQUIP TR 2024-2 5.36% 10/20/2031 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.02 |
| HSBC HOLDINGS PLC 2.099/VAR 06/04/2026 | Long | Debt | GB | $24M | – | 0.06 |
| HSBC HOLDINGS PLC 3.973/VAR 05/22/2030 | Long | Debt | GB | $8M | – | 0.02 |
| HSBC HOLDINGS PLC 4.95% 03/31/2030 | Long | Debt | GB | $6M | – | 0.01 |
| HSBC HOLDINGS PLC 5.25% 03/14/2044 | Long | Debt | GB | $3M | – | 0.01 |
| HUDSON PAC PPTYS LP 4.65% 04/01/2029 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $29M | – | 0.07 |
| HUMANA INC 3.7% 03/23/2029 | Long | Debt | US | $11M | – | 0.03 |
| HUMANA INC 5.375% 04/15/2031 | Long | Debt | US | $25M | – | 0.06 |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $23M | – | 0.06 |
| HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029 | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.05 |
| INTERCONTINENTAL EXCHANGE INC 3.75% 12/01/2025 | Long | Debt | US | $4M | – | 0.01 |
| INTESA SANPAOLO SPA 5.71% 01/15/2026 144A | Long | Debt | IT | $48M | – | 0.12 |
| INTOWN 2022-STAY MORTGAGE TRUST TSFR1M+223.92 08/15/2037 144A | Long | ABS-mortgage backed security | US | $54M | – | 0.14 |
| INVESCO CLO LTD TSFR3M+139.161 10/22/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 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 | $29M | – | 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 | $25M | – | 0.06 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032 | Long | Debt | US | $19M | – | 0.05 |
| IPALCO ENTERPRISES INC 5.75% 04/01/2034 144A | Long | Debt | US | $43M | – | 0.11 |
| J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A | Long | ABS-mortgage backed security | US | $3M | – | 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 | $4M | – | 0.01 |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| JACKSON FINANCIAL INC 3.125% 11/23/2031 | Long | Debt | US | $5M | – | 0.01 |
| JACKSON FINANCIAL INC 5.17% 06/08/2027 | Long | Debt | US | $15M | – | 0.04 |
| JACKSON FINANCIAL INC 5.67% 06/08/2032 | Long | Debt | US | $27M | – | 0.07 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027 | Long | Debt | LU | $36M | – | 0.09 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3.625% 01/15/2032 | Long | Debt | LU | $16M | – | 0.04 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032 | Long | Debt | LU | $36M | – | 0.09 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.125% 02/01/2028 | Long | Debt | LU | $15M | – | 0.04 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030 | Long | Debt | LU | $5M | – | 0.01 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033 | Long | Debt | LU | $32M | – | 0.08 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.75% 03/15/2034 144A | Long | Debt | LU | $36M | – | 0.09 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST TSFR1M+77.15 04/15/2037 144A | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| JPMCC COML MTG SECS TR 2016-JP4 3.3928% 12/15/2049 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| JPMORGAN CHASE and CO 2.95% 10/01/2026 | Long | Debt | US | $61M | – | 0.15 |
| JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | Long | Debt | US | $16M | – | 0.04 |
| JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033 | Long | Debt | US | $15M | – | 0.04 |
| JPMORGAN CHASE and CO 3.875% 09/10/2024 | Long | Debt | US | $90M | – | 0.23 |
| JPMORGAN CHASE and CO 4.125% 12/15/2026 | Long | Debt | US | $142M | – | 0.36 |
| JPMORGAN CHASE and CO 4.203%/VAR 07/23/2029 | Long | Debt | US | $3M | – | 0.01 |
| JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029 | Long | Debt | US | $45M | – | 0.11 |
| JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033 | Long | Debt | US | $67M | – | 0.17 |
| JPMORGAN CHASE and CO 5.299%/VAR 07/24/2029 | Long | Debt | US | $15M | – | 0.04 |
| JPMORGAN CHASE and CO 5.336%/VAR 01/23/2035 | Long | Debt | US | $50M | – | 0.12 |
| JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034 | Long | Debt | US | $60M | – | 0.15 |
| JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033 | Long | Debt | US | $76M | – | 0.19 |
| JPSW SWAP PAY 3.92625 05/14/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $2M | – | 0.00 | |
| JPSW SWAP REC 3.92625 05/14/2029 (JPMORGAN CHASE BANK NA NEW YORK NY) | Derivative-interest rate | US | $2M | – | 0.00 | |
| KEYBANK NATL ASSN 6.95% 02/01/2028 | Long | Debt | US | $873K | – | 0.00 |
| KIMBERLY-CLARK CORP 3.1% 03/26/2030 | Long | Debt | US | $2M | – | 0.00 |
| KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $2M | – | 0.00 |
| KITE REALTY GROUP LP 5.5% 03/01/2034 | Long | Debt | US | $6M | – | 0.02 |
| KITE RLTY GROUP TRUST 4.75% 09/15/2030 (KITE REALTY GROUP TRUST) | Long | Debt | US | $40M | – | 0.10 |
| KITE RLTY GROUP TRUST 4% 03/15/2025 (KITE REALTY GROUP TRUST) | Long | Debt | US | $27M | – | 0.07 |
| KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $46M | – | 0.12 |
| KSL COML MTG TR 2023-HT A CSTR 12/15/2036 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 11/15/2028 144A | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.03 |
| LCH OIS SOFRV3.5% MAC 09/18/27 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $206K | – | 0.00 | |
| LCH OIS SOFRV3.5% MAC 09/18/29 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $117K | – | 0.00 | |
| LCH OIS SOFRV3.5% MAC 09/18/31 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $3M | – | 0.01 | |
| LCH OIS SOFRV3.5% MAC 09/18/54 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-272K | – | -0.00 | |
| LCH OIS SOFRV3.75% MAC 09/18/26 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $711K | – | 0.00 | |
| LCH OIS SOFRV3.75% MAC 09/18/34 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $-129K | – | -0.00 | |
| LCH OIS SOFRV3.75% MAC 09/18/44 (LONDON CLEARING HOUSE) | Derivative-interest rate | GB | $1M | – | 0.00 | |
| LEIDOS INC 3.625% 05/15/2025 | Long | Debt | US | $12M | – | 0.03 |
| LIBERTY MUTUAL GROUP INC 3.951% 10/15/2050 144A | Long | Debt | US | $3M | – | 0.01 |
| LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A | Long | Debt | US | $27M | – | 0.07 |
| LIFE 2021-BMR MTG TR 21-BMR E TSFR1M+186.448 6 03/15/2036 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| LIFE 2021-BMR MTG TR TSFR1M+121.448 03/15/2036 144A | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| LIFE 2021-BMR MTG TR TSFR1M+151.448 03/15/2026 144A | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| LIFE 2021-BMR MTG TR TSFR1M+81.448 03/15/2038 144A | Long | ABS-mortgage backed security | US | $23M | – | 0.06 |
| LIFE 2021-BMR MTG TR TSFR1M+99.448 03/15/2036 144A | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A | Long | ABS-mortgage backed security | US | $56M | – | 0.14 |
| LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+179.391 05/15/2039 144A | Long | ABS-mortgage backed security | US | $33M | – | 0.08 |
| LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+254.191 05/15/2039 144A | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| LIFE FINANCIAL SERVICES TRUST 2022-BMR2 C TSFR1M+209.31 05/15/2039 144A | Long | ABS-mortgage backed security | US | $19M | – | 0.05 |
| LINCOLN NATIONAL CORP IND 3.4% 01/15/2031 | Long | Debt | US | $30M | – | 0.08 |
| LONG BEACH MTG LN TR TSFR1M+123.948 07/25/2033 | Long | ABS-collateralized bond/debt obligation | US | $468K | – | 0.00 |
| LOWES COS INC 3.35% 04/01/2027 | Long | Debt | US | $3M | – | 0.01 |
| LOWES COS INC 3.75% 04/01/2032 | Long | Debt | US | $9M | – | 0.02 |
| LOWES COS INC 4.25% 04/01/2052 | Long | Debt | US | $47M | – | 0.12 |
| LOWES COS INC 4.45% 04/01/2062 | Long | Debt | US | $31M | – | 0.08 |
| LOWES COS INC 4.5% 04/15/2030 | Long | Debt | US | $16M | – | 0.04 |
| LXP INDUSTRIAL TRUST 2.7% 09/15/2030 | Long | Debt | US | $7M | – | 0.02 |
| MADISON PK FDG L LTD / MADISON PK FDG L LLC TSFR3M+140.161 04/19/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $31M | – | 0.08 |
| MADISON PK FDG LII LTD / MADISON PK FDG LII LLC TSFR3M+136.161 01/22/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.08 |
| MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC TSFR3M+151 04/25/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $37M | – | 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 | $28M | – | 0.07 |
| MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC TSFR3M+146.161 01/22/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| MAGNE 2020-27A AR TSFR3M+140.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 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 | $25M | – | 0.06 |
| MAGNETITE CLO LTD TSFR3M+180 04/22/2036 144A (MAGNE 2023-36A) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 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 | $33M | – | 0.08 |
| MAGNETITE XXI LTD 2019-21A A TSFR3M+128.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.06 |
| MAGNETITE XXIII LTD TSFR3M+139.161 01/25/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.06 |
| MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| MARSH and MCLENNAN COS INC 4.375% 03/15/2029 | Long | Debt | US | $19M | – | 0.05 |
| MARSH and MCLENNAN COS INC 4.75% 03/15/2039 | Long | Debt | US | $8M | – | 0.02 |
| MASSACHUSETTS MUTUAL LIFE INS 3.729% 10/15/2070 144A (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $14M | – | 0.04 |
| MASTERCARD INC 3.3% 03/26/2027 | Long | Debt | US | $3M | – | 0.01 |
| MASTERCARD INC 3.35% 03/26/2030 | Long | Debt | US | $4M | – | 0.01 |
| MCDONALDS CORP 3.3% 07/01/2025 | Long | Debt | US | $2M | – | 0.01 |
| MCDONALDS CORP 3.5% 07/01/2027 | Long | Debt | US | $7M | – | 0.02 |
| MCDONALDS CORP 3.6% 07/01/2030 | Long | Debt | US | $8M | – | 0.02 |
| MCDONALDS CORP 4.2% 04/01/2050 | Long | Debt | US | $3M | – | 0.01 |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028 | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.05 |
| MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.04 |
| MERCHANTS FLEET FUNDING LLC 7.21% 05/20/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.03 |
| MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A (MHP COML MTG TR 2021-STOR) | Long | ABS-mortgage backed security | US | $22M | – | 0.06 |
| MID AMERICA APTS LP 4% 11/15/2025 | Long | Debt | US | $3M | – | 0.01 |
| MILOS CLO LTD TSFR3M+133.161 10/20/2030 144A | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.06 |
| MNGT SWAP CY873248 04/17/65 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $447K | – | 0.00 | |
| MNGT SWAP CY873248 04/17/65 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $434K | – | 0.00 | |
| MNGT SWAP CY873248 04/17/65 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $289K | – | 0.00 | |
| MNGT SWAP CY885802 12/15/56 B (JPMORGAN SECURITIES LLC) | Derivative-credit | US | $209K | – | 0.00 | |
| MOLSON COORS BEVERAGE CO 3% 07/15/2026 | Long | Debt | US | $46M | – | 0.12 |
| MOLSON COORS BEVERAGE CO 5% 05/01/2042 | Long | Debt | US | $3M | – | 0.01 |
| MOODYS CORP 3.25% 01/15/2028 | Long | Debt | US | $10M | – | 0.03 |
| MOODYS CORP 3.25% 05/20/2050 | Long | Debt | US | $7M | – | 0.02 |
| MOODYS CORP 3.75% 03/24/2025 | Long | Debt | US | $22M | – | 0.05 |
| MORGAN STANLEY 2.943%/VAR 01/21/2033 | Long | Debt | US | $15M | – | 0.04 |
| MORGAN STANLEY 3.125% 07/27/2026 | Long | Debt | US | $24M | – | 0.06 |
| MORGAN STANLEY 3.622/VAR 04/01/2031 | Long | Debt | US | $38M | – | 0.10 |
| MORGAN STANLEY 3.7% 10/23/2024 | Long | Debt | US | $16M | – | 0.04 |
| MORGAN STANLEY 4.21%/VAR 04/20/2028 | Long | Debt | US | $39M | – | 0.10 |
| MORGAN STANLEY 4.431/VAR 01/23/2030 | Long | Debt | US | $53M | – | 0.13 |
| MORGAN STANLEY 5.25/VAR 04/21/2034 | Long | Debt | US | $49M | – | 0.12 |
| MORGAN STANLEY 5.424%/VAR 07/21/2034 | Long | Debt | US | $47M | – | 0.12 |
| MORGAN STANLEY 5% 11/24/2025 | Long | Debt | US | $102M | – | 0.26 |
| MORGAN STANLEY 6.342%/VAR 10/18/2033 | Long | Debt | US | $62M | – | 0.15 |
| MORGAN STANLEY 6.627%/VAR 11/01/2034 | Long | Debt | US | $54M | – | 0.14 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $41M | – | 0.10 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051 | Long | ABS-mortgage backed security | US | $11M | – | 0.03 |
| MPLX LP 2.65% 08/15/2030 | Long | Debt | US | $8M | – | 0.02 |
| MPLX LP 4.8% 02/15/2029 | Long | Debt | US | $5M | – | 0.01 |
| MPLX LP 4.875% 12/01/2024 | Long | Debt | US | $13M | – | 0.03 |
| MPLX LP 4.95% 09/01/2032 | Long | Debt | US | $30M | – | 0.07 |
| MPLX LP 5.5% 02/15/2049 | Long | Debt | US | $15M | – | 0.04 |
| MSBAM 2016-C28 3.272% 01/15/49 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28) | Long | ABS-mortgage backed security | US | $25M | – | 0.06 |
| MSC 2021-L6 XA 1.35631% 06/15/2054 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| MSCS SWAP CY451600 12/16/72 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $138K | – | 0.00 | |
| MSCS SWAP CY451600 12/16/72 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $113K | – | 0.00 | |
| MSCS SWAP CY451600 12/16/72 S (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $-180K | – | -0.00 | |
| MSCS SWAP CY451600 12/16/72 S (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $-309K | – | -0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $608K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $561K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $419K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $308K | – | 0.00 | |
| MSCS SWAP CY873248 04/17/65 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $193K | – | 0.00 | |
| MSCS SWAP CY885802 12/15/56 B (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-credit | US | $181K | – | 0.00 | |
| MYLAN INC 4.55% 04/15/2028 | Long | Debt | US | $7M | – | 0.02 |
| NAKILAT INC 6.067% 12/31/2033 144A | Long | Debt | MH | $6M | – | 0.02 |
| NBC UNVL INC 5.95% 04/01/2041 (NBC UNIVERSAL INC) | Long | Debt | US | $7M | – | 0.02 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD TSFR3M+140 07/18/2038 144A | Long | ABS-collateralized bond/debt obligation | KY | $29M | – | 0.07 |
| NEW JERSEY ECO DEV AUTH ST PENSER A MBIA | Long | Debt | US | $35M | – | 0.09 |
| NEW RESIDENTIAL MTG LN TR 2020-1 3.5% 10/25/2059 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| NEW YORK LIFE INSURANCE CO 3.75% 05/15/2050 144A | Long | Debt | US | $6M | – | 0.01 |
| NEW YORK MORTGAGE TRUST 2021-SP1 A1 1.6696% 08/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| NIKE INC 2.75% 03/27/2027 | Long | Debt | US | $6M | – | 0.02 |
| NISOURCE INC 2.95% 09/01/2029 | Long | Debt | US | $37M | – | 0.09 |
| NISOURCE INC 3.6% 05/01/2030 | Long | Debt | US | $21M | – | 0.05 |
| NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.05 |
| NORTHWESTERN MUT LIFE INS CO 6.063% 03/30/2040 144A | Long | Debt | US | $2K | – | 0.00 |
| NUVEEN FINANCE LLC 4.125% 11/01/2024 144A | Long | Debt | US | $8M | – | 0.02 |
| NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.03 |
| NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.01 |
| OAK HILL CREDIT PARTNERS TSFR3M+150 04/20/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $42M | – | 0.10 |
| OAK HILL CREDIT PARTNERS TSFR3M+165 04/20/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026 | Long | Debt | US | $26M | – | 0.07 |
| OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040 | Long | Debt | US | $7M | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036 | Long | Debt | US | $17M | – | 0.04 |
| OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046 | Long | Debt | US | $30M | – | 0.07 |
| OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031 | Long | Debt | US | $33M | – | 0.08 |
| OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033 | Long | Debt | US | $22M | – | 0.05 |
| OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031 | Long | Debt | US | $12M | – | 0.03 |
| OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029 | Long | Debt | US | $24M | – | 0.06 |
| OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025 | Long | Debt | US | $12M | – | 0.03 |
| OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027 | Long | Debt | US | $84M | – | 0.21 |
| OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028 | Long | Debt | US | $28M | – | 0.07 |
| OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026 | Long | Debt | US | $28M | – | 0.07 |
| OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| ORACLE CORP 2.5% 04/01/2025 | Long | Debt | US | $24M | – | 0.06 |
| ORACLE CORP 2.8% 04/01/2027 | Long | Debt | US | $23M | – | 0.06 |
| ORACLE CORP 3.6% 04/01/2040 | Long | Debt | US | $19M | – | 0.05 |
| ORACLE CORP 3.6% 04/01/2050 | Long | Debt | US | $17M | – | 0.04 |
| ORACLE CORP 3.85% 04/01/2060 | Long | Debt | US | $17M | – | 0.04 |
| OREILLY AUTOMOTIVE INC 4.2% 04/01/2030 | Long | Debt | US | $5M | – | 0.01 |
| OVINTIV INC 5.15% 11/15/2041 | Long | Debt | US | $4M | – | 0.01 |
| OVINTIV INC 8.125% 09/15/2030 | Long | Debt | US | $15M | – | 0.04 |
| PACIFIC LIFECORP 5.125% 01/30/2043 144A | Long | Debt | US | $14M | – | 0.04 |
| PANAMA REPUBLIC OF 3.298% 01/19/2033 | Long | Debt | PA | $40M | – | 0.10 |
| PEACE PARK CLO LTD TSFR3M+139.161 10/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.07 |
| PEACHTREE CORNERS FDG TR 3.976% 02/15/2025 144A | Long | Debt | US | $25M | – | 0.06 |
| PEPSICO INC 2.625% 03/19/2027 | Long | Debt | US | $3M | – | 0.01 |
| PEPSICO INC 2.75% 03/19/2030 | Long | Debt | US | $17M | – | 0.04 |
| PETROLEOS MEXICANOS 4.5% 01/23/2026 | Long | Debt | MX | $23M | – | 0.06 |
| PETROLEOS MEXICANOS 5.35% 02/12/2028 | Long | Debt | MX | $3M | – | 0.01 |
| PETROLEOS MEXICANOS 5.95% 01/28/2031 | Long | Debt | MX | $21M | – | 0.05 |
| PETROLEOS MEXICANOS 6.35% 02/12/2048 | Long | Debt | MX | $9M | – | 0.02 |
| PETROLEOS MEXICANOS 6.49% 01/23/2027 | Long | Debt | MX | $36M | – | 0.09 |
| PETROLEOS MEXICANOS 6.5% 03/13/2027 | Long | Debt | MX | $20M | – | 0.05 |
| PETROLEOS MEXICANOS 6.7% 02/16/2032 | Long | Debt | MX | $28M | – | 0.07 |
| PETROLEOS MEXICANOS 6.75% 09/21/2047 | Long | Debt | MX | $67M | – | 0.17 |
| PETROLEOS MEXICANOS 6.84% 01/23/2030 | Long | Debt | MX | $22M | – | 0.06 |
| PETROLEOS MEXICANOS 6.95% 01/28/2060 | Long | Debt | MX | $12M | – | 0.03 |
| PETROLEOS MEXICANOS 7.69% 01/23/2050 | Long | Debt | MX | $84M | – | 0.21 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034 | Long | Debt | US | $6M | – | 0.02 |
| PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032 | Long | Debt | US | $5M | – | 0.01 |
| PINE STR TR II 5.568% 02/15/2049 144A (PINE STREET TRUST II) | Long | Debt | US | $27M | – | 0.07 |
| PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029 | Long | Debt | US | $5M | – | 0.01 |
| PLAINS ALL AM PIPELN/PAA FIN C 3.6% 11/01/2024 | Long | Debt | US | $7M | – | 0.02 |
| PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030 | Long | Debt | US | $15M | – | 0.04 |
| PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $30M | – | 0.08 |
| PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.05 |
| PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.04 |
| PPGLP 2000-C1 A2 7.75% 7/28 (PROVIDENCE PLACE GROUP LTD PARTNERSHIP) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| PPSI 2005-WCH1 M4 TSFR1M+135.948 1/36 (PARK PL SECS INC) | Long | ABS-collateralized bond/debt obligation | US | $339K | – | 0.00 |
| PRET 2024-RPL1 TR 3.9% 10/25/2063 144A | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| PRMI SECURITIZATION TR 2024-CMG1 A1 SOFR30A+130 07/25/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.03 |
| PROGRESSIVE CORP OHIO 3.2% 03/26/2030 | Long | Debt | US | $3M | – | 0.01 |
| PROLOGIS LP 3.25% 06/30/2026 | Long | Debt | US | $2M | – | 0.01 |
| PRPM 2021-RPL2 VAR 10/25/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.01 |
| PRPM 2023-RCF2 LLC 4% 11/25/2053 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A (PRPM 2024-RPL2 LLC) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.03 |
| PRUDENTIAL FINL INC 6%/VAR 09/01/2052 | Long | Debt | US | $54M | – | 0.14 |
| PUGET ENERGY INC 4.1% 06/15/2030 | Long | Debt | US | $24M | – | 0.06 |
| PUGET ENERGY INC 4.224% 03/15/2032 | Long | Debt | US | $24M | – | 0.06 |
| REALTY INCOME CORP 2.2% 06/15/2028 | Long | Debt | US | $3M | – | 0.01 |
| REALTY INCOME CORP 2.85% 12/15/2032 | Long | Debt | US | $3M | – | 0.01 |
| REALTY INCOME CORP 3.25% 01/15/2031 | Long | Debt | US | $4M | – | 0.01 |
| REALTY INCOME CORP 3.4% 01/15/2028 | Long | Debt | US | $7M | – | 0.02 |
| REGENCY CTRS LP 3.7% 06/15/2030 | Long | Debt | US | $23M | – | 0.06 |
| REGIONS BANK OF ALABAMA 6.45% 06/26/2037 | Long | Debt | US | $31M | – | 0.08 |
| RETAIL OPPTY INVTS PRTNRSHP LP 4% 12/15/2024 (RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP) | Long | Debt | US | $5M | – | 0.01 |
| RLGH TR 2021-TROT VAR 04/15/2026 144A | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| RMF BUYOUT ISSUANCE TR 2022-HB1 A 0% 04/25/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $400K | – | 0.00 |
| RMF BUYOUT ISSUANCE TRUST 2020-2 1.7188% 10/25/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| ROCKLAND PARK CLO LTD TSFR3M+138.161 04/20/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $36M | – | 0.09 |
| ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028 (NATWEST GROUP PLC) | Long | Debt | GB | $19M | – | 0.05 |
| RR 7 LTD TSFR3M+134 01/15/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $38M | – | 0.10 |
| SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030 | Long | Debt | US | $32M | – | 0.08 |
| SABRA HEALTH CARE LP 3.2% 12/01/2031 | Long | Debt | US | $33M | – | 0.08 |
| SABRA HEALTH CARE LP 3.9% 10/15/2029 | Long | Debt | US | $9M | – | 0.02 |
| SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028 | Long | Debt | US | $24M | – | 0.06 |
| SANTANDER HLDGS USA INC 6.499%/VAR 03/09/2029 | Long | Debt | US | $36M | – | 0.09 |
| SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.04 |
| SAPPHIRE AVIATION FINANCE 4.335% 03/15/2040 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| SBA TOWER TR 1.884% 07/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.02 |
| SBA TOWER TR 2.328% 07/15/2052 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| SBA TOWER TR 2.836% 01/15/2050 144A | Long | ABS-collateralized bond/debt obligation | US | $28M | – | 0.07 |
| SBLOFI SWAP CY451600 12/16/72 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $152K | – | 0.00 | |
| SBLOFI SWAP CY451600 12/16/72 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $87K | – | 0.00 | |
| SBLOFI SWAP CY562346 11/18/64 S (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $-24K | – | -0.00 | |
| SBLOFI SWAP CY873245 04/17/65 S (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $-275K | – | -0.00 | |
| SBLOFI SWAP CY873245 04/17/65 S (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $-838K | – | -0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $424K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $350K | – | 0.00 | |
| SBLOFI SWAP CY873248 04/17/65 B (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $217K | – | 0.00 | |
| SBLOFI SWAP CY885799 12/15/56 S (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $-281K | – | -0.00 | |
| SBLOFI SWAP CY885799 12/15/56 S (CITIGROUP GLOBAL MARKETS LIMITED) | Derivative-credit | GB | $-1M | – | -0.00 | |
| SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.04 |
| SEMPRA 6% 10/15/2039 | Long | Debt | US | $5M | – | 0.01 |
| SEMT 2004-6 A3B TSFR6M+130.826 7/34 (SEQUOIA MTG TR) | Long | ABS-collateralized bond/debt obligation | US | $9K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.03 |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.89% 03/22/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.02 |
| SHELL INTL FIN B V 4.375% 05/11/2045 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $5M | – | 0.01 |
| SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A (PROJECT SILVER 2019) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.04 |
| SIMON PROPERTY GROUP LP 2.65% 02/01/2032 | Long | Debt | US | $25M | – | 0.06 |
| SITE CENTERS CORP 3.625% 02/01/2025 | Long | Debt | US | $11M | – | 0.03 |
| SITE CENTERS CORP 4.25% 02/01/2026 | Long | Debt | US | $15M | – | 0.04 |
| SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029 | Long | Debt | US | $24M | – | 0.06 |
| SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A | Long | Debt | FR | $38M | – | 0.09 |
| SOCIETE GENERALE FRANCE T1Y 3.337%/VAR 01/21/2033 144A | Long | Debt | FR | $14M | – | 0.04 |
| SOUTHERN COMPANY 5.7% 03/15/2034 | Long | Debt | US | $28M | – | 0.07 |
| SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A (SPGN 2022-TFLM MTG TR) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A (SPGN 2022-TFLM MTG TR) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| SREIT TR 2021-FLWR TSFR1M+69.103 66 07/15/2036 144A | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| SREIT TR 2021-MFP B TSFR1M+119.428 98 11/15/2038 144A | Long | ABS-mortgage backed security | US | $27M | – | 0.07 |
| SREIT TR 2021-MFP D TSFR1M+169.268 82 11/15/2038 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| SREIT TR 2021-MFP TSFR1M+144.348 9 11/15/2038 144A | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A | Long | ABS-mortgage backed security | US | $38M | – | 0.10 |
| STATE STREET CORP 2.901%/VAR 03/30/2026 | Long | Debt | US | $3M | – | 0.01 |
| STORE CAPITAL LLC 2.75% 11/18/2030 | Long | Debt | US | $7M | – | 0.02 |
| STORE CAPITAL LLC 4.625% 03/15/2029 | Long | Debt | US | $8M | – | 0.02 |
| STORE MASTER FUNDING 2.12% 06/20/2051 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $51M | – | 0.13 |
| SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $30M | – | 0.08 |
| SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A | Long | ABS-collateralized bond/debt obligation | US | $27M | – | 0.07 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028 | Long | Debt | US | $6M | – | 0.02 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031 | Long | Debt | US | $15M | – | 0.04 |
| SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A | Long | Debt | LU | $4M | – | 0.01 |
| SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A | Long | ABS-collateralized bond/debt obligation | KY | $40M | – | 0.10 |
| SYMPHONY CLO 43 LTD TSFR3M+152 04/15/2037 144A | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.06 |
| SYMPHONY CLO XIX LTD / SYMPHONY CLO XIX LLC TSFR3M+122.161 04/16/2031 144A | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.03 |
| SYMPHONY CLO XXI LTD 21A AR TSFR3M+132.161 07/15/2032 144A | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 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 | $15M | – | 0.04 |
| 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 | $30M | – | 0.08 |
| SYNCHRONY BANK 5.4% 08/22/2025 | Long | Debt | US | $29M | – | 0.07 |
| SYNCHRONY BANK 5.625% 08/23/2027 | Long | Debt | US | $26M | – | 0.07 |
| SYNCHRONY FINANCIAL 3.95% 12/01/2027 | Long | Debt | US | $35M | – | 0.09 |
| SYNCHRONY FINANCIAL 4.25% 08/15/2024 | Long | Debt | US | $29M | – | 0.07 |
| SYNCHRONY FINANCIAL 5.15% 03/19/2029 | Long | Debt | US | $31M | – | 0.08 |
| SYSCO CORP 3.25% 07/15/2027 | Long | Debt | US | $10M | – | 0.03 |
| T-MOBILE USA INC 2.25% 11/15/2031 | Long | Debt | US | $33M | – | 0.08 |
| T-MOBILE USA INC 3.75% 04/15/2027 | Long | Debt | US | $25M | – | 0.06 |
| T-MOBILE USA INC 3.875% 04/15/2030 | Long | Debt | US | $35M | – | 0.09 |
| T-MOBILE USA INC 4.375% 04/15/2040 | Long | Debt | US | $5M | – | 0.01 |
| T-MOBILE USA INC 4.5% 04/15/2050 | Long | Debt | US | $9M | – | 0.02 |
| TANGER PROPERTIES LP 2.75% 09/01/2031 | Long | Debt | US | $15M | – | 0.04 |
| TANGER PROPERTIES LP 3.125% 09/01/2026 | Long | Debt | US | $16M | – | 0.04 |
| TANGER PROPERTIES LP 3.875% 07/15/2027 | Long | Debt | US | $27M | – | 0.07 |
| TAPESTRY INC 7.05% 11/27/2025 | Long | Debt | US | $5M | – | 0.01 |
| TAPESTRY INC 7.35% 11/27/2028 | Long | Debt | US | $23M | – | 0.06 |
| TAPESTRY INC 7.7% 11/27/2030 | Long | Debt | US | $23M | – | 0.06 |
| TAPESTRY INC 7.85% 11/27/2033 | Long | Debt | US | $24M | – | 0.06 |
| TAPESTRY INC 7% 11/27/2026 | Long | Debt | US | $15M | – | 0.04 |
| TEACHERS INS and ANNUITY ASSN AMER 3.3% 05/15/2050 144A | Long | Debt | US | $11M | – | 0.03 |
| TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A | Long | Debt | US | $26M | – | 0.06 |
| TESLA 2024-A A3 5.37% 06/22/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.02 |
| TESLA AUTO LEASE TRUST 23-A 5.89% 06/22/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.04 |
| THOMSON REUTERS CORP 3.85% 09/29/2024 | Long | Debt | CA | $3M | – | 0.01 |
| THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A (THUNDERBOLT AIRCRAFT LEASE LIM) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.06 |
| THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.05 |
| TIME WARNER CABLE LLC 4.5% 09/15/2042 | Long | Debt | US | $14M | – | 0.04 |
| TIME WARNER CABLE LLC 5.5% 09/01/2041 | Long | Debt | US | $7M | – | 0.02 |
| TIME WARNER CABLE LLC 5.875% 11/15/2040 | Long | Debt | US | $7M | – | 0.02 |
| TIME WARNER CABLE LLC 6.55% 05/01/2037 | Long | Debt | US | $70M | – | 0.18 |
| TIME WARNER CABLE LLC 6.75% 06/15/2039 | Long | Debt | US | $10M | – | 0.03 |
| TIME WARNER CABLE LLC 7.3% 07/01/2038 | Long | Debt | US | $16M | – | 0.04 |
| TMST 2003-4 A1 TSFR1M+75.448 9/43 (THORNBURG MTG SECS TR) | Long | ABS-collateralized bond/debt obligation | US | $542K | – | 0.00 |
| TMTS 2003-4HE A TSFR1M+97.448 9/34 (TERWIN MORTGAGE TRUST) | Long | ABS-collateralized bond/debt obligation | US | $49K | – | 0.00 |
| TOLEDO HOSPITAL/THE 5.325% 11/15/2028 | Long | Debt | US | $10M | – | 0.02 |
| TOLL BROS FIN CORP 4.875% 03/15/2027 (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $16M | – | 0.04 |
| TOWD PT MTG TR 2022 3.75% 07/25/2062 144A | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.04 |
| TOYOTA LEASE OWNER TRUST 2023-A 4.93% 04/20/2026 144A | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.05 |
| TOYOTA LEASE OWNER TRUST 2024-A 5.25% 04/20/2027 144A | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.05 |
| TOYOTA MOTOR CREDIT CORP 3.375% 04/01/2030 | Long | Debt | US | $9M | – | 0.02 |
| TOYOTA MOTOR CREDIT CORP 3% 04/01/2025 | Long | Debt | US | $29M | – | 0.07 |
| TRAP 2007-12A B TSFR3M+82.161 4/42 (TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| UBS COML MTG TR 2018-C9 A4 4.117% 03/15/2051 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| UBS GROUP AG 1.494%/VAR 08/10/2027 144A | Long | Debt | CH | $23M | – | 0.06 |
| UBS GROUP AG 2.593%/VAR 09/11/2025 144A | Long | Debt | CH | $48M | – | 0.12 |
| UBS GROUP AG 3.091%/VAR 05/14/2032 144A | Long | Debt | CH | $11M | – | 0.03 |
| UBS GROUP AG 3.75% 03/26/2025 | Long | Debt | CH | $24M | – | 0.06 |
| UBS GROUP AG 3.869%/VAR 01/12/2029 144A | Long | Debt | CH | $8M | – | 0.02 |
| UBS GROUP AG 4.125% 09/24/2025 144A | Long | Debt | CH | $17M | – | 0.04 |
| UBS GROUP AG 4.194/VAR 04/01/2031 144A | Long | Debt | CH | $37M | – | 0.09 |
| UBS GROUP AG 4.55% 04/17/2026 | Long | Debt | CH | $5M | – | 0.01 |
| UBS GROUP AG 6.537%/VAR 08/12/2033 144A | Long | Debt | CH | $31M | – | 0.08 |
| UMBS 15YR 2% 07/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| UMBS 15YR 2% 07/01/2039 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-2M | – | -0.01 |
| UMBS 30YR 2.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $450M | – | 1.13 |
| UMBS 30YR 2.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-444M | – | -1.12 |
| UMBS 30YR 2.5% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $190M | – | 0.48 |
| UMBS 30YR 2% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $972M | – | 2.44 |
| UMBS 30YR 2% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-989M | – | -2.48 |
| UMBS 30YR 2% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $633M | – | 1.59 |
| UMBS 30YR 3.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $171M | – | 0.43 |
| UMBS 30YR 3.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-198M | – | -0.50 |
| UMBS 30YR 3% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $248M | – | 0.62 |
| UMBS 30YR 3% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-216M | – | -0.54 |
| UMBS 30YR 3% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $155M | – | 0.39 |
| UMBS 30YR 4% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $136M | – | 0.34 |
| UMBS 30YR 4% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-85M | – | -0.21 |
| UMBS 30YR 4% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $43M | – | 0.11 |
| UMBS 30YR 5.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $213M | – | 0.54 |
| UMBS 30YR 5.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-31M | – | -0.08 |
| UMBS 30YR 6.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $27M | – | 0.07 |
| UMBS 30YR 6.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-10M | – | -0.02 |
| UMBS 30YR 6% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $405M | – | 1.02 |
| UMBS 30YR 6% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-218M | – | -0.55 |
| UMBS 30YR 6% 08/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $178M | – | 0.45 |
| UNITED STATES TREASURY BOND 1.75% 08/15/2041 | Long | Debt | US | $592M | – | 1.49 |
| UNITED STATES TREASURY BOND 1.875% 11/15/2051 | Long | Debt | US | $70M | – | 0.18 |
| UNITED STATES TREASURY BOND 2.375% 02/15/2042 | Long | Debt | US | $70M | – | 0.17 |
| UNITED STATES TREASURY BOND 2.875% 05/15/2052 | Long | Debt | US | $408M | – | 1.02 |
| UNITED STATES TREASURY BOND 2% 08/15/2051 | Long | Debt | US | $441M | – | 1.11 |
| UNITED STATES TREASURY BOND 3.375% 08/15/2042 | Long | Debt | US | $410M | – | 1.03 |
| UNITED STATES TREASURY BOND 3.625% 02/15/2053 | Long | Debt | US | $165M | – | 0.41 |
| UNITED STATES TREASURY BOND 3.625% 05/15/2053 | Long | Debt | US | $163M | – | 0.41 |
| UNITED STATES TREASURY BOND 3% 02/15/2049 | Long | Debt | US | $538M | – | 1.35 |
| UNITED STATES TREASURY BOND 4.125% 08/15/2053 | Long | Debt | US | $547M | – | 1.37 |
| UNITED STATES TREASURY BOND 4.25% 02/15/2054 | Long | Debt | US | $1B | – | 2.84 |
| UNITED STATES TREASURY BOND 4.625% 05/15/2054 | Long | Debt | US | $75M | – | 0.19 |
| UNUM GROUP 3.875% 11/05/2025 | Long | Debt | US | $16M | – | 0.04 |
| UNUM GROUP 4% 06/15/2029 | Long | Debt | US | $20M | – | 0.05 |
| UNUM GROUP 5.75% 08/15/2042 | Long | Debt | US | $28M | – | 0.07 |
| UPSTART SECURITIZATION TR 2022-1 3.12% 03/20/2032 144A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| US 10YR NOTE FUT (CBT)SEP24 TYU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-415K | – | -0.00 | |
| US 2YR NOTE (CBT) FUT SEP24 TUU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| US 5YR NOTE (CBT) FUT SEP24 FVU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-314K | – | -0.00 | |
| US LONG BOND(CBT) FUT SEP24 USU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-885K | – | -0.00 | |
| US ULTRA BOND CBT FUT SEP24 WNU4 (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $58K | – | 0.00 | |
| UST NOTES 1.25% 04/30/2028 | Long | Debt | US | $405M | – | 1.02 |
| UST NOTES 1.5% 11/30/2028 | Long | Debt | US | $708M | – | 1.78 |
| UST NOTES 2.375% 03/31/2029 | Long | Debt | US | $461M | – | 1.16 |
| UST NOTES 2.625% 07/31/2029 | Long | Debt | US | $252M | – | 0.63 |
| UST NOTES 2.75% 08/15/2032 | Long | Debt | US | $813M | – | 2.04 |
| UST NOTES 2.875% 05/15/2032 | Long | Debt | US | $688M | – | 1.73 |
| UST NOTES 3.375% 05/15/2033 | Long | Debt | US | $431M | – | 1.08 |
| UST NOTES 3.5% 02/15/2033 | Long | Debt | US | $441M | – | 1.11 |
| UST NOTES 3.5% 04/30/2030 | Long | Debt | US | $506M | – | 1.27 |
| UST NOTES 3.75% 05/31/2030 | Long | Debt | US | $498M | – | 1.25 |
| UST NOTES 3.75% 06/30/2030 | Long | Debt | US | $526M | – | 1.32 |
| UST NOTES 3.875% 08/15/2033 | Long | Debt | US | $459M | – | 1.15 |
| UST NOTES 3.875% 11/30/2029 | Long | Debt | US | $249M | – | 0.63 |
| UST NOTES 4.125% 02/15/2027 | Long | Debt | US | $109M | – | 0.27 |
| UST NOTES 4.125% 11/15/2032 | Long | Debt | US | $2B | – | 3.78 |
| UST NOTES 4.25% 02/28/2031 | Long | Debt | US | $5M | – | 0.01 |
| UST NOTES 4.25% 03/15/2027 | Long | Debt | US | $156M | – | 0.39 |
| UST NOTES 4.375% 05/15/2034 | Long | Debt | US | $12M | – | 0.03 |
| UST NOTES 4.5% 04/15/2027 | Long | Debt | US | $23M | – | 0.06 |
| UST NOTES 4.5% 05/31/2029 | Long | Debt | US | $5M | – | 0.01 |
| UST NOTES 4.5% 11/15/2033 | Long | Debt | US | $359M | – | 0.90 |
| UST NOTES 4.625% 05/31/2031 | Long | Debt | US | $87M | – | 0.22 |
| UST NOTES 4.625% 06/15/2027 | Long | Debt | US | $19M | – | 0.05 |
| UST NOTES 4% 01/15/2027 | Long | Debt | US | $26M | – | 0.07 |
| UST NOTES 4% 01/31/2029 | Long | Debt | US | $993M | – | 2.50 |
| UST NOTES 4% 02/15/2034 | Long | Debt | US | $263M | – | 0.66 |
| UST NOTES 4% 06/30/2028 | Long | Debt | US | $172M | – | 0.43 |
| UST NOTES 4% 07/31/2030 | Long | Debt | US | $2B | – | 3.96 |
| UTAH ACQUISITION SUB INC 3.95% 06/15/2026 | Long | Debt | US | $12M | – | 0.03 |
| VENTAS RLTY LTD PARTNERSHIP 2.5% 09/01/2031 | Long | Debt | US | $44M | – | 0.11 |
| VENTAS RLTY LTD PARTNERSHIP 3.5% 02/01/2025 | Long | Debt | US | $7M | – | 0.02 |
| VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030 | Long | Debt | US | $31M | – | 0.08 |
| VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026 | Long | Debt | US | $7M | – | 0.02 |
| VENTAS RLTY LTD PARTNERSHIP 4.375% 02/01/2045 | Long | Debt | US | $3M | – | 0.01 |
| VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030 | Long | Debt | US | $40M | – | 0.10 |
| VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028 | Long | Debt | US | $10M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 2.987% 10/30/2056 | Long | Debt | US | $40M | – | 0.10 |
| VERIZON COMMUNICATIONS INC 3.15% 03/22/2030 | Long | Debt | US | $8M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 3% 03/22/2027 | Long | Debt | US | $5M | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.862% 08/21/2046 | Long | Debt | US | $25M | – | 0.06 |
| VERIZON COMMUNICATIONS INC 5.012% 04/15/2049 | Long | Debt | US | $4M | – | 0.01 |
| VIATRIS INC 1.65% 06/22/2025 | Long | Debt | US | $4M | – | 0.01 |
| VIATRIS INC 2.7% 06/22/2030 | Long | Debt | US | $34M | – | 0.08 |
| VIATRIS INC 3.85% 06/22/2040 | Long | Debt | US | $3M | – | 0.01 |
| VIATRIS INC 4% 06/22/2050 | Long | Debt | US | $7M | – | 0.02 |
| VICI PROPERTIES LP 4.375% 05/15/2025 | Long | Debt | US | $4M | – | 0.01 |
| VICI PROPERTIES LP 4.75% 02/15/2028 | Long | Debt | US | $29M | – | 0.07 |
| VICI PROPERTIES LP 4.95% 02/15/2030 | Long | Debt | US | $37M | – | 0.09 |
| VICI PROPERTIES LP 5.125% 05/15/2032 | Long | Debt | US | $10M | – | 0.03 |
| VICI PROPERTIES LP 5.75% 04/01/2034 | Long | Debt | US | $5M | – | 0.01 |
| VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A | Long | ABS-mortgage backed security | US | $24M | – | 0.06 |
| VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| VLS COMMERCIAL MORTGAGE TRUST 2020-LAB X CSTR 10/10/2042 144A | Long | ABS-mortgage backed security | US | $884K | – | 0.00 |
| VOLKSWAGEN AUTO LSE TRUST 5.21% 06/21/2027 (VOLKSWAGEN AUTO LEASE TR 2024-A) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.03 |
| VORNADO REALTY LP 2.15% 06/01/2026 (VORNADO REALTY L P) | Long | Debt | US | $7M | – | 0.02 |
| VOYA 2020 TSFR3M+141.161 07/16/2034 144A | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 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 | $21M | – | 0.05 |
| 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 | $36M | – | 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 | $33M | – | 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 | $24M | – | 0.06 |
| WALT DISNEY CO 3.6% 01/13/2051 | Long | Debt | US | $19M | – | 0.05 |
| WARNERMEDIA HOLDINGS INC 3.638% 03/15/2025 | Long | Debt | US | $10M | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027 | Long | Debt | US | $19M | – | 0.05 |
| WARNERMEDIA HOLDINGS INC 4.054% 03/15/2029 | Long | Debt | US | $6M | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032 | Long | Debt | US | $25M | – | 0.06 |
| WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042 | Long | Debt | US | $12M | – | 0.03 |
| WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052 | Long | Debt | US | $90M | – | 0.23 |
| WEC ENERGY GROUP INC FRN TSFR3M+211.25 25 05/15/2067 | Long | Debt | US | $12M | – | 0.03 |
| WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025 | Long | Debt | US | $20M | – | 0.05 |
| WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028 | Long | Debt | US | $40M | – | 0.10 |
| WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031 | Long | Debt | US | $58M | – | 0.15 |
| WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034 | Long | Debt | US | $30M | – | 0.07 |
| WELLS FARGO COML MTG TR 2015-C26 A4 3.166% 02/15/2048 | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| WELLS FARGO COML MTG TR 2016-C35 TSFR1M+116.448 07/15/2048 144A | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| WELLS FARGO COML MTG TR 2016-C37 3.525% 12/15/2049 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| WELLS FARGO COML MTG TR 2016-LC25 A3 3.374% 12/15/2059 | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| WELLS FARGO COML MTG TR 2018-C46 XA CSTR 08/15/2051 | Long | ABS-mortgage backed security | US | $964K | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A TSFR1M+131.448 12/31/2049 144A | Long | ABS-mortgage backed security | US | $19M | – | 0.05 |
| 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 | $13M | – | 0.03 |
| WELLTOWER OP LLC 4% 06/01/2025 | Long | Debt | US | $4M | – | 0.01 |
| WESTERN GAS PARTNERS LP 3.95% 06/01/2025 | Long | Debt | US | $4M | – | 0.01 |
| WESTERN GAS PARTNERS LP 4.5% 03/01/2028 | Long | Debt | US | $3M | – | 0.01 |
| WESTERN GAS PARTNERS LP 4.65% 07/01/2026 | Long | Debt | US | $9M | – | 0.02 |
| WESTERN GAS PARTNERS LP 4.75% 08/15/2028 | Long | Debt | US | $5M | – | 0.01 |
| WESTERN GAS PARTNERS LP 6.35% 01/15/2029 | Long | Debt | US | $14M | – | 0.03 |
| WESTPAC BANKING CORP 4.11%/VAR 07/24/2034 | Long | Debt | AU | $16M | – | 0.04 |
| WFRBS COML MTG TR 2014-C24 3.343% 11/15/2047 | Long | ABS-mortgage backed security | US | $15M | – | 0.04 |
| WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.04 |
| WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A | Long | ABS-collateralized bond/debt obligation | US | $42M | – | 0.11 |
| WILLIAMS COS INC 2.6% 03/15/2031 | Long | Debt | US | $5M | – | 0.01 |
| WILLIAMS COS INC 3.5% 11/15/2030 | Long | Debt | US | $41M | – | 0.10 |
| WILLIAMS COS INC 3.9% 01/15/2025 | Long | Debt | US | $4M | – | 0.01 |
| WILLIAMS COS INC 4.65% 08/15/2032 | Long | Debt | US | $31M | – | 0.08 |
| WILLIAMS COS INC 5.3% 08/15/2052 | Long | Debt | US | $7M | – | 0.02 |
| WILLIS ENGINE STRUCTURED TR VII 23-A A 8% 10/15/2048 144A | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.04 |
| WORLD OMNI AUTO RECEIVABLES TR 2023-B 4.66% 05/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.05 |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRST 5.47% 11/17/2025 | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.02 |
| WP CAREY INC 3.85% 07/15/2029 | Long | Debt | US | $6M | – | 0.01 |
| WP CAREY INC 4% 02/01/2025 | Long | Debt | US | $27M | – | 0.07 |
Address
Fidelity Central Investment Portfolios II LLC
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
ARTHUR E JOHNSON
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
PRICINGDIRECT INC
INTERCONTINENTAL EXCHANGE INC
Custodians
CITIBANK, N.A.
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
N/A