Fidelity Group of Funds > Fidelity Salem Street Trust
Fidelity Series Bond Index Fund
$19.15B
Avg Monthly Net Assets
$25.05B
Total Assets
$941.25M
Total Liabilities
$24.11B
Net Assets
Fidelity Series Bond Index Fund is an Index Fund in Fidelity Salem Street Trust
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $19.15B.
On July 26th, 2024 it reported 8,649 holdings, the largest
being UNITED STATES TREASURY BOND (0.9%), UST NOTES (0.9%) and UST NOTES (0.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity Series Bond Index Fund | C000211071 | FIFZX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3M CO 2.875% 10/15/2027 | Long | Debt | US | $11K | – | 0.00 |
| 3M CO 2% 02/14/2025 | Long | Debt | US | $4M | – | 0.02 |
| 3M CO 3.05% 04/15/2030 | Long | Debt | US | $7M | – | 0.03 |
| 3M CO 3.125% 09/19/2046 | Long | Debt | US | $332K | – | 0.00 |
| 3M CO 3.25% 08/26/2049 | Long | Debt | US | $74K | – | 0.00 |
| 3M CO 4% 09/14/2048 | Long | Debt | US | $2M | – | 0.01 |
| AB SVENSK EXPORTKREDIT 4.875% 10/04/2030 | Long | Debt | SE | $5M | – | 0.02 |
| ABBOTT LABORATORIES 1.15% 01/30/2028 | Long | Debt | US | $4M | – | 0.02 |
| ABBOTT LABORATORIES 3.75% 11/30/2026 | Long | Debt | US | $7M | – | 0.03 |
| ABBOTT LABORATORIES 4.75% 11/30/2036 | Long | Debt | US | $774K | – | 0.00 |
| ABBOTT LABORATORIES 4.9% 11/30/2046 | Long | Debt | US | $3M | – | 0.01 |
| ABBOTT LABORATORIES 5.3% 05/27/2040 | Long | Debt | US | $708K | – | 0.00 |
| ABBVIE INC 2.95% 11/21/2026 | Long | Debt | US | $13M | – | 0.05 |
| ABBVIE INC 3.2% 11/21/2029 | Long | Debt | US | $4M | – | 0.02 |
| ABBVIE INC 4.05% 11/21/2039 | Long | Debt | US | $8M | – | 0.03 |
| ABBVIE INC 4.25% 11/14/2028 | Long | Debt | US | $1M | – | 0.01 |
| ABBVIE INC 4.25% 11/21/2049 | Long | Debt | US | $4M | – | 0.02 |
| ABBVIE INC 4.3% 05/14/2036 | Long | Debt | US | $1M | – | 0.00 |
| ABBVIE INC 4.4% 11/06/2042 | Long | Debt | US | $2M | – | 0.01 |
| ABBVIE INC 4.45% 05/14/2046 | Long | Debt | US | $1M | – | 0.00 |
| ABBVIE INC 4.55% 03/15/2035 | Long | Debt | US | $3M | – | 0.01 |
| ABBVIE INC 4.7% 05/14/2045 | Long | Debt | US | $2M | – | 0.01 |
| ABBVIE INC 4.75% 03/15/2045 | Long | Debt | US | $1M | – | 0.00 |
| ABBVIE INC 4.8% 03/15/2029 | Long | Debt | US | $3M | – | 0.01 |
| ABBVIE INC 4.875% 11/14/2048 | Long | Debt | US | $2M | – | 0.01 |
| ABBVIE INC 5.05% 03/15/2034 | Long | Debt | US | $5M | – | 0.02 |
| ABBVIE INC 5.4% 03/15/2054 | Long | Debt | US | $4M | – | 0.01 |
| ADVANCED MICRO DEVICES INC 4.393% 06/01/2052 | Long | Debt | US | $509K | – | 0.00 |
| AEP TEXAS INC 3.45% 05/15/2051 | Long | Debt | US | $988K | – | 0.00 |
| AEP TEXAS INC 4.15% 05/01/2049 | Long | Debt | US | $756K | – | 0.00 |
| AEP TRANSMISSION CO LLC 2.75% 08/15/2051 | Long | Debt | US | $2M | – | 0.01 |
| AEP TRANSMISSION CO LLC 5.4% 03/15/2053 | Long | Debt | US | $861K | – | 0.00 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026 | Long | Debt | IE | $4M | – | 0.02 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033 | Long | Debt | IE | $2M | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.65% 07/21/2027 | Long | Debt | IE | $759K | – | 0.00 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041 | Long | Debt | IE | $2M | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.875% 01/23/2028 | Long | Debt | IE | $3M | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028 | Long | Debt | IE | $3M | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 10/01/2025 | Long | Debt | IE | $2M | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.3% 01/19/2034 | Long | Debt | IE | $3M | – | 0.01 |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 | Long | Debt | IE | $2M | – | 0.01 |
| AES CORP 1.375% 01/15/2026 | Long | Debt | US | $6M | – | 0.02 |
| AETNA INC 4.125% 11/15/2042 | Long | Debt | US | $2M | – | 0.01 |
| AETNA INC 4.75% 03/15/2044 | Long | Debt | US | $426K | – | 0.00 |
| AETNA INC 6.625% 06/15/2036 | Long | Debt | US | $1M | – | 0.01 |
| AFFILIATED MANAGERS GROUP INC 3.5% 08/01/2025 | Long | Debt | US | $825K | – | 0.00 |
| AFLAC INC 3.6% 04/01/2030 | Long | Debt | US | $5M | – | 0.02 |
| AFLAC INC 4% 10/15/2046 | Long | Debt | US | $527K | – | 0.00 |
| AFRICAN DEVELOPMENT BANK 0.875% 07/22/2026 | Long | Debt | CI | $4M | – | 0.02 |
| AHS HOSPITAL CORP 2.78% 07/01/2051 | Long | Debt | US | $2M | – | 0.01 |
| AIR LEASE CORP 2.875% 01/15/2032 | Long | Debt | US | $1M | – | 0.01 |
| AIR LEASE CORP 3.125% 12/01/2030 | Long | Debt | US | $974K | – | 0.00 |
| AIR LEASE CORP 3.375% 07/01/2025 | Long | Debt | US | $2M | – | 0.01 |
| AIR LEASE CORP 3.625% 12/01/2027 | Long | Debt | US | $4M | – | 0.02 |
| AIR LEASE CORP 3.75% 06/01/2026 | Long | Debt | US | $4M | – | 0.01 |
| AIR PRODUCTS and CHEMICALS INC 1.5% 10/15/2025 | Long | Debt | US | $1M | – | 0.01 |
| AIR PRODUCTS and CHEMICALS INC 2.7% 05/15/2040 | Long | Debt | US | $1M | – | 0.00 |
| AIR PRODUCTS and CHEMICALS INC 4.6% 02/08/2029 | Long | Debt | US | $6M | – | 0.03 |
| ALABAMA POWER CO 3.7% 12/01/2047 (ALABAMA POWER and LIGHT) | Long | Debt | US | $795K | – | 0.00 |
| ALABAMA POWER CO 3.75% 03/01/2045 (ALABAMA POWER and LIGHT) | Long | Debt | US | $137K | – | 0.00 |
| ALABAMA POWER CO 3.75% 09/01/2027 (ALABAMA POWER and LIGHT) | Long | Debt | US | $2M | – | 0.01 |
| ALABAMA POWER CO 4.15% 08/15/2044 (ALABAMA POWER and LIGHT) | Long | Debt | US | $681K | – | 0.00 |
| ALABAMA POWER CO 4.3% 07/15/2048 (ALABAMA POWER and LIGHT) | Long | Debt | US | $862K | – | 0.00 |
| ALABAMA POWER CO 5.2% 06/01/2041 (ALABAMA POWER and LIGHT) | Long | Debt | US | $639K | – | 0.00 |
| ALABAMA POWER CO 6% 03/01/2039 (ALABAMA POWER and LIGHT) | Long | Debt | US | $2M | – | 0.01 |
| ALBEMARLE CORP US 5.65% 06/01/2052 (ALBEMARL CORP) | Long | Debt | US | $1M | – | 0.00 |
| ALBERTA PROVINCE CDA 1% 05/20/2025 | Long | Debt | CA | $34M | – | 0.14 |
| ALBERTA PROVINCE CDA 3.3% 03/15/2028 | Long | Debt | CA | $659K | – | 0.00 |
| ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $2M | – | 0.01 |
| ALEXANDRIA REAL EST EQUITS INC 3.55% 03/15/2052 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $1M | – | 0.00 |
| ALEXANDRIA REAL EST EQUITS INC 3% 05/18/2051 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $1M | – | 0.01 |
| ALEXANDRIA REAL EST EQUITS INC 4.5% 07/30/2029 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $2M | – | 0.01 |
| ALEXANDRIA REAL EST EQUITS INC 4.85% 04/15/2049 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $2M | – | 0.01 |
| ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031 | Long | Debt | KY | $4M | – | 0.02 |
| ALIBABA GROUP HOLDING LTD 3.15% 02/09/2051 | Long | Debt | KY | $3M | – | 0.01 |
| ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024 | Long | Debt | KY | $990K | – | 0.00 |
| ALIBABA GROUP HOLDING LTD 4% 12/06/2037 | Long | Debt | KY | $2M | – | 0.01 |
| ALLINA HEALTH SYSTEM 3.887% 04/15/2049 | Long | Debt | US | $949K | – | 0.00 |
| ALLSTATE CORP 1.45% 12/15/2030 | Long | Debt | US | $6M | – | 0.03 |
| ALLSTATE CORP 3.28% 12/15/2026 | Long | Debt | US | $801K | – | 0.00 |
| ALLSTATE CORP 4.2% 12/15/2046 | Long | Debt | US | $1M | – | 0.00 |
| ALLY FINL INC 4.75% 06/09/2027 (ALLY FINANCIAL INC) | Long | Debt | US | $1M | – | 0.00 |
| ALLY FINL INC 6.848%/VAR 01/03/2030 (ALLY FINANCIAL INC) | Long | Debt | US | $3M | – | 0.01 |
| ALLY FINL INC 6.992%/VAR 06/13/2029 (ALLY FINANCIAL INC) | Long | Debt | US | $2M | – | 0.01 |
| ALLY FINL INC 8% 11/01/2031 (ALLY FINANCIAL INC) | Long | Debt | US | $2M | – | 0.01 |
| ALPHABET INC 0.45% 08/15/2025 | Long | Debt | US | $3M | – | 0.01 |
| ALPHABET INC 1.1% 08/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| ALPHABET INC 1.9% 08/15/2040 | Long | Debt | US | $1M | – | 0.00 |
| ALPHABET INC 1.998% 08/15/2026 | Long | Debt | US | $385K | – | 0.00 |
| ALPHABET INC 2.05% 08/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| ALTRIA GROUP INC 2.45% 02/04/2032 | Long | Debt | US | $2M | – | 0.01 |
| ALTRIA GROUP INC 3.4% 05/06/2030 | Long | Debt | US | $1M | – | 0.01 |
| ALTRIA GROUP INC 4.25% 08/09/2042 | Long | Debt | US | $1M | – | 0.01 |
| ALTRIA GROUP INC 4.8% 02/14/2029 | Long | Debt | US | $2M | – | 0.01 |
| ALTRIA GROUP INC 4% 02/04/2061 | Long | Debt | US | $1M | – | 0.00 |
| ALTRIA GROUP INC 5.375% 01/31/2044 | Long | Debt | US | $950K | – | 0.00 |
| ALTRIA GROUP INC 5.8% 02/14/2039 | Long | Debt | US | $4M | – | 0.02 |
| ALTRIA GROUP INC 5.95% 02/14/2049 | Long | Debt | US | $3M | – | 0.01 |
| AMAZON.COM INC 0.8% 06/03/2025 | Long | Debt | US | $2M | – | 0.01 |
| AMAZON.COM INC 1.5% 06/03/2030 | Long | Debt | US | $3M | – | 0.01 |
| AMAZON.COM INC 1% 05/12/2026 | Long | Debt | US | $4M | – | 0.01 |
| AMAZON.COM INC 2.1% 05/12/2031 | Long | Debt | US | $3M | – | 0.01 |
| AMAZON.COM INC 2.5% 06/03/2050 | Long | Debt | US | $4M | – | 0.02 |
| AMAZON.COM INC 3.1% 05/12/2051 | Long | Debt | US | $3M | – | 0.01 |
| AMAZON.COM INC 3.15% 08/22/2027 | Long | Debt | US | $8M | – | 0.03 |
| AMAZON.COM INC 3.3% 04/13/2027 | Long | Debt | US | $8M | – | 0.03 |
| AMAZON.COM INC 3.875% 08/22/2037 | Long | Debt | US | $8M | – | 0.03 |
| AMAZON.COM INC 4.05% 08/22/2047 | Long | Debt | US | $4M | – | 0.02 |
| AMAZON.COM INC 4.1% 04/13/2062 | Long | Debt | US | $2M | – | 0.01 |
| AMAZON.COM INC 4.25% 08/22/2057 | Long | Debt | US | $985K | – | 0.00 |
| AMAZON.COM INC 4.8% 12/05/2034 | Long | Debt | US | $1M | – | 0.00 |
| AMCOR GROUP FINANCE 5.45% 05/23/2029 | Long | Debt | GB | $5M | – | 0.02 |
| AMER WATER CAP CORP 2.95% 09/01/2027 (AMERICAN WATER CAP CORP) | Long | Debt | US | $1M | – | 0.01 |
| AMER WATER CAP CORP 3.45% 05/01/2050 (AMERICAN WATER CAP CORP) | Long | Debt | US | $847K | – | 0.00 |
| AMER WATER CAP CORP 3.75% 09/01/2028 (AMERICAN WATER CAP CORP) | Long | Debt | US | $5M | – | 0.02 |
| AMER WATER CAP CORP 3.75% 09/01/2047 (AMERICAN WATER CAP CORP) | Long | Debt | US | $2M | – | 0.01 |
| AMER WATER CAP CORP 5.45% 03/01/2054 (AMERICAN WATER CAP CORP) | Long | Debt | US | $1M | – | 0.00 |
| AMEREN CORP 3.5% 01/15/2031 | Long | Debt | US | $8M | – | 0.03 |
| AMEREN ILL CO 4.95% 06/01/2033 | Long | Debt | US | $2M | – | 0.01 |
| AMERICA MOVIL SAB DE CV 3.625% 04/22/2029 | Long | Debt | MX | $2M | – | 0.01 |
| AMERICA MOVIL SAB DE CV 4.375% 07/16/2042 | Long | Debt | MX | $2M | – | 0.01 |
| AMERICA MOVIL SAB DE CV 6.125% 11/15/2037 | Long | Debt | MX | $2M | – | 0.01 |
| AMERICAN AIRLS INC 2016-2 CL AA PASS THRU TRS 3.2% 12/15/2029 | Long | Debt | US | $864K | – | 0.00 |
| AMERICAN AIRLS PASS THRU TR 2021-1A 2.875% 01/11/2036 | Long | Debt | US | $2M | – | 0.01 |
| AMERICAN ELECTRIC POWER INC 3.25% 03/01/2050 (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN ELECTRIC POWER INC 4.3% 12/01/2028 (AMERICAN ELECTRIC POWER CO INC) | Long | Debt | US | $3M | – | 0.01 |
| AMERICAN EXPRESS CO 4.05% 12/03/2042 | Long | Debt | US | $1M | – | 0.00 |
| AMERICAN EXPRESS CO 4.42%/VAR 08/03/2033 | Long | Debt | US | $941K | – | 0.00 |
| AMERICAN EXPRESS CO 5.282%/VAR 07/27/2029 | Long | Debt | US | $9M | – | 0.04 |
| AMERICAN EXPRESS CO 5.85% 11/05/2027 | Long | Debt | US | $2M | – | 0.01 |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 5.15% 09/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051 | Long | Debt | US | $259K | – | 0.00 |
| AMERICAN HONDA FINANCE CORP 1.2% 07/08/2025 | Long | Debt | US | $984K | – | 0.00 |
| AMERICAN HONDA FINANCE CORP 1.8% 01/13/2031 | Long | Debt | US | $2M | – | 0.01 |
| AMERICAN HONDA FINANCE CORP 2.3% 09/09/2026 | Long | Debt | US | $835K | – | 0.00 |
| AMERICAN HONDA FINANCE CORP 5.125% 07/07/2028 | Long | Debt | US | $6M | – | 0.03 |
| AMERICAN INTERNATIONAL GRP INC 3.875% 01/15/2035 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $425K | – | 0.00 |
| AMERICAN INTERNATIONAL GRP INC 4.2% 04/01/2028 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $3M | – | 0.01 |
| AMERICAN INTERNATIONAL GRP INC 4.375% 06/30/2050 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $2M | – | 0.01 |
| AMERICAN INTERNATIONAL GRP INC 4.5% 07/16/2044 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN INTERNATIONAL GRP INC 4.7% 07/10/2035 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $938K | – | 0.00 |
| AMERICAN INTERNATIONAL GRP INC 4.75% 04/01/2048 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $825K | – | 0.00 |
| AMERICAN INTERNATIONAL GRP INC 5.75%/VAR 04/01/2048 (AMERICAN INTERNATIONAL GROUP INC) | Long | Debt | US | $2M | – | 0.01 |
| AMERICAN MUN OH 8.084% 2/15/50 (AMERICAN MUN PWR REV) | Long | Debt | US | $2M | – | 0.01 |
| AMERICAN TOWER CORP 1.3% 09/15/2025 | Long | Debt | US | $852K | – | 0.00 |
| AMERICAN TOWER CORP 2.1% 06/15/2030 | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN TOWER CORP 3.1% 06/15/2050 | Long | Debt | US | $963K | – | 0.00 |
| AMERICAN TOWER CORP 3.55% 07/15/2027 | Long | Debt | US | $5M | – | 0.02 |
| AMERICAN TOWER CORP 3.6% 01/15/2028 | Long | Debt | US | $480K | – | 0.00 |
| AMERICAN TOWER CORP 3.8% 08/15/2029 | Long | Debt | US | $5M | – | 0.02 |
| AMERICAN TOWER CORP 5.55% 07/15/2033 | Long | Debt | US | $4M | – | 0.02 |
| AMERICAN UNIVERSITY DC 3.672% 04/01/2049 | Long | Debt | US | $770K | – | 0.00 |
| AMERIPRISE FINL INC 5.15% 05/15/2033 | Long | Debt | US | $1M | – | 0.01 |
| AMGEN INC 1.65% 08/15/2028 | Long | Debt | US | $1M | – | 0.00 |
| AMGEN INC 1.9% 02/21/2025 | Long | Debt | US | $2M | – | 0.01 |
| AMGEN INC 2.6% 08/19/2026 | Long | Debt | US | $2M | – | 0.01 |
| AMGEN INC 2.77% 09/01/2053 | Long | Debt | US | $872K | – | 0.00 |
| AMGEN INC 2.8% 08/15/2041 | Long | Debt | US | $4M | – | 0.01 |
| AMGEN INC 3.125% 05/01/2025 | Long | Debt | US | $348K | – | 0.00 |
| AMGEN INC 3.15% 02/21/2040 | Long | Debt | US | $3M | – | 0.01 |
| AMGEN INC 3.375% 02/21/2050 | Long | Debt | US | $2M | – | 0.01 |
| AMGEN INC 4.2% 02/22/2052 | Long | Debt | US | $1M | – | 0.00 |
| AMGEN INC 4.2% 03/01/2033 | Long | Debt | US | $9M | – | 0.04 |
| AMGEN INC 4.4% 05/01/2045 | Long | Debt | US | $1M | – | 0.01 |
| AMGEN INC 4.663% 06/15/2051 | Long | Debt | US | $2M | – | 0.01 |
| AMGEN INC 4.95% 10/01/2041 | Long | Debt | US | $1M | – | 0.00 |
| AMGEN INC 5.15% 03/02/2028 | Long | Debt | US | $5M | – | 0.02 |
| AMGEN INC 5.25% 03/02/2033 | Long | Debt | US | $3M | – | 0.01 |
| AMGEN INC 5.6% 03/02/2043 | Long | Debt | US | $2M | – | 0.01 |
| AMGEN INC 5.65% 03/02/2053 | Long | Debt | US | $10M | – | 0.04 |
| AMPHENOL CORPORATION NEW 2.8% 02/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| AMPHENOL CORPORATION NEW 5.25% 04/05/2034 | Long | Debt | US | $2M | – | 0.01 |
| ANALOG DEVICES INC 2.8% 10/01/2041 | Long | Debt | US | $2M | – | 0.01 |
| ANALOG DEVICES INC 3.5% 12/05/2026 | Long | Debt | US | $1M | – | 0.01 |
| ANHEUSER BUSCH INBEV WORLD INC 4.439% 10/06/2048 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $1M | – | 0.00 |
| ANHEUSER BUSCH INBEV WORLD INC 4.6% 04/15/2048 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $3M | – | 0.01 |
| ANHEUSER BUSCH INBEV WORLD INC 4.6% 06/01/2060 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $1M | – | 0.00 |
| ANHEUSER BUSCH INBEV WORLD INC 4.75% 04/15/2058 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $2M | – | 0.01 |
| ANHEUSER BUSCH INBEV WORLD INC 4.95% 01/15/2042 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $2M | – | 0.01 |
| ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $10M | – | 0.04 |
| ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $5M | – | 0.02 |
| ANHEUSER BUSCH INBEV WORLD INC 8.2% 01/15/2039 (ANHEUSER BUSCH INBEV WORLDWIDE INC) | Long | Debt | US | $632K | – | 0.00 |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.7% 02/01/2036 | Long | Debt | US | $5M | – | 0.02 |
| ANHEUSER-BUSCH INBEV FIN INC 4.625% 02/01/2044 | Long | Debt | US | $910K | – | 0.00 |
| ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036 | Long | Debt | US | $820K | – | 0.00 |
| ANHEUSER-BUSCH INBEV FIN INC 4.9% 02/01/2046 | Long | Debt | US | $3M | – | 0.01 |
| AON CORP / AON GLOBAL HOLDINGS PLC 2.05% 08/23/2031 | Long | Debt | US | $724K | – | 0.00 |
| AON CORP / AON GLOBAL HOLDINGS PLC 2.6% 12/02/2031 | Long | Debt | US | $3M | – | 0.01 |
| AON CORP / AON GLOBAL HOLDINGS PLC 2.85% 05/28/2027 | Long | Debt | US | $4M | – | 0.02 |
| AON NORTH AMERICA INC 5.45% 03/01/2034 | Long | Debt | US | $3M | – | 0.01 |
| AON NORTH AMERICA INC 5.75% 03/01/2054 | Long | Debt | US | $3M | – | 0.01 |
| AON PLC UK 4.6% 06/14/2044 | Long | Debt | GB | $753K | – | 0.00 |
| AON PLC UK 4.75% 05/15/2045 | Long | Debt | GB | $909K | – | 0.00 |
| APACHE CORP 5.1% 09/01/2040 | Long | Debt | US | $460K | – | 0.00 |
| APACHE CORP 5.25% 02/01/2042 | Long | Debt | US | $2M | – | 0.01 |
| APPALACHIAN POWER CO 4.45% 06/01/2045 | Long | Debt | US | $856K | – | 0.00 |
| APPALACHIAN POWER CO 4.5% 08/01/2032 | Long | Debt | US | $2M | – | 0.01 |
| APPALACHIAN POWER CO 5.65% 04/01/2034 | Long | Debt | US | $1M | – | 0.01 |
| APPLE INC 0.7% 02/08/2026 | Long | Debt | US | $651K | – | 0.00 |
| APPLE INC 1.125% 05/11/2025 | Long | Debt | US | $2M | – | 0.01 |
| APPLE INC 1.7% 08/05/2031 | Long | Debt | US | $2M | – | 0.01 |
| APPLE INC 2.2% 09/11/2029 | Long | Debt | US | $5M | – | 0.02 |
| APPLE INC 2.375% 02/08/2041 | Long | Debt | US | $4M | – | 0.02 |
| APPLE INC 2.4% 08/20/2050 | Long | Debt | US | $602K | – | 0.00 |
| APPLE INC 2.45% 08/04/2026 | Long | Debt | US | $3M | – | 0.01 |
| APPLE INC 2.55% 08/20/2060 | Long | Debt | US | $2M | – | 0.01 |
| APPLE INC 2.85% 08/05/2061 | Long | Debt | US | $5M | – | 0.02 |
| APPLE INC 2.9% 09/12/2027 | Long | Debt | US | $2M | – | 0.01 |
| APPLE INC 2.95% 09/11/2049 | Long | Debt | US | $2M | – | 0.01 |
| APPLE INC 3.2% 05/11/2027 | Long | Debt | US | $8M | – | 0.03 |
| APPLE INC 3.2% 05/13/2025 | Long | Debt | US | $2M | – | 0.01 |
| APPLE INC 3.75% 11/13/2047 | Long | Debt | US | $990K | – | 0.00 |
| APPLE INC 3.85% 05/04/2043 | Long | Debt | US | $4M | – | 0.01 |
| APPLE INC 3% 11/13/2027 | Long | Debt | US | $2M | – | 0.01 |
| APPLE INC 4.1% 08/08/2062 | Long | Debt | US | $1M | – | 0.01 |
| APPLE INC 4.25% 02/09/2047 | Long | Debt | US | $391K | – | 0.00 |
| APPLE INC 4.3% 05/10/2033 | Long | Debt | US | $392K | – | 0.00 |
| APPLE INC 4.375% 05/13/2045 | Long | Debt | US | $746K | – | 0.00 |
| APPLE INC 4.5% 02/23/2036 | Long | Debt | US | $2M | – | 0.01 |
| APPLE INC 4.65% 02/23/2046 | Long | Debt | US | $10M | – | 0.04 |
| APPLIED MATERIALS INC 2.75% 06/01/2050 | Long | Debt | US | $782K | – | 0.00 |
| APPLIED MATERIALS INC 4.35% 04/01/2047 | Long | Debt | US | $2M | – | 0.01 |
| ARCELORMITTAL SA LUXEMBOURG 6.8% 11/29/2032 | Long | Debt | LU | $4M | – | 0.02 |
| ARCH CAPITAL GROUP LTD 3.635% 06/30/2050 | Long | Debt | BM | $2M | – | 0.01 |
| ARCHER DANIELS MIDLAND CO 3.25% 03/27/2030 | Long | Debt | US | $6M | – | 0.03 |
| ARCHER DANIELS MIDLAND CO 4.5% 03/15/2049 | Long | Debt | US | $1M | – | 0.00 |
| ARES CAPITAL CORP 2.15% 07/15/2026 | Long | Debt | US | $4M | – | 0.02 |
| ARES CAPITAL CORP 3.2% 11/15/2031 | Long | Debt | US | $746K | – | 0.00 |
| ARES CAPITAL CORP 3.25% 07/15/2025 | Long | Debt | US | $969K | – | 0.00 |
| ARES CAPITAL CORP 3.875% 01/15/2026 | Long | Debt | US | $1M | – | 0.01 |
| ARES CAPITAL CORP 5.95% 07/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| ARES CAPITAL CORP 7% 01/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| ARES MANAGEMENT CORP 6.375% 11/10/2028 | Long | Debt | US | $935K | – | 0.00 |
| ARIZONA PUBLIC SERVICE CO 3.35% 05/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| ARIZONA PUBLIC SERVICE CO 5.55% 08/01/2033 | Long | Debt | US | $2M | – | 0.01 |
| ASIAN DEVELOPMENT BANK 0.375% 09/03/2025 | Long | Debt | PH | $12M | – | 0.05 |
| ASIAN DEVELOPMENT BANK 0.75% 10/08/2030 | Long | Debt | PH | $2M | – | 0.01 |
| ASIAN DEVELOPMENT BANK 1.5% 10/18/2024 | Long | Debt | PH | $4M | – | 0.02 |
| ASIAN DEVELOPMENT BANK 1.875% 01/24/2030 | Long | Debt | PH | $7M | – | 0.03 |
| ASIAN DEVELOPMENT BANK 2.5% 11/02/2027 | Long | Debt | PH | $1M | – | 0.00 |
| ASIAN DEVELOPMENT BANK 2.625% 01/12/2027 | Long | Debt | PH | $1M | – | 0.00 |
| ASIAN DEVELOPMENT BANK 2.75% 01/19/2028 | Long | Debt | PH | $10M | – | 0.04 |
| ASIAN DEVELOPMENT BANK 2% 04/24/2026 | Long | Debt | PH | $1M | – | 0.00 |
| ASIAN DEVELOPMENT BANK 4.375% 03/06/2029 | Long | Debt | PH | $11M | – | 0.04 |
| ASIAN DEVELOPMENT BANK 4% 01/12/2033 | Long | Debt | PH | $6M | – | 0.02 |
| ASSURANT INC 4.9% 03/27/2028 | Long | Debt | US | $975K | – | 0.00 |
| ASTRAZENECA FINANCE LLC 1.2% 05/28/2026 | Long | Debt | US | $5M | – | 0.02 |
| ASTRAZENECA FINANCE LLC 2.25% 05/28/2031 | Long | Debt | US | $2M | – | 0.01 |
| ASTRAZENECA FINANCE LLC 4.875% 03/03/2033 | Long | Debt | US | $5M | – | 0.02 |
| ASTRAZENECA PLC 3.375% 11/16/2025 | Long | Debt | GB | $3M | – | 0.01 |
| ASTRAZENECA PLC 4.375% 08/17/2048 | Long | Debt | GB | $2M | – | 0.01 |
| ASTRAZENECA PLC 4.375% 11/16/2045 | Long | Debt | GB | $1M | – | 0.00 |
| ASTRAZENECA PLC 6.45% 09/15/2037 | Long | Debt | GB | $642K | – | 0.00 |
| AT and T INC 1.65% 02/01/2028 | Long | Debt | US | $7M | – | 0.03 |
| AT and T INC 2.25% 02/01/2032 | Long | Debt | US | $2M | – | 0.01 |
| AT and T INC 2.55% 12/01/2033 | Long | Debt | US | $6M | – | 0.03 |
| AT and T INC 2.75% 06/01/2031 | Long | Debt | US | $3M | – | 0.01 |
| AT and T INC 2.95% 07/15/2026 | Long | Debt | US | $1M | – | 0.01 |
| AT and T INC 3.5% 06/01/2041 | Long | Debt | US | $12M | – | 0.05 |
| AT and T INC 3.55% 09/15/2055 | Long | Debt | US | $9M | – | 0.04 |
| AT and T INC 3.65% 06/01/2051 | Long | Debt | US | $4M | – | 0.02 |
| AT and T INC 3.65% 09/15/2059 | Long | Debt | US | $6M | – | 0.02 |
| AT and T INC 3.8% 02/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| AT and T INC 3.85% 06/01/2060 | Long | Debt | US | $2M | – | 0.01 |
| AT and T INC 4.3% 02/15/2030 | Long | Debt | US | $17M | – | 0.07 |
| AT and T INC 4.35% 03/01/2029 | Long | Debt | US | $4M | – | 0.01 |
| AT and T INC 4.35% 06/15/2045 | Long | Debt | US | $949K | – | 0.00 |
| AT and T INC 4.5% 03/09/2048 | Long | Debt | US | $1M | – | 0.01 |
| AT and T INC 4.65% 06/01/2044 | Long | Debt | US | $1M | – | 0.00 |
| AT and T INC 5.45% 03/01/2047 | Long | Debt | US | $1M | – | 0.01 |
| ATHENE HOLDING LTD 3.45% 05/15/2052 | Long | Debt | US | $1M | – | 0.01 |
| ATHENE HOLDING LTD 3.5% 01/15/2031 | Long | Debt | US | $971K | – | 0.00 |
| ATMOS ENERGY CORP 4.125% 03/15/2049 | Long | Debt | US | $2M | – | 0.01 |
| ATMOS ENERGY CORP 4.3% 10/01/2048 | Long | Debt | US | $832K | – | 0.00 |
| ATMOS ENERGY CORP 5.45% 10/15/2032 | Long | Debt | US | $1M | – | 0.00 |
| ATMOS ENERGY CORP 5.9% 11/15/2033 | Long | Debt | US | $731K | – | 0.00 |
| ATMOS ENERGY CORP 6.2% 11/15/2053 | Long | Debt | US | $540K | – | 0.00 |
| ATRIUM HEALTH 3.204% 1/15/2051 | Long | Debt | US | $2M | – | 0.01 |
| AUSTRALIA and NZ BKG GRP LTD NEW YORK BRH 3.7% 11/16/2025 (AUSTRALIA and NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH) | Long | Debt | US | $925K | – | 0.00 |
| AUSTRALIA and NZ BKG GRP LTD NEW YORK BRH 4.75% 01/18/2027 (AUSTRALIA and NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH) | Long | Debt | US | $4M | – | 0.02 |
| AUTONATION INC DEL 3.85% 03/01/2032 | Long | Debt | US | $2M | – | 0.01 |
| AUTOZONE INC 3.25% 04/15/2025 | Long | Debt | US | $699K | – | 0.00 |
| AUTOZONE INC 3.75% 06/01/2027 | Long | Debt | US | $993K | – | 0.00 |
| AUTOZONE INC 4.75% 08/01/2032 | Long | Debt | US | $2M | – | 0.01 |
| AVALONBAY COMMUNITIES INC 2.45% 01/15/2031 | Long | Debt | US | $2M | – | 0.01 |
| AVALONBAY COMMUNITIES INC 2.95% 05/11/2026 | Long | Debt | US | $5M | – | 0.02 |
| AVALONBAY COMMUNITIES INC 3.45% 06/01/2025 | Long | Debt | US | $8M | – | 0.03 |
| AVALONBAY COMMUNITIES INC 5.3% 12/07/2033 | Long | Debt | US | $1M | – | 0.00 |
| AVANGRID INC 3.8% 06/01/2029 | Long | Debt | US | $923K | – | 0.00 |
| AVERY DENNISON CORP 4.875% 12/06/2028 | Long | Debt | US | $3M | – | 0.01 |
| BAIDU INC 1.72% 04/09/2026 | Long | Debt | KY | $8M | – | 0.03 |
| BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047 (BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC) | Long | Debt | US | $3M | – | 0.01 |
| BAKER HUGHES A GE CO LLC 5.125% 09/15/2040 | Long | Debt | US | $339K | – | 0.00 |
| BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050 | Long | Debt | US | $1M | – | 0.01 |
| BALTIMORE GAS and ELECTRIC CO 3.5% 08/15/2046 | Long | Debt | US | $325K | – | 0.00 |
| BALTIMORE GAS and ELECTRIC CO 5.4% 06/01/2053 | Long | Debt | US | $1M | – | 0.00 |
| BANCO BILBAO VIZ ARGENTARIA SA 6.138%/VAR 09/14/2028 (BANCO BILBAO VIZCAYA ARGENTARIA S.A) | Long | Debt | ES | $1M | – | 0.01 |
| BANCO BILBAO VIZ ARGENTARIA SA 7.883%/VAR 11/15/2034 (BANCO BILBAO VIZCAYA ARGENTARIA S.A) | Long | Debt | ES | $661K | – | 0.00 |
| BANCO SANTANDER SA 1.722%/VAR 09/14/2027 | Long | Debt | ES | $7M | – | 0.03 |
| BANCO SANTANDER SA 1.849% 03/25/2026 | Long | Debt | ES | $4M | – | 0.02 |
| BANCO SANTANDER SA 2.749% 12/03/2030 | Long | Debt | ES | $1M | – | 0.00 |
| BANCO SANTANDER SA 2.958% 03/25/2031 | Long | Debt | ES | $4M | – | 0.02 |
| BANCO SANTANDER SA 3.225%/VAR 11/22/2032 | Long | Debt | ES | $834K | – | 0.00 |
| BANCO SANTANDER SA 3.8% 02/23/2028 | Long | Debt | ES | $941K | – | 0.00 |
| BANCO SANTANDER SA 4.175%/VAR 03/24/2028 | Long | Debt | ES | $960K | – | 0.00 |
| BANCO SANTANDER SA 4.25% 04/11/2027 | Long | Debt | ES | $3M | – | 0.01 |
| BANCO SANTANDER SA 5.294% 08/18/2027 | Long | Debt | ES | $1M | – | 0.01 |
| BANCO SANTANDER SA 5.538%/VAR 03/14/2030 | Long | Debt | ES | $3M | – | 0.01 |
| BANCO SANTANDER SA 6.35% 03/14/2034 | Long | Debt | ES | $1M | – | 0.01 |
| BANCO SANTANDER SA 6.921% 08/08/2033 | Long | Debt | ES | $2M | – | 0.01 |
| BANK 2017-BNK4 ASB 3.419 05/15/2050 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BANK 2020-BN28 1.844% 03/15/2063 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| BANK 2021-BN35 2.285% 06/15/2064 | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| BANK 2022-BNK39 2.928% 02/15/2055 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BANK 2022-BNK41 3.91626% 04/15/2065 | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| BANK 2023-BNK45 5.203% 02/15/2056 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BANK NEW YORK MELLON CORP 1.05% 10/15/2026 | Long | Debt | US | $10M | – | 0.04 |
| BANK NEW YORK MELLON CORP 1.8% 07/28/2031 | Long | Debt | US | $5M | – | 0.02 |
| BANK NEW YORK MELLON CORP 2.8% 05/04/2026 | Long | Debt | US | $961K | – | 0.00 |
| BANK NEW YORK MELLON CORP 4.414%/VAR 07/24/2026 | Long | Debt | US | $5M | – | 0.02 |
| BANK NEW YORK MELLON CORP 4.975%/VAR 03/14/2030 | Long | Debt | US | $3M | – | 0.01 |
| BANK NEW YORK MELLON CORP 5.188%/VAR 03/14/2035 | Long | Debt | US | $982K | – | 0.00 |
| BANK NEW YORK MELLON CORP 5.834%/VAR 10/25/2033 | Long | Debt | US | $2M | – | 0.01 |
| BANK NEW YORK MELLON CORP SOFR 1.606%/VAR 04/26/2034 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORP 1.734%/VAR 07/22/2027 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $7M | – | 0.03 |
| BANK OF AMERICA CORP 2.687%/VAR 04/22/2032 (BANK OF AMERICA CORPORATION) | Long | Debt | US | $4M | – | 0.02 |
| BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027 | Long | Debt | US | $9M | – | 0.04 |
| BANK OF AMERICA CORPORATION 1.898/VAR 07/23/2031 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORPORATION 2.015/VAR 02/13/2026 | Long | Debt | US | $15M | – | 0.06 |
| BANK OF AMERICA CORPORATION 2.087%/VAR 0 06/14/2029 | Long | Debt | US | $7M | – | 0.03 |
| BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORPORATION 2.456%/VAR 10/22/2025 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORPORATION 2.482%/VAR 09/21/2036 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORPORATION 2.572%/VAR 10/20/2032 | Long | Debt | US | $6M | – | 0.02 |
| BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032 | Long | Debt | US | $11M | – | 0.04 |
| BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041 | Long | Debt | US | $6M | – | 0.03 |
| BANK OF AMERICA CORPORATION 2.884/VAR 10/22/2030 | Long | Debt | US | $972K | – | 0.00 |
| BANK OF AMERICA CORPORATION 2.972%/VAR 07/21/2052 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORPORATION 3.248% 10/21/2027 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORPORATION 3.36/VAR 1/23/26 | Long | Debt | US | $8M | – | 0.03 |
| BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028 | Long | Debt | US | $18M | – | 0.07 |
| BANK OF AMERICA CORPORATION 3.593%/VAR 07/21/2028 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORPORATION 3.705/VAR 04/24/2028 | Long | Debt | US | $1M | – | 0.01 |
| BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORPORATION 4.078/VAR 04/23/2040 | Long | Debt | US | $4M | – | 0.02 |
| BANK OF AMERICA CORPORATION 4.083%/VAR 03/20/2051 | Long | Debt | US | $7M | – | 0.03 |
| BANK OF AMERICA CORPORATION 4.183% 11/25/2027 | Long | Debt | US | $10M | – | 0.04 |
| BANK OF AMERICA CORPORATION 4.25% 10/22/2026 | Long | Debt | US | $695K | – | 0.00 |
| BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029 | Long | Debt | US | $7M | – | 0.03 |
| BANK OF AMERICA CORPORATION 4.33% 03/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORPORATION 4.443/VAR 01/20/2048 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORPORATION 4.45% 03/03/2026 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORPORATION 4.948/VAR 07/22/2028 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORPORATION 4% 01/22/2025 | Long | Debt | US | $1M | – | 0.00 |
| BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORPORATION 5.288%/VAR 04/25/2034 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORPORATION 5.872%/VAR 09/15/2034 | Long | Debt | US | $7M | – | 0.03 |
| BANK OF AMERICA CORPORATION 5.875% 02/07/2042 | Long | Debt | US | $429K | – | 0.00 |
| BANK OF AMERICA CORPORATION 5% 01/21/2044 | Long | Debt | US | $909K | – | 0.00 |
| BANK OF AMERICA CORPORATION 6.11% 01/29/2037 | Long | Debt | US | $1M | – | 0.01 |
| BANK OF AMERICA CORPORATION 7.75% 05/14/2038 | Long | Debt | US | $3M | – | 0.01 |
| BANK OF AMERICA CORPORATION SOFR 2.831%/VAR 10/24/2051 | Long | Debt | US | $2M | – | 0.01 |
| BANK OF AMERICA CORPORATION SOFR+129 01/20/2027 | Long | Debt | US | $4M | – | 0.02 |
| BANK OF AMERICA NA 6% 10/15/2036 (BANK OF AMERICA, N.A.) | Long | Debt | US | $2M | – | 0.01 |
| BANK OF MONTREAL QUE 3.088%/VAR 01/10/2037 | Long | Debt | CA | $807K | – | 0.00 |
| BANK OF MONTREAL QUE 3.803%/VAR 12/15/2032 | Long | Debt | CA | $2M | – | 0.01 |
| BANK OF MONTREAL QUE 4.7% 09/14/2027 | Long | Debt | CA | $4M | – | 0.02 |
| BANK OF MONTREAL QUE 5.266% 12/11/2026 | Long | Debt | CA | $5M | – | 0.02 |
| BANK OF NOVA SCOTIA 4.5% 12/16/2025 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $3M | – | 0.01 |
| BANK OF NOVA SCOTIA 4.588%/VAR 05/04/2037 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $1M | – | 0.00 |
| BANK OF NOVA SCOTIA 4.85% 02/01/2030 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $3M | – | 0.01 |
| BANK OF NOVA SCOTIA 5.25% 06/12/2028 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $3M | – | 0.01 |
| BANK OF NOVA SCOTIA 5.25% 12/06/2024 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $6M | – | 0.03 |
| BANNER HEALTH 2.907% 01/01/2042 | Long | Debt | US | $1M | – | 0.00 |
| BANNER HEALTH 2.913% 01/01/2051 | Long | Debt | US | $2M | – | 0.01 |
| BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP 3.54% 08/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027 | Long | Debt | GB | $4M | – | 0.02 |
| BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026 | Long | Debt | GB | $292K | – | 0.00 |
| BARCLAYS PLC (UNGTD) 2.894%/VAR 11/24/2032 | Long | Debt | GB | $4M | – | 0.02 |
| BARCLAYS PLC (UNGTD) 3.33%/VAR 11/24/2042 | Long | Debt | GB | $724K | – | 0.00 |
| BARCLAYS PLC (UNGTD) 3.564%/VAR 09/23/2035 | Long | Debt | GB | $2M | – | 0.01 |
| BARCLAYS PLC (UNGTD) 4.972%/VAR 05/16/2029 | Long | Debt | GB | $742K | – | 0.00 |
| BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030 | Long | Debt | GB | $965K | – | 0.00 |
| BARCLAYS PLC (UNGTD) 5.501%/VAR 08/09/2028 | Long | Debt | GB | $1M | – | 0.00 |
| BARCLAYS PLC (UNGTD) 7.437%/VAR 11/02/2033 | Long | Debt | GB | $6M | – | 0.02 |
| BARCLAYS PLC 4.375% 01/12/2026 | Long | Debt | GB | $697K | – | 0.00 |
| BARCLAYS PLC 4.836% 05/09/2028 | Long | Debt | GB | $2M | – | 0.01 |
| BARCLAYS PLC 4.95% 01/10/2047 | Long | Debt | GB | $3M | – | 0.01 |
| BARCLAYS PLC 5.2% 05/12/2026 | Long | Debt | GB | $3M | – | 0.01 |
| BARCLAYS PLC 5.25% 08/17/2045 | Long | Debt | GB | $953K | – | 0.00 |
| BARCLAYS PLC 5.829%/VAR 05/09/2027 | Long | Debt | GB | $2M | – | 0.01 |
| BARCLAYS PLC 6.036%/VAR 03/12/2055 | Long | Debt | GB | $308K | – | 0.00 |
| BARCLAYS PLC 6.224%/VAR 05/09/2034 | Long | Debt | GB | $2M | – | 0.01 |
| BARCLAYS PLC 6.41% 09/13/2029 | Long | Debt | GB | $3M | – | 0.01 |
| BARCLAYS PLC 7.05% 06/27/2034 | Long | Debt | GB | $2M | – | 0.01 |
| BARRICK GOLD CORP 5.25% 04/01/2042 | Long | Debt | CA | $773K | – | 0.00 |
| BARRICK NORTH AMER FIN LLC 5.7% 05/30/2041 (BARRICK NORTH AMERICA FINANCE LLC) | Long | Debt | US | $2M | – | 0.01 |
| BARRICK PD AUSTRALIA FIN P LTD 5.95% 10/15/2039 (BARRICK PD AUSTRALIA FIN PTY LTD) | Long | Debt | AU | $1M | – | 0.00 |
| BAT CAPITAL CORP 3.462% 09/06/2029 | Long | Debt | US | $3M | – | 0.01 |
| BAT CAPITAL CORP 3.557% 08/15/2027 | Long | Debt | US | $4M | – | 0.01 |
| BAT CAPITAL CORP 4.39% 08/15/2037 | Long | Debt | US | $3M | – | 0.01 |
| BAT CAPITAL CORP 4.54% 08/15/2047 | Long | Debt | US | $5M | – | 0.02 |
| BAT CAPITAL CORP 4.7% 04/02/2027 | Long | Debt | US | $2M | – | 0.01 |
| BAT CAPITAL CORP 4.758% 09/06/2049 | Long | Debt | US | $2M | – | 0.01 |
| BAT CAPITAL CORP 4.906% 04/02/2030 | Long | Debt | US | $3M | – | 0.01 |
| BAT CAPITAL CORP 6.421% 08/02/2033 | Long | Debt | US | $3M | – | 0.01 |
| BAT INTL FINANCE PLC 1.668% 03/25/2026 (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $934K | – | 0.00 |
| BAT INTL FINANCE PLC 5.931% 02/02/2029 (BAT INTERNATIONAL FINANCE PLC) | Long | Debt | GB | $3M | – | 0.01 |
| BAXTER INTERNATIONAL INC 1.915% 02/01/2027 (BAXTER INTERNATIONAL INC.) | Long | Debt | US | $4M | – | 0.02 |
| BAXTER INTERNATIONAL INC 2.539% 02/01/2032 (BAXTER INTERNATIONAL INC.) | Long | Debt | US | $4M | – | 0.02 |
| BAY AREA TA CA 6.263% 4/1/49 (BAY AREA TOLL AU CA BRIDGE REV) | Long | Debt | US | $3M | – | 0.01 |
| BAY AREA TOLL AUTH CALIF TOLL BRDG REV BUILD AMERICA BONDS-SER S1 (BAY AREA TOLL AU CA BRIDGE REV) | Long | Debt | US | $2M | – | 0.01 |
| BAYER US FIN II LLC 3.95% 04/15/2045 144A (BAYER US FINANCE II LLC) | Long | Debt | US | $175K | – | 0.00 |
| BAYLOR SCOTT and WHITE HLDGS 2.839% 11/15/2050 | Long | Debt | US | $3M | – | 0.01 |
| BAYLOR SCOTT and WHITE HLDGS 3.967% 11/15/2046 | Long | Debt | US | $368K | – | 0.00 |
| BB and T BRH BKG and TR CO GLOBAL BK MEDIUM TERM NT PROGRAM BOOK ENTRY 2.636%/VAR 09/17/2029 (TRUIST BANK) | Long | Debt | US | $5M | – | 0.02 |
| BBCMS MTG TR 2021 C10 2.492% 07/15/2054 144A | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| BBCMS MTG TR 2021-C12 A5 2.689% 11/15/2054 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| BBCMS MTG TR 2021-C9 2.299% 02/15/2054 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BBCMS MTG TR 2024-C26 VAR 05/15/2057 | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| BECTON DICKINSON and CO 2.823% 05/20/2030 | Long | Debt | US | $2M | – | 0.01 |
| BECTON DICKINSON and CO 3.7% 06/06/2027 | Long | Debt | US | $7M | – | 0.03 |
| BECTON DICKINSON and CO 4.669% 06/06/2047 | Long | Debt | US | $223K | – | 0.00 |
| BECTON DICKINSON and CO 4.685% 12/15/2044 | Long | Debt | US | $2M | – | 0.01 |
| BECTON DICKINSON and CO 4.693% 02/13/2028 | Long | Debt | US | $2M | – | 0.01 |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 3.65% 08/15/2052 | Long | Debt | CA | $721K | – | 0.00 |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 4.464% 04/01/2048 | Long | Debt | CA | $2M | – | 0.01 |
| BENCHMARK 2019-B12 MTG TR 3.1156% 08/15/2052 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BENCHMARK 2019-B9 MTG TR 4.0156% 03/15/2052 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BENCHMARK 2020-B19 A5 1.85% 09/15/2053 (BENCHMARK 2020-B19 MTG TR) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| BENCHMARK 2023-B39 A5 MTG TR 5.75359% 07/15/2056 (BENCHMARK 2023-B39 C MTG TR) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 3.25% 04/15/2028 | Long | Debt | US | $77K | – | 0.00 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 3.7% 07/15/2030 | Long | Debt | US | $727K | – | 0.00 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 3.8% 07/15/2048 | Long | Debt | US | $3M | – | 0.01 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025 | Long | Debt | US | $2M | – | 0.01 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 4.5% 02/01/2045 | Long | Debt | US | $1M | – | 0.00 |
| BERKSHIRE HATHAWAY ENERGY COMPANY 5.15% 11/15/2043 | Long | Debt | US | $3M | – | 0.01 |
| BERKSHIRE HATHAWAY FIN CORP 1.45% 10/15/2030 | Long | Debt | US | $6M | – | 0.02 |
| BERKSHIRE HATHAWAY FIN CORP 2.85% 10/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052 | Long | Debt | US | $1M | – | 0.00 |
| BERKSHIRE HATHAWAY FIN CORP 4.2% 08/15/2048 | Long | Debt | US | $2M | – | 0.01 |
| BERKSHIRE HATHAWAY FIN CORP 4.25% 01/15/2049 | Long | Debt | US | $1M | – | 0.01 |
| BERKSHIRE HATHAWAY FIN CORP 4.4% 05/15/2042 | Long | Debt | US | $2M | – | 0.01 |
| BERKSHIRE HATHAWAY FIN CORP 5.75% 01/15/2040 | Long | Debt | US | $954K | – | 0.00 |
| BERKSHIRE HATHAWAY INC DEL 3.125% 03/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| BERKSHIRE HATHAWAY INC DEL 4.5% 02/11/2043 | Long | Debt | US | $333K | – | 0.00 |
| BHP BILLITON FIN USA LTD 5.25% 09/08/2033 | Long | Debt | AU | $5M | – | 0.02 |
| BHP BILLITON FIN USA LTD 5% 09/30/2043 | Long | Debt | AU | $3M | – | 0.01 |
| BIOGEN INC 3.15% 05/01/2050 | Long | Debt | US | $2M | – | 0.01 |
| BLACKROCK INC 1.9% 01/28/2031 | Long | Debt | US | $5M | – | 0.02 |
| BLACKSTONE PRIVATE CREDIT FUND 2.7% 01/15/2025 | Long | Debt | US | $5M | – | 0.02 |
| BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 | Long | Debt | US | $5M | – | 0.02 |
| BLACKSTONE PRIVATE CREDIT FUND 5.95% 07/16/2029 144A | Long | Debt | US | $1M | – | 0.01 |
| BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028 144A | Long | Debt | US | $2M | – | 0.01 |
| BLUE OWL CREDIT INCOME CORP 4.7% 02/08/2027 | Long | Debt | US | $6M | – | 0.02 |
| BLUE OWL CREDIT INCOME CORP 6.6% 09/15/2029 144A | Long | Debt | US | $994K | – | 0.00 |
| BMO 2022-C1 MORTGAGE TRUST 3.374% 02/15/2055 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BOARDWALK PIPELINES LP 4.45% 07/15/2027 | Long | Debt | US | $5M | – | 0.02 |
| BOARDWALK PIPELINES LP 4.95% 12/15/2024 | Long | Debt | US | $842K | – | 0.00 |
| BOEING CO 2.7% 02/01/2027 | Long | Debt | US | $7M | – | 0.03 |
| BOEING CO 2.95% 02/01/2030 | Long | Debt | US | $1M | – | 0.01 |
| BOEING CO 3.65% 03/01/2047 | Long | Debt | US | $321K | – | 0.00 |
| BOEING CO 3.95% 08/01/2059 | Long | Debt | US | $1M | – | 0.01 |
| BOEING CO 5.04% 05/01/2027 | Long | Debt | US | $3M | – | 0.01 |
| BOEING CO 5.15% 05/01/2030 | Long | Debt | US | $9M | – | 0.04 |
| BOEING CO 5.705% 05/01/2040 | Long | Debt | US | $9M | – | 0.04 |
| BOEING CO 5.805% 05/01/2050 | Long | Debt | US | $4M | – | 0.01 |
| BOEING CO 5.93% 05/01/2060 | Long | Debt | US | $3M | – | 0.01 |
| BOEING CO 6.298% 05/01/2029 144A | Long | Debt | US | $2M | – | 0.01 |
| BOEING CO 6.528% 05/01/2034 144A | Long | Debt | US | $3M | – | 0.01 |
| BOEING CO 6.858% 05/01/2054 144A | Long | Debt | US | $2M | – | 0.01 |
| BOEING CO 6.875% 03/15/2039 | Long | Debt | US | $605K | – | 0.00 |
| BON SECOURS MERCY HEALTH INC 2.095% 06/01/2031 | Long | Debt | US | $1M | – | 0.01 |
| BOSTON PPTYS LTD PARTNERSHIP 2.75% 10/01/2026 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $1M | – | 0.00 |
| BOSTON PPTYS LTD PARTNERSHIP 2.9% 03/15/2030 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $335K | – | 0.00 |
| BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $674K | – | 0.00 |
| BOSTON PPTYS LTD PARTNERSHIP 3.4% 06/21/2029 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $3M | – | 0.01 |
| BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028 (BOSTON PPTY LTD PARTNERSHIP) | Long | Debt | US | $3M | – | 0.01 |
| BOSTON SCIENTIFIC CORP 2.65% 06/01/2030 | Long | Debt | US | $1M | – | 0.01 |
| BOSTON SCIENTIFIC CORP 4.7% 03/01/2049 | Long | Debt | US | $1M | – | 0.00 |
| BOSTON SCIENTIFIC CORP 4% 03/01/2029 | Long | Debt | US | $2M | – | 0.01 |
| BP CAP MARKETS AMERICA INC 3.001% 03/17/2052 | Long | Debt | US | $3M | – | 0.01 |
| BP CAP MARKETS AMERICA INC 3.017% 01/16/2027 | Long | Debt | US | $2M | – | 0.01 |
| BP CAP MARKETS AMERICA INC 3.06% 06/17/2041 | Long | Debt | US | $3M | – | 0.01 |
| BP CAP MARKETS AMERICA INC 3.633% 04/06/2030 | Long | Debt | US | $5M | – | 0.02 |
| BP CAP MARKETS AMERICA INC 3% 02/24/2050 | Long | Debt | US | $3M | – | 0.01 |
| BP CAP MARKETS AMERICA INC 4.812% 02/13/2033 | Long | Debt | US | $3M | – | 0.01 |
| BP CAPITAL MARKETS PLC 3.279% 09/19/2027 | Long | Debt | GB | $634K | – | 0.00 |
| BP CAPITAL MARKETS PLC 3.723% 11/28/2028 | Long | Debt | GB | $9M | – | 0.04 |
| BRIGHTHOUSE FINANCIAL INC 3.7% 06/22/2027 | Long | Debt | US | $1M | – | 0.00 |
| BRIGHTHOUSE FINANCIAL INC 3.85% 12/22/2051 | Long | Debt | US | $1M | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 2.35% 11/13/2040 | Long | Debt | US | $896K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 3.2% 06/15/2026 | Long | Debt | US | $1M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 3.25% 08/01/2042 | Long | Debt | US | $368K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 3.4% 07/26/2029 | Long | Debt | US | $620K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 3.7% 03/15/2052 | Long | Debt | US | $1M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 3.9% 02/20/2028 | Long | Debt | US | $5M | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039 | Long | Debt | US | $7M | – | 0.03 |
| BRISTOL-MYERS SQUIBB CO 4.25% 10/26/2049 | Long | Debt | US | $3M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 4.35% 11/15/2047 | Long | Debt | US | $3M | – | 0.01 |
| BRISTOL-MYERS SQUIBB CO 4.55% 02/20/2048 | Long | Debt | US | $231K | – | 0.00 |
| BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029 | Long | Debt | US | $5M | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034 | Long | Debt | US | $7M | – | 0.03 |
| BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054 | Long | Debt | US | $5M | – | 0.02 |
| BRITISH COLUMBIA PROVINCE CDA 2.25% 06/02/2026 | Long | Debt | CA | $6M | – | 0.03 |
| BRITISH COLUMBIA PROVINCE CDA 4.2% 07/06/2033 | Long | Debt | CA | $4M | – | 0.02 |
| BRITISH COLUMBIA PROVINCE CDA 4.9% 04/24/2029 | Long | Debt | CA | $5M | – | 0.02 |
| BRITISH TELECOMMUNICATION PLC STEP 12/15/2030 | Long | Debt | GB | $4M | – | 0.02 |
| BRIXMOR OPERATING PARTNERSHIP LP 3.9% 03/15/2027 | Long | Debt | US | $961K | – | 0.00 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030 | Long | Debt | US | $1M | – | 0.00 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029 | Long | Debt | US | $1M | – | 0.00 |
| BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026 | Long | Debt | US | $1M | – | 0.01 |
| BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.5% 01/15/2028 | Long | Debt | US | $5M | – | 0.02 |
| BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.875% 01/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| BROADCOM INC 2.45% 02/15/2031 144A | Long | Debt | US | $3M | – | 0.01 |
| BROADCOM INC 2.6% 02/15/2033 144A | Long | Debt | US | $3M | – | 0.01 |
| BROADCOM INC 3.137% 11/15/2035 144A | Long | Debt | US | $795K | – | 0.00 |
| BROADCOM INC 3.15% 11/15/2025 | Long | Debt | US | $4M | – | 0.02 |
| BROADCOM INC 3.419% 04/15/2033 144A | Long | Debt | US | $2M | – | 0.01 |
| BROADCOM INC 3.459% 09/15/2026 | Long | Debt | US | $3M | – | 0.01 |
| BROADCOM INC 3.469% 04/15/2034 144A | Long | Debt | US | $3M | – | 0.01 |
| BROADCOM INC 3.5% 02/15/2041 144A | Long | Debt | US | $2M | – | 0.01 |
| BROADCOM INC 3.75% 02/15/2051 144A | Long | Debt | US | $4M | – | 0.02 |
| BROADCOM INC 4.3% 11/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| BROADCOM INC 4.75% 04/15/2029 | Long | Debt | US | $3M | – | 0.01 |
| BROADCOM INC 5% 04/15/2030 | Long | Debt | US | $5M | – | 0.02 |
| BROOKFIELD FIN INC 2.724% 04/15/2031 | Long | Debt | CA | $6M | – | 0.02 |
| BROOKFIELD FIN INC 3.9% 01/25/2028 | Long | Debt | CA | $2M | – | 0.01 |
| BROOKFIELD FINANCE I UK PLC / BROOKFIELD FINANCE INC 2.34% 01/30/2032 | Long | Debt | GB | $3M | – | 0.01 |
| BROWN and BROWN INC 4.95% 03/17/2052 | Long | Debt | US | $843K | – | 0.00 |
| BUNGE LTD FIN CORP 2.75% 05/14/2031 | Long | Debt | US | $2M | – | 0.01 |
| BURLINGTON NORTHN SANTA FE LLC 3.05% 02/15/2051 | Long | Debt | US | $1M | – | 0.01 |
| BURLINGTON NORTHN SANTA FE LLC 3.25% 06/15/2027 | Long | Debt | US | $34K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 3.9% 08/01/2046 | Long | Debt | US | $654K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 4.05% 06/15/2048 | Long | Debt | US | $3M | – | 0.01 |
| BURLINGTON NORTHN SANTA FE LLC 4.125% 06/15/2047 | Long | Debt | US | $416K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 4.15% 04/01/2045 | Long | Debt | US | $251K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 4.375% 09/01/2042 | Long | Debt | US | $696K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 4.45% 01/15/2053 | Long | Debt | US | $2M | – | 0.01 |
| BURLINGTON NORTHN SANTA FE LLC 4.55% 09/01/2044 | Long | Debt | US | $471K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 4.7% 09/01/2045 | Long | Debt | US | $373K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 4.9% 04/01/2044 | Long | Debt | US | $658K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 5.15% 09/01/2043 | Long | Debt | US | $2M | – | 0.01 |
| BURLINGTON NORTHN SANTA FE LLC 5.2% 04/15/2054 | Long | Debt | US | $951K | – | 0.00 |
| BURLINGTON NORTHN SANTA FE LLC 5.75% 05/01/2040 | Long | Debt | US | $1M | – | 0.00 |
| CA ST 3.50% 4/1/2028 (CALIFORNIA ST) | Long | Debt | US | $2M | – | 0.01 |
| CA ST GO 7.6% 11/01/40 (CALIFORNIA ST) | Long | Debt | US | $8M | – | 0.03 |
| CA ST UNIV REV 2.719% 11/1/2052 (CALIFORNIA ST UNIV REV) | Long | Debt | US | $2M | – | 0.01 |
| CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA | Long | Debt | US | $9M | – | 0.04 |
| CAMDEN PROPERTY TRUST 4.9% 01/15/2034 | Long | Debt | US | $2M | – | 0.01 |
| CAMPBELL SOUP CO 4.8% 03/15/2048 | Long | Debt | US | $2M | – | 0.01 |
| CANADIAN IMPERIAL BK OF COMM 3.6% 04/07/2032 (CANADIAN IMPERIAL BANK OF COMMERCE) | Long | Debt | CA | $2M | – | 0.01 |
| CANADIAN IMPERIAL BK OF COMM 6.092% 10/03/2033 (CANADIAN IMPERIAL BANK OF COMMERCE) | Long | Debt | CA | $2M | – | 0.01 |
| CANADIAN NATIONAL RAILWAY CO 2.45% 05/01/2050 | Long | Debt | CA | $896K | – | 0.00 |
| CANADIAN NATIONAL RAILWAY CO 3.2% 08/02/2046 | Long | Debt | CA | $421K | – | 0.00 |
| CANADIAN NATIONAL RAILWAY CO 3.65% 02/03/2048 | Long | Debt | CA | $870K | – | 0.00 |
| CANADIAN NATIONAL RAILWAY CO 4.4% 08/05/2052 | Long | Debt | CA | $1M | – | 0.00 |
| CANADIAN NATL RESOURCES LTD 2.95% 07/15/2030 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $4M | – | 0.02 |
| CANADIAN NATL RESOURCES LTD 3.9% 02/01/2025 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $331K | – | 0.00 |
| CANADIAN NATL RESOURCES LTD 4.95% 06/01/2047 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $1000K | – | 0.00 |
| CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038 (CANADIAN NATURAL RESOURCES LTD) | Long | Debt | CA | $1M | – | 0.01 |
| CANADIAN PAC RY CO 1.75% 12/02/2026 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $7M | – | 0.03 |
| CANADIAN PAC RY CO 2.45% 12/02/2031 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $3M | – | 0.01 |
| CANADIAN PAC RY CO 3.1% 12/02/2051 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $1M | – | 0.00 |
| CANADIAN PAC RY CO 3.5% 05/01/2050 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $2M | – | 0.01 |
| CANADIAN PAC RY CO 4.2% 11/15/2069 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $835K | – | 0.00 |
| CANADIAN PAC RY CO 4.8% 08/01/2045 (CANADIAN PACIFIC RAILWAY CO) | Long | Debt | CA | $1M | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 3.3% 10/30/2024 | Long | Debt | US | $4M | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 3.75% 03/09/2027 | Long | Debt | US | $4M | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 3.75% 07/28/2026 | Long | Debt | US | $2M | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028 | Long | Debt | US | $2M | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 4.25% 04/30/2025 | Long | Debt | US | $5M | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 4.927/VAR 05/10/2028 | Long | Debt | US | $2M | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030 | Long | Debt | US | $4M | – | 0.02 |
| CAPITAL ONE FINANCIAL CORP 5.268/VAR 05/10/2033 | Long | Debt | US | $963K | – | 0.00 |
| CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034 | Long | Debt | US | $986K | – | 0.00 |
| CAPITAL ONE FINANCIAL CORP 6.051%/VAR 02/01/2035 | Long | Debt | US | $2M | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP 6.377%/VAR 06/08/2034 | Long | Debt | US | $2M | – | 0.01 |
| CAPITAL ONE MULTI-ASST EXEC TR 1.39% 07/15/2030 (CAPTIAL ONE MULTI-ASSET EXECUT) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| CAPITAL ONE MULTI-ASST EXEC TR 2.06% 08/15/2028 (CAPTIAL ONE MULTI-ASSET EXECUT) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 4.87% 02/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| CARDINAL HEALTH INC 4.368% 06/15/2047 | Long | Debt | US | $2M | – | 0.01 |
| CARMAX AUTO OWNER TR 2021-1 A3 0.34% 12/15/2025 | Long | ABS-collateralized bond/debt obligation | US | $866K | – | 0.00 |
| CARMAX AUTO OWNER TR 2022-3 3.97% 04/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| CARMAX AUTO OWNER TR 2023-2 5.05% 01/18/2028 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| CARRIER GLOBAL CORP 2.242% 02/15/2025 | Long | Debt | US | $3M | – | 0.01 |
| CARRIER GLOBAL CORP 2.493% 02/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| CARRIER GLOBAL CORP 2.722% 02/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| CARRIER GLOBAL CORP 3.377% 04/05/2040 | Long | Debt | US | $2M | – | 0.01 |
| CARRIER GLOBAL CORP 3.577% 04/05/2050 | Long | Debt | US | $2M | – | 0.01 |
| CARRIER GLOBAL CORP 5.9% 03/15/2034 | Long | Debt | US | $2M | – | 0.01 |
| CATERPILLAR FINL SVCS CORP 1.7% 01/08/2027 | Long | Debt | US | $5M | – | 0.02 |
| CATERPILLAR FINL SVCS CORP 2.4% 08/09/2026 | Long | Debt | US | $479K | – | 0.00 |
| CATERPILLAR FINL SVCS CORP 3.6% 08/12/2027 | Long | Debt | US | $2M | – | 0.01 |
| CATERPILLAR INC 2.6% 04/09/2030 | Long | Debt | US | $9M | – | 0.04 |
| CATERPILLAR INC 3.25% 09/19/2049 | Long | Debt | US | $1M | – | 0.01 |
| CATERPILLAR INC 3.803% 08/15/2042 | Long | Debt | US | $362K | – | 0.00 |
| CATERPILLAR INC 5.3% 09/15/2035 | Long | Debt | US | $1M | – | 0.01 |
| CBOE GLOBAL MARKETS INC 1.625% 12/15/2030 | Long | Debt | US | $1M | – | 0.01 |
| CBRE SERVICES INC 4.875% 03/01/2026 | Long | Debt | US | $1M | – | 0.00 |
| CBRE SERVICES INC 5.95% 08/15/2034 | Long | Debt | US | $1M | – | 0.00 |
| CDW LLC / CDW FIN CORP 2.67% 12/01/2026 | Long | Debt | US | $5M | – | 0.02 |
| CDW LLC / CDW FIN CORP 3.569% 12/01/2031 | Long | Debt | US | $691K | – | 0.00 |
| CELANESE US HLDGS LLC 6.165% 07/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| CELANESE US HLDGS LLC 6.35% 11/15/2028 | Long | Debt | US | $822K | – | 0.00 |
| CELANESE US HLDGS LLC 6.379% 07/15/2032 | Long | Debt | US | $3M | – | 0.01 |
| CELANESE US HLDGS LLC 6.7% 11/15/2033 | Long | Debt | US | $842K | – | 0.00 |
| CENCORA INC 2.7% 03/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| CENOVUS ENERGY INC 2.65% 01/15/2032 | Long | Debt | CA | $2M | – | 0.01 |
| CENOVUS ENERGY INC 4.25% 04/15/2027 | Long | Debt | CA | $2M | – | 0.01 |
| CENOVUS ENERGY INC 5.4% 06/15/2047 | Long | Debt | CA | $920K | – | 0.00 |
| CENOVUS ENERGY INC 6.75% 11/15/2039 | Long | Debt | CA | $479K | – | 0.00 |
| CENTENE CORP 2.5% 03/01/2031 (CENTENE CORP DEL) | Long | Debt | US | $570K | – | 0.00 |
| CENTENE CORP 2.625% 08/01/2031 (CENTENE CORP DEL) | Long | Debt | US | $4M | – | 0.02 |
| CENTENE CORP 3.375% 02/15/2030 (CENTENE CORP DEL) | Long | Debt | US | $4M | – | 0.02 |
| CENTENE CORP 4.25% 12/15/2027 (CENTENE CORP DEL) | Long | Debt | US | $5M | – | 0.02 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.35% 04/01/2051 | Long | Debt | US | $3M | – | 0.01 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.55% 08/01/2042 | Long | Debt | US | $260K | – | 0.00 |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.45% 10/01/2032 | Long | Debt | US | $2M | – | 0.01 |
| CENTERPOINT ENERGY INC 3.7% 09/01/2049 | Long | Debt | US | $1M | – | 0.00 |
| CENTERPOINT ENERGY RES CORP 4.4% 07/01/2032 | Long | Debt | US | $2M | – | 0.01 |
| CENTERPOINT ENERGY RES CORP 5.25% 03/01/2028 | Long | Debt | US | $2M | – | 0.01 |
| CF INDUSTRIES INC 5.375% 03/15/2044 | Long | Debt | US | $2M | – | 0.01 |
| CGCMT 2015-P1 A5 3.717% 09/48 (CITIGROUP COML MTG TR 2015-P1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 03/01/2042 | Long | Debt | US | $2M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 06/01/2041 | Long | Debt | US | $3M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.7% 04/01/2051 | Long | Debt | US | $428K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028 | Long | Debt | US | $3M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.85% 04/01/2061 | Long | Debt | US | $2M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033 | Long | Debt | US | $3M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 12/01/2061 | Long | Debt | US | $1M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025 | Long | Debt | US | $964K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.125% 07/01/2049 | Long | Debt | US | $2M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | Long | Debt | US | $2M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048 | Long | Debt | US | $785K | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029 | Long | Debt | US | $1M | – | 0.00 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.384% 10/23/2035 | Long | Debt | US | $2M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045 | Long | Debt | US | $2M | – | 0.01 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.65% 02/01/2034 | Long | Debt | US | $5M | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055 | Long | Debt | US | $1M | – | 0.01 |
| CHASE ISSUANCE TR 5.08% 09/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC 3.7% 11/15/2029 | Long | Debt | US | $3M | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP 5.95% 06/30/2033 | Long | Debt | US | $4M | – | 0.02 |
| CHEVRON CORP NEW 1.554% 05/11/2025 | Long | Debt | US | $1M | – | 0.01 |
| CHEVRON CORP NEW 2.236% 05/11/2030 | Long | Debt | US | $86K | – | 0.00 |
| CHEVRON CORP NEW 2.954% 05/16/2026 | Long | Debt | US | $2M | – | 0.01 |
| CHEVRON CORP NEW 2.978% 05/11/2040 | Long | Debt | US | $985K | – | 0.00 |
| CHEVRON CORP NEW 3.078% 05/11/2050 | Long | Debt | US | $883K | – | 0.00 |
| CHEVRON USA INC 4.2% 10/15/2049 | Long | Debt | US | $907K | – | 0.00 |
| CHEVRON USA INC 4.95% 08/15/2047 | Long | Debt | US | $2M | – | 0.01 |
| CHICAGO ILL O HARE INTL ARPT BUILD AMERICA BONDS (CHICAGO IL OHARE INTL ARPT REV) | Long | Debt | US | $6M | – | 0.02 |
| CHILDREN'S HOSPITAL OF PHILADELPHIA/THE 2.704% 07/01/2050 | Long | Debt | US | $1M | – | 0.01 |
| CHILDRENS HOSP MED CTR 4.268% 05/15/2044 (CHILDREN'S HOSPITAL MEDICAL CENTER/CINCINNATI OH) | Long | Debt | US | $516K | – | 0.00 |
| CHILE REPUBLIC OF 2.45% 01/31/2031 | Long | Debt | CL | $5M | – | 0.02 |
| CHILE REPUBLIC OF 2.55% 07/27/2033 | Long | Debt | CL | $6M | – | 0.03 |
| CHILE REPUBLIC OF 3.24% 02/06/2028 | Long | Debt | CL | $2M | – | 0.01 |
| CHILE REPUBLIC OF 3.625% 10/30/2042 | Long | Debt | CL | $2M | – | 0.01 |
| CHILE REPUBLIC OF 3.86% 06/21/2047 | Long | Debt | CL | $2M | – | 0.01 |
| CHILE REPUBLIC OF 4.95% 01/05/2036 | Long | Debt | CL | $3M | – | 0.01 |
| CHILE REPUBLIC OF 5.33% 01/05/2054 | Long | Debt | CL | $3M | – | 0.01 |
| CHUBB CORP 6.5% 05/15/2038 | Long | Debt | US | $695K | – | 0.00 |
| CHUBB CORP 6% 05/11/2037 | Long | Debt | US | $1M | – | 0.00 |
| CHUBB INA HOLDINGS INC 1.375% 09/15/2030 | Long | Debt | US | $5M | – | 0.02 |
| CHUBB INA HOLDINGS INC 3.05% 12/15/2061 | Long | Debt | US | $445K | – | 0.00 |
| CHUBB INA HOLDINGS INC 3.35% 05/03/2026 | Long | Debt | US | $5M | – | 0.02 |
| CHUBB INA HOLDINGS INC 4.35% 11/03/2045 | Long | Debt | US | $615K | – | 0.00 |
| CHURCH and DWIGHT INC 2.3% 12/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| CI FINL CORP 3.2% 12/17/2030 (CI FINANCIAL CORP) | Long | Debt | CA | $3M | – | 0.01 |
| CIGNA GROUP (THE) 1.25% 03/15/2026 | Long | Debt | US | $3M | – | 0.01 |
| CIGNA GROUP (THE) 2.375% 03/15/2031 | Long | Debt | US | $1M | – | 0.01 |
| CIGNA GROUP (THE) 2.4% 03/15/2030 | Long | Debt | US | $8M | – | 0.03 |
| CIGNA GROUP (THE) 3.4% 03/15/2050 | Long | Debt | US | $681K | – | 0.00 |
| CIGNA GROUP (THE) 4.375% 10/15/2028 | Long | Debt | US | $8M | – | 0.03 |
| CIGNA GROUP (THE) 4.8% 07/15/2046 | Long | Debt | US | $2M | – | 0.01 |
| CIGNA GROUP (THE) 4.8% 08/15/2038 | Long | Debt | US | $4M | – | 0.02 |
| CIGNA GROUP (THE) 4.9% 12/15/2048 | Long | Debt | US | $2M | – | 0.01 |
| CIGNA GROUP (THE) 5.6% 02/15/2054 | Long | Debt | US | $770K | – | 0.00 |
| CIGNA GROUP (THE) 6.125% 11/15/2041 | Long | Debt | US | $559K | – | 0.00 |
| CISCO SYSTEMS INC 2.5% 09/20/2026 | Long | Debt | US | $86K | – | 0.00 |
| CISCO SYSTEMS INC 3.5% 06/15/2025 | Long | Debt | US | $748K | – | 0.00 |
| CISCO SYSTEMS INC 4.8% 02/26/2027 | Long | Debt | US | $5M | – | 0.02 |
| CISCO SYSTEMS INC 4.85% 02/26/2029 | Long | Debt | US | $2M | – | 0.01 |
| CISCO SYSTEMS INC 5.05% 02/26/2034 | Long | Debt | US | $2M | – | 0.01 |
| CISCO SYSTEMS INC 5.3% 02/26/2054 | Long | Debt | US | $3M | – | 0.01 |
| CISCO SYSTEMS INC 5.9% 02/15/2039 | Long | Debt | US | $5M | – | 0.02 |
| CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CITIBANK CR CARD ISSUANCE TR 2007-A3 A3 6.15% 06/15/2039 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| CITIGROUP COML MTG TR 14-GC25 A4 3.635% 10/10/2047 (CITIGROUP COML MTG TR 2014-GC25) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| CITIGROUP COML MTG TR 2015-GC29 A4 3.192% 04/10/2048 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CITIGROUP COML MTG TR 2016-P4 A4 2.902% 07/10/2049 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CITIGROUP INC 1.122%/VAR 01/28/2027 | Long | Debt | US | $9M | – | 0.04 |
| CITIGROUP INC 1.462%/VAR 06/09/2027 | Long | Debt | US | $9M | – | 0.04 |
| CITIGROUP INC 2.561%/VAR 05/01/2032 | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC 2.904%/VAR 11/03/2042 | Long | Debt | US | $1M | – | 0.01 |
| CITIGROUP INC 3.4% 05/01/2026 | Long | Debt | US | $9M | – | 0.04 |
| CITIGROUP INC 3.52%/VAR 10/27/2028 | Long | Debt | US | $15M | – | 0.06 |
| CITIGROUP INC 3.668% VAR 07/24/2028 | Long | Debt | US | $1M | – | 0.01 |
| CITIGROUP INC 3.7% 01/12/2026 | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC 3.785%/VAR 03/17/2033 | Long | Debt | US | $5M | – | 0.02 |
| CITIGROUP INC 3.98%/VAR 03/20/2030 | Long | Debt | US | $5M | – | 0.02 |
| CITIGROUP INC 4.125% 07/25/2028 | Long | Debt | US | $3M | – | 0.01 |
| CITIGROUP INC 4.3% 11/20/2026 | Long | Debt | US | $3M | – | 0.01 |
| CITIGROUP INC 4.4% 06/10/2025 | Long | Debt | US | $704K | – | 0.00 |
| CITIGROUP INC 4.412%/VAR 03/31/2031 | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC 4.6% 03/09/2026 | Long | Debt | US | $1M | – | 0.00 |
| CITIGROUP INC 4.65% 07/30/2045 | Long | Debt | US | $3M | – | 0.01 |
| CITIGROUP INC 4.75% 05/18/2046 | Long | Debt | US | $1M | – | 0.01 |
| CITIGROUP INC 5.3% 05/06/2044 | Long | Debt | US | $338K | – | 0.00 |
| CITIGROUP INC 5.316%/VAR 03/26/2041 | Long | Debt | US | $3M | – | 0.01 |
| CITIGROUP INC 5.5% 09/13/2025 | Long | Debt | US | $890K | – | 0.00 |
| CITIGROUP INC 5.61/VAR 09/29/2026 | Long | Debt | US | $4M | – | 0.02 |
| CITIGROUP INC 5.875% 01/30/2042 | Long | Debt | US | $1M | – | 0.01 |
| CITIGROUP INC 5.875% 02/22/2033 | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC 6.27/VAR 11/17/2033 | Long | Debt | US | $3M | – | 0.01 |
| CITIGROUP INC 6.625% 06/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC 6.675% 09/13/2043 | Long | Debt | US | $4M | – | 0.02 |
| CITIGROUP INC 8.125% 07/15/2039 | Long | Debt | US | $4M | – | 0.02 |
| CITIGROUP INC SOFR3+0 3.057%/VAR 01/25/2033 | Long | Debt | US | $4M | – | 0.02 |
| CITIGROUP INC VAR/3.887 01/10/2028 | Long | Debt | US | $773K | – | 0.00 |
| CITIZENS BANK NA 2.25% 04/28/2025 | Long | Debt | US | $4M | – | 0.02 |
| CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032 | Long | Debt | US | $257K | – | 0.00 |
| CITIZENS FINANCIAL GRP INC T5Y 5.641%/VAR 05/21/2037 | Long | Debt | US | $462K | – | 0.00 |
| CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026 | Long | Debt | US | $971K | – | 0.00 |
| CME GROUP INC 5.3% 09/15/2043 | Long | Debt | US | $2M | – | 0.01 |
| CMS ENERGY CORP 4.875% 03/01/2044 | Long | Debt | US | $803K | – | 0.00 |
| CNA FINANCIAL CORP 5.5% 06/15/2033 | Long | Debt | US | $990K | – | 0.00 |
| CNH INDUSTRIAL CAPITAL LLC 5.5% 01/12/2029 | Long | Debt | US | $3M | – | 0.01 |
| COCA COLA CO 1.65% 06/01/2030 | Long | Debt | US | $5M | – | 0.02 |
| COCA COLA CO 2.25% 01/05/2032 | Long | Debt | US | $4M | – | 0.02 |
| COCA COLA CO 2.5% 03/15/2051 | Long | Debt | US | $905K | – | 0.00 |
| COCA COLA CO 2.5% 06/01/2040 | Long | Debt | US | $3M | – | 0.01 |
| COCA COLA CO 2.6% 06/01/2050 | Long | Debt | US | $928K | – | 0.00 |
| COCA COLA CO 2.75% 06/01/2060 | Long | Debt | US | $900K | – | 0.00 |
| COCA COLA CO 5% 05/13/2034 | Long | Debt | US | $5M | – | 0.02 |
| COLGATE-PALMOLIVE CO 3.7% 08/01/2047 | Long | Debt | US | $953K | – | 0.00 |
| COLGATE-PALMOLIVE CO 4% 08/15/2045 | Long | Debt | US | $840K | – | 0.00 |
| COLUMBIA PIPELINE GROUP INC 4.5% 06/01/2025 | Long | Debt | US | $585K | – | 0.00 |
| COM FIN AUTH PA 4.144% 6/1/2038 (COMMONWEALTH FING AUTH PA REV) | Long | Debt | US | $1M | – | 0.01 |
| COMCAST CORP 1.95% 01/15/2031 | Long | Debt | US | $74K | – | 0.00 |
| COMCAST CORP 2.35% 01/15/2027 | Long | Debt | US | $4M | – | 0.02 |
| COMCAST CORP 2.65% 02/01/2030 | Long | Debt | US | $1M | – | 0.01 |
| COMCAST CORP 2.887% 11/01/2051 | Long | Debt | US | $3M | – | 0.01 |
| COMCAST CORP 2.937% 11/01/2056 | Long | Debt | US | $14M | – | 0.06 |
| COMCAST CORP 2.987% 11/01/2063 | Long | Debt | US | $4M | – | 0.02 |
| COMCAST CORP 3.15% 03/01/2026 | Long | Debt | US | $861K | – | 0.00 |
| COMCAST CORP 3.3% 02/01/2027 | Long | Debt | US | $5M | – | 0.02 |
| COMCAST CORP 3.375% 08/15/2025 | Long | Debt | US | $2M | – | 0.01 |
| COMCAST CORP 3.45% 02/01/2050 | Long | Debt | US | $1M | – | 0.01 |
| COMCAST CORP 3.9% 03/01/2038 | Long | Debt | US | $2M | – | 0.01 |
| COMCAST CORP 3.969% 11/01/2047 | Long | Debt | US | $722K | – | 0.00 |
| COMCAST CORP 4.15% 10/15/2028 | Long | Debt | US | $58K | – | 0.00 |
| COMCAST CORP 4.25% 10/15/2030 | Long | Debt | US | $5M | – | 0.02 |
| COMCAST CORP 4.55% 01/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| COMCAST CORP 4.65% 02/15/2033 | Long | Debt | US | $6M | – | 0.03 |
| COMCAST CORP 4.75% 03/01/2044 | Long | Debt | US | $2M | – | 0.01 |
| COMCAST CORP 4% 03/01/2048 | Long | Debt | US | $2M | – | 0.01 |
| COMCAST CORP 5.35% 05/15/2053 | Long | Debt | US | $2M | – | 0.01 |
| COMCAST CORP 6.45% 03/15/2037 | Long | Debt | US | $1M | – | 0.00 |
| COMERICA INC 3.8% 07/22/2026 | Long | Debt | US | $622K | – | 0.00 |
| COMM MTG TR 2015-CR22 A5 3.309% 03/10/2048 (COMM 2015-CCRE22 MTG TR) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| COMMONSPIRIT HEALTH 3.91% 10/01/2050 | Long | Debt | US | $2M | – | 0.01 |
| COMMONSPIRIT HEALTH 4.35% 11/01/2042 | Long | Debt | US | $304K | – | 0.00 |
| COMMONWEALTH EDISON CO 2.75% 09/01/2051 | Long | Debt | US | $2M | – | 0.01 |
| COMMONWEALTH EDISON CO 3.1% 11/01/2024 | Long | Debt | US | $2M | – | 0.01 |
| COMMONWEALTH EDISON CO 3.2% 11/15/2049 | Long | Debt | US | $998K | – | 0.00 |
| COMMONWEALTH EDISON CO 3.65% 06/15/2046 | Long | Debt | US | $380K | – | 0.00 |
| COMMONWEALTH EDISON CO 3.7% 03/01/2045 | Long | Debt | US | $423K | – | 0.00 |
| COMMONWEALTH EDISON CO 3.75% 08/15/2047 | Long | Debt | US | $826K | – | 0.00 |
| COMMONWEALTH EDISON CO 4% 03/01/2048 | Long | Debt | US | $947K | – | 0.00 |
| COMMONWEALTH EDISON CO 4% 03/01/2049 | Long | Debt | US | $65K | – | 0.00 |
| COMMONWEALTH EDISON CO 5.3% 02/01/2053 | Long | Debt | US | $1M | – | 0.01 |
| CONAGRA BRANDS INC 4.85% 11/01/2028 | Long | Debt | US | $2M | – | 0.01 |
| CONAGRA BRANDS INC 5.3% 11/01/2038 | Long | Debt | US | $2M | – | 0.01 |
| CONAGRA BRANDS INC 5.4% 11/01/2048 | Long | Debt | US | $297K | – | 0.00 |
| CONNECTICUT LT and PWR CO 4% 04/01/2048 (CONNECTICUT LIGHT AND POWER CO(THE)) | Long | Debt | US | $714K | – | 0.00 |
| CONNECTICUT LT and PWR CO 5.25% 01/15/2053 (CONNECTICUT LIGHT AND POWER CO(THE)) | Long | Debt | US | $1M | – | 0.01 |
| CONOCOPHILLIPS CO 4.025% 03/15/2062 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| CONOCOPHILLIPS CO 5.05% 09/15/2033 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $6M | – | 0.03 |
| CONOCOPHILLIPS CO 5.55% 03/15/2054 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| CONOCOPHILLIPS CO 5.95% 03/15/2046 (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $1M | – | 0.00 |
| CONOCOPHILLIPS INC 4.875% 10/01/2047 | Long | Debt | US | $1M | – | 0.01 |
| CONOCOPHILLIPS INC 6.5% 02/01/2039 | Long | Debt | US | $4M | – | 0.02 |
| CONSOLIDATED EDISON CO OF NY 3.875% 06/15/2047 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $394K | – | 0.00 |
| CONSOLIDATED EDISON CO OF NY 3.95% 04/01/2050 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $2M | – | 0.01 |
| CONSOLIDATED EDISON CO OF NY 4.45% 03/15/2044 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $1M | – | 0.01 |
| CONSOLIDATED EDISON CO OF NY 4.5% 05/15/2058 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $2M | – | 0.01 |
| CONSOLIDATED EDISON CO OF NY 4.65% 12/01/2048 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $2M | – | 0.01 |
| CONSOLIDATED EDISON CO OF NY 5.5% 03/15/2034 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $6M | – | 0.02 |
| CONSOLIDATED EDISON CO OF NY 5.5% 12/01/2039 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $1M | – | 0.01 |
| CONSOLIDATED EDISON CO OF NY 5.85% 03/15/2036 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $3M | – | 0.01 |
| CONSOLIDATED EDISON CO OF NY 6.15% 11/15/2052 (CONSOLIDATED EDISON CO OF NEW YORK INC) | Long | Debt | US | $1M | – | 0.00 |
| CONSTELLATION BRANDS INC 2.875% 05/01/2030 | Long | Debt | US | $2M | – | 0.01 |
| CONSTELLATION BRANDS INC 3.15% 08/01/2029 | Long | Debt | US | $331K | – | 0.00 |
| CONSTELLATION BRANDS INC 3.5% 05/09/2027 | Long | Debt | US | $2M | – | 0.01 |
| CONSTELLATION BRANDS INC 3.7% 12/06/2026 | Long | Debt | US | $1M | – | 0.01 |
| CONSTELLATION BRANDS INC 4.5% 05/09/2047 | Long | Debt | US | $1M | – | 0.00 |
| CONSTELLATION BRANDS INC 4.9% 05/01/2033 | Long | Debt | US | $3M | – | 0.01 |
| CONSTELLATION ENERGY GENERATION LLC 3.25% 06/01/2025 | Long | Debt | US | $1M | – | 0.01 |
| CONSTELLATION ENERGY GENERATION LLC 5.6% 03/01/2028 | Long | Debt | US | $4M | – | 0.01 |
| CONSTELLATION ENERGY GENERATION LLC 5.75% 03/15/2054 | Long | Debt | US | $582K | – | 0.00 |
| CONSTELLATION ENERGY GENERATION LLC 6.25% 10/01/2039 | Long | Debt | US | $1M | – | 0.01 |
| CONSTELLATION ENERGY GENERATION LLC 6.5% 10/01/2053 | Long | Debt | US | $2M | – | 0.01 |
| CONSUMERS ENERGY CO 2.5% 05/01/2060 | Long | Debt | US | $621K | – | 0.00 |
| CONSUMERS ENERGY CO 2.65% 08/15/2052 | Long | Debt | US | $347K | – | 0.00 |
| CONSUMERS ENERGY CO 4.35% 04/15/2049 | Long | Debt | US | $3M | – | 0.01 |
| COOPERATIEVE RABOBANK UA 3.75% 07/21/2026 | Long | Debt | NL | $3M | – | 0.01 |
| COOPERATIEVE RABOBANK UA 4.375% 08/04/2025 | Long | Debt | NL | $838K | – | 0.00 |
| COOPERATIEVE RABOBANK UA 5.25% 05/24/2041 | Long | Debt | NL | $533K | – | 0.00 |
| COOPERATIEVE RABOBANK UA 5.75% 12/01/2043 | Long | Debt | NL | $2M | – | 0.01 |
| COREBRIDGE FINANCIAL INC 4.4% 04/05/2052 | Long | Debt | US | $2M | – | 0.01 |
| COREBRIDGE FINANCIAL INC 5.75% 01/15/2034 | Long | Debt | US | $1M | – | 0.00 |
| COREBRIDGE FINANCIAL INC 6.875%/VAR 12/15/2052 | Long | Debt | US | $2M | – | 0.01 |
| CORNING INC 3.9% 11/15/2049 | Long | Debt | US | $3M | – | 0.01 |
| CORNING INC 4.75% 03/15/2042 | Long | Debt | US | $784K | – | 0.00 |
| CORNING INC 5.35% 11/15/2048 | Long | Debt | US | $934K | – | 0.00 |
| CORP ANDINA DE FOMENTO 5% 01/24/2029 | Long | Debt | VE | $4M | – | 0.02 |
| CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031 (CORPOARATE OFFICE PPTYS LP) | Long | Debt | US | $905K | – | 0.00 |
| COSTCO WHOLESALE CORP 1.375% 06/20/2027 | Long | Debt | US | $2M | – | 0.01 |
| CREDIT SUISSE AG NY BRNCH 5% 07/09/2027 | Long | Debt | US | $1M | – | 0.01 |
| CRH AMER FIN INC 5.4% 05/21/2034 (CRH AMERICA FINANCE INC) | Long | Debt | US | $2M | – | 0.01 |
| CROWN CASTLE INC 2.25% 01/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| CROWN CASTLE INC 3.65% 09/01/2027 | Long | Debt | US | $3M | – | 0.01 |
| CROWN CASTLE INC 3.8% 02/15/2028 | Long | Debt | US | $3M | – | 0.01 |
| CROWN CASTLE INC 4.3% 02/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| CROWN CASTLE INC 4.45% 02/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| CROWN CASTLE INC 5.1% 05/01/2033 | Long | Debt | US | $3M | – | 0.01 |
| CSAIL 2015-C3 A4 3.7182% 08/15/2048 (CSAIL 2015-C3 COML MTG TR) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSAIL 2019-C17 COML MTG TR 2.7628% 09/15/2052 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSAIL 2019-C17 COML MTG TR 3.0161% 09/15/2052 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CSX CORP 2.5% 05/15/2051 | Long | Debt | US | $50K | – | 0.00 |
| CSX CORP 3.25% 06/01/2027 | Long | Debt | US | $86K | – | 0.00 |
| CSX CORP 3.35% 11/01/2025 | Long | Debt | US | $5M | – | 0.02 |
| CSX CORP 3.4% 08/01/2024 | Long | Debt | US | $224K | – | 0.00 |
| CSX CORP 3.8% 11/01/2046 | Long | Debt | US | $793K | – | 0.00 |
| CSX CORP 3.95% 05/01/2050 | Long | Debt | US | $498K | – | 0.00 |
| CSX CORP 4.1% 03/15/2044 | Long | Debt | US | $995K | – | 0.00 |
| CSX CORP 4.1% 11/15/2032 | Long | Debt | US | $5M | – | 0.02 |
| CSX CORP 4.25% 03/15/2029 | Long | Debt | US | $3M | – | 0.01 |
| CSX CORP 4.3% 03/01/2048 | Long | Debt | US | $1M | – | 0.01 |
| CSX CORP 4.5% 03/15/2049 | Long | Debt | US | $2M | – | 0.01 |
| CSX CORP 4.5% 11/15/2052 | Long | Debt | US | $2M | – | 0.01 |
| CSX CORP 4.75% 11/15/2048 | Long | Debt | US | $921K | – | 0.00 |
| CUBESMART LP 2.5% 02/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| CUMMINS INC 1.5% 09/01/2030 | Long | Debt | US | $3M | – | 0.01 |
| CUMMINS INC 5.45% 02/20/2054 | Long | Debt | US | $1M | – | 0.01 |
| CVS HEALTH CORP 2.7% 08/21/2040 | Long | Debt | US | $3M | – | 0.01 |
| CVS HEALTH CORP 3.75% 04/01/2030 | Long | Debt | US | $3M | – | 0.01 |
| CVS HEALTH CORP 3% 08/15/2026 | Long | Debt | US | $965K | – | 0.00 |
| CVS HEALTH CORP 4.1% 03/25/2025 | Long | Debt | US | $726K | – | 0.00 |
| CVS HEALTH CORP 4.3% 03/25/2028 | Long | Debt | US | $4M | – | 0.02 |
| CVS HEALTH CORP 4.78% 03/25/2038 | Long | Debt | US | $2M | – | 0.01 |
| CVS HEALTH CORP 4.875% 07/20/2035 | Long | Debt | US | $514K | – | 0.00 |
| CVS HEALTH CORP 5.05% 03/25/2048 | Long | Debt | US | $4M | – | 0.02 |
| CVS HEALTH CORP 5.125% 07/20/2045 | Long | Debt | US | $4M | – | 0.02 |
| CVS HEALTH CORP 5.25% 02/21/2033 | Long | Debt | US | $3M | – | 0.01 |
| CVS HEALTH CORP 5.3% 12/05/2043 | Long | Debt | US | $4M | – | 0.02 |
| CVS HEALTH CORP 5.625% 02/21/2053 | Long | Debt | US | $2M | – | 0.01 |
| CVS HEALTH CORP 5% 01/30/2029 | Long | Debt | US | $7M | – | 0.03 |
| CVS HEALTH CORP 5% 02/20/2026 | Long | Debt | US | $5M | – | 0.02 |
| CVS HEALTH CORP 6% 06/01/2063 | Long | Debt | US | $2M | – | 0.01 |
| DALLAS TX DART 2.613% 12/1/2048 (DALLAS TX AREA RAP TR SALE TAX) | Long | Debt | US | $3M | – | 0.01 |
| DANAHER CORP 4.375% 09/15/2045 | Long | Debt | US | $368K | – | 0.00 |
| DEERE and CO 2.875% 09/07/2049 | Long | Debt | US | $2M | – | 0.01 |
| DEERE and CO 5.375% 10/16/2029 | Long | Debt | US | $1M | – | 0.01 |
| DEERE JOHN CAPITAL CORP 2.65% 06/10/2026 | Long | Debt | US | $850K | – | 0.00 |
| DEERE JOHN CAPITAL CORP 2.8% 09/08/2027 | Long | Debt | US | $44K | – | 0.00 |
| DEERE JOHN CAPITAL CORP 3.05% 01/06/2028 | Long | Debt | US | $5M | – | 0.02 |
| DEERE JOHN CAPITAL CORP 3.45% 03/07/2029 | Long | Debt | US | $3M | – | 0.01 |
| DEERE JOHN CAPITAL CORP 3.45% 03/13/2025 | Long | Debt | US | $2M | – | 0.01 |
| DEERE JOHN CAPITAL CORP 4.15% 09/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| DEERE JOHN CAPITAL CORP 4.35% 09/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| DEERE JOHN CAPITAL CORP 4.5% 01/08/2027 | Long | Debt | US | $8M | – | 0.03 |
| DEERE JOHN CAPITAL CORP 4.7% 06/10/2030 | Long | Debt | US | $5M | – | 0.02 |
| DEERE JOHN CAPITAL CORP 4.9% 03/03/2028 | Long | Debt | US | $2M | – | 0.01 |
| DELL INTL/EMC CORP 5.3% 10/01/2029 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $6M | – | 0.03 |
| DELL INTL/EMC CORP 8.1% 07/15/2036 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $4M | – | 0.02 |
| DELL INTL/EMC CORP 8.35% 07/15/2046 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $1M | – | 0.01 |
| DELMARVA POWER and LIGHT 4% 06/01/2042 | Long | Debt | US | $557K | – | 0.00 |
| DEUTSCHE BANK AG 4.1% 01/13/2026 | Long | Debt | DE | $5M | – | 0.02 |
| DEUTSCHE BANK AG 4.5% 04/01/2025 | Long | Debt | DE | $421K | – | 0.00 |
| DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027 | Long | Debt | US | $3M | – | 0.01 |
| DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032 | Long | Debt | US | $4M | – | 0.02 |
| DEUTSCHE BANK AG NEW YORK BNCH 4.1% 01/13/2026 | Long | Debt | US | $4M | – | 0.02 |
| DEUTSCHE BANK AG NEW YORK BNCH 5.706%/VAR 02/08/2028 | Long | Debt | US | $1M | – | 0.01 |
| DEUTSCHE BANK AG NEW YORK BNCH 6.119%/VAR 07/14/2026 | Long | Debt | US | $3M | – | 0.01 |
| DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029 | Long | Debt | US | $5M | – | 0.02 |
| DEUTSCHE BANK AG NEW YORK BNCH 7.079%/VAR 02/10/2034 | Long | Debt | US | $1M | – | 0.01 |
| DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027 | Long | Debt | US | $2M | – | 0.01 |
| DEUTSCHE TELEKOM INTL FIN BV VAR 06/15/2030 | Long | Debt | NL | $5M | – | 0.02 |
| DEVON ENERGY CORP NEW 5.6% 07/15/2041 | Long | Debt | US | $482K | – | 0.00 |
| DEVON ENERGY CORP NEW 5% 06/15/2045 | Long | Debt | US | $3M | – | 0.01 |
| DFW ARPT 2.843% 11/1/2046 (DALLAS FORT WORTH TX INTL ARPT) | Long | Debt | US | $3M | – | 0.01 |
| DFW ARPT 3.144% 11/1/2045 (DALLAS FORT WORTH TX INTL ARPT) | Long | Debt | US | $324K | – | 0.00 |
| DFW ARPT 4.507% 11/1/2051 (DALLAS FORT WORTH TX INTL ARPT) | Long | Debt | US | $1M | – | 0.01 |
| DH EUROPE FINANCE II SARL 2.6% 11/15/2029 | Long | Debt | LU | $1M | – | 0.01 |
| DH EUROPE FINANCE II SARL 3.25% 11/15/2039 | Long | Debt | LU | $2M | – | 0.01 |
| DH EUROPE FINANCE II SARL 3.4% 11/15/2049 | Long | Debt | LU | $720K | – | 0.00 |
| DIAGEO CAPITAL PLC 1.375% 09/29/2025 | Long | Debt | GB | $2M | – | 0.01 |
| DIAGEO CAPITAL PLC 2% 04/29/2030 | Long | Debt | GB | $2M | – | 0.01 |
| DIAGEO CAPITAL PLC 5.875% 09/30/2036 | Long | Debt | GB | $2M | – | 0.01 |
| DIAMONDBACK ENERGY INC 4.25% 03/15/2052 | Long | Debt | US | $3M | – | 0.01 |
| DIGITAL REALTY TRUST LP 3.6% 07/01/2029 | Long | Debt | US | $2M | – | 0.01 |
| DIGITAL REALTY TRUST LP 3.7% 08/15/2027 | Long | Debt | US | $1M | – | 0.01 |
| DISCOVER BANK 2.7% 02/06/2030 | Long | Debt | US | $4M | – | 0.02 |
| DISCOVER BANK 3.45% 07/27/2026 | Long | Debt | US | $2M | – | 0.01 |
| DISCOVER FINANCIAL SVS 4.5% 01/30/2026 | Long | Debt | US | $3M | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC 3.95% 03/20/2028 | Long | Debt | US | $5M | – | 0.02 |
| DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC 4% 09/15/2055 | Long | Debt | US | $660K | – | 0.00 |
| DISCOVERY COMMUNICATIONS LLC 5.2% 09/20/2047 | Long | Debt | US | $1M | – | 0.01 |
| DISCOVERY COMMUNICATIONS LLC 5.3% 05/15/2049 | Long | Debt | US | $647K | – | 0.00 |
| DOLLAR GEN CORP NEW 5% 11/01/2032 | Long | Debt | US | $3M | – | 0.01 |
| DOLLAR TREE INC 3.375% 12/01/2051 | Long | Debt | US | $650K | – | 0.00 |
| DOLLAR TREE INC 4% 05/15/2025 | Long | Debt | US | $1M | – | 0.01 |
| DOMINION ENERGY INC 3.9% 10/01/2025 | Long | Debt | US | $2M | – | 0.01 |
| DOMINION ENERGY INC 4.35% 08/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| DOMINION ENERGY INC 4.85% 08/15/2052 | Long | Debt | US | $2M | – | 0.01 |
| DOMINION ENERGY INC 4.9% 08/01/2041 | Long | Debt | US | $315K | – | 0.00 |
| DOMINION ENERGY INC 5.375% 11/15/2032 | Long | Debt | US | $3M | – | 0.01 |
| DOMINION ENERGY SOUTH CAROLINA INC 6.05% 01/15/2038 | Long | Debt | US | $3M | – | 0.01 |
| DOW CHEMICAL CO 2.1% 11/15/2030 | Long | Debt | US | $4M | – | 0.02 |
| DOW CHEMICAL CO 3.6% 11/15/2050 | Long | Debt | US | $200K | – | 0.00 |
| DOW CHEMICAL CO 4.25% 10/01/2034 | Long | Debt | US | $1M | – | 0.00 |
| DOW CHEMICAL CO 4.375% 11/15/2042 | Long | Debt | US | $727K | – | 0.00 |
| DOW CHEMICAL CO 4.8% 05/15/2049 | Long | Debt | US | $1M | – | 0.00 |
| DOW CHEMICAL CO 4.8% 11/30/2028 | Long | Debt | US | $2M | – | 0.01 |
| DOW CHEMICAL CO 5.6% 02/15/2054 | Long | Debt | US | $1M | – | 0.00 |
| DOW CHEMICAL CO 6.9% 05/15/2053 | Long | Debt | US | $2M | – | 0.01 |
| DOW CHEMICAL CO 9.4% 05/15/2039 | Long | Debt | US | $709K | – | 0.00 |
| DR HORTON INC 1.3% 10/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| DTE ELEC CO 4.05% 05/15/2048 | Long | Debt | US | $1M | – | 0.01 |
| DTE ELEC CO 5.4% 04/01/2053 | Long | Debt | US | $4M | – | 0.01 |
| DTE ENERGY CO 2.85% 10/01/2026 | Long | Debt | US | $1M | – | 0.00 |
| DTE ENERGY CO 3.8% 03/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 2.85% 03/15/2032 | Long | Debt | US | $3M | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 2.95% 12/01/2026 | Long | Debt | US | $1M | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045 | Long | Debt | US | $269K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 3.875% 03/15/2046 | Long | Debt | US | $536K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 3.95% 03/15/2048 | Long | Debt | US | $2M | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 4% 09/30/2042 | Long | Debt | US | $539K | – | 0.00 |
| DUKE ENERGY CAROLINAS LLC 5.35% 01/15/2053 | Long | Debt | US | $3M | – | 0.01 |
| DUKE ENERGY CAROLINAS LLC 6.05% 04/15/2038 | Long | Debt | US | $116K | – | 0.00 |
| DUKE ENERGY CORP NEW 2.45% 06/01/2030 | Long | Debt | US | $1M | – | 0.00 |
| DUKE ENERGY CORP NEW 2.65% 09/01/2026 | Long | Debt | US | $2M | – | 0.01 |
| DUKE ENERGY CORP NEW 3.3% 06/15/2041 | Long | Debt | US | $3M | – | 0.01 |
| DUKE ENERGY CORP NEW 3.75% 09/01/2046 | Long | Debt | US | $1M | – | 0.00 |
| DUKE ENERGY CORP NEW 3.95% 08/15/2047 | Long | Debt | US | $1M | – | 0.00 |
| DUKE ENERGY CORP NEW 4.8% 12/15/2045 | Long | Debt | US | $3M | – | 0.01 |
| DUKE ENERGY FLORIDA LLC 3.4% 10/01/2046 | Long | Debt | US | $315K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC 5.875% 11/15/2033 | Long | Debt | US | $4M | – | 0.02 |
| DUKE ENERGY FLORIDA LLC 5.95% 11/15/2052 | Long | Debt | US | $3M | – | 0.01 |
| DUKE ENERGY IND INC 3.25% 10/01/2049 | Long | Debt | US | $2M | – | 0.01 |
| DUKE ENERGY OHIO INC 4.3% 02/01/2049 | Long | Debt | US | $2M | – | 0.01 |
| DUKE ENERGY PROGRESS LLC 2.9% 08/15/2051 | Long | Debt | US | $2M | – | 0.01 |
| DUKE ENERGY PROGRESS LLC 4.1% 03/15/2043 | Long | Debt | US | $1M | – | 0.00 |
| DUKE ENERGY PROGRESS LLC 4.15% 12/01/2044 | Long | Debt | US | $259K | – | 0.00 |
| DUKE ENERGY PROGRESS LLC 4.375% 03/30/2044 | Long | Debt | US | $297K | – | 0.00 |
| DUKE UNIVERSITY 2.832% 10/01/2055 | Long | Debt | US | $544K | – | 0.00 |
| DUPONT DE NEMOURS INC 4.725% 11/15/2028 | Long | Debt | US | $1M | – | 0.00 |
| DUPONT DE NEMOURS INC 5.319% 11/15/2038 | Long | Debt | US | $4M | – | 0.02 |
| DUPONT DE NEMOURS INC 5.419% 11/15/2048 | Long | Debt | US | $1M | – | 0.00 |
| EASTERN ENERGY GAS HOLDINGS LLC 2.5% 11/15/2024 | Long | Debt | US | $2M | – | 0.01 |
| EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049 | Long | Debt | US | $2M | – | 0.01 |
| EASTMAN CHEMICAL CO 4.5% 12/01/2028 | Long | Debt | US | $3M | – | 0.01 |
| EASTMAN CHEMICAL CO 4.65% 10/15/2044 | Long | Debt | US | $449K | – | 0.00 |
| EASTMAN CHEMICAL CO 5.75% 03/08/2033 | Long | Debt | US | $605K | – | 0.00 |
| EATON CORP 4.15% 03/15/2033 | Long | Debt | US | $2M | – | 0.01 |
| EATON CORP 4.15% 11/02/2042 | Long | Debt | US | $290K | – | 0.00 |
| EATON CORP 4% 11/02/2032 | Long | Debt | US | $4M | – | 0.02 |
| EBAY INC 1.4% 05/10/2026 | Long | Debt | US | $3M | – | 0.01 |
| EBAY INC 1.9% 03/11/2025 | Long | Debt | US | $6M | – | 0.03 |
| EBAY INC 4% 07/15/2042 | Long | Debt | US | $2M | – | 0.01 |
| ECOLAB INC 2.7% 11/01/2026 | Long | Debt | US | $1M | – | 0.00 |
| ECOLAB INC 2.7% 12/15/2051 | Long | Debt | US | $2M | – | 0.01 |
| ECOLAB INC 2.75% 08/18/2055 | Long | Debt | US | $44K | – | 0.00 |
| ECOLAB INC 3.95% 12/01/2047 | Long | Debt | US | $479K | – | 0.00 |
| ECOLAB INC 4.8% 03/24/2030 | Long | Debt | US | $2M | – | 0.01 |
| EDISON INTERNATIONAL 5.75% 06/15/2027 | Long | Debt | US | $8M | – | 0.03 |
| ELEVANCE HEALTH INC 2.25% 05/15/2030 | Long | Debt | US | $848K | – | 0.00 |
| ELEVANCE HEALTH INC 2.55% 03/15/2031 | Long | Debt | US | $845K | – | 0.00 |
| ELEVANCE HEALTH INC 3.65% 12/01/2027 | Long | Debt | US | $6M | – | 0.03 |
| ELEVANCE HEALTH INC 3.7% 09/15/2049 | Long | Debt | US | $841K | – | 0.00 |
| ELEVANCE HEALTH INC 4.375% 12/01/2047 | Long | Debt | US | $5M | – | 0.02 |
| ELEVANCE HEALTH INC 4.625% 05/15/2042 | Long | Debt | US | $410K | – | 0.00 |
| ELEVANCE HEALTH INC 4.65% 01/15/2043 | Long | Debt | US | $315K | – | 0.00 |
| ELEVANCE HEALTH INC 5.125% 02/15/2053 | Long | Debt | US | $3M | – | 0.01 |
| ELEVANCE HEALTH INC 5.5% 10/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| ELI LILLY and CO 2.25% 05/15/2050 | Long | Debt | US | $461K | – | 0.00 |
| ELI LILLY and CO 3.95% 03/15/2049 | Long | Debt | US | $2M | – | 0.01 |
| ELI LILLY and CO 4.875% 02/27/2053 | Long | Debt | US | $2M | – | 0.01 |
| ELI LILLY and CO 5% 02/09/2054 | Long | Debt | US | $7M | – | 0.03 |
| EMERA US FINANCE LP 2.639% 06/15/2031 | Long | Debt | US | $817K | – | 0.00 |
| EMERA US FINANCE LP 3.55% 06/15/2026 | Long | Debt | US | $957K | – | 0.00 |
| EMERA US FINANCE LP 4.75% 06/15/2046 | Long | Debt | US | $752K | – | 0.00 |
| EMERSON ELECTRIC CO 2.75% 10/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| ENBRIDGE INC 3.4% 08/01/2051 | Long | Debt | CA | $1M | – | 0.01 |
| ENBRIDGE INC 3.5% 06/10/2024 | Long | Debt | CA | $504K | – | 0.00 |
| ENBRIDGE INC 4.5% 06/10/2044 | Long | Debt | CA | $829K | – | 0.00 |
| ENBRIDGE INC 5.5% 12/01/2046 | Long | Debt | CA | $2M | – | 0.01 |
| ENBRIDGE INC 5.625% 04/05/2034 | Long | Debt | CA | $4M | – | 0.02 |
| ENBRIDGE INC 5.7% 03/08/2033 | Long | Debt | CA | $3M | – | 0.01 |
| ENBRIDGE INC 8.5%/VAR 01/15/2084 | Long | Debt | CA | $860K | – | 0.00 |
| ENERGY TRANSFER LP 3.9% 07/15/2026 | Long | Debt | US | $1M | – | 0.01 |
| ENERGY TRANSFER LP 4.95% 06/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| ENERGY TRANSFER LP 5.15% 02/01/2043 | Long | Debt | US | $2M | – | 0.01 |
| ENERGY TRANSFER LP 5.15% 03/15/2045 | Long | Debt | US | $1M | – | 0.01 |
| ENERGY TRANSFER LP 5.25% 04/15/2029 | Long | Debt | US | $3M | – | 0.01 |
| ENERGY TRANSFER LP 5.3% 04/01/2044 | Long | Debt | US | $925K | – | 0.00 |
| ENERGY TRANSFER LP 5.4% 10/01/2047 | Long | Debt | US | $880K | – | 0.00 |
| ENERGY TRANSFER LP 5.5% 06/01/2027 | Long | Debt | US | $10M | – | 0.04 |
| ENERGY TRANSFER LP 5.75% 02/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| ENERGY TRANSFER LP 5.8% 06/15/2038 | Long | Debt | US | $6M | – | 0.02 |
| ENERGY TRANSFER LP 5% 05/15/2050 | Long | Debt | US | $764K | – | 0.00 |
| ENERGY TRANSFER LP 6.25% 04/15/2049 | Long | Debt | US | $105K | – | 0.00 |
| ENERGY TRANSFER LP 6.625% 10/15/2036 | Long | Debt | US | $3M | – | 0.01 |
| ENERGY TRANSFER LP 6% 06/15/2048 | Long | Debt | US | $4M | – | 0.01 |
| ENERGY TRANSFER LP VAR 05/15/2044 | Long | Debt | US | $1M | – | 0.00 |
| ENTERGY ARKANSAS LLC 5.3% 09/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| ENTERGY CORP NEW 0.9% 09/15/2025 | Long | Debt | US | $3M | – | 0.01 |
| ENTERGY CORP NEW 2.8% 06/15/2030 | Long | Debt | US | $1M | – | 0.00 |
| ENTERGY CORP NEW 2.95% 09/01/2026 | Long | Debt | US | $792K | – | 0.00 |
| ENTERGY CORP NEW 3.75% 06/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| ENTERGY LA LLC 2.35% 06/15/2032 (ENTERGY LOUISIANA LLC) | Long | Debt | US | $4M | – | 0.02 |
| ENTERGY LA LLC 4% 03/15/2033 (ENTERGY LOUISIANA LLC) | Long | Debt | US | $2M | – | 0.01 |
| ENTERGY LA LLC 5.7% 03/15/2054 (ENTERGY LOUISIANA LLC) | Long | Debt | US | $492K | – | 0.00 |
| ENTERGY MISSISSIPPI LLC 3.85% 06/01/2049 | Long | Debt | US | $740K | – | 0.00 |
| ENTERGY MISSISSIPPI LLC 5.85% 06/01/2054 | Long | Debt | US | $597K | – | 0.00 |
| ENTERGY TEX INC 3.55% 09/30/2049 | Long | Debt | US | $917K | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 3.125% 07/31/2029 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $913K | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 3.2% 02/15/2052 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $1M | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 3.3% 02/15/2053 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $2M | – | 0.01 |
| ENTERPRISE PRODS OPER LLC 3.7% 02/15/2026 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $308K | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 3.95% 01/31/2060 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $2M | – | 0.01 |
| ENTERPRISE PRODS OPER LLC 3.95% 02/15/2027 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $4M | – | 0.02 |
| ENTERPRISE PRODS OPER LLC 4.2% 01/31/2050 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $2M | – | 0.01 |
| ENTERPRISE PRODS OPER LLC 4.25% 02/15/2048 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $5M | – | 0.02 |
| ENTERPRISE PRODS OPER LLC 4.8% 02/01/2049 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $235K | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 4.85% 03/15/2044 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $806K | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 4.85% 08/15/2042 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $405K | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 4.9% 05/15/2046 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $691K | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 5.35% 01/31/2033 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $3M | – | 0.01 |
| ENTERPRISE PRODS OPER LLC 5.7% 02/15/2042 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $357K | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 6.45% 09/01/2040 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $1M | – | 0.00 |
| ENTERPRISE PRODS OPER LLC 7.55% 04/15/2038 (ENTERPRISE PRODUCTS OPERATING LLC) | Long | Debt | US | $419K | – | 0.00 |
| EOG RESOURCES INC 4.15% 01/15/2026 | Long | Debt | US | $981K | – | 0.00 |
| EPR PPTYS 4.5% 04/01/2025 (EPR PROPERTIES) | Long | Debt | US | $987K | – | 0.00 |
| EPR PPTYS 4.5% 06/01/2027 (EPR PROPERTIES) | Long | Debt | US | $3M | – | 0.01 |
| EQT CORP 3.9% 10/01/2027 | Long | Debt | US | $4M | – | 0.01 |
| EQT CORP 5.7% 04/01/2028 | Long | Debt | US | $2M | – | 0.01 |
| EQUINIX EUROPE 2 FINANCING CORP LLC 5.5% 06/15/2034 | Long | Debt | US | $2M | – | 0.01 |
| EQUINIX INC 1.45% 05/15/2026 | Long | Debt | US | $4M | – | 0.02 |
| EQUINIX INC 2.5% 05/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| EQUINOR ASA 2.375% 05/22/2030 | Long | Debt | NO | $2M | – | 0.01 |
| EQUINOR ASA 3.125% 04/06/2030 | Long | Debt | NO | $3M | – | 0.01 |
| EQUINOR ASA 3.25% 11/18/2049 | Long | Debt | NO | $877K | – | 0.00 |
| EQUINOR ASA 3.625% 09/10/2028 | Long | Debt | NO | $2M | – | 0.01 |
| EQUINOR ASA 3.7% 04/06/2050 | Long | Debt | NO | $2M | – | 0.01 |
| EQUINOR ASA 3.95% 05/15/2043 | Long | Debt | NO | $829K | – | 0.00 |
| EQUINOR ASA 5.1% 08/17/2040 | Long | Debt | NO | $346K | – | 0.00 |
| EQUITABLE HOLDINGS INC 5% 04/20/2048 | Long | Debt | US | $2M | – | 0.01 |
| ERP OPERATING LP 1.85% 08/01/2031 | Long | Debt | US | $2M | – | 0.01 |
| ERP OPERATING LP 3.25% 08/01/2027 | Long | Debt | US | $2M | – | 0.01 |
| ERP OPERATING LP 3% 07/01/2029 | Long | Debt | US | $2M | – | 0.01 |
| ESSEX PORTFOLIO LP 2.65% 03/15/2032 | Long | Debt | US | $4M | – | 0.01 |
| EUROPEAN INVESTMENT BANK 0.75% 09/23/2030 | Long | Debt | LU | $6M | – | 0.02 |
| EUROPEAN INVESTMENT BANK 0.875% 05/17/2030 | Long | Debt | LU | $1M | – | 0.01 |
| EUROPEAN INVESTMENT BANK 1.25% 02/14/2031 | Long | Debt | LU | $5M | – | 0.02 |
| EUROPEAN INVESTMENT BANK 1.625% 03/14/2025 | Long | Debt | LU | $21M | – | 0.09 |
| EUROPEAN INVESTMENT BANK 1.875% 02/10/2025 | Long | Debt | LU | $522K | – | 0.00 |
| EUROPEAN INVESTMENT BANK 2.375% 05/24/2027 | Long | Debt | LU | $667K | – | 0.00 |
| EUROPEAN INVESTMENT BANK 3.625% 07/15/2030 | Long | Debt | LU | $15M | – | 0.06 |
| EUROPEAN INVESTMENT BANK 3.75% 02/14/2033 | Long | Debt | LU | $9M | – | 0.04 |
| EUROPEAN INVESTMENT BANK 4.125% 02/13/2034 | Long | Debt | LU | $3M | – | 0.01 |
| EVERSOURCE ENERGY 2.55% 03/15/2031 | Long | Debt | US | $4M | – | 0.02 |
| EVERSOURCE ENERGY 3.35% 03/15/2026 | Long | Debt | US | $1M | – | 0.00 |
| EVERSOURCE ENERGY 3.45% 01/15/2050 | Long | Debt | US | $683K | – | 0.00 |
| EVERSOURCE ENERGY 5.45% 03/01/2028 | Long | Debt | US | $800K | – | 0.00 |
| EXELON CORP 3.4% 04/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| EXELON CORP 3.95% 06/15/2025 | Long | Debt | US | $3M | – | 0.01 |
| EXELON CORP 4.45% 04/15/2046 | Long | Debt | US | $918K | – | 0.00 |
| EXELON CORP 5.1% 06/15/2045 | Long | Debt | US | $178K | – | 0.00 |
| EXELON CORP 5.3% 03/15/2033 | Long | Debt | US | $2M | – | 0.01 |
| EXELON CORP 5.6% 03/15/2053 | Long | Debt | US | $3M | – | 0.01 |
| EXPEDIA GROUP INC 2.95% 03/15/2031 | Long | Debt | US | $4M | – | 0.02 |
| EXPORT DEVELOPMENT CANADA 4.125% 02/13/2029 | Long | Debt | CA | $10M | – | 0.04 |
| EXPORT IMPORT BANK KOREA 0.625% 02/09/2026 | Long | Debt | KR | $5M | – | 0.02 |
| EXPORT IMPORT BANK KOREA 1.125% 12/29/2026 | Long | Debt | KR | $2M | – | 0.01 |
| EXPORT IMPORT BANK KOREA 2.5% 06/29/2041 | Long | Debt | KR | $1M | – | 0.00 |
| EXPORT IMPORT BANK KOREA 2.875% 01/21/2025 | Long | Debt | KR | $4M | – | 0.02 |
| EXPORT IMPORT BANK KOREA 5.125% 09/18/2033 | Long | Debt | KR | $4M | – | 0.02 |
| EXTRA SPACE STORAGE LP 3.9% 04/01/2029 | Long | Debt | US | $6M | – | 0.02 |
| EXTRA SPACE STORAGE LP 5.9% 01/15/2031 | Long | Debt | US | $1M | – | 0.00 |
| EXXON MOBIL CORP 3.043% 03/01/2026 | Long | Debt | US | $1M | – | 0.01 |
| EXXON MOBIL CORP 3.452% 04/15/2051 | Long | Debt | US | $5M | – | 0.02 |
| EXXON MOBIL CORP 3.482% 03/19/2030 | Long | Debt | US | $12M | – | 0.05 |
| EXXON MOBIL CORP 3.567% 03/06/2045 | Long | Debt | US | $907K | – | 0.00 |
| EXXON MOBIL CORP 4.227% 03/19/2040 | Long | Debt | US | $2M | – | 0.01 |
| FAIRFAX FINANCIAL HLDGS LTD 4.625% 04/29/2030 (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $2M | – | 0.01 |
| FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032 (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $1M | – | 0.01 |
| FAIRFAX FINANCIAL HLDGS LTD 6.35% 03/22/2054 144A (FAIRFAX FINANCIAL HOLDINGS LTD) | Long | Debt | CA | $2M | – | 0.01 |
| FANNIE MAE 0.375% 08/25/2025 | Long | Debt | US | $8M | – | 0.03 |
| FANNIE MAE 0.5% 06/17/2025 | Long | Debt | US | $10M | – | 0.04 |
| FANNIE MAE 0.625% 04/22/2025 | Long | Debt | US | $6M | – | 0.03 |
| FANNIE MAE 0.75% 10/08/2027 | Long | Debt | US | $10M | – | 0.04 |
| FANNIE MAE 0.875% 08/05/2030 | Long | Debt | US | $8M | – | 0.03 |
| FANNIE MAE 1.875% 09/24/2026 | Long | Debt | US | $2M | – | 0.01 |
| FANNIE MAE 2.125% 04/24/2026 | Long | Debt | US | $678K | – | 0.00 |
| FANNIE MAE 2.625% 09/06/2024 | Long | Debt | US | $708K | – | 0.00 |
| FANNIE MAE 6.25% 05/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| FANNIE MAE 7.25% 05/15/2030 | Long | Debt | US | $6M | – | 0.02 |
| FANNIEMAE 15YR 2.5% 12/01/2037#BW5042 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $516K | – | 0.00 |
| FANNIEMAE 15YR 3.5% 04/31#BM3020 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FANNIEMAE 15YR 3% 10/31#AS8216 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| FANNIEMAE 30YR 2.5% 07/01/2050#BP8913 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FANNIEMAE 30YR 3.5% 02/45#BM3805 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FANNIEMAE 30YR 3% 03/01/2050#BP1352 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIEMAE 30YR 3% 03/01/2050#BP1369 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FANNIEMAE 30YR 4.5% 01/01/2050#BP1162 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FANNIEMAE 30YR 5% 05/01/2053#BW5282 (FANNIE MAE) | Long | ABS-mortgage backed security | US | $761K | – | 0.00 |
| FEDERAL HOM 15YR 2.5% 02/01/2032#J36214 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 1.378% 07/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT 1.406% 08/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 1.547% 10/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 1.621% 12/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 1.723% 06/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 1.846% 01/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 1.914% 05/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 2.02% 03/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 2.074% 01/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT 2.253% 01/25/2030 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FEDERAL HOME LN MTG MLT CTF GT 2.525% 05/25/2026 (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 2.57% 07/25/2026 (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 2.903% 06/25/2029 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FEDERAL HOME LN MTG MLT CTF GT 2.995% 12/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3.032% 09/25/2026 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $918K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.205% 03/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 3.224% 03/25/2027 (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 3.244% 08/25/2027 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| 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 | $672K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.59% 01/25/2025 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 3.718% 01/25/2031 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3.78% 11/25/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 3.8% 10/25/2032 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $921K | – | 0.00 |
| FEDERAL HOME LN MTG MLT CTF GT 3.926% 06/25/2028 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FEDERAL HOME LN MTG MLT CTF GT 3.926% 07/25/2028 (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 4.2% 05/25/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FEDERAL HOME LN MTG MLT CTF GT 4.35% 01/25/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| 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 | $4M | – | 0.02 |
| FEDERAL HOME LN MTG MLT CTF GT 4.43% 02/25/2033 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FEDERAL HOME LOAN BANKS 0.375% 09/04/2025 | Long | Debt | US | $2M | – | 0.01 |
| FEDERAL HOME LOAN BANKS 0.5% 04/14/2025 | Long | Debt | US | $9M | – | 0.04 |
| FEDERAL HOME LOAN BANKS 3.25% 06/09/2028 | Long | Debt | US | $2M | – | 0.01 |
| FEDERAL HOME LOAN BANKS 3.25% 11/16/2028 | Long | Debt | US | $4M | – | 0.02 |
| FEDERAL HOME LOAN BANKS 5.5% 07/15/2036 | Long | Debt | US | $12M | – | 0.05 |
| FEDEX CORP 3.25% 05/15/2041 | Long | Debt | US | $2M | – | 0.01 |
| FEDEX CORP 3.9% 02/01/2035 | Long | Debt | US | $926K | – | 0.00 |
| FEDEX CORP 4.2% 10/17/2028 | Long | Debt | US | $3M | – | 0.01 |
| FEDEX CORP 4.25% 05/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| FEDEX CORP 4.4% 01/15/2047 | Long | Debt | US | $1M | – | 0.00 |
| FEDEX CORP 4.55% 04/01/2046 | Long | Debt | US | $221K | – | 0.00 |
| FEDEX CORP 4.95% 10/17/2048 | Long | Debt | US | $2M | – | 0.01 |
| FEDEX CORP 5.25% 05/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| FG 30YR 4% 08/01/2042#Q10048 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FG 30YR 4% 11/01/2040#C03613 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FGCI 15YR 2.5% 09/31#J35199 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 10YR 2.5% 02/01/2030#SA0021 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FHLG 10YR 2.5% 04/01/2027#ZS7705 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FHLG 10YR 2.5% 04/01/2027#ZS7770 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FHLG 10YR 2.5% 08/01/2025#ZS7212 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 10YR 2.5% 09/01/2026#ZA3884 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 10YR 2.5% 12/01/2029#RD5014 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FHLG 10YR 3.5% 01/01/2029#ZT2006 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 10YR 3.5% 07/01/2029#SA0012 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FHLG 10YR 3% 04/01/2030#RD5026 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FHLG 15YR 1.5% 01/01/2037#SB8136 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 15YR 1.5% 02/01/2037#SB8140 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FHLG 15YR 1.5% 03/01/2037#SB8144 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 15YR 1.5% 05/01/2036#SB8102 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 15YR 1.5% 06/36#SB8106 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $782K | – | 0.00 |
| FHLG 15YR 1.5% 07/01/2036#QN6967 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FHLG 15YR 1.5% 08/01/2035#SB8066 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FHLG 15YR 1.5% 10/01/2036#QN7996 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $824K | – | 0.00 |
| FHLG 15YR 1.5% 10/01/2036#QN8096 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| FHLG 15YR 1.5% 10/01/2036#QN8116 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $702K | – | 0.00 |
| FHLG 15YR 1.5% 10/01/2036#QN8121 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 15YR 1.5% 10/01/2036#QN8187 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FHLG 15YR 1.5% 10/01/2036#SB8122 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FHLG 15YR 1.5% 11/01/2035#SB8073 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FHLG 15YR 1.5% 11/01/2036#SB8127 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FHLG 15YR 1.5% 11/01/2037#SB0908 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 15YR 2.5% 01/01/2030#G18536 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 15YR 2.5% 01/01/2031#G18581 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FHLG 15YR 2.5% 01/01/2035#SB8026 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $947K | – | 0.00 |
| FHLG 15YR 2.5% 01/01/2038#QO1142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| FHLG 15YR 2.5% 01/01/2038#RC2815 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 15YR 2.5% 02/01/2032#G16088 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 15YR 2.5% 02/01/2032#ZS8641 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FHLG 15YR 2.5% 02/01/2033#G18676 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| FHLG 15YR 2.5% 02/01/2035#SB8031 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FHLG 15YR 2.5% 02/01/2038#SB8240 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| FHLG 15YR 2.5% 02/32#G18631 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2028#J22901 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2028#ZK5167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2030#G18544 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2031#G18590 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2032#G18635 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 15YR 2.5% 03/01/2033#G18680 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2033#G18683 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2033#J38672 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 15YR 2.5% 03/01/2035#SB8035 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 15YR 2.5% 03/01/2037#RC2527 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FHLG 15YR 2.5% 04/01/2031#G18595 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $599K | – | 0.00 |
| FHLG 15YR 2.5% 04/01/2033#J38928 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 15YR 2.5% 04/01/2035#SB8040 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| FHLG 15YR 2.5% 04/32#J36873 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 15YR 2.5% 05/01/2035#SB8045 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $988K | – | 0.00 |
| FHLG 15YR 2.5% 06/01/2030#G18556 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FHLG 15YR 2.5% 06/01/2031#G18604 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 15YR 2.5% 06/01/2032#J37112 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 15YR 2.5% 06/01/2034#SB0021 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 15YR 2.5% 06/01/2035#RC1421 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 15YR 2.5% 06/01/2035#SB8049 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2028#J24649 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2030#G18560 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 15YR 2.5% 07/01/2030#J32164 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2031#G18607 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $500K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2031#J34866 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2031#V61246 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2033#G16661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FHLG 15YR 2.5% 07/01/2035#SB8053 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 15YR 2.5% 08/01/2031#J35019 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 15YR 2.5% 08/01/2031#V61273 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLG 15YR 2.5% 08/01/2034#SB8008 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FHLG 15YR 2.5% 08/01/2035#SB8058 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FHLG 15YR 2.5% 09/01/2031#G18611 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 15YR 2.5% 09/01/2032#G16566 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 15YR 2.5% 09/01/2032#G18658 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 15YR 2.5% 09/01/2032#G18662 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| FHLG 15YR 2.5% 09/01/2032#J37643 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 15YR 2.5% 09/01/2034#SB8013 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLG 15YR 2.5% 09/01/2037#QO0877 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FHLG 15YR 2.5% 09/31#G18614 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FHLG 15YR 2.5% 09/31#J35331 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FHLG 15YR 2.5% 09/35#SB8062 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLG 15YR 2.5% 10/01/2029#G18529 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FHLG 15YR 2.5% 10/01/2031#J35369 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 15YR 2.5% 10/01/2031#ZS8624 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 15YR 2.5% 10/01/2034#SB0100 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 15YR 2.5% 10/01/2034#SB0105 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| FHLG 15YR 2.5% 10/01/2034#SB8010 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| FHLG 15YR 2.5% 10/01/2038#RC3059 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FHLG 15YR 2.5% 11/01/2034#SB8015 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| FHLG 15YR 2.5% 11/01/2035#SB8075 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $801K | – | 0.00 |
| FHLG 15YR 2.5% 11/01/2037#QO1051 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FHLG 15YR 2.5% 11/01/2037#QO1063 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FHLG 15YR 2.5% 12/01/2031#G18626 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 15YR 2.5% 12/01/2032#G18669 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 15YR 2.5% 12/01/2034# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FHLG 15YR 2.5% 12/01/2035#BQ9331 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FHLG 15YR 2.5% 12/01/2037#RC2790 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FHLG 15YR 2% 01/01/2029#ZS6992 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 15YR 2% 01/01/2032#ZS7735 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLG 15YR 2% 01/01/2036# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 15YR 2% 02/01/2028#ZA2864 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 15YR 2% 02/01/2036#SB8089 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FHLG 15YR 2% 03/01/2028#ZK5069 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 15YR 2% 03/01/2036#SB8093 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 15YR 2% 04/01/2036#SB8098 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37M | – | 0.15 |
| FHLG 15YR 2% 05/01/2028#ZS8487 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLG 15YR 2% 05/01/2035#SB8044 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 15YR 2% 06/01/2028#ZS8489 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 15YR 2% 07/01/2037# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $663K | – | 0.00 |
| FHLG 15YR 2% 08/01/2031#ZS8619 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FHLG 15YR 2% 09/01/2035#QN3476 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25M | – | 0.10 |
| FHLG 15YR 2% 10/01/2036# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| FHLG 15YR 2% 10/01/2036#QN8039 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| FHLG 15YR 2% 10/01/2036#QN8108 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| FHLG 15YR 2% 11/01/2035#QN4143 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FHLG 15YR 2% 11/01/2035#SB8074 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FHLG 15YR 2% 11/01/2036#SB8128 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLG 15YR 2% 11/35#BP7641 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FHLG 15YR 2% 12/01/2035#BR1120 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FHLG 15YR 2% 12/01/2036#SB0645 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| FHLG 15YR 3.0% 01/01/2028#J22029 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 3.0% 02/01/2028#J22249 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 15YR 3.0% 04/01/2028#J23088 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 3.0% 04/01/2028#J23455 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 15YR 3.0% 04/01/2029#G18508 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 15YR 3.0% 05/01/2028#J23810 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 15YR 3.0% 06/01/2028#J24428 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 15YR 3.0% 07/01/2028#J24614 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 3.0% 07/01/2028#J24636 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 15YR 3.0% 07/01/2028#J24755 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 15YR 3.0% 07/01/2028#J24814 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 3.0% 07/01/2029#G15145 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FHLG 15YR 3.0% 08/01/2027#J19969 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 15YR 3.0% 08/01/2028#J24794 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 15YR 3.0% 08/01/2028#J24908 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 15YR 3.0% 09/01/2028#G18481 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 15YR 3.0% 09/01/2029#J29420 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 15YR 3.0% 09/01/2030#G18569 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FHLG 15YR 3.0% 10/01/2028#G18484 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FHLG 15YR 3.0% 10/01/2028#J25939 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 15YR 3.0% 10/01/2028#J25967 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 15YR 3.0% 10/01/2028#J26124 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FHLG 15YR 3.0% 10/01/2029#J29450 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 15YR 3.5% 01/01/2030#J30279 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 15YR 3.5% 01/01/2030#J30383 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 15YR 3.5% 01/01/2031#J33684 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 15YR 3.5% 01/01/2034#ZT1610 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 15YR 3.5% 02/01/2033#V61939 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 15YR 3.5% 03/01/2032#J36515 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 15YR 3.5% 03/01/2033#J38833 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 15YR 3.5% 03/01/2034#ZT1799 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 15YR 3.5% 03/01/2035#SB8037 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 15YR 3.5% 04/01/2028#J38855 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 15YR 3.5% 04/01/2029#ZK6914 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 15YR 3.5% 04/01/2030#J31379 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLG 15YR 3.5% 04/01/2030#J31442 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FHLG 15YR 3.5% 04/01/2030#ZS7148 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 15YR 3.5% 04/01/2033#G18685 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FHLG 15YR 3.5% 04/01/2034#ZT1872 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FHLG 15YR 3.5% 04/01/2037#QO0067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $726K | – | 0.00 |
| FHLG 15YR 3.5% 04/01/2037#QO0115 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FHLG 15YR 3.5% 04/01/2037#QO0117 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 15YR 3.5% 05/01/2032#ZT2011 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FHLG 15YR 3.5% 05/01/2033#G18689 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 15YR 3.5% 05/01/2037#QO0228 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $720K | – | 0.00 |
| FHLG 15YR 3.5% 06/01/2030#J32030 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FHLG 15YR 3.5% 06/01/2034#ZT2092 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FHLG 15YR 3.5% 06/01/2037#QO0375 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 15YR 3.5% 06/32#G18648 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 3.5% 07/01/2032#G18653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FHLG 15YR 3.5% 07/01/2033#ZS8705 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FHLG 15YR 3.5% 07/01/2037#QO0643 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $612K | – | 0.00 |
| FHLG 15YR 3.5% 08/01/2026#ZA2652 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 15YR 3.5% 08/01/2028#J25240 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FHLG 15YR 3.5% 08/01/2032#G18656 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| FHLG 15YR 3.5% 08/01/2033#G18702 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 3.5% 08/01/2037#QO0736 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FHLG 15YR 3.5% 09/01/2025#ZK2531 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $140.3 | – | 0.00 |
| FHLG 15YR 3.5% 09/01/2033#G18710 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| FHLG 15YR 3.5% 09/01/2033#J39512 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLG 15YR 3.5% 09/01/2033#ZS8716 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $746K | – | 0.00 |
| FHLG 15YR 3.5% 09/01/2037#QO0872 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FHLG 15YR 3.5% 10/01/2034#SB0077 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 15YR 3.5% 11/01/2025#ZK2670 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 3.5% 11/01/2037#QO1015 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 15YR 3.5% 12/01/2029#J30162 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FHLG 15YR 3.5% 12/01/2033#ZT1566 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FHLG 15YR 3.5% 12/01/2037#SB8196 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 15YR 3% 01/01/2027#ZA2670 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 15YR 3% 01/01/2027#ZK3867 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLG 15YR 3% 01/01/2028#ZS6670 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 15YR 3% 01/01/2029#ZK7593 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 15YR 3% 01/01/2031#J38105 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 15YR 3% 01/01/2033#ZK9223 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 15YR 3% 01/01/2033#ZS8682 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FHLG 15YR 3% 02/01/2027#ZK3836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FHLG 15YR 3% 02/01/2027#ZK3908 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FHLG 15YR 3% 02/01/2030#G15284 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 15YR 3% 02/01/2030#J30700 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 15YR 3% 02/01/2033#J38464 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 15YR 3% 02/01/2033#J38588 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| FHLG 15YR 3% 02/01/2033#ZS8686 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FHLG 15YR 3% 02/01/2037#QN9407 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 15YR 3% 02/30#G18541 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 15YR 3% 02/30#J30802 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 15YR 3% 03/01/2032#G18636 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $748K | – | 0.00 |
| FHLG 15YR 3% 03/01/2033#J38736 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 15YR 3% 03/01/2033#J38747 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 15YR 3% 03/01/2033#ZS8690 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FHLG 15YR 3% 04/01/2027#ZA2713 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 15YR 3% 04/01/2027#ZA2714 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 15YR 3% 04/01/2033#ZS8693 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 15YR 3% 04/01/2034#G16829 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 15YR 3% 04/01/2035#SB8041 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| FHLG 15YR 3% 04/01/2038#QO1276 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 15YR 3% 04/01/30#G18550 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 15YR 3% 04/30#V60782 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 15YR 3% 05/01/2027#ZK4162 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 15YR 3% 05/01/2029#ZK6913 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FHLG 15YR 3% 05/01/2032#J36872 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $813K | – | 0.00 |
| FHLG 15YR 3% 05/30#G15446 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 15YR 3% 05/30#V60808 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 15YR 3% 06/01/2028#ZK6217 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FHLG 15YR 3% 06/01/2031#J34627 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 15YR 3% 06/01/2038#QO1405 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $896K | – | 0.00 |
| FHLG 15YR 3% 06/30#G18557 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FHLG 15YR 3% 06/30#J31837 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 15YR 3% 07/01/2027#ZK4269 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FHLG 15YR 3% 07/01/2032#G16495 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| FHLG 15YR 3% 07/01/2032#J37574 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FHLG 15YR 3% 07/01/2033#ZS8704 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| FHLG 15YR 3% 07/01/2038#QO1479 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| FHLG 15YR 3% 07/01/2038#SB1093 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $721K | – | 0.00 |
| FHLG 15YR 3% 08/01/2031#G18608 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 15YR 3% 08/01/2032#G18655 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $591K | – | 0.00 |
| FHLG 15YR 3% 08/01/2032#G18659 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 15YR 3% 08/01/2033#ZS8710 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| FHLG 15YR 3% 08/30#J32322 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| FHLG 15YR 3% 08/30#J32392 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 15YR 3% 09/01/2032#J37522 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FHLG 15YR 3% 09/01/2033#ZS8715 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| FHLG 15YR 3% 09/01/2034#SB8006 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FHLG 15YR 3% 10/01/2026#ZK3671 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 15YR 3% 10/01/2030#J32989 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FHLG 15YR 3% 10/01/2032#G18663 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 15YR 3% 10/01/2033#ZT0716 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 15YR 3% 10/01/30#J32924 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 15YR 3% 10/29#G18527 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 15YR 3% 10/30#J33049 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FHLG 15YR 3% 11/01/2031#ZS7555 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FHLG 15YR 3% 11/01/2032#G18666 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 15YR 3% 11/01/2032#J38040 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FHLG 15YR 3% 11/29#G18531 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 15YR 3% 11/30#G16390 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $435K | – | 0.00 |
| FHLG 15YR 3% 12/01/2026#ZK3775 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 15YR 3% 12/01/2032#J38039 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 15YR 3% 12/01/2032#J38109 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FHLG 15YR 3% 12/29#G18534 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FHLG 15YR 3% 12/32#G18670 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FHLG 15YR 4.0% 03/01/2026#J14732 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 15YR 4.50% 6/25 #G18356 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 15YR 4.50% 7/25 #G13844 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 15YR 4% 02/01/2025#ZK2076 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 15YR 4% 03/01/2029#G16221 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 15YR 4% 03/01/2034#ZT1800 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 15YR 4% 04/01/2025#J12008 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 15YR 4% 04/35#SB8056 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FHLG 15YR 4% 06/01/2025#J12429 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 15YR 4% 06/01/2034#SB0566 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| FHLG 15YR 4% 06/01/2034#ZT2093 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FHLG 15YR 4% 06/01/2037#SB8171 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 15YR 4% 08/01/2025#ZK2470 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLG 15YR 4% 08/01/2033#ZS8712 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FHLG 15YR 4% 08/01/2037#SB8173 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FHLG 15YR 4% 09/01/2024#ZS8385 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 15YR 4% 10/01/2034#SB0225 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FHLG 15YR 4% 10/01/2037#QO0952 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FHLG 15YR 4% 11/01/2033#SB0045 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $900.63 | – | 0.00 |
| FHLG 15YR 4% 11/01/2033#ZT1346 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FHLG 15YR 4% 11/01/2037#SB8189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 15YR 4% 12/01/2024#ZK1985 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 15YR 4% 12/01/2026#ZS7905 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 15YR 5% 05/01/2039#SB8303 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLG 15YR 5% 09/01/2038#SB8262 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FHLG 20YR 2.5% 04/01/2042#RB5154 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FHLG 20YR 2.5% 10/01/2039#RB5021 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 20YR 2% 04/01/2042#SC0481 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18M | – | 0.08 |
| FHLG 20YR 2% 09/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $53M | – | 0.22 |
| FHLG 20YR 2% 12/01/2040#BQ9537 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLG 20YR 3.5% 05/01/2038#ZA2505 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FHLG 20YR 3.5% 05/01/2039#ZA6859 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FHLG 20YR 3% 01/01/2040#RB5027 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 20YR 3% 02/01/2040#RB5033 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FHLG 20YR 3% 03/01/2040#RB5038 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| FHLG 20YR 3% 06/01/2039#ZA7080 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FHLG 20YR 3% 10/01/2039#RB5011 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 20YR 4.5% 02/01/2031#C91359 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 20YR 4.5% 05/01/2039#ZA7081 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FHLG 20YR 4.50% 7/30 #C91309 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 20YR 4% 01/01/2039#ZA6152 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FHLG 20YR 4% 08/01/2031#D98743 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 20YR 4% 09/01/2038#ZL0941 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FHLG 20YR 5.0% 03/01/2027#G30321 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $239.29 | – | 0.00 |
| FHLG 20YR 5.00% 5/28 #C91175 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 20YR 5.5% 02/01/2028#C91162 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $126.84 | – | 0.00 |
| FHLG 20YR 5.5% 05/01/2028# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 20YR 5.5% 06/01/2027# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 20YR 5.5% 06/01/2030#ZT1807 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 20YR 5.5% 11/01/2028#G30432 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 20YR 5% 07/01/2031#ZS9140 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 20YR 5% 09/01/2031#ZS9232 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 25YR 5.50% 7/35 #G05815 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FHLG 3.5% 09/45#G08667 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FHLG 3.50% 4/42 #C03851 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 1.5% 01/01/2051#RA4019 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLG 30YR 1.5% 01/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $674K | – | 0.00 |
| FHLG 30YR 1.5% 01/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $618K | – | 0.00 |
| FHLG 30YR 1.5% 03/01/2052#SD8209 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 1.5% 04/01/2052#SD8216 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 1.5% 04/01/2052#SD8228 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 1.5% 05/01/2051#QC3220 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FHLG 30YR 1.5% 06/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLG 30YR 1.5% 06/01/2051#QC2709 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FHLG 30YR 1.5% 08/01/2051#QC6742 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $593K | – | 0.00 |
| FHLG 30YR 1.5% 09/01/2051#QC7455 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| FHLG 30YR 1.5% 10/01/2051#QC9344 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 1.5% 10/01/2051#SD0721 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FHLG 30YR 1.5% 10/01/2051#SD8171 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLG 30YR 1.5% 11/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLG 30YR 1.5% 12/01/2050#RA4210 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FHLG 30YR 1.5% 12/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLG 30YR 2.5% 01/01/2052#SD0853 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2.5% 01/01/2052#SD8189 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $695K | – | 0.00 |
| FHLG 30YR 2.5% 02/01/2051#QB9269 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| FHLG 30YR 2.5% 02/01/2052#QD6378 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $696K | – | 0.00 |
| FHLG 30YR 2.5% 02/01/2052#QD6751 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| FHLG 30YR 2.5% 02/01/2052#QD7063 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $705K | – | 0.00 |
| FHLG 30YR 2.5% 02/01/2052#SD8194 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41M | – | 0.17 |
| FHLG 30YR 2.5% 02/50#RA2123 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| FHLG 30YR 2.5% 03/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FHLG 30YR 2.5% 04/01/2052#SD3209 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FHLG 30YR 2.5% 04/01/2052#SD8205 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FHLG 30YR 2.5% 05/01/2051#SD8147 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25M | – | 0.11 |
| FHLG 30YR 2.5% 05/01/2052#SD8212 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| FHLG 30YR 2.5% 06/01/2050#SD8067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2.5% 07/01/2049#QA1021 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FHLG 30YR 2.5% 07/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FHLG 30YR 2.5% 07/01/2050#RA3087 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 2.5% 07/01/2051#QC4584 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FHLG 30YR 2.5% 07/01/2051#RA5605 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLG 30YR 2.5% 07/01/2051#SD8156 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51M | – | 0.21 |
| FHLG 30YR 2.5% 08/01/2051#QC5834 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FHLG 30YR 2.5% 08/01/2051#SD8161 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FHLG 30YR 2.5% 08/46#ZS4675 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 2.5% 09/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21M | – | 0.09 |
| FHLG 30YR 2.5% 09/01/2051#QC7083 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FHLG 30YR 2.5% 09/01/2051#QC7173 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 2.5% 09/01/2051#SD8167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 2.5% 10/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FHLG 30YR 2.5% 10/01/2049#QA4150 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FHLG 30YR 2.5% 10/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| FHLG 30YR 2.5% 10/01/2050#SD7526 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| FHLG 30YR 2.5% 10/01/2051#QC8621 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 2.5% 10/01/2051#RA6750 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FHLG 30YR 2.5% 10/01/2051#SD8173 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FHLG 30YR 2.5% 10/01/2053#SD4550 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FHLG 30YR 2.5% 11/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $677K | – | 0.00 |
| FHLG 30YR 2.5% 11/01/2050#SD7530 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| FHLG 30YR 2.5% 11/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| FHLG 30YR 2.5% 11/01/2051#QD0001 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FHLG 30YR 2.5% 12/01/2049#SD8029 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 2.5% 12/01/2051#RA6496 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FHLG 30YR 2% 01/01/2051#BQ9687 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| FHLG 30YR 2% 01/01/2051#RA4352 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FHLG 30YR 2% 01/01/2051#SD8121 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $177M | – | 0.73 |
| FHLG 30YR 2% 01/01/2052#QD5035 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 30YR 2% 01/52#SD8188 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FHLG 30YR 2% 02/01/2051#SD8128 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FHLG 30YR 2% 02/01/2052#QD6093 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FHLG 30YR 2% 02/01/2052#QD6836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| FHLG 30YR 2% 03/01/2051#QC0102 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FHLG 30YR 2% 03/01/2051#SD4957 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLG 30YR 2% 03/01/2051#SD8134 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40M | – | 0.16 |
| FHLG 30YR 2% 03/01/2052#QD8702 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2% 03/01/2052#RA7011 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| FHLG 30YR 2% 03/01/2052#SD4526 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLG 30YR 2% 03/01/2052#SD8199 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FHLG 30YR 2% 04/01/2052#QE4412 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 30YR 2% 04/01/2052#RA7138 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLG 30YR 2% 04/01/2052#RA7141 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLG 30YR 2% 04/01/2052#SD8204 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| FHLG 30YR 2% 05/01/2051#SD8146 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FHLG 30YR 2% 06/01/2050#SD8080 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLG 30YR 2% 06/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $503K | – | 0.00 |
| FHLG 30YR 2% 07/01/2051#RA5561 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23M | – | 0.10 |
| FHLG 30YR 2% 08/01/2050#SD8097 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 2% 08/01/2051# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $750K | – | 0.00 |
| FHLG 30YR 2% 08/01/2051#QC5340 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FHLG 30YR 2% 08/01/2051#SD2230 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $633K | – | 0.00 |
| FHLG 30YR 2% 09/01/2050#QB3535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FHLG 30YR 2% 09/01/2050#QB3856 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FHLG 30YR 2% 09/01/2050#SD8090 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 2% 09/01/2051#QC7207 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| FHLG 30YR 2% 09/01/2051#SD8166 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26M | – | 0.11 |
| FHLG 30YR 2% 10/01/2050#RA3606 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLG 30YR 2% 10/01/2050#SD8098 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2% 11/01/2050#BR1113 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FHLG 30YR 2% 11/01/2050#QB5180 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 2% 11/01/2050#QB5621 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2% 11/01/2050#QB5634 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 2% 11/01/2050#QB5748 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 2% 11/01/2050#SD8106 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FHLG 30YR 2% 11/01/2051#QD0877 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 2% 11/01/2051#RA6191 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FHLG 30YR 2% 11/01/2051#RA6235 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FHLG 30YR 2% 11/01/2051#SD8177 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16M | – | 0.07 |
| FHLG 30YR 2% 12/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FHLG 30YR 2% 12/01/2050#BQ9967 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 2% 12/01/2050#BQ9989 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3162 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#QD3229 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLG 30YR 2% 12/01/2051#RA6358 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FHLG 30YR 2% 12/01/2051#RA6510 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| FHLG 30YR 3.0% 01/01/2045#G08622 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| FHLG 30YR 3.0% 02/01/2043#Q15634 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FHLG 30YR 3.0% 02/01/2043#Q15773 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| FHLG 30YR 3.0% 02/01/2043#Q15822 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 30YR 3.0% 02/01/2043#Q15886 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3.0% 03/01/2043#Q16403 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 30YR 3.0% 03/01/2043#Q16567 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FHLG 30YR 3.0% 03/01/2045#G08631 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLG 30YR 3.0% 03/01/45#Q31928 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FHLG 30YR 3.0% 03/01/45#Q32267 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FHLG 30YR 3.0% 04/01/2043#Q17451 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| FHLG 30YR 3.0% 04/01/2043#Q17959 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 3.0% 04/01/2045#G08635 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLG 30YR 3.0% 04/01/2045#Q32660 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 3.0% 04/01/45#Q32443 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 3.0% 05/01/2043#G08525 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.0% 05/01/2043#Q17853 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FHLG 30YR 3.0% 05/01/2043#Q18144 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FHLG 30YR 3.0% 05/01/2043#Q18454 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLG 30YR 3.0% 05/01/2043#Q18457 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLG 30YR 3.0% 05/01/2045#G08640 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2043#G08534 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2043#Q18845 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2043#Q18846 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2043#Q18869 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2043#Q19310 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2043#Q19349 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2043#Q19517 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/2045#G08648 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| FHLG 30YR 3.0% 06/01/45#Q34343 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/2043#G08537 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3.0% 07/01/2043#Q20094 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/2043#Q20537 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/2043#Q20542 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/2043#V80169 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/2045#G08653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 3.0% 07/01/2045#Q34885 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 3.0% 07/01/45#Q34655 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 3.0% 08/01/2042#Q10219 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 3.0% 08/01/2043#G07550 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 3.0% 08/01/2043#G08540 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 3.0% 08/01/2043#Q20550 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3.0% 08/01/2043#Q20655 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 3.0% 08/01/2043#Q20988 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 3.0% 08/01/2043#Q21083 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLG 30YR 3.0% 08/01/2043#Q21427 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 30YR 3.0% 09/01/2043#G08544 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FHLG 30YR 3.0% 09/01/2043#Q21390 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 30YR 3.0% 09/01/2043#Q21596 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 30YR 3.0% 09/01/2043#Q21601 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 3.0% 09/01/2043#Q21646 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3.0% 09/01/2043#Q22102 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 30YR 3.0% 10/01/2042#C04272 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 3.0% 10/01/2042#Q12520 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 3.0% 10/01/2043#G07551 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3.0% 10/01/2043#Q22090 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 3.0% 12/01/2042#C04422 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2044#G60038 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3.5% 01/01/2044#G60458 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2044#ZS4077 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2045#Q30543 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2047#Q45744 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2048#G08800 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2048#Q53535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2048#Q53751 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2050#RA2010 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2050#RA2068 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $713K | – | 0.00 |
| FHLG 30YR 3.5% 01/01/2050#SD8038 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLG 30YR 3.5% 01/48#G08796 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2042#Q06307 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2043#Q15105 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2043#Q15974 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2043#Q15995 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2044#G60383 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2045#G08627 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2045#Q31396 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2046#G08693 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3.5% 02/01/2046#Q38621 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2048#G61896 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2048#Q54362 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2050#QA7300 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2050#QA7813 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLG 30YR 3.5% 02/01/2050#RA2135 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 3.5% 02/51#SD8131 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2045#G08632 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2048#G67710 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $926K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2048#Q54552 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2048#Q54557 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2048#Q54743 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2048#Q54780 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2048#Q54832 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2048#Q54867 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2048#Q54900 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2049#ZN3949 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2050#QA7740 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FHLG 30YR 3.5% 03/01/2050#SD0506 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18M | – | 0.07 |
| FHLG 30YR 3.5% 03/01/2050#SD8051 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 04/01/2046#G08702 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2047#Q47592 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2048#G08808 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2048#Q55220 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2049#Q62795 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2049#ZT1863 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2051#SD8143 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2052#QE0921 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 30YR 3.5% 04/01/2052#RA7146 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2042#Q08707 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2043#Q17795 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2043#Q17920 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2043#Q17996 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2043#Q18306 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $452K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2045#G08641 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $578K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2046#G08706 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2046#Q40716 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2047#G08761 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2047#Q48241 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2048#G08813 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2048#G08816 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2048#Q56028 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2048#ZA5450 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2049#ZN6180 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2049#ZN6251 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2052#QE2363 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLG 30YR 3.5% 05/01/2052#QE5301 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 05/01/2052#SD8214 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $721K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2043#Q19053 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2043#Q19147 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2047#G08766 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2047#V83403 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2048#ZM6958 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2048#ZS4771 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $391K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2048#ZT0331 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2049#ZT2086 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3.5% 06/01/2052#RA7587 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2043#G08538 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2043#Q19866 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2046#ZS9775 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FHLG 30YR 3.5% 07/01/2047#G08770 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $726K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2048#G08830 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 07/01/2048#Q57124 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2048#Q57136 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 3.5% 07/01/2048#ZM7184 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2048#ZS4777 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2049#QA0977 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2049#QA1094 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2049#RA1108 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $522K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2049#SD8001 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $840K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/2052#QE5945 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 30YR 3.5% 07/01/45#G08654 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3.5% 08/01/2042#Q10116 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2042#Q10392 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $511K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2042#Q10716 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2043#G08541 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2043#Q21270 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2043#Q21319 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2047#Q50503 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2048#ZM7612 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2048#ZM7809 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2048#ZM7828 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3.5% 08/01/2049#QA2117 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/45#G08659 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $863K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/45#Q35207 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 30YR 3.5% 08/01/45#Q35309 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 3.5% 08/46#G08716 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3.5% 09/01/2043#Q21553 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2043#Q21674 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2043#Q21684 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2043#Q21807 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2044#Q28457 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2045#Q36050 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2045#Q45312 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2046#G08722 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2047#G08779 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 3.5% 09/01/2047#G08784 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2047#G61148 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2047#Q50542 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2048#ZM8301 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2048#ZS4789 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2049#QA2741 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2050#QB3375 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2050#SD8093 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 30YR 3.5% 09/01/2052#SD8243 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FHLG 30YR 3.5% 10/01/2042#G08508 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2042#Q11532 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2042#Q11836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2045#G08671 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $933K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2047#Q51774 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2047#V83497 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2048#G08846 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2049#QA3798 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2049#QA4514 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $540K | – | 0.00 |
| FHLG 30YR 3.5% 10/01/2051#QC9772 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2044#G08615 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2045#Q37467 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 3.5% 11/01/2046#Q44460 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2047#Q52319 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2047#V83592 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2048#G08851 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2048#ZN1199 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2048#ZT1319 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2049#RA1734 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2049#SD8025 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FHLG 30YR 3.5% 11/01/2053#RJ0426 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $870K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2042#G07264 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2042#Q13671 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2044#G61068 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2045#V82084 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2046#G08738 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2047#G08792 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2047#Q53034 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2047#V83817 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $920K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2047#V83832 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2048#ZN4642 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2048#ZT1544 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2049#QA5535 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $748K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2049#SD0176 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $644K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2051#QD2354 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $797K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2051#QD3235 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FHLG 30YR 3.5% 12/01/2052#SD2609 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 30YR 3.5% 12/47#V83762 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $576K | – | 0.00 |
| FHLG 30YR 3% 01/01/2043#G08521 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3% 01/01/2043#Q14783 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 30YR 3% 01/01/2043#V82687 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FHLG 30YR 3% 01/01/2044#V82592 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| FHLG 30YR 3% 01/01/2047#G08747 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $690K | – | 0.00 |
| FHLG 30YR 3% 01/01/2047#G61826 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FHLG 30YR 3% 01/01/2048#G08795 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FHLG 30YR 3% 01/01/2050#QA5902 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3% 01/01/2050#QA6479 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3% 01/01/2050#RA2061 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FHLG 30YR 3% 01/01/2050#SD8036 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FHLG 30YR 3% 02/01/2047#G08750 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3% 02/01/2047#Q46272 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $834K | – | 0.00 |
| FHLG 30YR 3% 02/01/2048#ZS4754 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 3% 02/01/2050#QA6574 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| FHLG 30YR 3% 02/01/2050#SD8044 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FHLG 30YR 3% 03/01/2043#Q16630 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FHLG 30YR 3% 03/01/2043#Q16808 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 3% 03/01/2043#V80012 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FHLG 30YR 3% 03/01/2047#G08756 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLG 30YR 3% 03/01/2048#ZS4758 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FHLG 30YR 3% 03/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FHLG 30YR 3% 03/01/2050#QA7927 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3% 03/01/2050#RA2169 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $780K | – | 0.00 |
| FHLG 30YR 3% 03/01/2051#RA4919 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 30YR 3% 04/01/2043#V80006 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 3% 04/01/2050#RA2410 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FHLG 30YR 3% 04/01/2050#RA2457 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3% 04/01/2051#SD8142 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FHLG 30YR 3% 04/01/2052# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FHLG 30YR 3% 04/01/2052#QD9576 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3% 04/01/2052#QD9803 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $731K | – | 0.00 |
| FHLG 30YR 3% 04/01/2052#QE0487 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| FHLG 30YR 3% 04/01/2052#QE0570 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $514K | – | 0.00 |
| FHLG 30YR 3% 05/01/2043#Q18264 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 30YR 3% 05/01/2049#ZN5968 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 30YR 3% 05/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| FHLG 30YR 3% 05/01/2052#QE2333 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $721K | – | 0.00 |
| FHLG 30YR 3% 06/01/2043#Q19773 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 3% 06/01/2049#ZA7141 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 30YR 3% 06/01/2049#ZT2090 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FHLG 30YR 3% 06/01/2053#QG5124 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $821K | – | 0.00 |
| FHLG 30YR 3% 06/50#BP7930 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 3% 07/01/2042#C09006 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 3% 07/01/2042#Q09305 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| FHLG 30YR 3% 07/01/2043#Q20172 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 3% 07/01/2043#Q20670 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FHLG 30YR 3% 07/01/2049#SD0040 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 3% 07/01/2049#SD8000 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 3% 07/01/2051#SD8157 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FHLG 30YR 3% 07/47#G08769 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3% 08/01/2043#Q20527 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 3% 08/01/2043#Q20647 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 3% 08/01/2043#Q21341 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 3% 08/01/2043#Q21343 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 3% 08/01/2047#Q50234 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 30YR 3% 08/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FHLG 30YR 3% 08/01/2050#QB1802 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 3% 08/01/2051#QC5631 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3% 08/01/2051#SD8162 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 3% 09/01/2042#Q11233 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 3% 09/01/2043#Q21595 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 30YR 3% 09/01/2047#G08783 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FHLG 30YR 3% 09/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLG 30YR 3% 09/01/2049#QA2734 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| FHLG 30YR 3% 09/01/2049#RA1388 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| FHLG 30YR 3% 09/46#Q46506 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $700K | – | 0.00 |
| FHLG 30YR 3% 10/01/2042#G07162 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FHLG 30YR 3% 10/01/2042#G08507 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 3% 10/01/2042#Q12544 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FHLG 30YR 3% 10/01/2043#G61529 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FHLG 30YR 3% 10/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 3% 10/01/2049#QA3637 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FHLG 30YR 3% 10/01/2049#QA3732 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 3% 10/01/2049#RA1500 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 3% 10/01/2050#RA3838 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $500K | – | 0.00 |
| FHLG 30YR 3% 10/50#SD8100 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FHLG 30YR 3% 11/01/2042#Q12612 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 30YR 3% 11/01/2042#Q13630 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 3% 11/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 3% 11/01/2050#SD8108 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FHLG 30YR 3% 11/47#G08787 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 3% 12/01/2042#C04320 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FHLG 30YR 3% 12/01/2042#Q14321 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 3% 12/01/2042#Q14402 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 3% 12/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 3% 12/01/2049#RA1856 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| FHLG 30YR 3% 12/01/2049#RA1859 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FHLG 30YR 3% 12/01/2049#RA1860 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $777K | – | 0.00 |
| FHLG 30YR 3% 12/01/2050#SD8115 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FHLG 30YR 3% 12/47#G08791 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FHLG 30YR 3% 2/1/43 #Q15414 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FHLG 30YR 3% 8/47#G08773 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/2041#A96298 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/2041#A96385 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/2042#G06892 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/2044#V80950 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4.0% 01/01/45#G08624 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2040#A91217 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2041#A96912 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2041#A96970 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2041#Q01757 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2044#G08573 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $913K | – | 0.00 |
| FHLG 30YR 4.0% 02/01/2045#G08628 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.0% 03/01/2040#A91410 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $740.95 | – | 0.00 |
| FHLG 30YR 4.0% 03/01/2041#A97474 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 4.0% 05/01/2043#Q18481 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.0% 06/01/2044#Q28691 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2039#A87333 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2040#A93012 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q19606 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2043#Q20027 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.0% 07/01/2044#G08595 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2043#Q20707 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2044#G08601 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/2045#G08660 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/44#Q27794 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 4.0% 08/01/44#Q27903 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2040#C03520 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2041#Q03104 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2043#Q21845 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/2044#G08606 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/44#Q28370 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 30YR 4.0% 09/01/44#Q28495 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 30YR 4.0% 09/45#G08669 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 4.0% 10/01/2039#A89384 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2040#A94604 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2040#G06056 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2041#Q04096 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/2043#Q22499 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.0% 10/01/44#Q28991 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FHLG 30YR 4.0% 10/45#G08672 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $621K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2039#A89867 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2040#A96262 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 4.0% 11/01/2041#Q04590 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.0% 12/01/2039#A90063 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FHLG 30YR 4.0% 12/01/2040#A95406 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.0% 12/01/2040#G06197 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.0% 12/01/2040#Q01204 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.0% 12/01/2041#Q05017 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2044#Q24221 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2048#Q54021 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2049#G08858 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2049#Q60864 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2049#RA2236 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2049#ZA6266 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2049#ZT1595 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $917K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2049#ZT2242 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2050# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2053# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4.5% 01/01/2053#QF6556 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| FHLG 30YR 4.5% 01/42#G60517 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2046#Q40237 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2047#Q46291 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2048#Q54056 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2049#G08863 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2049#ZT1711 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2053#RA8393 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $793K | – | 0.00 |
| FHLG 30YR 4.5% 02/01/2053#SD2430 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLG 30YR 4.5% 02/45#G60034 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2047#G08754 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2049#ZN3831 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2049#ZT1778 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $516K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2053#QF8765 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2053#QF8936 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| FHLG 30YR 4.5% 03/01/2053#SD8306 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $528K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2044#Q25772 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2044#Q25856 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2046#G08704 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2047#G08759 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2047#Q47955 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2047#Q49361 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2048#G08810 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2048#Q55088 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2049#RA1316 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2049#ZN4597 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2049#ZT1865 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| FHLG 30YR 4.5% 04/01/2053#RA8693 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FHLG 30YR 4.5% 05/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2044#Q26309 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2047#G08764 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2047#Q48009 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2048#G08818 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2048#G61428 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $838K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2049#ZT1953 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2049#ZT2051 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FHLG 30YR 4.5% 05/01/2053#QG2010 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 30YR 4.5% 05/47#V83204 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2047#G08768 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2047#Q48917 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2047#ZM3523 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2048#Q56359 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2048#ZA5476 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2048#ZS4773 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2049#ZT2088 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2053#QG4978 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4.5% 06/01/2053#QG5732 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 30YR 4.5% 06/01/2053#SD8328 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2047#Q49494 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2048#G08827 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2048#ZM7182 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2048#ZM7365 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2049#RA1087 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2053#QG7078 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $928K | – | 0.00 |
| FHLG 30YR 4.5% 07/01/2053#SD8340 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $466K | – | 0.00 |
| FHLG 30YR 4.5% 07/47#G08772 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2047#G08776 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $761K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2048#G08832 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $474K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2048#ZA5638 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2048#ZM7681 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2048#ZS4786 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4.5% 08/01/2052#SD8238 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FHLG 30YR 4.5% 08/01/2053#QG8691 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FHLG 30YR 4.5% 08/01/2053#SD8347 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4.5% 09/01/2044# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2044#Q28567 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2046#G08729 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2046#G60919 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2047#G08781 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2047#Q50591 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2047#Q50656 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2047#Q50930 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2048#G08837 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2048#Q58588 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2052#QE9161 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2052#QF1907 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| FHLG 30YR 4.5% 09/01/2052#SD8245 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $30M | – | 0.13 |
| FHLG 30YR 4.5% 10/01/2043#G08552 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2047#G08786 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2048#G08843 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2048#G08848 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2048#ZA5759 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2052#QF2002 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLG 30YR 4.5% 10/01/2052#QF9310 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FHLG 30YR 4.5% 10/01/2052#SD8257 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4.5% 10/01/44#Q29187 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2040#ZT2295 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FHLG 30YR 4.5% 11/01/2041#Q04661 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2044#Q29946 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2047#G08790 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2047#G61280 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2047#Q51743 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2047#Q52210 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2047#Q52321 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2047#Q52666 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2048#ZA5950 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2048#ZN0973 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2048#ZT1321 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2052#QF3907 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2052#SD8266 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FHLG 30YR 4.5% 11/01/2053#SD8370 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2043#C09052 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2044#Q30149 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2048#G61821 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2048#ZA6139 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $856K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2048#ZN2103 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2048#ZN3030 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4.5% 12/01/2052#SD8275 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29M | – | 0.12 |
| FHLG 30YR 4% 01/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FHLG 30YR 4% 01/01/2041#A95946 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 01/01/2041#A96413 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FHLG 30YR 4% 01/01/2041#G06229 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $632K | – | 0.00 |
| FHLG 30YR 4% 01/01/2043#Q14574 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4% 01/01/2044#Q24018 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| FHLG 30YR 4% 01/01/2044#Q24338 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4% 01/01/2047#ZS4699 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 4% 01/01/2052#RA6686 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 30YR 4% 01/01/2053# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4% 01/01/2054#QH7466 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FHLG 30YR 4% 02/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4% 02/01/2041#A97259 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $415K | – | 0.00 |
| FHLG 30YR 4% 02/01/2041#G07479 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FHLG 30YR 4% 02/01/2043#Q15942 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $570K | – | 0.00 |
| FHLG 30YR 4% 02/01/2045#V82041 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FHLG 30YR 4% 02/01/2046#G08694 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4% 02/01/2046#Q38559 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $931K | – | 0.00 |
| FHLG 30YR 4% 02/01/2046#ZM0812 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 02/01/2047#ZS4705 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLG 30YR 4% 02/01/2050#SD8046 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 30YR 4% 02/47#Q45899 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| FHLG 30YR 4% 03/01/2041# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FHLG 30YR 4% 03/01/2042#Q06999 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4% 03/01/2045#Q31934 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 30YR 4% 03/01/2046#Q39124 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FHLG 30YR 4% 03/01/2047#G08758 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| FHLG 30YR 4% 03/01/2049#ZA6380 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4% 03/01/2050#QA7719 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FHLG 30YR 4% 04/01/2042#G07242 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FHLG 30YR 4% 04/01/2047#Q47255 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FHLG 30YR 4% 04/01/2048#Q55491 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FHLG 30YR 4% 04/01/2049#ZN5219 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 30YR 4% 04/01/2050#SD0438 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FHLG 30YR 4% 04/01/2054#QI3594 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4% 05/01/2042#Q07958 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FHLG 30YR 4% 05/01/2045#V81760 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4% 05/01/2046#Q40580 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 30YR 4% 05/01/2047#G08762 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FHLG 30YR 4% 05/01/2048#Q56176 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FHLG 30YR 4% 05/01/2048#Z40128 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4% 05/01/2048#ZM6514 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4% 05/01/2052#RA7398 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 4% 05/46#G08707 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4% 05/48#G08814 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $750K | – | 0.00 |
| FHLG 30YR 4% 06/01/2045#Q33842 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 4% 06/01/2046#G61471 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 4% 06/01/2047#G08767 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| FHLG 30YR 4% 06/01/2047#Q48875 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FHLG 30YR 4% 06/01/2048#Q57635 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FHLG 30YR 4% 06/01/2048#V84380 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLG 30YR 4% 06/01/2048#ZM6968 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4% 06/01/2048#ZS4772 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 06/01/2049#ZT2087 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FHLG 30YR 4% 07/01/2042#Q09230 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4% 07/01/2042#Z40054 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FHLG 30YR 4% 07/01/2045#G61180 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $509K | – | 0.00 |
| FHLG 30YR 4% 07/01/2046#Q41906 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4% 07/01/2047#Q49427 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLG 30YR 4% 07/01/2048#G08824 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $827K | – | 0.00 |
| FHLG 30YR 4% 07/01/2048#G08831 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 4% 07/01/2048#Q57057 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $320K | – | 0.00 |
| FHLG 30YR 4% 07/01/2048#Q57302 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 4% 07/01/2048#Q57414 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4% 07/01/2048#ZS4778 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FHLG 30YR 4% 07/01/2048#ZT2222 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| FHLG 30YR 4% 07/01/2049#QA1445 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 4% 07/01/2049#SD8003 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FHLG 30YR 4% 07/01/2052#RA7660 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FHLG 30YR 4% 07/47#G08771 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 4% 08/01/2040#V81897 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 4% 08/01/2043#G08542 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4% 08/01/2043#Q20548 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FHLG 30YR 4% 08/01/2045#Q35686 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 4% 08/01/2046#G08723 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4% 08/01/2046#Q42624 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4% 08/01/2048#G08836 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FHLG 30YR 4% 08/01/2048#Q57743 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FHLG 30YR 4% 08/01/2048#Q57796 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 08/01/2048#Q57990 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 4% 08/01/2048#Q58695 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 4% 08/01/2048#ZA5602 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FHLG 30YR 4% 08/01/2048#ZM7630 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FHLG 30YR 4% 08/01/2049# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 09/01/2043#Q21261 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 4% 09/01/2045#G60542 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FHLG 30YR 4% 09/01/2045#Q35784 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FHLG 30YR 4% 09/01/2045#Q35796 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4% 09/01/2045#Q35929 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 30YR 4% 09/01/2047#G08780 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FHLG 30YR 4% 09/01/2048#Q58157 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 30YR 4% 09/01/2048#Q58458 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FHLG 30YR 4% 09/01/2048#Q58494 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FHLG 30YR 4% 09/01/2048#Q58680 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FHLG 30YR 4% 09/01/2048#Q58717 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FHLG 30YR 4% 09/01/2048#Q58889 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FHLG 30YR 4% 09/01/2048#ZS4790 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4% 09/01/2048#ZT1840 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FHLG 30YR 4% 09/01/2049#SD8012 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| FHLG 30YR 4% 09/01/2052#QE9564 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FHLG 30YR 4% 09/01/2052#QF0783 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FHLG 30YR 4% 09/01/2052#SD1578 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLG 30YR 4% 09/01/2052#SD8244 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FHLG 30YR 4% 09/01/2053# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 09/48#G08842 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| FHLG 30YR 4% 10/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4% 10/01/2042#G07155 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FHLG 30YR 4% 10/01/2044#G07825 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 4% 10/01/2045#Q36699 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 4% 10/01/2045#Q36814 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| FHLG 30YR 4% 10/01/2045#V81991 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 4% 10/01/2046#G08734 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| FHLG 30YR 4% 10/01/2047#G08785 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FHLG 30YR 4% 10/01/2048#Q59057 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 30YR 4% 10/01/2048#Q59271 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FHLG 30YR 4% 10/01/2048#ZT0712 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FHLG 30YR 4% 10/01/2048#ZT0789 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 30YR 4% 10/01/2049#QA4691 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FHLG 30YR 4% 10/01/2049#QA5411 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| FHLG 30YR 4% 10/01/2052#QF1288 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 10/01/2052#QF1637 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 10/01/2052#QF2371 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $757K | – | 0.00 |
| FHLG 30YR 4% 11/01/2036#Q04319 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $834K | – | 0.00 |
| FHLG 30YR 4% 11/01/2045#Q37709 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FHLG 30YR 4% 11/01/2048#G08852 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 30YR 4% 11/01/2048#Q60149 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FHLG 30YR 4% 11/01/2048#ZN1241 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 30YR 4% 11/01/2048#ZT1320 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FHLG 30YR 4% 11/01/2048#ZT1481 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 11/01/2049#RA1735 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FHLG 30YR 4% 11/01/2052#QF2364 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 11/01/2052#QF2365 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 4% 11/01/2052#QF3364 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4% 11/01/2052#SD8265 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 4% 12/01/2040# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FHLG 30YR 4% 12/01/2040#A95825 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| FHLG 30YR 4% 12/01/2040#A95936 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4% 12/01/2041#Q04858 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLG 30YR 4% 12/01/2045#G08682 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 4% 12/01/2045#Q37730 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FHLG 30YR 4% 12/01/2045#Q37992 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FHLG 30YR 4% 12/01/2045#Q38188 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 4% 12/01/2045#Q39051 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 4% 12/01/2046#G08739 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| FHLG 30YR 4% 12/01/2047#Q52781 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 4% 12/01/2048#ZT1545 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FHLG 30YR 4% 12/01/2048#ZT1914 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FHLG 30YR 4% 12/01/2049#SD8032 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FHLG 30YR 4% 12/01/2051#QD3018 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $852K | – | 0.00 |
| FHLG 30YR 4% 3/46#Q39578 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 5.0% 01/01/2037#G06870 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.0% 01/01/2039#G05342 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.0% 02/01/2037#A57714 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 30YR 5.0% 02/01/2038#A73952 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.0% 03/01/2037#A57604 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $208.06 | – | 0.00 |
| FHLG 30YR 5.0% 03/01/2037#A58602 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 5.0% 03/01/2039#G05341 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 5.0% 04/01/2038#A75789 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FHLG 30YR 5.0% 04/01/2039#A85581 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $225.67 | – | 0.00 |
| FHLG 30YR 5.0% 06/01/2037#A61766 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.0% 07/01/2036#A50765 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $611.29 | – | 0.00 |
| FHLG 30YR 5.0% 08/01/2038#A81264 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 30YR 5.0% 08/01/2040#A93346 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 5.0% 09/01/2039#G07021 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FHLG 30YR 5.0% 10/01/2026#G30477 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $90.51 | – | 0.00 |
| FHLG 30YR 5.0% 10/01/2039#A89732 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 5.0% 11/01/2038#A83067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 30YR 5.0% 12/01/2036#G05408 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 30YR 5.5% 01/01/2037# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 5.5% 01/01/2037#G05259 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 5.5% 01/01/2038#A72378 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 5.5% 01/01/2038#G05599 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 5.5% 01/01/2038#G05613 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.5% 01/01/2039#G60494 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FHLG 30YR 5.5% 01/01/2041#G07605 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 5.5% 01/01/2053#QF5251 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| FHLG 30YR 5.5% 01/01/2053#QF5680 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLG 30YR 5.5% 01/01/2053#SD8289 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLG 30YR 5.5% 01/01/2054#QH7913 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| FHLG 30YR 5.5% 01/01/2054#SD8395 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 5.5% 02/01/2036# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $720.47 | – | 0.00 |
| FHLG 30YR 5.5% 02/01/2038# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 5.5% 03/01/2037#G02788 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 30YR 5.5% 03/01/2038#G04012 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 5.5% 03/01/2053#QF8351 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLG 30YR 5.5% 03/01/2053#QF9076 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $726K | – | 0.00 |
| FHLG 30YR 5.5% 03/01/2053#SD8308 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FHLG 30YR 5.5% 03/01/2054#SD8408 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| FHLG 30YR 5.5% 04/01/2027#D97258 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $193.93 | – | 0.00 |
| FHLG 30YR 5.5% 04/01/2038#A76566 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 5.5% 04/01/2039#G07519 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 30YR 5.5% 04/01/2040#G05850 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FHLG 30YR 5.5% 04/01/2053#QG0475 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FHLG 30YR 5.5% 04/01/2053#RA8883 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FHLG 30YR 5.5% 04/01/2053#SD8316 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FHLG 30YR 5.5% 05/01/2036#A48531 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $733.27 | – | 0.00 |
| FHLG 30YR 5.5% 05/01/2036#A49049 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 5.5% 05/01/2036#A49143 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $726.76 | – | 0.00 |
| FHLG 30YR 5.5% 05/01/2037# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $674.78 | – | 0.00 |
| FHLG 30YR 5.5% 05/37#G03833 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FHLG 30YR 5.5% 06/01/2038# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 5.5% 06/01/2038#A78032 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 30YR 5.5% 06/01/2040#A92522 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FHLG 30YR 5.5% 06/01/2041#G07794 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FHLG 30YR 5.5% 06/01/2041#G60243 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FHLG 30YR 5.5% 06/01/2041#G61013 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FHLG 30YR 5.5% 06/01/2049#SD0067 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 5.5% 07/01/2028#G30414 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.5% 07/01/2038# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.5% 07/01/2039#G05922 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.5% 07/01/2053#QG6920 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 30YR 5.5% 07/01/2053#QG8706 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 5.5% 07/01/2053#QG9078 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $805K | – | 0.00 |
| FHLG 30YR 5.5% 07/01/2053#SD8342 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FHLG 30YR 5.5% 08/01/2038# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $908.5 | – | 0.00 |
| FHLG 30YR 5.5% 08/01/2038#G06991 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 5.5% 08/01/2039# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLG 30YR 5.5% 08/01/2053#QG9525 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $881K | – | 0.00 |
| FHLG 30YR 5.5% 08/01/2053#QH0798 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLG 30YR 5.5% 09/01/2038# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 30YR 5.5% 09/01/2040#G60558 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FHLG 30YR 5.5% 09/01/2053#QH0061 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 5.5% 09/01/2053#QH1061 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 5.5% 10/01/2033# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.5% 10/01/2035#G01918 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 5.5% 10/01/2036#A53040 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $802.51 | – | 0.00 |
| FHLG 30YR 5.5% 11/01/2038# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 5.5% 11/01/2052#QF3238 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FHLG 30YR 5.5% 11/01/2052#QF3380 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| FHLG 30YR 5.5% 11/01/2053#QH4689 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 5.5% 11/01/2053#QH5152 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FHLG 30YR 5.5% 12/01/2052#SD8277 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FHLG 30YR 5.5% 12/01/2053#SD8383 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FHLG 30YR 5.5% 8/38#G05505 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 30YR 5% 01/01/2049#ZT1596 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FHLG 30YR 5% 01/01/2053#QF6491 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FHLG 30YR 5% 01/01/2053#QF6653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $770K | – | 0.00 |
| FHLG 30YR 5% 01/01/2053#RA8404 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FHLG 30YR 5% 01/01/2053#SD8288 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $631K | – | 0.00 |
| FHLG 30YR 5% 01/01/2054# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| FHLG 30YR 5% 02/01/2038#G60365 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FHLG 30YR 5% 02/01/2049#G08864 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FHLG 30YR 5% 02/01/2049#ZN3398 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| FHLG 30YR 5% 02/01/2053# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FHLG 30YR 5% 02/01/2053#QF6943 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $874K | – | 0.00 |
| FHLG 30YR 5% 02/01/2053#QF7047 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $726K | – | 0.00 |
| FHLG 30YR 5% 02/01/2053#QF7811 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FHLG 30YR 5% 02/01/2053#SD2334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FHLG 30YR 5% 03/01/2050#SD8054 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $532K | – | 0.00 |
| FHLG 30YR 5% 03/01/2053#QF9986 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $794K | – | 0.00 |
| FHLG 30YR 5% 03/01/2053#SD8307 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FHLG 30YR 5% 03/01/2054#SD8407 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FHLG 30YR 5% 04/01/2049#ZN4866 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FHLG 30YR 5% 04/01/2050#SD8060 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FHLG 30YR 5% 04/01/2053#QF9880 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLG 30YR 5% 04/01/2053#RA8728 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| FHLG 30YR 5% 04/01/2053#SD8315 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| FHLG 30YR 5% 05/01/2050#RA2606 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $466K | – | 0.00 |
| FHLG 30YR 5% 05/01/2053#QG1713 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FHLG 30YR 5% 05/01/2053#QG4091 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FHLG 30YR 5% 05/01/2053#QG4873 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLG 30YR 5% 05/01/2053#SD2922 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FHLG 30YR 5% 06/01/2038# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FHLG 30YR 5% 06/01/2038# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLG 30YR 5% 06/01/2038# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 5% 06/01/2048#ZS4780 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FHLG 30YR 5% 06/01/2050#SD8072 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $482K | – | 0.00 |
| FHLG 30YR 5% 06/01/2053# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLG 30YR 5% 07/01/2049#RA1083 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 5% 07/01/2052#SD8233 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FHLG 30YR 5% 08/01/2048#ZA5633 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FHLG 30YR 5% 08/01/2048#ZS4794 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| FHLG 30YR 5% 08/01/2049#RA1210 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 30YR 5% 08/01/2052#QE7768 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLG 30YR 5% 08/01/2052#RA7790 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| FHLG 30YR 5% 09/01/2052#QE9380 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $856K | – | 0.00 |
| FHLG 30YR 5% 09/01/2052#QF0679 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| FHLG 30YR 5% 09/01/2052#SD1572 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $675K | – | 0.00 |
| FHLG 30YR 5% 09/01/2052#SD8246 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLG 30YR 5% 10/01/2048#ZT0714 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| FHLG 30YR 5% 10/01/2049#SD0093 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FHLG 30YR 5% 10/01/2052#QF1237 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| FHLG 30YR 5% 10/01/2052#QF1305 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLG 30YR 5% 10/01/2052#QF1432 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FHLG 30YR 5% 10/52#QF0904 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FHLG 30YR 5% 11/01/2048#ZN0975 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 5% 11/01/2052#QF3228 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| FHLG 30YR 5% 11/01/2052#SD8267 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $564K | – | 0.00 |
| FHLG 30YR 5% 11/01/2053#SD4977 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FHLG 30YR 5% 12/01/2038# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 30YR 5% 12/01/2048#ZN1700 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 30YR 5% 12/01/2048#ZN1701 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FHLG 30YR 5% 12/01/2049#QA5502 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FHLG 30YR 5% 12/01/2052#SD8276 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FHLG 30YR 5% 12/01/2053#QH6120 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 6.5% 01/01/2053#QF5983 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FHLG 30YR 6.5% 01/01/2053#QF7934 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FHLG 30YR 6.5% 01/01/2053#SD8282 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FHLG 30YR 6.5% 01/01/2054#SD8397 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FHLG 30YR 6.5% 02/01/2053#QF8580 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $920K | – | 0.00 |
| FHLG 30YR 6.5% 02/01/2053#SD8302 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FHLG 30YR 6.5% 08/01/2053# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FHLG 30YR 6.5% 09/01/2033#ZA0926 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 30YR 6.5% 09/01/2053#SD8364 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $641K | – | 0.00 |
| FHLG 30YR 6.5% 11/01/2052#QF3278 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 30YR 6.5% 11/01/2053#SD8374 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| FHLG 30YR 6.5% 12/01/2052#QF5389 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| FHLG 30YR 6.5% 12/01/2053#RJ0505 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FHLG 30YR 6.5% 12/01/2053#SD8385 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $28M | – | 0.12 |
| FHLG 30YR 6% 01/01/2053#SD8290 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 6% 03/01/2053#SD8309 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLG 30YR 6% 04/01/2053#SD8317 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FHLG 30YR 6% 04/01/2054#SD7569 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23M | – | 0.10 |
| FHLG 30YR 6% 05/01/2053#SD8325 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLG 30YR 6% 06/01/2053# (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FHLG 30YR 6% 07/01/2053#SD8343 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FHLG 30YR 6% 08/01/2053#QG8342 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FHLG 30YR 6% 08/01/2053#QH1875 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FHLG 30YR 6% 11/01/2053#QH5629 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $474K | – | 0.00 |
| FHLG 30YR 6% 12/01/2052#SD8278 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FHLG 30YR 6% 12/01/2053#RJ0473 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FHLG 4.00% 1/41 #A96174 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FHLG 4.00% 1/41 #A96312 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 4.00% 1/42 #Q05601 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FHLG 4.00% 10/40 #A94605 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 4.00% 10/41 #Q03625 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FHLG 4.00% 10/41 #Q04092 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| FHLG 4.00% 11/39 #A89729 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FHLG 4.00% 11/40 #A94713 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FHLG 4.00% 11/40 #A95258 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FHLG 4.00% 12/40 #A95803 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 4.00% 12/40 #C03565 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 4.00% 12/40 #G06231 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 4.00% 2/41 #A96807 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FHLG 4.00% 2/41 #A97040 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FHLG 4.00% 4/41 #Q00093 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FHLG 4.00% 4/41 #Q00280 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 4.00% 7/39 #G05527 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FHLG 4.00% 9/39 #A88347 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FHLG 4.00% 9/41 #Q03085 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 4.50% 10/39 #A89179 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FHLG 4.50% 10/40 #A94662 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FHLG 4.50% 10/41 #Q03643 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FHLG 4.50% 11/39 #G08372 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FHLG 4.50% 2/41 #A96695 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FHLG 4.50% 4/41 #Q00114 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 4.50% 5/39 #G05457 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FHLG 4.50% 5/41 #Q00736 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 4.50% 5/41 #Q00753 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FHLG 4.50% 6/41 #Q01208 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FHLG 4.50% 6/41 #Q01393 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FHLG 4.50% 7/39 #G08353 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FHLG 4.50% 7/41 #Q01947 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FHLG 4.50% 8/39 #A88026 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FHLG 4.50% 9/38 #G04773 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $300.45 | – | 0.00 |
| FHLG 5.00% 1/39 #G05249 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $398.01 | – | 0.00 |
| FHLG 5.00% 1/40 #A90893 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FHLG 5.00% 10/38 #G04832 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 5.00% 11/38 #G04951 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLG 5.00% 12/38 #G05132 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FHLG 5.00% 2/38 #G03854 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLG 5.00% 2/39 #G05507 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 5.00% 2/39 #G08323 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FHLG 5.00% 3/38 #G04913 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $477.24 | – | 0.00 |
| FHLG 5.00% 4/28 20YR #C91167 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $148.26 | – | 0.00 |
| FHLG 5.00% 4/38 #A76485 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 5.00% 4/38 #G04334 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FHLG 5.00% 5/35 #G01818 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FHLG 5.00% 5/37 #G02793 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.00% 6/37 #G03054 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.00% 7/38 #G04468 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $575.16 | – | 0.00 |
| FHLG 5.00% 7/40 #A92914 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FHLG 5.00% 8/37 #G03180 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLG 5.00% 8/38 #G04488 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLG 5.00% 8/40 #G05955 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FHLG 5.00% 8/40 #G05969 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FHLG 5.00% 8/40 #G08417 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 5.00% 9/38 #G04817 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FHLG 5.00% 9/39 #A88502 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 5.00% 9/39 #G05651 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FHLG 5.50% 1/36 #G04794 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 5.50% 1/39 #G05181 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 5.50% 11/37 #A68546 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FHLG 5.50% 12/35 #G05367 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.50% 12/37 #A69653 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $913.52 | – | 0.00 |
| FHLG 5.50% 12/39 #G06020 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FHLG 5.50% 2/39 #G05452 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 5.50% 3/34 #G01665 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FHLG 5.50% 3/39 #G05409 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FHLG 5.50% 3/39 #G05852 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FHLG 5.50% 4/38 #G04121 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.50% 4/38 #G04219 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLG 5.50% 4/38 #G04222 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.50% 5/36 #G02162 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 5.50% 5/37 #G02834 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.50% 5/38 #A77808 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.50% 5/38 #G04176 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.50% 5/38 #G04214 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FHLG 5.50% 5/38 #G08269 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.50% 5/40 #G06193 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.50% 5/40 #G06209 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.50% 6/38 #A78227 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FHLG 5.50% 6/38 #A78623 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLG 5.50% 7/36 #G02252 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FHLG 5.50% 7/38 #G04448 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.50% 8/38 #G04587 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 5.50% 8/40 #G06990 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLG 5.50% 9/38 #G04684 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 5.50% 9/38 #G04729 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLG 6.00% 4/32 #C01344 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FHLG 6.00% 8/37 #G06089 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLG 6.50% 10/37 #G03620 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLG 6.50% 11/36 #A54094 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 6.50% 12/37 #A69121 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLG 6.50% 9/37 #A78968 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLM 30YR 4.0% 09/01/2040#A93666 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLM 30YR 4.0% 09/01/2040#A93990 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FHLM 30YR 4.0% 10/01/2040#A94484 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $526.31 | – | 0.00 |
| FHLM 30YR 4.5% 02/01/2054#RJ1664 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FHLM 30YR 4.5% 10/01/2040# (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLM 30YR 4% 09/40#A94136 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FHLM 30YR 5.5% 01/01/2054#RJ1373 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLM 30YR 5.5% 03/01/2054#RJ1109 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $522K | – | 0.00 |
| FHLM 4.00% 10/40 #A94184 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FHLM 4.00% 9/40 #A93748 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FHLM 4.50% 9/40 #A94047 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FHLM 5.00% 3/38 #A73705 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FHLM 5.00% 9/40 #A93620 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FHLM ARM 4.88% 3/35 #783065 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FHLM ARM 5.03% 12/35 #847473 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FHLM ARM 5.44% 3/36 #1H2600 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FHLM ARM 5.85% 9/37 #1Q0743 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $165M | 165M | 0.68 |
| FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026 (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Debt | US | $5M | – | 0.02 |
| FIDELITY NATL INFORMN SVCS INC 2.25% 03/01/2031 (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Debt | US | $3M | – | 0.01 |
| FIDELITY NATL INFORMN SVCS INC 5.625% 07/15/2052 (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Debt | US | $583K | – | 0.00 |
| Fidelity Securities Lending Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $150M | 150M | 0.62 |
| FIFTH THIRD BANCORP 2.55% 05/05/2027 | Long | Debt | US | $4M | – | 0.02 |
| FIFTH THIRD BANCORP 5.631%/VAR 01/29/2032 | Long | Debt | US | $1M | – | 0.01 |
| FIFTH THIRD BANCORP 6.339%VAR 07/27/2029 | Long | Debt | US | $1M | – | 0.00 |
| FIFTH THIRD BANCORP 6.361/VAR 10/27/2028 | Long | Debt | US | $3M | – | 0.01 |
| FIFTH THIRD BANCORP 8.25% 03/01/2038 | Long | Debt | US | $435K | – | 0.00 |
| FIRSTENERGY CORP 2.25% 09/01/2030 | Long | Debt | US | $2M | – | 0.01 |
| FIRSTENERGY CORP STEP 07/15/2047 | Long | Debt | US | $2M | – | 0.01 |
| FISERV INC 2.25% 06/01/2027 | Long | Debt | US | $5M | – | 0.02 |
| FISERV INC 2.75% 07/01/2024 | Long | Debt | US | $10K | – | 0.00 |
| FISERV INC 3.2% 07/01/2026 | Long | Debt | US | $6M | – | 0.03 |
| FISERV INC 3.5% 07/01/2029 | Long | Debt | US | $3M | – | 0.01 |
| FISERV INC 4.4% 07/01/2049 | Long | Debt | US | $3M | – | 0.01 |
| FISERV INC 5.375% 08/21/2028 | Long | Debt | US | $3M | – | 0.01 |
| FLORIDA PWR and LT CO 2.85% 04/01/2025 | Long | Debt | US | $4M | – | 0.02 |
| FLORIDA PWR and LT CO 2.875% 12/04/2051 | Long | Debt | US | $2M | – | 0.01 |
| FLORIDA PWR and LT CO 3.125% 12/01/2025 | Long | Debt | US | $881K | – | 0.00 |
| FLORIDA PWR and LT CO 3.15% 10/01/2049 | Long | Debt | US | $171K | – | 0.00 |
| FLORIDA PWR and LT CO 3.7% 12/01/2047 | Long | Debt | US | $834K | – | 0.00 |
| FLORIDA PWR and LT CO 3.8% 12/15/2042 | Long | Debt | US | $3M | – | 0.01 |
| FLORIDA PWR and LT CO 4.05% 10/01/2044 | Long | Debt | US | $3M | – | 0.01 |
| FLORIDA PWR and LT CO 4.125% 06/01/2048 | Long | Debt | US | $2M | – | 0.01 |
| FNCI 3 2014 3% 8/1/29 #AX0932 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 10YR 2.5% 01/01/2028#MA3249 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 10YR 2.5% 02/01/2031# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 10YR 2.5% 03/01/2027#MA2924 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 10YR 2.5% 04/01/2025#MA2233 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 10YR 2.5% 04/01/2027#MA2965 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 10YR 2.5% 04/01/2028#BM3776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA 10YR 2.5% 04/01/2030#FM2645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FNMA 10YR 2.5% 04/01/2030#FM7132 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 10YR 2.5% 05/01/2025#MA2261 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 10YR 2.5% 07/01/2026#MA2676 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 10YR 2.5% 08/01/2027#MA3107 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA 10YR 2.5% 08/01/2030#FM9261 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FNMA 10YR 2.5% 09/01/2026#MA2740 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FNMA 10YR 2.5% 10/01/2025#MA2418 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA 10YR 2.5% 12/01/2026#MA2829 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $667K | – | 0.00 |
| FNMA 10YR 2% 01/01/2031#FM5329 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 10YR 2% 06/01/2027#CA0054 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FNMA 10YR 2% 06/01/2030#CA6173 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $934K | – | 0.00 |
| FNMA 10YR 2% 06/01/2031#MA4368 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 10YR 2% 10/30#MA4148 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 10YR 3.5% 01/01/2028#MA3251 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 10YR 3.5% 03/01/2029#MA3623 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 10YR 3.5% 12/01/2026#AL9410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 10YR 3% 01/01/2027#MA2883 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA 10YR 3% 01/01/2028#MA3250 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 10YR 3% 03/01/2030#MA3954 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FNMA 10YR 3% 05/01/2026#MA2629 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 10YR 3% 05/01/2030#FM6786 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FNMA 10YR 3% 07/01/2026#MA2686 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FNMA 10YR 3% 09/01/2028#MA3485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 10YR 4% 04/01/2029#BM5825 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FNMA 15YR 1.5% 01/01/2036#BR3568 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $784K | – | 0.00 |
| FNMA 15YR 1.5% 01/01/2037#BU1273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| FNMA 15YR 1.5% 01/37#MA4515 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 1.5% 02/01/2036#MA4260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNMA 15YR 1.5% 02/01/2037#MA4535 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNMA 15YR 1.5% 03/01/2036# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 15YR 1.5% 08/01/2037#FS4059 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 1.5% 09/01/2036#BU2456 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FNMA 15YR 1.5% 10/01/2035#MA4154 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 15YR 1.5% 10/01/2036#BU0185 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $903K | – | 0.00 |
| FNMA 15YR 1.5% 10/01/2036#BU0187 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $967K | – | 0.00 |
| FNMA 15YR 1.5% 10/01/2036#BU2219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FNMA 15YR 1.5% 10/01/2036#BU2221 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| FNMA 15YR 1.5% 10/01/2036#MA4441 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FNMA 15YR 1.5% 11/01/2036#BU2287 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $482K | – | 0.00 |
| FNMA 15YR 1.5% 11/01/2036#FM9607 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38M | – | 0.16 |
| FNMA 15YR 1.5% 11/01/2036#MA4469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNMA 15YR 1.5% 12/01/2035#FM5792 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $858K | – | 0.00 |
| FNMA 15YR 1.5% 12/01/2036#MA4496 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA 15YR 1.5% 12/01/2037#FS3553 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 15YR 2.0% 09/01/2028#AS0601 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $763K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2028#AQ8354 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2028#AQ9362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2028#AR1014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $619K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2028#MA1308 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#AS6431 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#AS6455 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#AS6549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#AZ4068 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#AZ8692 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#BA1651 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#BA2667 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#BA5042 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#BA5372 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#BA5983 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#BA6628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2031#BA7224 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2032#AS8602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2032#AS8678 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2032#BE3963 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2032#BE6688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2032#BM1890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $532K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2032#BM3364 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $511K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2033#BJ3641 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2033#CA1088 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2033#MA3246 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2035# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $499K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2036#BR0745 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $541K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/2038#CB5820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/29#AX3728 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 01/01/30#AX6359 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 01/31#AL7856 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 2.5% 01/31MA2510 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2028#AB7795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2028#AB7901 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2028#AR3368 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2028#AR7677 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2028#AR9574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2030#AX7933 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2030#AY0978 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2030#AY1646 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2031#890707 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2031#AS6736 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2031#BA4785 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2031#BA5573 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2031#MA2541 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2032#AS8712 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2032#AS8764 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2032#BE3977 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2032#BE7519 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2032#BE8376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2032#MA2898 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2035#MA3930 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FNMA 15YR 2.5% 02/01/2036#MA4262 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 2.5% 02/01/2037#FS0816 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| FNMA 15YR 2.5% 02/31#AZ0112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2027#AK8742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2028#AR9248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2029#AS3742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2030#AY3086 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2032#BM1007 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $925K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2032#BM1422 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2032#MA2921 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2033#CA3273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2033#MA3311 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2034#MA3628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2035#MA3955 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $828K | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2036#MA4298 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2037#CB3210 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2.5% 03/01/2037#MA4568 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA 15YR 2.5% 03/28#AL3378 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2028#AB8871 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2028#AL3359 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2028#AR6007 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2028#AR9488 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2028#AT2062 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2030#AY5322 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2031#AS7048 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2031#BC6794 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2031#BC8045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2032#BE7426 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2032#BE8296 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2032#BH0187 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2035#CA5628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| FNMA 15YR 2.5% 04/01/2036# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 2.5% 05/01/2027#AB5163 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2028#AB9491 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2028#AB9516 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2028#AT4965 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2028#AT4999 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2028#AT5629 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2028#AT5798 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2029#AS2450 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2029#AW4178 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2030#AZ1197 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2030#BD8900 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2031#AS7088 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2031#BA0924 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2031#BA6454 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2031#BC0913 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2031#BD0258 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2032#BH1266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2032#BM1423 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2034#MA3674 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2035#MA4013 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 2.5% 05/01/2036#MA4330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA 15YR 2.5% 05/01/2037#CB3440 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 2.5% 05/28#AT7191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2027#AB5320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2027#AO8493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2028#AB9719 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2028#AB9732 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2028#AT7216 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $438K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2028#AT7850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2028#AT7880 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2028#AT7881 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2028#AT8854 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2028#AT9925 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2028#AU0766 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2028#MA1468 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2030#AY9186 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2030#AZ2405 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2031#AS7437 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $787K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2031#BA4888 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2031#BC6862 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2031#BD0837 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2031#BD0883 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2031#BD1027 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2031#BD1884 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2031#MA2644 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2032#AS9878 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2032#BM3860 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2034#BO1380 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2034#MA3709 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| FNMA 15YR 2.5% 06/01/2035#BQ3260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 2.5% 06/01/2035#MA4053 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 15YR 2.5% 06/01/2036#MA4361 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 2.5% 07/01/2027#AB5710 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AB9779 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AB9824 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AB9825 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AP6053 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AQ3971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AT1602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AT2610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AT7231 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AT7232 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $944.24 | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AT8023 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AT8666 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AU0735 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AU1760 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AU1950 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AU2030 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#AU2031 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2028#MA1488 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2029#AW8038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2030#AZ5291 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2031#BD0475 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2031#BD1982 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2034#MA3729 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2035#FM3749 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| FNMA 15YR 2.5% 07/01/2035#MA4075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 2.5% 07/01/2038#CB6791 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $806K | – | 0.00 |
| FNMA 15YR 2.5% 07/28#AT7732 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 07/31#AS7638 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 15YR 2.5% 07/36#MA4384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AS0189 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AT2604 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AT6164 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AT7252 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AT8512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AT9319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AU2619 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AU3421 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AU3425 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2028#AU3789 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2029#AW3937 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2029#AW7362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2029#AX0206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2029#AX0741 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2029#AX0970 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2029#AX1981 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2030#AS5584 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2030#AS5702 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2031#AS7642 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2031#AS7643 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2031#AS7695 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2031#AS7697 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2031#BC9810 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2032#CA0207 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2033#CA2266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2034#MA3737 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $770K | – | 0.00 |
| FNMA 15YR 2.5% 08/01/2035#CA6563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 15YR 2.5% 08/01/2035#MA4099 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 15YR 2.5% 08/01/2037# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2027# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2027#AO0481 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#AS3348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#AV4811 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#AW1786 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#AW7946 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#AW8330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#AX0220 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#AX0857 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#AX1029 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#AX1409 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#AX2252 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#AX4161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2029#MA2037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2031#BD5535 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2031#BD8052 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2031#BM1424 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2032#CA0422 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 2.5% 09/01/2034#MA3764 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $712K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2027#AB6579 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2027#AL2462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2028#AU6957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2028#AV0766 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2029#AS3498 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2030#AX5481 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2030#BA2334 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#AS8038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#AS8226 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#AS8227 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#BD3159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#BD5664 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#BD6244 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#BD8832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#BD9317 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#BE0509 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2031#BE1103 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2032#CA0587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2034# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2034#BO6328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 15YR 2.5% 10/01/2036#CB1989 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $902K | – | 0.00 |
| FNMA 15YR 2.5% 10/31#BD5882 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 2.5% 10/31#BD9600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2027#AJ8869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2027#AQ4310 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $623.96 | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2027#AQ4724 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2027#AQ5325 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2029#AS3746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2029#AX7160 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2030#AS6148 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2030#AZ8666 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2030#BA4495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2030#BA4809 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2030#FM1536 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#AS8292 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#AS8406 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#BD5561 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#BD9357 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#BE0522 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#BM3971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2031#MA2803 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#BJ0958 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#BJ0975 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#CA0772 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2032#MA3187 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2034#MA3827 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2036#CB2248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA 15YR 2.5% 11/01/2037#MA4897 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $671K | – | 0.00 |
| FNMA 15YR 2.5% 11/30#BA2910 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2027#AB7119 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2027#AB7143 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2027#AB7248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2027#AJ8882 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2027#AQ6901 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2027#AQ6932 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2027#AQ6933 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2027#AQ8455 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2027#AQ9826 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2029#AX0296 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2029#AX2882 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2030#AS6902 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2030#AZ4061 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2030#AZ9497 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2030#BA6927 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2030#BC1224 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2030#BC1258 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2030#MA2489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2031#BC9351 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2031#BD8149 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2031#BD8756 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2031#BE2860 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2031#BE4264 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2031#BE4879 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2032#890821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2032#BH7081 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2032#BJ2987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2032#MA3217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2033#CA2869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2034#BK0494 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| FNMA 15YR 2.5% 12/01/2035#CA9059 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 15YR 2.5% 6/1/31#MA2675 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 15YR 2.50% 10/27 #AQ0034 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 15YR 2.50% 11/27 #AQ3216 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.50% 4/27 #AO0794 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| FNMA 15YR 2.50% 5/27 #AB5231 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 2.50% 5/27 #AK3949 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 2.50% 5/27 #AO4073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 2.50% 6/27 #AO7971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 2.50% 7/27 #AB5708 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 2.50% 7/27 #AO7827 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 15YR 2.50% 8/27 #AP4742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 2% 01/01/2036# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA 15YR 2% 01/37#MA4516 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FNMA 15YR 2% 02/01/2036#BR5047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FNMA 15YR 2% 02/01/2036#MA4261 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| FNMA 15YR 2% 02/01/2037#CB2967 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA 15YR 2% 02/01/2037#FS0427 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA 15YR 2% 03/01/2036#MA4279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $863K | – | 0.00 |
| FNMA 15YR 2% 03/01/2037#BU8868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $756K | – | 0.00 |
| FNMA 15YR 2% 03/01/2037#MA4567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FNMA 15YR 2% 04/01/2035#MA3983 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FNMA 15YR 2% 04/01/2036#CB0322 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2% 04/01/2036#MA4303 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $936K | – | 0.00 |
| FNMA 15YR 2% 07/01/2035#BK2717 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| FNMA 15YR 2% 07/01/2035#MA4074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 2% 07/01/2036#FM7857 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| FNMA 15YR 2% 07/01/2036#MA4383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 15YR 2% 07/35#CA6242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA 15YR 2% 08/01/2035#BP6586 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 2% 08/01/2035#CA7794 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 2% 08/01/2035#FM3313 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 15YR 2% 08/01/2036#MA4403 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FNMA 15YR 2% 08/01/2037# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 15YR 2% 08/28#AS0287 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| FNMA 15YR 2% 08/35#MA4095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $297K | – | 0.00 |
| FNMA 15YR 2% 09/01/2035#BQ3902 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNMA 15YR 2% 09/01/2035#FM3755 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| FNMA 15YR 2% 09/01/2035#MA4123 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 15YR 2% 09/01/2037#BW1174 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| FNMA 15YR 2% 10/01/2035#FM4685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 2% 10/01/2036#BU0522 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FNMA 15YR 2% 10/01/2036#MA4442 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 15YR 2% 11/01/2031#AS8405 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 15YR 2% 11/01/2031#FM7814 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNMA 15YR 2% 11/01/2035#BQ5707 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 2% 11/01/2035#FM4369 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 15YR 2% 11/01/2035#MA4179 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 2% 11/01/2036#MA4470 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25M | – | 0.11 |
| FNMA 15YR 2% 12/01/2031#AS8448 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 15YR 2% 12/01/2035#MA4206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 15YR 2% 12/01/2036#FS0180 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 15YR 3.0% 01/01/2031#BA2290 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.0% 02/01/2029#AS1621 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FNMA 15YR 3.0% 02/01/2029#AS1988 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA 15YR 3.0% 02/01/2030#AS4466 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 15YR 3.0% 03/01/2028#AL3765 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.0% 03/01/2029#AS1987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FNMA 15YR 3.0% 03/01/2029#AS2875 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3.0% 03/01/2030#AS4538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 3.0% 04/01/2027#AK7036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.0% 04/01/2029#AS2228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 3.0% 04/01/2030#AS4877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 15YR 3.0% 06/01/2029#AS2579 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 3.0% 06/01/2029#AS2676 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.0% 06/01/2029#AS2679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 15YR 3.0% 06/01/2029#AW4843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 15YR 3.0% 06/01/2029#MA1932 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.0% 06/01/2030#AS5156 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 15YR 3.0% 06/01/2030#AZ2279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA 15YR 3.0% 06/01/2030#AZ3162 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 3.0% 06/01/2030#MA2303 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.0% 07/01/2029#AS2766 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 3.0% 07/01/2029#AS2801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 15YR 3.0% 07/01/2029#AS2874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA 15YR 3.0% 07/01/2029#AW0053 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 15YR 3.0% 07/01/2029#AW3914 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.0% 07/01/2029#AW5093 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 15YR 3.0% 07/01/2029#AW7858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.0% 07/01/2029#AW8916 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA 15YR 3.0% 07/01/2029#MA1961 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.0% 07/01/2030#AS5358 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3.0% 07/30#AZ0886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#AU9716 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#AW2096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#AW4057 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#AW4513 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#AW5707 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#AW5868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#AW7735 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#AW9071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#AX0219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#AX0554 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#AX0947 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2029#MA1984 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2030#AS5627 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 3.0% 08/01/2030#AZ7234 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3.0% 09/01/2029#AS3220 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.0% 09/01/2029#AX1252 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 15YR 3.0% 09/01/2029#MA2038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 3.0% 09/01/2030#AS5730 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 3.0% 09/01/2030#AZ9182 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 3.0% 09/01/2030#MA2403 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 3.0% 10/01/2026#AB3724 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.0% 10/01/2030#AZ6012 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 15YR 3.0% 10/01/2030#AZ9232 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA 15YR 3.0% 10/01/2030#AZ9631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3.0% 10/01/2030#MA2425 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 3.0% 10/30#AS6096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 15YR 3.0% 11/01/2027#AB6841 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.0% 11/01/2027#AL2657 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA 15YR 3.0% 11/01/2030#AZ7574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 15YR 3.0% 11/01/2030#BA2149 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 15YR 3.0% 12/01/2028#AP6078 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 3.0% 12/01/2029#AS3934 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA 15YR 3.0% 12/01/2030#AS6305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 3.0% 12/01/2030#BA3913 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 3.0% 12/01/2030#BA4723 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 15YR 3.0% 12/01/2030#MA2474 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3.0% 7/30#AS5294 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.00% 10/26 #AJ4087 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 3.00% 10/27 #AP4931 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.00% 11/26 #AB3900 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA 15YR 3.00% 11/26 #AJ6392 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 3.00% 12/26 #AJ9386 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.00% 2/27 #AK3532 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.00% 2/27 #AK5380 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.00% 2/27 #MA0978 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 3.00% 3/27 #AK7740 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 15YR 3.00% 4/27 #AB4806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $837.4 | – | 0.00 |
| FNMA 15YR 3.00% 4/27 #AB4998 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 3.00% 4/27 #AB5001 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 15YR 3.00% 4/27 #AK0757 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.00% 5/27 #AI9105 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3.00% 5/27 #AK4327 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 3.00% 5/27 #AK8669 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3.00% 5/27 #AK9201 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.00% 5/27 #AO1923 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 3.00% 5/27 #AO2546 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3.00% 5/27 #AO2860 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.00% 5/27 #AO4038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.00% 5/27 #AO4863 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $575.45 | – | 0.00 |
| FNMA 15YR 3.00% 6/27 #AK8283 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 15YR 3.00% 6/27 #AO1967 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.00% 6/27 #AO3086 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.00% 6/27 #AO7977 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA 15YR 3.00% 6/27 #MA1082 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 15YR 3.00% 7/27 #AL1858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 15YR 3.00% 8/27 #AO9903 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $640.61 | – | 0.00 |
| FNMA 15YR 3.00% 8/27 #AP6131 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.00% 9/27 #AL2292 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.00% 9/27 #AO4660 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 3.00% 9/27 #AO7558 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 3.00% 9/27 #AP0325 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 3.00% 9/27 #AP3217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.00% 9/27 #AP9360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.5% 01/01/2026#AB2129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3.5% 01/01/2026#AH1079 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $724.42 | – | 0.00 |
| FNMA 15YR 3.5% 01/01/2026#AH3428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.5% 01/01/2026#AH4407 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $634.28 | – | 0.00 |
| FNMA 15YR 3.5% 01/01/2027#AJ9359 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 15YR 3.5% 01/01/2028#AL8046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 3.5% 01/01/2031#MA2515 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 3.5% 01/01/2033#BJ4328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.5% 01/01/2034#MA3559 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 15YR 3.5% 01/01/2035#CA5084 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| FNMA 15YR 3.5% 01/01/2038#MA4861 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 15YR 3.5% 01/34#BN5479 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2026#AH3483 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2026#AH6556 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $412.06 | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2027#890398 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2029#AV3451 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2029#AV9274 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2031#AL9257 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2031#BA0545 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2031#BC1938 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2034#FM1793 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2034#MA3588 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2035#FM3019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 3.5% 02/01/2035#FM3375 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2026#AH7507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2028#AR9891 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2029#AV7130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $858K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2029#AV9450 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2029#AW1033 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2029#AW1538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2030#AS4684 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2031#BC2484 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2033#MA3313 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2034#BJ7711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2034#MA3610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2035#FM3387 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $786K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2035#MA3957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 15YR 3.5% 03/01/2036#FM7877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 15YR 3.5% 03/29#AW1147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.5% 04/01/2026#AL4190 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3.5% 04/01/2027#AL1561 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 3.5% 04/01/2028#MA1423 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.5% 04/01/2029#AV5751 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.5% 04/01/2029#BM1400 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA 15YR 3.5% 04/01/2031#BC4270 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 15YR 3.5% 04/01/2031#BC6465 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3.5% 04/01/2031#MA2597 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 3.5% 04/01/2034#BN6570 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 15YR 3.5% 04/01/2034#BN9744 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 15YR 3.5% 04/01/2037#CB3393 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 3.5% 05/01/2027#AL1831 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.5% 05/01/2028#AL3763 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 3.5% 05/01/2030#AZ2375 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 3.5% 05/01/2031#MA2625 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 3.5% 05/01/2033#BK4953 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3.5% 05/01/2033#MA3364 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FNMA 15YR 3.5% 05/01/2035#FM3340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 3.5% 05/01/2037#FS1987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 15YR 3.5% 05/01/2037#MA4639 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 15YR 3.5% 06/01/2029#AW5318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.5% 06/01/2031#MA2652 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3.5% 06/01/2034#MA3682 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 3.5% 06/01/2037#BV9919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| FNMA 15YR 3.5% 06/01/2037#BV9920 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2026#AY7257 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2027#AL6615 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2027#AP0462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2029#AX2397 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2030#MA2340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2031#BD4879 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2031#MA2685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2032#BE9660 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2032#CA0044 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2033#CA2106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2037#BV7886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNMA 15YR 3.5% 07/01/2037#BW6171 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $572K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2028#AU0675 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2029#AS2993 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2029#AS3273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2029#AX0108 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2030#FM3098 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2030#MA2377 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2033#CA2275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2034#MA3739 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2037#BV7968 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $670K | – | 0.00 |
| FNMA 15YR 3.5% 08/01/2037#CB4437 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2026#AI8946 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2026#AL1006 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2028#AL4180 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $889.32 | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2028#AS0504 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2028#AU5731 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2028#AU7325 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2029#AX1318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2029#AX1319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2030#AZ8966 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2030#MA2406 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2032#FM3022 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2032#MA3126 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2033#MA3462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $858K | – | 0.00 |
| FNMA 15YR 3.5% 09/01/2037#MA4725 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| FNMA 15YR 3.5% 09/33#FM1628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $507K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2025#AL9620 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2026#AB3608 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2027#AB6382 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2027#AP9565 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2028#AL4192 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2028#AS0768 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2030#AZ8831 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2030#BA1048 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2032#FM6979 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2033#CA2553 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 3.5% 10/01/2037#BW1827 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 3.5% 11/01/2025#AE8939 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.5% 11/01/2026#890376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.5% 11/01/2026#AJ4147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 3.5% 11/01/2027#AQ4712 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 3.5% 11/01/2029#AX6170 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 3.5% 11/01/2029#AX6171 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.5% 11/01/2030#FM8916 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2025#AB1939 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2025#AB1940 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2026#AB4036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2026#AJ5934 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2029#AW8096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2029#AX7274 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2029#MA2130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2033#BK9454 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 3.5% 12/01/2037#MA4832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $800K | – | 0.00 |
| FNMA 15YR 3.50% 1/26 #AH2366 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $545.71 | – | 0.00 |
| FNMA 15YR 3.50% 1/26 #AH2430 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $681.63 | – | 0.00 |
| FNMA 15YR 3.50% 1/26 #AH2974 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $393.25 | – | 0.00 |
| FNMA 15YR 3.50% 1/26 #AH3431 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3.50% 1/26 #AH3613 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $991.22 | – | 0.00 |
| FNMA 15YR 3.50% 1/26 #AL1168 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 3.50% 1/26 #MA0617 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3.50% 10/26 #AJ3058 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.50% 10/26 #AJ4093 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 3.50% 12/25 #AD9751 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3.50% 12/25 #AE7929 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.50% 12/25 #AE9743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 3.50% 12/25 #AH0330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $951.22 | – | 0.00 |
| FNMA 15YR 3.50% 12/25 #AH0772 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $197.53 | – | 0.00 |
| FNMA 15YR 3.50% 12/25 #AH0827 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $509.55 | – | 0.00 |
| FNMA 15YR 3.50% 12/25 #MA0586 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $844.09 | – | 0.00 |
| FNMA 15YR 3.50% 12/26 #AL1148 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 3.50% 2/26 #AD5120 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $432.05 | – | 0.00 |
| FNMA 15YR 3.50% 2/26 #AH8520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $414.95 | – | 0.00 |
| FNMA 15YR 3.50% 2/26 #AH8996 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.50% 2/27 #MA0982 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 3.50% 3/26 #AH3551 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 3.50% 3/26 #AH4679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.50% 3/26 #AH7535 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 3.50% 3/27 #AL1746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 15YR 3.50% 4/26 #AH5251 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.50% 4/26 #AH9467 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.50% 4/27 #AI9100 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3.50% 4/27 #AK6615 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.50% 5/27 #AL1741 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 15YR 3.50% 5/27 #AL1751 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 15YR 3.50% 6/27 #MA1096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 15YR 3.50% 7/26 #MA0806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3.50% 8/26 #AB3408 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $472.2 | – | 0.00 |
| FNMA 15YR 3.50% 9/25 #AD4739 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $947.18 | – | 0.00 |
| FNMA 15YR 3.50% 9/26 #AE2790 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 3.50% 9/26 #AJ1441 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $808.09 | – | 0.00 |
| FNMA 15YR 3% 01/01/2030#AS4329 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 15YR 3% 01/01/2030#AX7675 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3% 01/01/2030#AX9419 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 15YR 3% 01/01/2030#AY0491 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 3% 01/01/2030#AY0857 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3% 01/01/2031#AS6538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FNMA 15YR 3% 01/01/2031#BA4768 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FNMA 15YR 3% 01/01/2031#BA5025 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3% 01/01/2032#AS8610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FNMA 15YR 3% 01/01/2032#AS9336 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 3% 01/01/2033#BJ4573 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 15YR 3% 01/01/2033#CA1096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 15YR 3% 01/01/2035#CA5039 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 3% 01/01/2035#MA3897 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNMA 15YR 3% 01/33#MA3247 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| FNMA 15YR 3% 02/01/2027#AK0968 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 15YR 3% 02/01/2028#AL3060 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 15YR 3% 02/01/2028#AL3802 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 15YR 3% 02/01/2030#AX7708 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 3% 02/01/2030#AX8286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3% 02/01/2030#AY1709 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3% 02/01/2030#AY2719 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FNMA 15YR 3% 02/01/2030#AY4153 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 3% 02/01/2031#AL8109 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 15YR 3% 02/01/2031#AS6609 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3% 02/01/2031#AS6610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA 15YR 3% 02/01/2031#AS6726 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 3% 02/01/2031#BA6050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3% 02/01/2032#BE7145 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA 15YR 3% 02/01/2032#MA2903 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 3% 02/01/2033#BM5108 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA 15YR 3% 02/01/2033#MA3283 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA 15YR 3% 02/01/2034#BN5298 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 15YR 3% 02/01/2034#FM2743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $816K | – | 0.00 |
| FNMA 15YR 3% 02/01/2034#FS4276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| FNMA 15YR 3% 03/01/2030#AY6340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3% 03/01/2031#BA5100 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3% 03/01/2031#BC0741 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3% 03/01/2031#BC0770 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 15YR 3% 03/01/2031#BC1941 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3% 03/01/2031#BC2387 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 3% 03/01/2031#BC5960 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 15YR 3% 03/01/2032#AS8894 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA 15YR 3% 03/01/2032#BD7101 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FNMA 15YR 3% 03/01/2032#BE2377 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 15YR 3% 03/01/2032#BE7004 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 3% 03/01/2032#BE9668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 3% 03/01/2032#MA2931 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 15YR 3% 03/01/2033#BK3200 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 3% 03/01/2033#MA3312 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 15YR 3% 04/01/2027#AK5169 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3% 04/01/2029#AW0937 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3% 04/01/2030#AS4768 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3% 04/01/2031#AS6925 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3% 04/01/2031#BA7700 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 15YR 3% 04/01/2031#MA2596 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 15YR 3% 04/01/2032#MA2964 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 15YR 3% 04/01/2032#MA2997 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 15YR 3% 04/01/2033#BJ8602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 3% 04/01/2033#MA3339 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 15YR 3% 04/01/2034#MA3631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 3% 04/31#BC5064 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 15YR 3% 04/32#AS9505 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 15YR 3% 04/35#MA3985 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 3% 05/01/2030#AL6763 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3% 05/01/2031#AL8629 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FNMA 15YR 3% 05/01/2031#AL8975 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 3% 05/01/2031#AS7086 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3% 05/01/2031#AS7291 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 15YR 3% 05/01/2031#AS7631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA 15YR 3% 05/01/2031#MA2651 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 3% 05/01/2032#AS9531 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 15YR 3% 05/01/2032#BE9089 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 15YR 3% 05/01/2032#BH1267 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA 15YR 3% 05/01/2032#CA0250 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 3% 05/01/2035#FM9063 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA 15YR 3% 05/01/2038#BW9754 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 3% 06/01/2030#AS5103 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA 15YR 3% 06/01/2030#AZ2444 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 3% 06/01/2031#BC8736 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FNMA 15YR 3% 06/01/2032#BH5291 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3% 06/01/2033#BK1074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3% 06/01/2033#BK3763 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 3% 06/01/2033#BK5161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 3% 06/01/2033#MA3391 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 3% 06/01/2035#FM3869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 15YR 3% 06/01/2035#MA4043 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| FNMA 15YR 3% 07/01/2027#890472 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 15YR 3% 07/01/2030#AZ2178 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 15YR 3% 07/01/2030#AZ2180 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 15YR 3% 07/01/2030#AZ5972 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 3% 07/01/2030#FM1649 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 15YR 3% 07/01/2031#BD1988 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3% 07/01/2032#BH5002 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3% 07/01/2032#BH5894 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 15YR 3% 07/01/2032#MA3060 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FNMA 15YR 3% 07/01/2033#BK0931 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 15YR 3% 07/01/2035#FM4457 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 15YR 3% 07/30#AS5428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 15YR 3% 08/01/2031#BD1996 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 15YR 3% 08/01/2032#BH7461 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 15YR 3% 08/01/2032#BM3176 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 15YR 3% 08/01/2032#MA3090 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 3% 08/01/2033#BK7417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 3% 08/01/2035#BP9594 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 15YR 3% 08/01/2035#MA4112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FNMA 15YR 3% 08/33#MA3437 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FNMA 15YR 3% 09/01/2029#AX2334 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 15YR 3% 09/01/2030#AS5793 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3% 09/01/2030#AZ2219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA 15YR 3% 09/01/2030#AZ2794 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 3% 09/01/2031#BD3755 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3% 09/01/2032#890801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 15YR 3% 09/01/2032#BH5064 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 15YR 3% 09/01/2032#BH5070 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 15YR 3% 09/01/2032#BH8754 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 15YR 3% 09/01/2032#BH9957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 15YR 3% 09/01/2032#BH9958 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 15YR 3% 09/01/2032#BH9959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 15YR 3% 09/01/2032#BM5110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA 15YR 3% 09/01/2033#BK3779 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 15YR 3% 09/01/2033#BK7629 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA 15YR 3% 09/01/2033#MA3461 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA 15YR 3% 09/01/2034#MA3768 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| FNMA 15YR 3% 09/01/2035#FM8707 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FNMA 15YR 3% 09/01/2037#CB4729 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $980K | – | 0.00 |
| FNMA 15YR 3% 09/32#MA3125 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA 15YR 3% 10/01/2026#AJ1992 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA 15YR 3% 10/01/2029#AX1412 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA 15YR 3% 10/01/2030#AS5969 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 15YR 3% 10/01/2030#AS5978 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 3% 10/01/2030#AS6062 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3% 10/01/2030#BA2811 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3% 10/01/2031#BD4213 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3% 10/01/2031#BD6142 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 15YR 3% 10/01/2032#MA3155 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FNMA 15YR 3% 10/01/2033#BK7894 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 3% 10/01/2033#BK9031 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3% 10/01/2033#BK9379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 15YR 3% 10/01/2033#BM5832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 15YR 3% 10/01/2034#MA3798 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FNMA 15YR 3% 10/29#AS3460 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 3% 10/31#AL9351 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FNMA 15YR 3% 10/32#BH9388 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 15YR 3% 11/01/2030#AZ0105 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3% 11/01/2030#BA1116 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 15YR 3% 11/01/2030#BA1620 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 15YR 3% 11/01/2030#BA2186 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 15YR 3% 11/01/2030#BA4806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 3% 11/01/2030#BA5827 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3% 11/01/2031#BE3314 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 3% 11/01/2032#CA0785 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 15YR 3% 11/01/2032#MA3188 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| FNMA 15YR 3% 11/01/2033#BM5111 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FNMA 15YR 3% 11/31#BD8975 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 3% 12/01/2026#AJ7715 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 3% 12/01/2029#AX2203 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 15YR 3% 12/01/2031#AS8608 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 3% 12/01/2031#BD6162 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 15YR 3% 12/01/2031#BE1274 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 3% 12/01/2032#BJ4734 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 3% 12/01/2032#BJ5985 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 15YR 3% 12/01/2033#BK3788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA 15YR 3% 12/01/2033#BK9073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 15YR 3% 12/01/2034#CA4890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 15YR 3% 12/01/2034#CA4891 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| FNMA 15YR 3% 12/01/2034#MA3865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 15YR 4.0% 02/01/2027#AK3433 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 4.0% 04/01/2026#AH8167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 4.0% 08/01/2025#AE2288 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 4.0% 10/01/2025#AE1818 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $961.32 | – | 0.00 |
| FNMA 15YR 4.00% #AL2088 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 15YR 4.00% 1/26 #AE0704 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $322.99 | – | 0.00 |
| FNMA 15YR 4.00% 1/26 #AE2124 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 4.00% 1/26 #AE7262 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $885.05 | – | 0.00 |
| FNMA 15YR 4.00% 1/26 #AH1889 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 4.00% 1/26 #AH2666 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 4.00% 1/26 #AH3925 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $425.47 | – | 0.00 |
| FNMA 15YR 4.00% 10/25 #MA0535 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $286.83 | – | 0.00 |
| FNMA 15YR 4.00% 11/24 #932117 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 4.00% 11/25 #AE0551 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $397.59 | – | 0.00 |
| FNMA 15YR 4.00% 11/25 #AE4007 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 4.00% 11/25 #AE9358 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $338.8 | – | 0.00 |
| FNMA 15YR 4.00% 11/27 #AL2683 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 4.00% 12/24 #AC8539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 4.00% 12/25 #AD7493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 4.00% 12/25 #AE3220 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 4.00% 12/25 #AE7101 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 4.00% 12/25 #AH0982 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73.79 | – | 0.00 |
| FNMA 15YR 4.00% 12/25 #MA0596 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $247.1 | – | 0.00 |
| FNMA 15YR 4.00% 2/25 #AD1608 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 4.00% 2/25 #AD2492 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49.9 | – | 0.00 |
| FNMA 15YR 4.00% 2/26 #AH1899 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 4.00% 2/26 #AH6937 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $171.71 | – | 0.00 |
| FNMA 15YR 4.00% 2/26 #MA0649 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 4.00% 3/26 #AH8773 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 4.00% 3/26 #AH9260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 4.00% 3/26 #AH9391 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $324.22 | – | 0.00 |
| FNMA 15YR 4.00% 4/26 #AH4597 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $879.04 | – | 0.00 |
| FNMA 15YR 4.00% 4/26 #AI0253 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 15YR 4.00% 4/26 #AI0502 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 4.00% 4/26 #AI0893 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $855.71 | – | 0.00 |
| FNMA 15YR 4.00% 4/26 #MA0694 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 15YR 4.00% 5/25 #AC5860 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $342.87 | – | 0.00 |
| FNMA 15YR 4.00% 5/25 #AD6330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $222.12 | – | 0.00 |
| FNMA 15YR 4.00% 5/25 #AE0971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $404.77 | – | 0.00 |
| FNMA 15YR 4.00% 6/25 #AD3388 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165.05 | – | 0.00 |
| FNMA 15YR 4.00% 6/25 #AD3975 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $567.76 | – | 0.00 |
| FNMA 15YR 4.00% 6/26 #AI4871 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 4.00% 7/25 #941594 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $952.02 | – | 0.00 |
| FNMA 15YR 4.00% 7/25 #AC9024 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $118.26 | – | 0.00 |
| FNMA 15YR 4.00% 7/25 #AD3987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $973.76 | – | 0.00 |
| FNMA 15YR 4.00% 7/25 #AD7760 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88.47 | – | 0.00 |
| FNMA 15YR 4.00% 7/26 #MA0799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 15YR 4.00% 8/25 #AD5011 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $839.84 | – | 0.00 |
| FNMA 15YR 4.00% 8/25 #AE3112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $515.72 | – | 0.00 |
| FNMA 15YR 4.00% 8/25 #AE3228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 4.00% 9/24 #AC2995 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 4.00% 9/25 #AD6175 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $132.8 | – | 0.00 |
| FNMA 15YR 4.00% 9/25 #AE0401 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $159.01 | – | 0.00 |
| FNMA 15YR 4.00% 9/25 #AE0988 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 4.00% 9/25 #AE1368 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $345.44 | – | 0.00 |
| FNMA 15YR 4.00% 9/25 #AE2434 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $122.6 | – | 0.00 |
| FNMA 15YR 4.00% 9/25 #AE5183 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 4.5% 03/25#AD2241 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 15YR 4.5% 06/01/2039#MA5406 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 4.5% 07/01/2038#MA5092 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 4.50% 1/25 #932362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $172.92 | – | 0.00 |
| FNMA 15YR 4.50% 1/25 #AC3954 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $989.02 | – | 0.00 |
| FNMA 15YR 4.50% 10/24 #AC2599 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $249.81 | – | 0.00 |
| FNMA 15YR 4.50% 10/25 #AE1602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $433.17 | – | 0.00 |
| FNMA 15YR 4.50% 2/25 #AD1613 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $380.09 | – | 0.00 |
| FNMA 15YR 4.50% 2/25 #AD2348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82.61 | – | 0.00 |
| FNMA 15YR 4.50% 3/25 #AD1157 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $977.72 | – | 0.00 |
| FNMA 15YR 4.50% 4/25 #AD5043 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $354.64 | – | 0.00 |
| FNMA 15YR 4.50% 4/25 #AD5079 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $745.46 | – | 0.00 |
| FNMA 15YR 4.50% 5/25 #AB1004 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 4.50% 5/25 #MA0420 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 4.50% 6/25 #AB1134 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 4.50% 6/25 #AD7158 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $597.32 | – | 0.00 |
| FNMA 15YR 4.50% 6/25 #AD8234 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $821.29 | – | 0.00 |
| FNMA 15YR 4.50% 7/25 #AD7539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 15YR 4.50% 7/25 #AD7728 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $400.79 | – | 0.00 |
| FNMA 15YR 4.50% 8/24 #AA4553 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $114.89 | – | 0.00 |
| FNMA 15YR 4% 01/01/2026#AH5506 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 15YR 4% 01/01/2027#BM4205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 15YR 4% 01/01/2033#CA1110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA 15YR 4% 02/01/2026#AH6606 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 15YR 4% 02/01/2029#AL6204 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 4% 02/01/2033#CA1305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FNMA 15YR 4% 02/01/2034#BM5551 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 15YR 4% 02/01/2038#FS6194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 15YR 4% 03/01/2025#AD1065 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $409.18 | – | 0.00 |
| FNMA 15YR 4% 03/01/2026#AH2815 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 15YR 4% 03/01/2031#AL9421 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA 15YR 4% 03/01/2032#BD7096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FNMA 15YR 4% 03/01/2034#FM3388 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FNMA 15YR 4% 03/01/2034#FM8830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 15YR 4% 04/01/2026#AL6888 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 15YR 4% 05/01/2035#MA4067 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| FNMA 15YR 4% 06/01/2026#AB3137 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 15YR 4% 06/34#FM1084 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FNMA 15YR 4% 07/01/2026#BM4203 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 15YR 4% 07/01/2026#BM4204 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 15YR 4% 07/01/2032#FM8505 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 15YR 4% 07/01/2033#MA3427 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FNMA 15YR 4% 07/01/2034#FM1101 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 15YR 4% 08/01/2026#AI8870 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 15YR 4% 08/01/2027#BM4533 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 15YR 4% 08/01/2037#MA4741 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA 15YR 4% 08/25#AB1368 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 15YR 4% 10/01/2025#AD8219 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 15YR 4% 10/01/2033#MA3490 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 15YR 4% 10/01/2034#FM1570 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 15YR 4% 10/01/2037#CB4987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $586K | – | 0.00 |
| FNMA 15YR 4% 11/01/2033#CA2559 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 15YR 4% 11/01/2037#MA4797 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 15YR 4% 12/01/2033#MA3541 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA 15YR 4% 12/01/2034#FM2270 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 15YR 4% 12/01/2037#MA4833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA 15YR 5.00% 9/25 #AE0552 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $269.28 | – | 0.00 |
| FNMA 15YR 5% 05/01/2039#MA5359 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 2.5% 10/01/2043#AL6851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 20YR 2.5% 02/01/2040#MA3933 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 20YR 2.5% 03/01/2040#MA3965 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNMA 20YR 3.5% 05/39#MA3660 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 20YR 3.5% 06/01/2039#MA3683 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FNMA 20YR 3.5% 08/01/2039#MA3742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 20YR 3.5% 11/01/2039#MA3832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FNMA 20YR 3% 01/01/2040#MA3890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 20YR 3% 02/01/2040# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $917K | – | 0.00 |
| FNMA 20YR 3% 03/01/2040#MA3958 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $726K | – | 0.00 |
| FNMA 20YR 3% 04/01/2040#MA3988 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 20YR 3% 06/01/2039#MA3702 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 20YR 3% 08/01/2039#MA3741 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $779K | – | 0.00 |
| FNMA 20YR 3% 09/39#MA3771 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $653K | – | 0.00 |
| FNMA 20YR 3% 10/01/2039#MA3800 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| FNMA 20YR 3% 11/01/2039#MA3831 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FNMA 20YR 3% 12/01/2039#MA3868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 20YR 4.00% 7/30 #MA0457 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 20YR 4.5% 06/01/2025#255834 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $183.74 | – | 0.00 |
| FNMA 20YR 4.5% 10/01/2029#MA0200 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 20YR 4.5% 11/01/2029#MA0232 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 20YR 4.50% 8/27 #256913 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 20YR 4.50% 9/29 #MA0171 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 20YR 4% 07/01/2038#MA3413 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 20YR 5.0% 08/01/2030#MA0530 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 20YR 5.00% 10/25 #255894 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 20YR 5.00% 12/29 #MA0268 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 20YR 5.00% 3/30 #MA0354 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 20YR 5.00% 5/30 #MA0418 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 20YR 5.00% 7/30 #MA0472 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 20YR 5.00% 8/30 #MA0494 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 20YR 5.5% 04/01/2031#BM5090 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 20YR 5.50% 6/27 #256751 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 20YR 5.50% 8/29 #MA0192 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 20YR 5% 02/01/2032#FS0632 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA 20YR 6.5% 08/01/2026#831646 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 20YR 6.5% 11/01/2028#AD0756 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 3.00% 3/42 #AK6724 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 3.00% 4/42 #AO0752 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 3.5% 02/01/43 #AR4118 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 3.5% 07/42 #AO8019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 3.5% 07/42 #AO8021 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 3.5% 11/45#AS6131 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $576K | – | 0.00 |
| FNMA 3.5% 4/1/43 #AT0687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA 3.50% 10/40 #AE6118 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 3.50% 10/42 #AP6486 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 3.50% 10/42 #AP7148 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 3.50% 10/42 #AP7882 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA 3.50% 10/42 #AP9735 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $517K | – | 0.00 |
| FNMA 3.50% 10/42 #AP9736 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA 3.50% 10/42 #AQ0088 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 3.50% 11/41 #AJ7577 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA 3.50% 11/42 #AQ0198 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 3.50% 12/42 #AQ9085 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 3.50% 2/41 #AE0828 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 3.50% 2/42 #AJ9901 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 3.50% 4/42 #AK4826 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 3.50% 4/42 #AK4827 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 3.50% 4/42 #AK6572 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA 3.50% 4/42 #AK9941 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 3.50% 4/42 #AO1215 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 3.50% 5/42 #AK9784 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA 3.50% 5/42 #AO0671 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 3.50% 5/42 #AO0693 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 3.50% 5/42 #AO2123 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 3.50% 5/42 #AO2138 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA 3.50% 5/42 #AO2945 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 3.50% 5/42 #AO2949 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 3.50% 5/42 #AO2952 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 3.50% 5/42 #AO2953 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 3.50% 5/42 #AO2954 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 3.50% 5/42 #AO3760 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 3.50% 6/42 #AB5376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 3.50% 6/42 #AO7716 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 3.50% 7/42 #AB5502 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 3.50% 7/42 #AB5511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 3.50% 7/42 #AO2652 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 3.50% 7/42 #AO8250 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNMA 3.50% 7/42 #AO8633 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA 3.50% 7/42 #AP0909 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 3.50% 7/42 #AP1055 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 3.50% 7/42 #AP3807 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 3.50% 8/42 #AK8787 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 3.50% 8/42 #AP1179 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 3.50% 8/42 #AP4266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 3.50% 8/42 #AP5377 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 3.50% 8/42 #AP5639 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 3.50% 8/42 #AP5656 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 3.50% 8/42 #AP5668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 3.50% 9/42 #AK8142 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 3.50% 9/42 #AL2416 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| FNMA 3.50% 9/42 #AP3313 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| FNMA 3.50% 9/42 #AP3391 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 3.50% 9/42 #AP4091 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 3.50% 9/42 #AP4813 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA 3.50% 9/42 #AP4987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 3.50% 9/42 #AP5129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 3.50% 9/42 #AP5395 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 3.50% 9/42 #AP5677 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 3.50% 9/42 #AP6335 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 3.50% 9/42 #AP6523 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 3.50% 9/42 #AP7688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR #AR7574 3.5% 3/1/43 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 1.5% 01/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $700K | – | 0.00 |
| FNMA 30YR 1.5% 02/01/2051#MA4254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| FNMA 30YR 1.5% 02/01/2052#BT6619 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 1.5% 02/01/2052#BU1325 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 30YR 1.5% 03/01/2052#MA4561 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 1.5% 04/01/2052#FS2099 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 1.5% 04/01/2052#FS4327 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $344K | – | 0.00 |
| FNMA 30YR 1.5% 04/01/2052#FS6319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 1.5% 04/01/2052#MA4576 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FNMA 30YR 1.5% 04/01/2052#SD4269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| FNMA 30YR 1.5% 06/01/2051#BP3479 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $627K | – | 0.00 |
| FNMA 30YR 1.5% 06/01/2052#FS6285 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 30YR 1.5% 07/01/2051#MA4377 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA 30YR 1.5% 08/01/2051#MA4397 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 1.5% 09/01/2051#BQ7433 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR 1.5% 09/01/2051#BT0248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 1.5% 09/01/2051#BU0818 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 1.5% 09/01/2051#FM8629 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 1.5% 09/01/2051#FS2529 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR 1.5% 09/01/2051#MA4412 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 1.5% 10/01/2051#BQ6617 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 1.5% 10/01/2051#BT5983 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA 30YR 1.5% 10/01/2051#BT6785 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29M | – | 0.12 |
| FNMA 30YR 1.5% 10/01/2051#BU2438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 1.5% 10/01/2051#BU6968 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 1.5% 10/01/2051#MA4436 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 1.5% 11/01/2050#CA7587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21M | – | 0.09 |
| FNMA 30YR 1.5% 11/01/2050#CA7588 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 1.5% 11/01/2050#CA7695 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNMA 30YR 1.5% 11/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 1.5% 11/01/2051#BQ6746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 1.5% 11/01/2051#BU8959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| FNMA 30YR 1.5% 12/01/2050#CA8492 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $731K | – | 0.00 |
| FNMA 30YR 1.5% 12/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 2.5% 01/01/2043#AR2887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2047#BD7690 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2047#BE5790 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2051#BR2423 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2051#CA8808 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 2.5% 01/01/2051#FM5561 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2052#CB2558 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2052#FS3549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA 30YR 2.5% 01/01/2052#SD4401 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 2.5% 02/01/2043#AB8464 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2047#BE4558 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2052#BU1322 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2052#BV3216 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2052#CB2866 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $712K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2052#CB2870 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA 30YR 2.5% 02/01/2052#MA4548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $774K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2043#AQ4964 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2043#AT2297 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2050#BN6356 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 30YR 2.5% 03/01/2051#BR7527 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 2.5% 03/01/2051#BR8852 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA 30YR 2.5% 03/01/2052#CB3031 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 2.5% 03/01/2052#MA4563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2043#AB9136 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2043#AR9512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2043#AT2008 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2043#AT2668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2043#AT3094 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $348K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2046#BC0845 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2046#BC1816 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2046#BC6308 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2046#BC7915 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2050#BO4398 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| FNMA 30YR 2.5% 04/01/2051#CB0072 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34M | – | 0.14 |
| FNMA 30YR 2.5% 04/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27M | – | 0.11 |
| FNMA 30YR 2.5% 05/01/2043#AT2717 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2046#BC6533 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2046#BC8395 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2051#CB0447 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37M | – | 0.15 |
| FNMA 30YR 2.5% 05/01/2051#MA4326 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25M | – | 0.10 |
| FNMA 30YR 2.5% 05/01/2052#BV7521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $566K | – | 0.00 |
| FNMA 30YR 2.5% 05/01/2053#FS4919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 2.5% 06/01/2046#AX5531 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA 30YR 2.5% 06/01/2046#BC9667 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 2.5% 06/01/2046#BD0094 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 2.5% 06/01/2046#BD0724 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 2.5% 06/01/2046#BD0725 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 2.5% 06/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27M | – | 0.11 |
| FNMA 30YR 2.5% 07/01/2045#CA6279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNMA 30YR 2.5% 07/01/2046#AS7611 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2046#BC1456 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2046#BC9479 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2046#BD2575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2046#BD2576 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2046#MA2698 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2050#CA6399 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA 30YR 2.5% 07/01/2051# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 2.5% 07/01/2051#MA4379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA 30YR 2.5% 08/01/2043#AS0513 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 2.5% 08/01/2043#AU3732 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 2.5% 08/01/2043#AU4310 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 2.5% 08/01/2046#BC9493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 2.5% 08/01/2046#BD4757 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 2.5% 08/01/2046#BD5174 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA 30YR 2.5% 08/01/2050#CA6602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| FNMA 30YR 2.5% 08/01/2050#CA6833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| FNMA 30YR 2.5% 08/01/2050#MA4096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44M | – | 0.18 |
| FNMA 30YR 2.5% 08/01/2052#FS2535 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 2.5% 08/49#MA3758 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2046#BC2845 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2046#BD5397 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2046#BD7240 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2046#BD9013 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2050#MA4120 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA 30YR 2.5% 09/01/2051#CB1549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FNMA 30YR 2.5% 09/01/2051#CB1552 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2051#FM8692 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA 30YR 2.5% 09/01/2051#FS4711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $523K | – | 0.00 |
| FNMA 30YR 2.5% 09/01/2051#MA4414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FNMA 30YR 2.5% 10/01/2042# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2046#AS8073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2050#MA4159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.5% 10/01/2051#BT6823 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2.5% 10/01/2051#FS6478 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2.5% 10/01/2051#MA4438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FNMA 30YR 2.5% 11/01/2046#AS8270 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| FNMA 30YR 2.5% 11/01/2046#BD5419 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 2.5% 11/01/2049#BO2350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FNMA 30YR 2.5% 11/01/2049#BO3650 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 2.5% 11/01/2050#BQ5487 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 2.5% 11/01/2051#CB2874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $688K | – | 0.00 |
| FNMA 30YR 2.5% 11/01/2051#FM9481 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FNMA 30YR 2.5% 11/49#BO6396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FNMA 30YR 2.5% 12/01/2046#BD5429 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 2.5% 12/01/2049# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $860K | – | 0.00 |
| FNMA 30YR 2.5% 12/01/2049#BO9851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA 30YR 2.5% 12/01/2050#MA4210 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNMA 30YR 2.5% 12/01/2051#CB2320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23M | – | 0.10 |
| FNMA 30YR 2.5% 12/01/2051#CB2321 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22M | – | 0.09 |
| FNMA 30YR 2.5% 12/01/2051#CB2376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FNMA 30YR 2.5% 12/01/2051#CB2410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| FNMA 30YR 2.5% 12/01/2051#FM9846 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA 30YR 2% 01/01/2051#MA4237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FNMA 30YR 2% 01/01/2052#MA4511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 2% 02/01/2051#CA8820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNMA 30YR 2% 02/01/2051#FS2943 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 2% 02/01/2051#MA4255 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $98M | – | 0.41 |
| FNMA 30YR 2% 02/01/2052#BT2014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 2% 02/01/2052#CB2801 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 2% 02/01/2052#CB2850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $563K | – | 0.00 |
| FNMA 30YR 2% 02/52#CB2764 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| FNMA 30YR 2% 03/01/2051#BO4729 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 2% 03/01/2051#BR3290 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA 30YR 2% 03/01/2051#BR4694 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| FNMA 30YR 2% 03/01/2051#BR8853 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FNMA 30YR 2% 03/01/2052#CB3095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $955K | – | 0.00 |
| FNMA 30YR 2% 04/01/2051#BR7191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $997K | – | 0.00 |
| FNMA 30YR 2% 04/01/2051#MA4305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38M | – | 0.16 |
| FNMA 30YR 2% 04/01/2052#FS5636 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24M | – | 0.10 |
| FNMA 30YR 2% 04/01/2052#MA4577 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FNMA 30YR 2% 05/01/2051#BT2638 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2% 05/01/2051#FM7411 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 2% 05/01/2051#MA4325 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46M | – | 0.19 |
| FNMA 30YR 2% 05/01/2052#BV7516 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $518K | – | 0.00 |
| FNMA 30YR 2% 06/01/2051#BQ7411 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 2% 06/01/2052#FS2530 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 2% 06/01/2052#FS6605 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FNMA 30YR 2% 07/01/2050#BQ0332 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| FNMA 30YR 2% 07/01/2050#MA4077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA 30YR 2% 07/01/2051#FM9579 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FNMA 30YR 2% 07/01/2051#FS3744 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 30YR 2% 07/01/2051#FS4654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FNMA 30YR 2% 07/01/2051#FS5871 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 2% 08/01/2050#BQ1163 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| FNMA 30YR 2% 08/01/2050#BQ3331 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 2% 08/01/2051#BT5633 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| FNMA 30YR 2% 08/01/2051#FM8197 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA 30YR 2% 08/01/2051#MA4398 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FNMA 30YR 2% 09/01/2050#BP6715 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 2% 09/01/2050#FP0045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA 30YR 2% 09/01/2050#MA4119 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNMA 30YR 2% 09/01/2051#BT6733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| FNMA 30YR 2% 10/01/2050#BQ4926 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 30YR 2% 10/01/2050#MA4158 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 2% 10/01/2051#CB1787 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 2% 11/01/2050#MA4182 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23M | – | 0.09 |
| FNMA 30YR 2% 11/01/2051#BQ6788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41M | – | 0.17 |
| FNMA 30YR 2% 11/01/2051#FM9411 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA 30YR 2% 11/01/2051#FM9813 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FNMA 30YR 2% 11/01/2051#MA4465 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68M | – | 0.28 |
| FNMA 30YR 2% 12/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNMA 30YR 2% 12/01/2050#BQ4077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA 30YR 2% 12/01/2050#CA8108 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 2% 12/01/2050#FM5177 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNMA 30YR 2% 12/01/2051#BU5908 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#CB2347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FNMA 30YR 2% 12/01/2051#CB2348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FNMA 30YR 2% 12/01/2051#CB2350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21M | – | 0.09 |
| FNMA 30YR 2% 12/01/2051#CB2359 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 30YR 2% 12/01/2051#FS0354 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $853K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR1196 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR2462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2043#AR5395 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2044#AR6458 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3.0% 01/01/2046#BA3939 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB7821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AB9750 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR3845 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2043#AR5858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2045#AS4474 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2045#AX7962 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.0% 02/01/2045#AY0900 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2043#AR7183 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2043#AR9197 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.0% 03/01/2043#AR9198 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AB8931 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AR9285 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AT2011 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AT2016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.0% 04/01/2043#AT2127 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AT3999 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AT5129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2043#AT5378 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2045#AY2877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2045#AY6374 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 3.0% 04/01/2045#AY7832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AB9246 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AB9347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AB9349 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AR7389 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AR8293 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.0% 05/01/2043#AT1572 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT2721 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT2725 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT3526 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT4045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT4165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $787K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT4941 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT6971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3.0% 05/01/2043#AT7621 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2042#AO6726 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AB9663 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AB9739 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.0% 06/01/2043#AB9743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AB9747 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AB9749 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AP6044 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AR4341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AR7396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT3359 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT4670 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT4843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT5457 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT5691 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT5898 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT6540 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT6995 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT7130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT7962 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT8419 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT8586 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#AT9695 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2043#MA1458 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2045#AS5072 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA 30YR 3.0% 06/01/2045#AY5629 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AB9858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.0% 07/01/2043#AR4349 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AS0017 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AS0018 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT1609 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT1964 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT4321 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT4852 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT7222 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT8026 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT8036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT8037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT8135 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT9127 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AT9664 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AU0548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AU1222 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AU1264 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AU1628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AU1629 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AU1632 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AU2804 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AU3371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2043#AU3414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.0% 07/01/2045#AZ0849 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AO1284 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AR7295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AR7441 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AS0301 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AS0302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AT8489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AT8490 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU0550 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU2095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU2807 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU2918 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU3422 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU3427 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU3735 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.0% 08/01/2043#AU3815 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU3999 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#AU5383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.0% 08/01/2043#MA1524 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2042#AP4782 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AK8337 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AT7265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AU4279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $674K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AU4920 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AU7327 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2043#AU8276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA 30YR 3.0% 09/01/2045#AZ8049 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.0% 1/1/43 #AR1183 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2042#AP6445 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2043#AS0774 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2043#AT8713 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2043#AU2288 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2043#AU5016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2043#AU6735 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2043#AU7265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2043#AU9652 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA 30YR 3.0% 10/01/2043#AU9798 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AP5821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ3269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ4752 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ5132 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2042#AQ6047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 3.0% 11/01/2045#BA2964 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AB7285 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AB7436 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2042#AB7438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3.0% 12/01/2042#AQ5175 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2043#MA1706 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2044#AX6718 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2045#AS6386 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2045#AS6389 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNMA 30YR 3.0% 12/01/2045#BC0330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FNMA 30YR 3.0% 12/1/42 #AL3046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA 30YR 3.0% 4/1/43 #AB9017 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3.0% 5/43#AT2722 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.0% 7/1/43 #AU1631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FNMA 30YR 3.0% 7/1/43 #AU2691 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNMA 30YR 3.5% #MA2642 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2042#AK0981 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AQ2928 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AQ8046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AQ8506 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AQ9330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AR0580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AR3075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AR3239 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AR3898 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#AR4994 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2043#MA1315 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2045#AS4235 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $984K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2045#AS4236 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2045#AX5730 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2045#AX7571 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $838K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2045#AY2068 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2046#AY8866 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2046#BA4770 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2046#BA5159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2046#BA5969 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2046#BA5991 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2046#BA7638 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2046#BC1288 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#AS8583 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2047#BD2440 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $793K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2048#BH7106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2048#BJ3947 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2048#BJ3959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2048#BJ4341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2048#BJ5878 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2048#MA3238 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $642K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2050#BO8967 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2050#MA3906 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/2051#FM7599 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA 30YR 3.5% 01/01/45#AX3616 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/45#AX6764 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/45#AX7912 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/45#AY2037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/45#MA2136 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 01/01/45#MA2163 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| FNMA 30YR 3.5% 01/46#AS6520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 01/46#BA0891 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2043#AL3222 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2043#AR0004 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2043#AR1755 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2043#AR2838 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2043#AR5026 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2043#AR5407 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2043#MA1342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2045#AS4414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2045#AS4457 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2045#AS4479 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2045#AY1805 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2045#AY2087 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2045#AY3913 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2046#AS6646 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2046#BC1158 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2046#BC2364 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2046#BC2666 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2046#BC3863 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2047#AS8862 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2047#BE8863 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2047#MA2896 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2048#BH9277 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $433K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2048#BJ3995 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2048#BJ3997 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.5% 02/01/2049#FM2190 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2043#MA1396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2045#AS4522 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2045#AY2617 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2046#AS6833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2046#BC0300 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2046#BM4621 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $766K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2046#FM2316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNMA 30YR 3.5% 03/01/2048#BJ6050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2048#MA3332 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2049#BN5323 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2049#BN7491 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2050#BO8419 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2050#BO8814 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2050#FM2461 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2050#FM3125 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2050#FM5924 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2050#QA8150 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2052#BV3316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2052#BV3317 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $715K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2052#BV3787 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 3.5% 03/01/2052#FS1332 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 3.5% 03/43 #AR7487 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $571K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2042#AB4937 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2043#AB9147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2043#AB9148 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2043#AR2851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2043#AT1107 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2045#AS4718 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2045#AS4853 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2045#AY1360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2045#AY6521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2045#AY6522 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2046#890723 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2046#AS6922 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2046#AS6987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2046#BC0791 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $726K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2046#BC0822 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2046#BC1050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2046#BC7347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2046#BC7362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2047#BD7154 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2047#BE1567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2047#BE7047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2047#MA2959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $548K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2049#BN9624 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2049#CA3321 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2050#BO8435 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2050#BP1947 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $536K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2050#BP6291 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2051#MA4336 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2052#BV8580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3.5% 04/01/2052#MA4580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2043#AB9469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2046#AS7106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2046#AZ3808 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2046#BC0894 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $883K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2046#BC1809 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2046#BC6026 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2046#BC7933 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2047#AS9579 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2047#BE2548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2047#BH2417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2047#MA2994 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2049#BJ7920 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2049#FM4560 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2050#BP4772 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2050#CA5746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2052#BU8845 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2052#CB3504 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3.5% 05/01/2052#CB3675 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 30YR 3.5% 05/01/2052#MA4600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FNMA 30YR 3.5% 05/46#MA2609 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2041#AL8111 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2042#AO4064 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#AB9584 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#AB9759 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#AR9398 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#AT7140 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#AT7401 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2043#AT8757 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2044#AW8506 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2045#AS5177 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2045#AS5183 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $565K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2045#AZ2268 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2046#BC1171 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2048# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2048#BK6049 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2048#MA3383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2048#MA3414 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2049#BN9537 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2049#BO0962 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $834K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2049#FM1634 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2049#FM5663 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 06/01/2049#MA3686 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 30YR 3.5% 06/01/2050#BP5567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2050#FM6039 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2050#FM6599 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2051#MA4358 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2052#BU6946 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2052#CB3771 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/2052#CB3899 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 3.5% 06/01/45#AS5181 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3.5% 06/01/45#AZ2435 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.5% 06/49#BN6683 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2042#AO4392 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2042#AO7523 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2042#AO9375 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2042#AO9795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2043#AB9774 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2043#AT9302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2043#AU2960 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2046#BD1599 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2046#MA2671 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2047#BE3767 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2047#BH4904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2047#CA0075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2047#CA1159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2047#FM8492 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FNMA 30YR 3.5% 07/01/2048#BK7749 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2048#BK8362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2049#BO1665 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2049#BO2169 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2049#CA3816 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA 30YR 3.5% 07/01/2049#CA3872 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2049#FM0020 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2049#FM1217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2050#FM6673 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2052#CB4117 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 30YR 3.5% 07/01/2052#MA4654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA 30YR 3.5% 07/46#BD3336 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 07/49#MA3692 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2042#AP2131 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $541K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2042#AP2133 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $971K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2043#AQ7194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $480K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2043#AS0216 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2043#AU3742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2043#FM2319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 30YR 3.5% 08/01/2044#FM1352 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2045#AS5587 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2046#AS7802 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2047#BM1683 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2047#MA3087 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $897K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2048#MA3466 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2049#BO1033 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2049#BO4110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2049#CA4074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2049#CA4076 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2049#FM1365 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2049#FM5950 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/2049#MA3745 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3.5% 08/01/2050#FM7147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA 30YR 3.5% 08/01/45#AS5696 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3.5% 08/01/45#AZ5369 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/45#AZ6525 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3.5% 08/01/45#AZ8075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2042#AP5921 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2042#AP7959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2042#AQ6709 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2043#AU4285 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2043#AU4721 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2043#AU8880 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2043#AU9268 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2043#AU9914 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2045#AS5770 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2045#AZ7950 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2045#AZ9187 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2045#AZ9369 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2046#890765 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2047#BH9969 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2047#MA3120 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNMA 30YR 3.5% 09/01/2049# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $967K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2049#BJ9811 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2049#BO2200 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2049#BO2325 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2049#FM1635 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2050#FM5127 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2051#FS3815 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3.5% 09/01/2052#MA4731 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2042#AP4561 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2042#AP9980 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2042#AQ0417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2042#AQ0980 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2043#AT7382 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2043#AU4165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2043#AU6917 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2043#AU7138 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2043#AU7156 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2043#AU8408 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2043#AU8548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2043#AV0087 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2045#AS5938 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2045#AZ4775 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $827K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2045#AZ5942 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2045#AZ9014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2045#BA3307 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2046#AL9285 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2046#BE4163 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2047#BE7698 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2047#BH6387 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2047#CA0629 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2047#MA3148 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2049#BO1469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2049#CA4354 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2049#FM5659 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3.5% 10/01/2049#MA3803 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 3.5% 10/01/2052#MA4782 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 10/46#BD7490 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2042#AP8604 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2042#AP8650 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2042#AQ4668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2042#AQ4697 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2042#AQ5434 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2045#AS6190 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $546K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2045#AS6191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2045#AZ4286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2045#AZ7355 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2045#FM1067 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| FNMA 30YR 3.5% 11/01/2046#BD9979 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $348K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2047#BH9392 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2047#BJ0985 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2047#BJ1844 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2047#BJ2004 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2047#MA3182 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 3.5% 11/01/2048#BM5246 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2048#CA2622 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2048#FM2238 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2049#FM1876 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2050#BQ5404 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/2052#MA4803 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| FNMA 30YR 3.5% 11/01/45#AS6101 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $709K | – | 0.00 |
| FNMA 30YR 3.5% 11/45#BA4246 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 3.5% 11/46#BD7950 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2041#AJ5697 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $630K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2041#AJ9278 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3.5% 12/01/2042#AQ1008 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AQ2904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AQ4571 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AQ5483 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AQ8904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AQ8905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AQ9015 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AQ9567 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AR0576 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AR4992 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2042#AR6732 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2044#AX9491 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2045#AS6302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2045#AS6309 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2045#AS6392 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2045#BC0092 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2045#BM1164 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#AS8460 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#AS8571 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#BC9096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#BD7964 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#BE2190 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#BE4015 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2046#BM5679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $769K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2047#BM3065 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2047#CA0859 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2047#MA3210 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FNMA 30YR 3.5% 12/01/2049#BP0743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2049#CA4807 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2049#FM2046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2049#MA3872 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/2051#BU8404 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3.5% 12/01/45#MA2495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FNMA 30YR 3.5% 12/1/42 #AQ7097 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3.5% 12/45#AS6311 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3.5% 12/45#BA3036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3.5% 12046#BM2001 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 3.5% 2/1/43 #AR3341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA 30YR 3.5% 2/1/43 #AR3376 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3.5% 2/1/43#AR3322 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 3.5% 2/46#AS6649 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3.5% 2/46#MA2522 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 30YR 3.5% 4/1/43 #AT1744 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3.5% 5/1/43 #AT5063 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FNMA 30YR 3.5% 5/1/43 #AT5076 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA 30YR 3.5% 7/1/43 #AS0025 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 3.5% 7/1/43 #AU0925 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3.5% 9/42#AB6086 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3% 01/01/2044#FM7604 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 01/01/2045#AX4277 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3% 01/01/2045#AY1823 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3% 01/01/2045#AY2541 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3% 01/01/2046#BA4485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3% 01/01/2046#BC0175 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA 30YR 3% 01/01/2047#AS8799 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| FNMA 30YR 3% 01/01/2047#BD2446 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| FNMA 30YR 3% 01/01/2047#BD6333 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3% 01/01/2047#BE1976 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 3% 01/01/2047#BE2472 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA 30YR 3% 01/01/2047#BE2829 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FNMA 30YR 3% 01/01/2047#BE4330 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 3% 01/01/2047#BE4377 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3% 01/01/2047#BE7499 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| FNMA 30YR 3% 01/01/2047#MA2863 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| FNMA 30YR 3% 01/01/2048#CA1050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 3% 01/01/2050#BK0534 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 01/01/2050#BO8903 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNMA 30YR 3% 01/01/2050#CA4978 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| FNMA 30YR 3% 01/01/2050#FM2326 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 01/01/2050#MA3905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 01/01/2052#FS0333 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 3% 01/47#AS8650 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $675K | – | 0.00 |
| FNMA 30YR 3% 02/01/2046#AS6618 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3% 02/01/2046#BA1667 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 3% 02/01/2046#BA6924 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 30YR 3% 02/01/2046#BC1012 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| FNMA 30YR 3% 02/01/2046#BC1104 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA 30YR 3% 02/01/2047#AL9865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 3% 02/01/2047#BD3985 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 3% 02/01/2047#BD5047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| FNMA 30YR 3% 02/01/2047#BE5651 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $565K | – | 0.00 |
| FNMA 30YR 3% 02/01/2047#BM4896 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $690K | – | 0.00 |
| FNMA 30YR 3% 02/01/2047#FM4941 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 3% 02/01/2047#FM8484 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 3% 02/01/2047#MA2895 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3% 02/01/2048#BJ9325 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3% 02/01/2048#MA3275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $804K | – | 0.00 |
| FNMA 30YR 3% 02/01/2048#MA3304 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA 30YR 3% 02/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 30YR 3% 02/01/2050#BP2129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FNMA 30YR 3% 02/01/2050#FM2432 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 02/01/2051#FM7837 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18M | – | 0.07 |
| FNMA 30YR 3% 02/01/2051#FM9338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| FNMA 30YR 3% 02/01/2051#MA4257 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $743K | – | 0.00 |
| FNMA 30YR 3% 02/01/2053#MA4967 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| FNMA 30YR 3% 03/01/2046#BA2633 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 3% 03/01/2046#BA6646 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3% 03/01/2046#BC0628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 30YR 3% 03/01/2046#BC0753 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3% 03/01/2046#BC2678 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 3% 03/01/2046#BC4207 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 3% 03/01/2046#BC5312 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3% 03/01/2046#MA2559 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3% 03/01/2047#BE6833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 3% 03/01/2047#BE7286 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA 30YR 3% 03/01/2047#BE9210 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 30YR 3% 03/01/2047#MA2920 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA 30YR 3% 03/01/2048#BJ8566 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 3% 03/01/2048#MA3331 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FNMA 30YR 3% 03/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 03/01/2050#BO8668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 3% 03/01/2050#BO9347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16M | – | 0.07 |
| FNMA 30YR 3% 03/01/2050#BP0654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 03/01/2050#BP2187 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $880K | – | 0.00 |
| FNMA 30YR 3% 03/01/2050#BP3061 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FNMA 30YR 3% 03/01/2050#BP3850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $975K | – | 0.00 |
| FNMA 30YR 3% 03/01/2050#BP4031 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 3% 03/01/2050#CA5423 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 03/01/2050#FM0076 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 3% 03/01/2050#FM2714 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 03/01/2050#FM3662 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 03/01/2050#QA8175 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 03/01/2050#QA8335 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $793K | – | 0.00 |
| FNMA 30YR 3% 03/01/2051#BR6839 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $545K | – | 0.00 |
| FNMA 30YR 3% 03/01/2051#MA4283 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $511K | – | 0.00 |
| FNMA 30YR 3% 03/01/2052#FS1294 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 3% 03/01/2053#MA4999 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#AS7003 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#BA1527 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#BC0645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#BC0830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#BC4391 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#BC5408 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#BC5443 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#BC5971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#BC6323 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#BC6659 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 3% 04/01/2046#MA2608 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3% 04/01/2047#AS9448 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 3% 04/01/2047#FM9305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 3% 04/01/2048#CA2690 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FNMA 30YR 3% 04/01/2048#CA2692 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3% 04/01/2048#FM8096 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA 30YR 3% 04/01/2048#FM9750 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA 30YR 3% 04/01/2050#BK2255 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 04/01/2050#CA5519 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 30YR 3% 04/01/2050#CA5617 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $634K | – | 0.00 |
| FNMA 30YR 3% 04/01/2050#MA3991 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3% 04/01/2051#MA4307 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNMA 30YR 3% 04/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| FNMA 30YR 3% 04/01/2052#BQ7479 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FNMA 30YR 3% 04/01/2052#CB3247 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 04/01/2052#CB3363 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| FNMA 30YR 3% 04/01/2052#FS7061 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 05/01/2045#AS6336 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FNMA 30YR 3% 05/01/2046#AS7155 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 3% 05/01/2046#AS7236 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA 30YR 3% 05/01/2046#BC1849 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 3% 05/01/2046#BC2008 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 3% 05/01/2046#BC2344 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 30YR 3% 05/01/2046#BC2958 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3% 05/01/2046#BC7690 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA 30YR 3% 05/01/2047#AS9562 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3% 05/01/2048#MA3377 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 3% 05/01/2050#BO4402 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 30YR 3% 05/01/2050#BP2767 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FNMA 30YR 3% 05/01/2050#CA5668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3% 05/01/2050#CA5729 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| FNMA 30YR 3% 05/01/2050#FM4535 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 3% 05/01/2052#CB3495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA 30YR 3% 05/01/2052#CB3579 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA 30YR 3% 06/01/2046#AS7375 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FNMA 30YR 3% 06/01/2047#AS9738 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 3% 06/01/2047#MA3049 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 30YR 3% 06/01/2048#MA3425 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $820K | – | 0.00 |
| FNMA 30YR 3% 06/01/2049#MA3685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 06/01/2050#BP5451 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA 30YR 3% 06/01/2050#BP5672 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 3% 06/01/2050#CA6018 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 06/01/2050#MA4048 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FNMA 30YR 3% 06/01/2051#FM8800 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $559K | – | 0.00 |
| FNMA 30YR 3% 06/01/2051#MA4357 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 3% 06/01/2052#BV7803 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25M | – | 0.11 |
| FNMA 30YR 3% 06/01/2052#FS4421 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 06/01/2052#FS6634 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA 30YR 3% 06/01/2052#FS6788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| FNMA 30YR 3% 06/01/2052#FS7062 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $804K | – | 0.00 |
| FNMA 30YR 3% 06/01/2052#SD4120 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 30YR 3% 06/50#BP5441 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $499K | – | 0.00 |
| FNMA 30YR 3% 07/01/2045#CA6418 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $834K | – | 0.00 |
| FNMA 30YR 3% 07/01/2046#BC9483 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 30YR 3% 07/01/2046#FM8611 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 07/01/2047#BH5642 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 3% 07/01/2047#MA3082 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA 30YR 3% 07/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNMA 30YR 3% 07/01/2050#BO4408 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3% 07/01/2050#CA6291 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 07/01/2050#CA6422 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 3% 07/01/2050#FS4993 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24M | – | 0.10 |
| FNMA 30YR 3% 07/01/2051#CB1149 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 07/01/2051#FM9176 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $566K | – | 0.00 |
| FNMA 30YR 3% 07/01/2051#MA4380 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3% 07/46#AS7582 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3% 07/47#AS9937 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FNMA 30YR 3% 07/48#BM4121 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 08/01/2045#AS5709 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| FNMA 30YR 3% 08/01/2046#AS7728 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 30YR 3% 08/01/2046#AS7736 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 3% 08/01/2046#BC1510 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3% 08/01/2046#BC8178 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 3% 08/01/2049#BO4111 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3% 08/01/2049#MA3744 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 08/01/2050#BP6546 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $415K | – | 0.00 |
| FNMA 30YR 3% 08/01/2050#CA6737 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $516K | – | 0.00 |
| FNMA 30YR 3% 08/01/2050#CA6742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 08/01/2050#FM6115 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FNMA 30YR 3% 08/01/2050#MA4097 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 3% 08/46#MA2705 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 3% 09/01/2043#BM3704 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $853K | – | 0.00 |
| FNMA 30YR 3% 09/01/2044#CA4144 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FNMA 30YR 3% 09/01/2046#AS7904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3% 09/01/2046#BC2817 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 30YR 3% 09/01/2046#BD5273 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3% 09/01/2046#FM8575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 09/01/2046#MA2737 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $763K | – | 0.00 |
| FNMA 30YR 3% 09/01/2047#BH9883 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 30YR 3% 09/01/2047#CA0850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| FNMA 30YR 3% 09/01/2048# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA 30YR 3% 09/01/2048#MA3508 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 3% 09/01/2049# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 09/01/2049#CA4142 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 09/01/2049#FM1459 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $841K | – | 0.00 |
| FNMA 30YR 3% 09/01/2050#CA6998 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| FNMA 30YR 3% 09/01/2050#CA7051 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| FNMA 30YR 3% 09/01/2050#FM4532 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 3% 09/01/2050#FM6107 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 3% 09/46#MA2771 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| FNMA 30YR 3% 1/1/43 #AR0143 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA 30YR 3% 1/1/43 #AR0147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 3% 10/01/2042#AQ1820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FNMA 30YR 3% 10/01/2044#FM1130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| FNMA 30YR 3% 10/01/2046#AS8118 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 3% 10/01/2046#BC8144 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 3% 10/01/2046#BD5537 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 3% 10/01/2046#BD5545 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FNMA 30YR 3% 10/01/2046#BD5869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 3% 10/01/2046#BD6985 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 3% 10/01/2046#BD6996 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $815K | – | 0.00 |
| FNMA 30YR 3% 10/01/2046#BD7003 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 30YR 3% 10/01/2046#BD7008 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 3% 10/01/2047#MA3147 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 30YR 3% 10/01/2049#BO2265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 10/01/2049#BO3192 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $251K | – | 0.00 |
| FNMA 30YR 3% 10/01/2049#CA4406 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 10/01/2049#CA4424 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 10/01/2049#FM1675 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA 30YR 3% 10/01/2049#FM1676 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $637K | – | 0.00 |
| FNMA 30YR 3% 10/01/2049#MA3802 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18M | – | 0.08 |
| FNMA 30YR 3% 10/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 3% 10/49#CA4421 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 11/01/2042#AQ1869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $779K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#AS8269 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 3% 11/01/2046#BA1001 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#BD5566 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#BD8951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#BE0518 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#BE1391 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#BE1899 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $758K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#BE2267 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#FM8703 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $866K | – | 0.00 |
| FNMA 30YR 3% 11/01/2046#MA2806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 11/01/2047#BJ1899 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 3% 11/01/2047#BJ2243 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 3% 11/01/2047#CA0679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 30YR 3% 11/01/2047#MA3179 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA 30YR 3% 11/01/2048#BM5024 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FNMA 30YR 3% 11/01/2049# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| FNMA 30YR 3% 11/01/2049#BO6851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA 30YR 3% 11/01/2049#BO7435 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| FNMA 30YR 3% 11/01/2049#FM1969 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $413K | – | 0.00 |
| FNMA 30YR 3% 11/01/2050#FM4830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 3% 11/01/2050#FM7347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 3% 11/01/2051#CB2067 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 3% 11/46#BM5900 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| FNMA 30YR 3% 12/01/2042#AQ5407 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FNMA 30YR 3% 12/01/2042#AQ7688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#AS8453 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#AS8482 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#AS8483 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 30YR 3% 12/01/2046#AS8579 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#BC9083 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#BC9722 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#BD6326 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#BE2295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#BE3313 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#BE3960 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| FNMA 30YR 3% 12/01/2046#BE4217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 3% 12/01/2047#BJ1938 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 3% 12/01/2047#MA3209 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 30YR 3% 12/01/2047#MA3237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 30YR 3% 12/01/2049#BO5379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 12/01/2049#BO5383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 12/01/2049#BO6133 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $970K | – | 0.00 |
| FNMA 30YR 3% 12/01/2049#CA4792 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 3% 12/01/2049#CA4865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 3% 12/01/2050#FM7827 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FNMA 30YR 3% 12/42#AQ8681 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 3% 12/49#BO7480 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 3% 4/45#AY3363 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| FNMA 30YR 3% 6/46#MA2670 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2041#AH0648 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2042#AK3404 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2044#AV6103 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2044#AV7725 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2045#AX3614 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2045#AX8288 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2045#AX9788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2045#AY0093 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 4.0% 01/01/2045#AY0201 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2042#AI8759 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2045#AX3742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4.0% 02/01/2045#AY6310 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.0% 03/01/2045#AY2788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4.0% 03/01/2045#AY6668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.0% 04/01/2045#AS4716 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4.0% 06/01/2042#AB5388 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4.0% 06/01/2044#AW4979 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4.0% 06/01/2044#AW4999 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.0% 06/01/37#AO4589 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.0% 07/01/2044#AV9827 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.0% 07/01/2044#AW3923 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 4.0% 07/01/2044#AW5063 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.0% 07/01/2044#MA1958 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2043#AS0234 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2043#AU3753 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2044#AS2987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2044#AS3154 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2044#AW2965 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2044#AW3942 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2044#AW5109 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2044#AW5479 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2044#AW8418 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2044#AX0768 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2044#AX0974 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FNMA 30YR 4.0% 08/01/2044#AX1098 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.0% 08/45#MA2371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2040#AE3951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2041#AJ0785 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2043#AU8074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2044#AS3236 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2044#AS3392 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2044#AS4173 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2044#AX2819 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2044#AX3195 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2044#AX7338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $435K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/2045#AS5840 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.0% 09/01/44#AS3402 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2040#AE4047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2041#MC0549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2043#AL4338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2043#AT0536 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2044#AS3634 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2044#AW2649 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2044#AX2492 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2044#AX2501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2044#AX3211 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 30YR 4.0% 10/01/2044#AX5765 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 4.0% 10/43#AS0657 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2040#AE4833 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2041#AJ5233 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2043#AU7034 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2044#AS3904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2044#AS3905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2044#AS3906 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2044#AS3907 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2044#AX3550 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.0% 11/01/2044#AX9367 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2041#AJ4191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2043#AV0662 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2043#MA1686 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2044#AS3956 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2044#AS3957 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2044#AS4168 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.0% 12/01/2044#AY4301 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% #AL5400 5/44 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $919K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2041#AH1086 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2041#AH3684 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2042#AB4318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2044#AS1585 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2044#AV6336 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2044#AV6366 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2044#AV7911 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2045#MA2158 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2046#MA2514 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2047#AL9854 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2047#AS8663 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2048#BJ7281 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2048#MA3240 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2049#CA2963 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2050#FM3619 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4.5% 01/01/2053# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $598K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $825K | – | 0.00 |
| FNMA 30YR 4.5% 01/01/2054#CB7759 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA 30YR 4.5% 01/47#MA2872 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2041#AH4493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2044#AS1626 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2044#AS1845 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2044#AU6611 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2044#AV4126 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2045#AY3689 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2047#AL9846 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2047#BC7535 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2047#BD5041 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2047#BE4428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2047#BE4949 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2047#BE7682 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2047#MA2938 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2048#CA1218 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2048#CA1713 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2049#BN2248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2049#FM3160 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 30YR 4.5% 02/01/2050#BO7302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $849K | – | 0.00 |
| FNMA 30YR 4.5% 02/01/2053# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA 30YR 4.5% 02/01/2053#CB7575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4.5% 02/47#MA2904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2044#AL5082 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2044#AL5110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2044#AS2037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2044#AS2074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2044#AV2267 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2044#AV9684 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2046#AS6856 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2046#BC4522 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2047#BE9291 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2048#BK1835 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2048#MA3307 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2049#BJ7887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2049#BN6006 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2049#CA3225 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 4.5% 03/01/2049#CA3228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2049#MA3616 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2050#FM3439 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2050#QA8163 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2053#MA4958 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $793K | – | 0.00 |
| FNMA 30YR 4.5% 03/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2040#AD5181 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $796.2 | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2041#AH9374 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2041#AI0094 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2044#AS2130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2044#AS2278 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2044#AS2284 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2044#AV9574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2044#AW3649 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2044#MA1860 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2045#AY1362 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2047#AS9394 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2047#BH0907 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2048#BK3258 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2048#MA3334 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2049#FM2214 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $536K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2049#MA3639 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $642K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2050#QA8779 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2053#MA4977 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $919K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2053#QG2418 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNMA 30YR 4.5% 04/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 30YR 4.5% 04/48#CA1564 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2040#AD4380 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2044#AL5780 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2044#AS2348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2044#AS2514 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2044#AS2516 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2044#AW3733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2044#AW3848 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2045#MA2318 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2046#AL8960 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2046#BC0875 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2047#BH0458 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2047#BH2036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2048#BJ3482 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2048#BK4850 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2048#CA1711 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2048#MA3358 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2049#BN6065 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2049#FM2282 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $666K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2050#MA4031 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2053#BY0949 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $465K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2053#BY3035 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $689K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2053#FS4703 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $860K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/2053#FS5298 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $716K | – | 0.00 |
| FNMA 30YR 4.5% 05/01/44#AS2350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2028#257237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $311.42 | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2042#AO3748 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2044#AS2731 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2044#AW7016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $628.1 | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2045#AY3868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2045#AZ2513 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2047#BE3708 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2047#BH1071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2047#BH2088 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2048#BJ5838 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2048#BK1158 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2048#BK4909 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2048#BK4932 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2048#BK6328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2048#BK7090 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2048#CA1907 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2048#CA1911 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2048#CA1952 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $495K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2048#MA3385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $507K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2049#CA3686 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2049#FM1389 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4.5% 06/01/2049#MA3688 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.5% 06/01/2053#CB6471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2040#AD7770 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2041#AB3314 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $724.78 | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2041#AI5063 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2044#AS3062 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2044#AV8417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2044#AW8749 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2045#AZ4460 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2047#AS9990 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2047#MA3073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#BK7119 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#BK7877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $697K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#CA1988 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#CA2055 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#CA2057 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2048#FM1319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4.5% 07/01/2048#MA3416 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2049#MA3694 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2052#BW0733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2052#CB4130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $911K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2053#BX7342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $547K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2053#BY4491 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $865K | – | 0.00 |
| FNMA 30YR 4.5% 07/01/2053#BY7005 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2041#AB3394 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2041#AI7921 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2041#AI8714 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2044#AS3182 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2044#AW5110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2044#AW5112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2044#AW5713 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2044#MA2005 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2046#AL8964 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2046#AS7770 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2046#BC1501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2046#BD1980 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2048#BK8830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2048#CA2205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2048#CA2209 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2048#MA3444 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2052#FS2496 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2053#BX4569 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 4.5% 08/01/2053#MA5105 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4.5% 09/01/2043#AS0563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2043#AU0991 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2044#AX0153 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2045#AY3875 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2046#AS7960 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2047#BE8340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2047#BH8383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2047#CA0324 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2048#BK7611 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2048#BN0638 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2048#MA3468 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2050#BQ2884 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2050#FM9177 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2050#FM9431 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2050#MA4161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FNMA 30YR 4.5% 09/01/2052#MA4733 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| FNMA 30YR 4.5% 09/46#AL9107 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FNMA 30YR 4.5% 09/46#AL9111 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $654K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2040#AE4342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2040#AE7536 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2041#AJ1964 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2041#AL3777 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2043#AL4288 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2043#AL4290 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2043#AS9078 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2044#AS3656 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2044#AX0884 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2044#AX2137 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2044#AX3172 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2045#BM3936 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2046#AL9254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2046#AS8157 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2046#MA2783 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2047#BH4092 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2047#BJ0276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2047#BJ1742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2047#CA0623 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2048#BK8726 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2048#CA2419 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2048#CA2489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2048#CA2493 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 4.5% 10/01/2048#CA2540 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $885K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2048#MA3496 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $867K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2050#FM7475 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 30YR 4.5% 10/01/2050#MA4170 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2052#BW1226 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2052#BX0507 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2052#MA4784 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/2053#CB7903 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/41#AJ2951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $698.86 | – | 0.00 |
| FNMA 30YR 4.5% 10/01/43#AS0830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 30YR 4.5% 10/01/44#AS3654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4.5% 10/45#AZ4758 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2040#AE9352 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2043#AS1128 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2043#AS1133 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AS3882 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AX2905 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AX5260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AX7253 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2044#AX7845 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2045#MA2463 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2046#AS8381 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2048#BK8729 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4.5% 11/01/2048#BM5100 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2048#BN0877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2048#BN1067 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2048#BN1628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2048#BN2191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2048#CA2575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2048#CA2641 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2048#CA2642 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2048#CA2643 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2048#CA3099 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2048#MA3522 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| FNMA 30YR 4.5% 11/01/2052#BX4396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FNMA 30YR 4.5% 11/47#BH5768 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FNMA 30YR 4.5% 11/48#CA2588 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $770K | – | 0.00 |
| FNMA 30YR 4.5% 11/52#MA4805 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2041#AJ7696 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2043#AV2918 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2044#AS4176 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2044#AS4177 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2044#AX8858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2044#AY0343 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2045#BA4471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2046#BD5602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2046#BE4716 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2046#MA2836 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2048#BN0329 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2048#BN0340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2048#BN0601 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2048#BN2000 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2048#BN3333 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2048#CA2855 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2048#MA3537 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2048#MA3564 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 4.5% 12/01/2050#FM7477 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $690K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2050#MA4250 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 30YR 4.5% 12/01/2052#MA4840 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4.5% 12/01/44#AX7267 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4.5% 12/31/2199#BM4189 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FNMA 30YR 4.5% 12/44#AX7309 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4% #AL9282 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA 30YR 4% #BM1526 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 4% 01/01/2041#AH4763 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 4% 01/01/2042#AJ7547 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $558K | – | 0.00 |
| FNMA 30YR 4% 01/01/2045#AS4302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 4% 01/01/2046#AL8097 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| FNMA 30YR 4% 01/01/2046#AS6516 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4% 01/01/2046#BA4467 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 30YR 4% 01/01/2046#BA6624 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $808.91 | – | 0.00 |
| FNMA 30YR 4% 01/01/2046#BA7469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4% 01/01/2047#AS8685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FNMA 30YR 4% 01/01/2047#BE5134 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 01/01/2047#BE5925 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 01/01/2048#BJ4547 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 30YR 4% 01/01/2048#BM2006 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 4% 01/01/2049#MA3563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| FNMA 30YR 4% 01/01/2050#FM2200 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FNMA 30YR 4% 01/01/2053#MA4866 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 01/43#AL8132 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 01/46#AS6528 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4% 01/49#CA2944 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4% 02/01/2039#AS1772 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 02/01/2042#AJ4894 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $584K | – | 0.00 |
| FNMA 30YR 4% 02/01/2044#AV5019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FNMA 30YR 4% 02/01/2045#AX4319 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA 30YR 4% 02/01/2045#AX7712 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 02/01/2045#AY3503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4% 02/01/2045#FM1191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 02/01/2046#AL8161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 4% 02/01/2046#BA6043 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4% 02/01/2046#BC0247 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 02/01/2046#MA2539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 4% 02/01/2047#AS8786 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 4% 02/01/2047#AS8823 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 30YR 4% 02/01/2047#AS9600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 30YR 4% 02/01/2047#BE5539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4% 02/01/2047#BE7965 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4% 02/01/2047#BE9256 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4% 02/01/2047#MA2907 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4% 02/01/2048#BJ4623 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4% 02/01/2048#MA3277 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4% 02/01/2049#BM5482 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4% 02/01/2050#FS3237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 02/01/2051#CA8996 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| FNMA 30YR 4% 02/46#AL9891 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA 30YR 4% 02/46#BA6914 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 4% 02/46#BC1578 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4% 02/46#BC2310 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 4% 03/01/2044#AV7092 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $497K | – | 0.00 |
| FNMA 30YR 4% 03/01/2044#AV9064 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#AS6847 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#BA0847 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $684.16 | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#BA3371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#BC0630 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#BC1976 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#BC4249 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#BC5369 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4% 03/01/2046#BC5465 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 30YR 4% 03/01/2047#AS8971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4% 03/01/2047#AS9314 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA 30YR 4% 03/01/2047#BD7081 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4% 03/01/2047#BE7593 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNMA 30YR 4% 03/01/2047#MA2930 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BJ5488 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#BJ6216 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 4% 03/01/2048#CA1370 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4% 03/01/2049#BN5342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA 30YR 4% 03/01/2049#BN6161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4% 03/01/2049#FM0021 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 30YR 4% 03/01/2049#FM1933 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 03/01/2049#FM3664 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FNMA 30YR 4% 03/01/2049#MA3615 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4% 03/01/2050#BP0429 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA 30YR 4% 03/01/2050#FM3663 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| FNMA 30YR 4% 03/01/2051#FM7460 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 4% 03/01/2051#FM8302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| FNMA 30YR 4% 03/01/2051#MA4299 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $779K | – | 0.00 |
| FNMA 30YR 4% 03/46#BC0288 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 03/48#CA1461 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4% 04/01/2044#AW2706 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4% 04/01/2045#AY1377 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 30YR 4% 04/01/2045#AY3858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4% 04/01/2045#FM2986 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| FNMA 30YR 4% 04/01/2046#AL8460 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 04/01/2046#BA6721 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4% 04/01/2046#BC0647 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4% 04/01/2046#BC5450 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 4% 04/01/2047#BD7165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| FNMA 30YR 4% 04/01/2047#BE3465 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 4% 04/01/2047#BE8036 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FNMA 30YR 4% 04/01/2047#BE8050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 04/01/2047#BE9574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 4% 04/01/2047#MA2960 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA 30YR 4% 04/01/2048#BJ9260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4% 04/01/2048#BJ9942 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 04/01/2048#BM4640 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 4% 04/01/2048#MA3333 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $667K | – | 0.00 |
| FNMA 30YR 4% 04/01/2049#MA3638 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 04/01/2050#FM7403 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 4% 04/48#BJ3471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNMA 30YR 4% 05/01/2041#AL0935 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA 30YR 4% 05/01/2044#AS2496 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4% 05/01/2044#MA1888 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 05/01/2045#AS4901 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4% 05/01/2045#AS5069 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FNMA 30YR 4% 05/01/2046#BC0909 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNMA 30YR 4% 05/01/2046#BD0975 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 4% 05/01/2047#AS9487 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 4% 05/01/2047#AS9668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 05/01/2047#AS9671 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA 30YR 4% 05/01/2047#BE3619 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| FNMA 30YR 4% 05/01/2047#BH0466 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 05/01/2047#MA2995 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BJ5511 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $742K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BJ8819 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BJ9169 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BJ9977 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BK2040 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BK4160 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4% 05/01/2048#BK5254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 4% 05/01/2049#BN6594 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 05/01/2049#CA3503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 30YR 4% 05/01/2050# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA 30YR 4% 05/01/2050#FM4459 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $345K | – | 0.00 |
| FNMA 30YR 4% 05/01/2050#MA4026 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| FNMA 30YR 4% 05/01/2051#FM9860 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 05/01/2051#MA4349 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| FNMA 30YR 4% 05/01/2052#CB3678 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $863K | – | 0.00 |
| FNMA 30YR 4% 05/01/2052#CB4276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FNMA 30YR 4% 05/01/2053#CB6300 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 30YR 4% 05/45#AS5018 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| FNMA 30YR 4% 05/46#AS7191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 30YR 4% 06/01/2042#AO1803 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $717K | – | 0.00 |
| FNMA 30YR 4% 06/01/2044#AS2714 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4% 06/01/2044#AW3619 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4% 06/01/2045#AS5211 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 4% 06/01/2046#BD3862 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4% 06/01/2047#BE3702 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| FNMA 30YR 4% 06/01/2047#BH5658 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA 30YR 4% 06/01/2047#MA3027 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FNMA 30YR 4% 06/01/2048#BJ9252 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 06/01/2048#BJ9256 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 06/01/2048#BK0252 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FNMA 30YR 4% 06/01/2048#BK5381 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 4% 06/01/2048#BK5740 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4% 06/01/2048#BK7132 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 4% 06/01/2048#CA2993 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA 30YR 4% 06/01/2048#MA3384 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $726K | – | 0.00 |
| FNMA 30YR 4% 06/01/2049#CA3641 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA 30YR 4% 06/01/2050#FM3610 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| FNMA 30YR 4% 06/01/2050#MA4056 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $720K | – | 0.00 |
| FNMA 30YR 4% 06/46#BC1168 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4% 07/01/2042#AP0549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4% 07/01/2045#AY2357 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 07/01/2045#AZ9666 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4% 07/01/2046#AS7601 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4% 07/01/2046#BC7156 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 07/01/2046#BD0752 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA 30YR 4% 07/01/2046#BD3861 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 4% 07/01/2046#MA2683 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 07/01/2047#BE3774 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| FNMA 30YR 4% 07/01/2047#MA3058 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $816K | – | 0.00 |
| FNMA 30YR 4% 07/01/2048#BK0915 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 4% 07/01/2048#BK0920 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $758K | – | 0.00 |
| FNMA 30YR 4% 07/01/2048#BK5328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 07/01/2048#CA1951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| FNMA 30YR 4% 07/01/2048#CA2038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 07/01/2048#MA3415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FNMA 30YR 4% 07/01/2048#MA3443 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FNMA 30YR 4% 07/01/2049# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 30YR 4% 07/01/2049#BO0448 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 4% 07/01/2049#CA4368 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA 30YR 4% 07/01/2049#FM7075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 4% 07/01/2049#MA3693 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FNMA 30YR 4% 07/01/2052#CB4020 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 30YR 4% 07/01/2052#FS2442 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4% 07/01/2052#MA4655 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| FNMA 30YR 4% 07/01/2053#MA5089 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 30YR 4% 07/01/46#BC1443 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA 30YR 4% 07/46#AL8858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 4% 08/01/2042#AP2419 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| FNMA 30YR 4% 08/01/2043#AS0316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4% 08/01/2043#AU1687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4% 08/01/2043#AU3752 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 08/01/2044#AS2976 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4% 08/01/2044#AS3161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 4% 08/01/2044#AW7931 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4% 08/01/2045#AL7206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 08/01/2045#AS5598 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA 30YR 4% 08/01/2045#AY5297 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 08/01/2045#AY8410 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA 30YR 4% 08/01/2045#AZ4671 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 4% 08/01/2045#AZ5574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 08/01/2045#AZ6229 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4% 08/01/2045#AZ7217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 4% 08/01/2045#AZ7631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 4% 08/01/2046#BC1497 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FNMA 30YR 4% 08/01/2046#BD2231 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4% 08/01/2046#BD3911 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 08/01/2047#BH6668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 4% 08/01/2047#BH8386 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4% 08/01/2047#CA0181 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $684K | – | 0.00 |
| FNMA 30YR 4% 08/01/2048#BK4740 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 4% 08/01/2048#BK4764 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA 30YR 4% 08/01/2048#CA2190 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 4% 08/01/2048#CA3180 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNMA 30YR 4% 08/01/2049#MA3746 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 4% 08/01/2050#FM5750 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA 30YR 4% 08/01/2050#FM7461 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 08/01/2052#BV8024 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 08/01/2052#BW2011 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA 30YR 4% 08/01/2052#BW3024 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $635K | – | 0.00 |
| FNMA 30YR 4% 08/01/2052#BW3030 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 08/01/2052#BW7302 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 08/01/2052#MA4700 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $834K | – | 0.00 |
| FNMA 30YR 4% 08/45#BA2083 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FNMA 30YR 4% 08/47#MA3088 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 4% 09/01/2043#AU4293 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA 30YR 4% 09/01/2043#AU8278 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA 30YR 4% 09/01/2044#AX0462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 09/01/2045#AX3309 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FNMA 30YR 4% 09/01/2045#AZ5022 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 30YR 4% 09/01/2045#AZ7939 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4% 09/01/2045#AZ8792 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4% 09/01/2045#AZ9396 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#BK0276 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#BK4816 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#BK5438 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#BK7608 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#BK8852 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#BM2007 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNMA 30YR 4% 09/01/2048#BM4991 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#BN0509 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#CA2374 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4% 09/01/2048#MA3467 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FNMA 30YR 4% 09/01/2049#BO2188 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA 30YR 4% 09/01/2049#FM3102 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 30YR 4% 09/01/2049#FM3665 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 09/01/2049#MA3776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FNMA 30YR 4% 09/01/2050#FM4129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 09/01/2050#FM6907 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4% 09/01/2052#BW1135 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 09/01/2052#BW7701 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| FNMA 30YR 4% 09/01/2052#BW8087 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $655K | – | 0.00 |
| FNMA 30YR 4% 09/01/2052#BW8449 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 09/01/2052#MA4732 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 09/45#AZ7951 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 4% 09/45#MA2405 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4% 09/46#BC2843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| FNMA 30YR 4% 10/01/2040#190405 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 30YR 4% 10/01/2040#AE1789 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 30YR 4% 10/01/2043#AS0784 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 10/01/2043#AU9992 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FNMA 30YR 4% 10/01/2044#AS3467 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 10/01/2044#AS3471 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 10/01/2044#AX2491 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 10/01/2044#BC5090 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FNMA 30YR 4% 10/01/2045#AL7487 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4% 10/01/2045#AS6069 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 10/01/2045#AS6071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 4% 10/01/2045#AS6075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 4% 10/01/2045#AY9397 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 4% 10/01/2045#AZ4779 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| FNMA 30YR 4% 10/01/2045#AZ6887 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 10/01/2045#BA0108 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 30YR 4% 10/01/2045#BA1379 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA 30YR 4% 10/01/2045#BA3280 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4% 10/01/2046#AS8325 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FNMA 30YR 4% 10/01/2046#BC4754 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FNMA 30YR 4% 10/01/2047#BH4095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 10/01/2047#BJ0760 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FNMA 30YR 4% 10/01/2047#MA3149 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA 30YR 4% 10/01/2048#BN1948 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA 30YR 4% 10/01/2048#MA3495 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNMA 30YR 4% 10/01/2049#MA3804 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $888K | – | 0.00 |
| FNMA 30YR 4% 10/01/2050#BQ2932 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 4% 10/01/2052#BT7916 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 4% 10/01/2052#BW1821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 10/01/2052#BW7442 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FNMA 30YR 4% 10/01/2052#BW8986 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $867K | – | 0.00 |
| FNMA 30YR 4% 10/01/2052#BX1278 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| FNMA 30YR 4% 10/01/2052#MA4783 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNMA 30YR 4% 10/01/45#AZ8885 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4% 10/45#AS5942 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 4% 11/01/2043#AL9571 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $654K | – | 0.00 |
| FNMA 30YR 4% 11/01/2043#AU6988 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| FNMA 30YR 4% 11/01/2044#AS3873 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#AS6212 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#AS6226 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#AZ6050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#AZ8817 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#AZ9990 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#BA2992 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#BA3891 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#BA4934 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 11/01/2045#BA5922 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 4% 11/01/2047#BJ4481 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 4% 11/01/2047#CA0706 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FNMA 30YR 4% 11/01/2047#MA3183 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $851K | – | 0.00 |
| FNMA 30YR 4% 11/01/2048#BK7943 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA 30YR 4% 11/01/2048#MA3521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 11/01/2050#FM8338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $446K | – | 0.00 |
| FNMA 30YR 4% 11/01/2052#BX1334 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 11/01/2052#FS3527 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 4% 11/01/45#BA3523 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 11/48#FM1626 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 4% 12/01/2040#AE9160 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $544K | – | 0.00 |
| FNMA 30YR 4% 12/01/2041#AJ8083 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $646K | – | 0.00 |
| FNMA 30YR 4% 12/01/2042#AQ8385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 30YR 4% 12/01/2042#BM4320 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 4% 12/01/2043#AV0681 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $297K | – | 0.00 |
| FNMA 30YR 4% 12/01/2044#AS3955 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 12/01/2044#AS3974 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#AS6314 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#AS6315 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#AS6352 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $561K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#AS6406 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#BA3075 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#BA4510 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#BC0488 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#BC0670 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#BC0997 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4% 12/01/2045#BC3634 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 4% 12/01/2046#BE4143 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BJ0185 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BJ1687 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BJ3210 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BJ4378 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA 30YR 4% 12/01/2047#BM2005 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 4% 12/01/2048#BN3899 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 4% 12/01/2048#FM1866 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4% 12/01/2049#FM3908 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNMA 30YR 4% 12/01/2049#FM8409 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA 30YR 4% 12/01/2053#BY1448 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 30YR 4% 12/44#AX6539 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 4% 12/45#AZ9583 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 4% 9/46#AL9549 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $546K | – | 0.00 |
| FNMA 30YR 5.0% #AL3192 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 5.0% 01/01/2044#AS1594 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 5.0% 01/01/2044#AV4103 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 5.0% 01/01/44#AL5946 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 5.0% 03/01/2041#AB2537 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 5.0% 03/01/2042#AK4525 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 5.0% 03/01/2044#AL5218 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 5.0% 03/01/2044#AS2048 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 5.0% 04/01/2039#AA4958 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 5.0% 04/01/2040#AD3796 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 5.0% 04/01/2040#AD4482 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 5.0% 04/01/2041#AL0244 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 5.0% 04/01/2044#AL5160 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| FNMA 30YR 5.0% 05/01/2041#AI2464 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 5.0% 05/01/2042#AL5788 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2035#310165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2037#AB3787 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2039#AL2629 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2041#AI3574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2041#AI4233 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2041#AI4285 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/2041#AI5566 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 5.0% 06/01/40#AD7849 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2037#310068 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2040#AD7371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2040#AD7784 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2041#AI6301 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 5.0% 07/01/2041#AL0546 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 5.0% 08/01/2033#310100 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 5.0% 08/01/2039#AA4159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 5.0% 08/01/2043#AS0263 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 5.0% 08/01/40#AL0081 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 5.0% 08/01/41#890603 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 5.0% 09/01/2033#AL7521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FNMA 30YR 5.0% 09/01/2041#AL0761 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 5.0% 09/01/2043#AS0574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 5.0% 09/01/2043#AS0575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA 30YR 5.0% 09/01/2044#AS3417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5.0% 10/01/2035#836427 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $528.71 | – | 0.00 |
| FNMA 30YR 5.0% 10/01/2043#AS0836 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 30YR 5.0% 10/01/2043#AS0837 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 5.0% 11/01/2040#AE3882 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 5.0% 12/01/2043#AS1254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 5.0% 12/01/2044#AX8242 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 5.0% 12/01/43#AL5959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 30YR 5.5% 01/01/2039#AD0317 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5.5% 01/01/2040#AC8577 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA 30YR 5.5% 01/01/2041#AH3225 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA 30YR 5.5% 01/01/2049#BN3942 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA 30YR 5.5% 01/01/2049#CA2978 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FNMA 30YR 5.5% 01/01/2053#BX5930 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5.5% 01/01/2053#MA4869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $992K | – | 0.00 |
| FNMA 30YR 5.5% 01/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 5.5% 02/01/2033#357342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2034#766070 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2035#815859 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2039#AL6417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2042#890737 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2042#AL6289 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2042#AL7343 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2042#AL8113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2042#AL8552 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2049#CA3536 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $507K | – | 0.00 |
| FNMA 30YR 5.5% 02/01/2053#MA4919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5.5% 03/01/2035#815519 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 5.5% 03/01/2040#AL8571 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 30YR 5.5% 03/01/2053#BX8514 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5.5% 04/01/2033#701138 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 5.5% 04/01/2037#AE0609 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $880.32 | – | 0.00 |
| FNMA 30YR 5.5% 04/01/2039#BC4575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 30YR 5.5% 04/01/2053#BX8435 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $971K | – | 0.00 |
| FNMA 30YR 5.5% 04/01/2054#DA0560 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $931K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2033#705579 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2034#757037 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2037#889140 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2037#918003 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2040#AD6378 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2040#AL0474 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2041#AL5398 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2044#AL7668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2044#BM3279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FNMA 30YR 5.5% 05/01/2044#BM4681 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 5.5% 06/01/2040#AD4884 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 5.5% 06/01/2040#AD6946 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 5.5% 06/01/2040#AD8074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5.5% 06/01/2041#AI2199 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 5.5% 06/01/2041#AL4469 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 5.5% 06/01/2048#BJ9240 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 5.5% 06/01/2049#BN6701 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 5.5% 07/01/2033#555684 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 5.5% 07/01/2037#888820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 5.5% 07/01/2038#986767 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 5.5% 07/01/2038#AL0552 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 5.5% 07/01/2039#931530 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 30YR 5.5% 07/01/2039#AA9762 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 30YR 5.5% 07/01/2041#AL5970 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 5.5% 07/01/2053#BY0420 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 5.5% 07/01/2053#BY4460 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 5.5% 07/01/2053#BY6742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 30YR 5.5% 08/01/2039#AC1428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA 30YR 5.5% 08/01/2039#AC1466 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 5.5% 08/01/2040#AE1559 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 5.5% 08/01/2053#BY2603 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5.5% 08/01/2053#BY3808 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 30YR 5.5% 08/01/2053#BY7262 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNMA 30YR 5.5% 08/01/2053#BY9340 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 5.5% 08/01/2053#CB6821 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FNMA 30YR 5.5% 08/01/2053#MA5107 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| FNMA 30YR 5.5% 09/01/2039#AD0206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA 30YR 5.5% 09/01/2040#AS8161 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA 30YR 5.5% 09/01/2041#AL5616 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA 30YR 5.5% 09/01/2041#AL9272 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNMA 30YR 5.5% 09/01/2053#BY2578 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 5.5% 09/01/2053#BY8612 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 30YR 5.5% 09/01/2053#DA0048 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5.5% 10/01/2035#836418 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 30YR 5.5% 10/01/2052#MA4786 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNMA 30YR 5.5% 10/01/2053#DA0578 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA 30YR 5.5% 10/01/2053#MA5165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 5.5% 11/01/2036#889776 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA 30YR 5.5% 11/01/2052#CB5583 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $917K | – | 0.00 |
| FNMA 30YR 5.5% 11/01/2053#DA4283 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $979K | – | 0.00 |
| FNMA 30YR 5.5% 12/01/2037#AD7716 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 5.5% 12/01/2039#AC8524 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 5.5% 12/01/2041#AL6067 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 5.5% 12/01/2041#AL6717 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 30YR 5.5% 12/01/2048#BM5155 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 5.5% 12/01/2053#DA7695 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 5.5% 12/01/2053#FS6668 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNMA 30YR 5.5% 12/39#AC6681 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 30YR 5% 01/01/2037#AB8016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 5% 01/01/2040#AD1092 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 30YR 5% 01/01/2044#AV4197 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 5% 01/01/2044#AV5420 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 30YR 5% 01/01/2044#AV5431 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 30YR 5% 01/01/2044#AV8163 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 30YR 5% 01/01/2049#MA3565 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 30YR 5% 01/01/2053#MA4868 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| FNMA 30YR 5% 01/01/2054# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNMA 30YR 5% 01/41#AH2419 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 30YR 5% 02/01/2041#AH4823 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 30YR 5% 02/01/2045#AL8106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5% 02/01/2047#BE8496 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 30YR 5% 02/01/2049#BN6395 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 30YR 5% 02/01/2049#BN6807 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $855K | – | 0.00 |
| FNMA 30YR 5% 02/01/2049#CA3107 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FNMA 30YR 5% 02/01/2049#FM1922 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5% 02/01/2053#BX4106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA 30YR 5% 02/01/2053#BX5722 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FNMA 30YR 5% 02/01/2053#BX7383 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $915K | – | 0.00 |
| FNMA 30YR 5% 02/01/2053#BX7537 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA 30YR 5% 02/01/2053#CB6395 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA 30YR 5% 02/01/2053#FS3864 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5% 02/01/2054#MA5270 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5% 03/01/2038#972999 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 30YR 5% 03/01/2041#AH8912 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 30YR 5% 03/01/2044#AS2046 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5% 03/01/2049#BN5863 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA 30YR 5% 03/01/2049#MA3617 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA 30YR 5% 03/01/2053#BX5742 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $558K | – | 0.00 |
| FNMA 30YR 5% 03/01/2053#CB5794 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 5% 03/44#AW2016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 5% 04/01/2041#AI1170 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 30YR 5% 04/01/2041#AI1200 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNMA 30YR 5% 04/01/2044#AS2638 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 5% 04/01/2047#AS9444 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 5% 04/01/2047#BH1624 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 30YR 5% 04/01/2048#BK2023 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA 30YR 5% 04/01/2049#MA3630 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 30YR 5% 04/01/2050#BO9371 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FNMA 30YR 5% 04/01/2053#MA4978 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FNMA 30YR 5% 04/35#AB0113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 5% 04/41#AH9348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 5% 05/01/2039#935228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 5% 05/01/2039#BC4490 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 5% 05/01/2040#AD4063 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 5% 05/01/2047#BH4644 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 5% 05/01/2048#CA1795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 5% 05/01/2053#BX9806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA 30YR 5% 05/01/2053#BX9827 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $433K | – | 0.00 |
| FNMA 30YR 5% 05/01/2053#BY0545 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA 30YR 5% 05/01/2053#BY1224 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA 30YR 5% 05/01/2053#BY1247 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $707K | – | 0.00 |
| FNMA 30YR 5% 05/01/2053#BY2025 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $916K | – | 0.00 |
| FNMA 30YR 5% 05/01/2053#BY2251 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $859K | – | 0.00 |
| FNMA 30YR 5% 05/01/2053#BY2987 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $772K | – | 0.00 |
| FNMA 30YR 5% 05/01/2053#BY3116 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $872K | – | 0.00 |
| FNMA 30YR 5% 05/41#AB3035 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA 30YR 5% 05/48#BM3904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 5% 06/01/2044#AL6848 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 30YR 5% 06/01/2048#BJ9225 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| FNMA 30YR 5% 06/01/2048#BK7094 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA 30YR 5% 06/01/2048#MA3386 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5% 06/01/2053#BY2313 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $664K | – | 0.00 |
| FNMA 30YR 5% 06/01/2053#BY4405 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $652K | – | 0.00 |
| FNMA 30YR 5% 07/01/2044#AW7301 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 5% 07/01/2047#BH6084 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 30YR 5% 07/01/2047#MA3077 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 30YR 5% 07/01/2048#BK0916 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FNMA 30YR 5% 07/01/2053#MA5071 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNMA 30YR 5% 08/01/2044#AW9026 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 30YR 5% 08/01/2047#BH2634 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA 30YR 5% 08/01/2047#BH5226 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 30YR 5% 08/01/2048#BK7831 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 5% 08/01/2049#BO4512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 5% 08/01/2049#FM1294 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FNMA 30YR 5% 08/48#BK4769 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5% 09/01/2048#BK9930 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 30YR 5% 09/01/2048#BN0628 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 30YR 5% 09/01/2048#MA3472 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA 30YR 5% 09/01/2052#BW7703 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA 30YR 5% 09/01/2052#BW8669 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA 30YR 5% 09/01/2052#FS2906 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA 30YR 5% 09/01/2052#MA4761 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 30YR 5% 09/01/2053#DA0865 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5% 09/01/41#AL1052 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 30YR 5% 10/01/2044#AX4116 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 30YR 5% 10/01/2045#AL9934 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA 30YR 5% 10/01/2047#CA0562 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 30YR 5% 10/01/2048#FS0098 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNMA 30YR 5% 10/01/2049#MA3818 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA 30YR 5% 10/01/2050#FM8356 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 5% 10/01/2052#BT7966 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| FNMA 30YR 5% 10/01/2052#BW7753 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| FNMA 30YR 5% 10/01/2052#BW8982 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FNMA 30YR 5% 10/01/2052#BW9916 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| FNMA 30YR 5% 10/01/2053#FS7279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA 30YR 5% 11/01/2039#AC4074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 5% 11/01/2039#BC4574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA 30YR 5% 11/01/2043#AV0613 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 30YR 5% 11/01/2044#AL8878 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA 30YR 5% 11/01/2044#AS3798 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 30YR 5% 11/01/2048#MA3527 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 30YR 5% 11/01/2049#FM2744 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 30YR 5% 11/01/2049#FM7819 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FNMA 30YR 5% 11/01/2049#MA3885 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| FNMA 30YR 5% 11/01/2052#BX2254 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| FNMA 30YR 5% 11/01/2052#MA4806 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24M | – | 0.10 |
| FNMA 30YR 5% 11/01/2053#DA4282 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| FNMA 30YR 5% 12/01/2048#MA3538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| FNMA 30YR 5% 12/01/2049#FM2373 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| FNMA 30YR 5% 12/01/2049#FM3155 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 30YR 5% 12/01/2052#BX1068 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| FNMA 30YR 5% 12/01/2052#BX1072 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA 30YR 5% 12/01/2052#BX2914 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FNMA 30YR 5% 12/01/2052#MA4841 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $479K | – | 0.00 |
| FNMA 30YR 6.0% #AL3365 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 30YR 6.0% 02/01/2037#AB0281 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 30YR 6.0% 04/01/2040#AL0013 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 30YR 6.0% 06/01/2040#AL3347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 30YR 6.0% 12/01/2038#995279 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $591.22 | – | 0.00 |
| FNMA 30YR 6.5% 01/01/2053#BX6836 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 30YR 6.5% 01/01/2053#BX7546 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $532K | – | 0.00 |
| FNMA 30YR 6.5% 01/01/2054#MA5248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24M | – | 0.10 |
| FNMA 30YR 6.5% 02/01/2053#BX5965 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $540K | – | 0.00 |
| FNMA 30YR 6.5% 02/01/2053#BX7260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 30YR 6.5% 02/01/2053#BX9561 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA 30YR 6.5% 04/01/2053#BX9148 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $542K | – | 0.00 |
| FNMA 30YR 6.5% 04/01/2053#BY0462 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $637K | – | 0.00 |
| FNMA 30YR 6.5% 09/01/2053#DA0912 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $561K | – | 0.00 |
| FNMA 30YR 6.5% 10/01/2039#AL0603 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 30YR 6.5% 10/01/2039#AL1064 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 30YR 6.5% 10/01/2053#MA5167 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNMA 30YR 6.5% 11/01/2053#MA5192 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| FNMA 30YR 6.5% 12/01/2053#DA0600 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNMA 30YR 6.5% 12/01/2053#MA5217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33M | – | 0.14 |
| FNMA 30YR 6% 01/01/2053#MA4894 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNMA 30YR 6% 02/01/2054#DA5350 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA 30YR 6% 03/01/2054#CB8159 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| FNMA 30YR 6% 07/01/2053#MA5073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| FNMA 30YR 6% 10/01/2053#MA5166 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNMA 30YR 6% 11/01/2053#MA5191 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| FNMA 30YR 6% 12/01/2052# (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FNMA 30YR 6% 12/01/2053#MA5216 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22M | – | 0.09 |
| FNMA 4.0% 06/41#AZ7903 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| FNMA 4.0% 3/45#AY3101 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA 4.00% 09/41 #AL2514 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $646K | – | 0.00 |
| FNMA 4.00% 1/40 #MA0303 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.00% 1/41 #AE9338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.00% 1/41 #AH1265 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 4.00% 1/41 #AH1419 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 4.00% 1/41 #AH3811 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 4.00% 1/41 #AH4404 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA 4.00% 10/39 #MA0211 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 10/40 #890267 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $87K | – | 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 #AE4113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 4.00% 10/40 #AE4428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 10/40 #AE4636 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 4.00% 10/40 #AE4645 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 4.00% 10/41 #AB3625 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FNMA 4.00% 10/41 #AB3745 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ3246 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ3247 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ3485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ3924 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ4047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| FNMA 4.00% 10/41 #AJ4051 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 4.00% 11/39 #AC1006 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 4.00% 11/40 #AE7314 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| FNMA 4.00% 11/40 #AE7816 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 4.00% 11/41 #AB3872 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA 4.00% 11/41 #AJ5385 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA 4.00% 11/41 #AJ5485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.00% 11/41 #AJ5818 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.00% 11/41 #AJ5825 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.00% 11/41 #AJ5846 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.00% 11/41 #AJ7033 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 12/40 #AE3170 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 4.00% 12/40 #AH0851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 12/41 #AJ4198 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 4.00% 12/41 #AJ8098 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 4.00% 2/41 #AE0949 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA 4.00% 2/41 #AH3781 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA 4.00% 2/41 #AH4670 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 4.00% 2/41 #MA0639 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 2/42 #AK1110 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 4.00% 2/42 #AK2525 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.00% 2/42 #AK3436 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 4.00% 2/42 #AK3455 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.00% 2/42 #AK3548 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 2/42 #AK4031 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FNMA 4.00% 3/42 #AK1510 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 4.00% 3/42 #AK5316 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.00% 3/42 #AK6513 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FNMA 4.00% 3/42 #AK7441 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 4.00% 3/42 #AL1521 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA 4.00% 4/39 #AO3519 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 4.00% 4/41 #AH6290 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.00% 4/42 #AK6409 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 4.00% 4/42 #AK8228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 4.00% 4/42 #AK8237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 4.00% 4/42 #AK9019 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 4.00% 4/42 #AK9701 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 4.00% 5/30 #MA0427 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.00% 5/41 #AI1022 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 4.00% 6/42 #AB5477 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| FNMA 4.00% 8/39 #AC1578 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNMA 4.00% 8/39 #AC3352 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 4.00% 8/41 #AI1743 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 8/41 #AI8830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA 4.00% 8/41 #AI8838 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 4.00% 8/41 #AJ1204 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.00% 9/39 #935563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.00% 9/39 #994016 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 4.00% 9/39 #AC1653 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FNMA 4.00% 9/39 #AC1889 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.00% 9/39 #AC4165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 4.00% 9/39 #AC7260 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 4.00% 9/40 #AD5173 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.00% 9/41 #AC9306 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.00% 9/41 #AH1597 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 4.00% 9/41 #AI1601 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 4.00% 9/41 #AI9231 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 4.00% 9/41 #AI9692 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 4.00% 9/41 #AI9919 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| FNMA 4.00% 9/41 #AJ0165 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 4.00% 9/41 #AJ1696 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 4.00% 9/41 #AJ1707 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FNMA 4.00% 9/41 #AJ1926 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 4.50% 1/41 #AH2689 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 4.50% 10/35 #835804 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.50% 10/39 #932130 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA 4.50% 10/40 #AE3832 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 4.50% 10/40 #AE6061 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 11/40 #AE3695 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 11/40 #AE3874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA 4.50% 11/40 #AE3886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 4.50% 11/40 #AE8442 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA 4.50% 11/40 #AE8956 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.50% 11/40 #AE9374 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.50% 11/40 #MA0562 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.50% 12/35 #256078 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $770.46 | – | 0.00 |
| FNMA 4.50% 12/39 #AC6795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA 4.50% 12/40 #AE8843 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 4.50% 12/40 #AH0862 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.50% 2/40 #926221 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 4.50% 2/40 #AD1034 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.50% 2/41 #890289 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.50% 2/41 #AE0822 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.50% 2/41 #AE0954 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA 4.50% 2/41 #AH0347 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 4.50% 3/35 #809938 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $992.84 | – | 0.00 |
| FNMA 4.50% 3/40 #932586 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 3/40 #932669 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 4.50% 3/40 #AD1540 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 4.50% 3/41 #AH0359 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA 4.50% 3/41 #AH6157 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 4.50% 3/41 #AH6221 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 4.50% 3/41 #AH6790 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 4.50% 3/41 #AH6886 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.50% 3/41 #AH8476 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 4.50% 3/41 #AH9253 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 4/35 #255704 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $930.03 | – | 0.00 |
| FNMA 4.50% 4/35 #814637 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.50% 4/35 #819361 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $652.25 | – | 0.00 |
| FNMA 4.50% 4/40 #AD3243 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 4/40 #AD3795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 4.50% 4/41 #AH9103 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| FNMA 4.50% 5/35 #822854 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $938.04 | – | 0.00 |
| FNMA 4.50% 5/39 #AA2248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 4.50% 6/39 #926144 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 6/40 #AD6432 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.50% 7/35 #828348 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $539.41 | – | 0.00 |
| FNMA 4.50% 7/39 #931504 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| FNMA 4.50% 7/39 #AA6699 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 4.50% 7/39 #AA6769 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 4.50% 7/39 #AA7795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA 4.50% 7/39 #AA8682 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.50% 7/39 #AA9022 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 7/39 #AA9054 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $884.77 | – | 0.00 |
| FNMA 4.50% 7/39 #AA9719 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 7/39 #AC0143 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $505.06 | – | 0.00 |
| FNMA 4.50% 7/39 #AC1423 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.50% 7/39 #AC1585 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 4.50% 7/39 #AC1758 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.50% 7/40 #AD5827 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 7/40 #AD7228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 4.50% 7/40 #AD7903 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 4.50% 7/40 #AD7904 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 8/35 #255874 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 8/39 #931777 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 4.50% 8/39 #993295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 4.50% 8/39 #AA9146 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 4.50% 8/39 #AA9906 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 8/39 #AC1417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FNMA 4.50% 8/39 #AC1488 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 4.50% 8/39 #AC1489 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 4.50% 8/39 #AC1502 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA 4.50% 8/39 #AC2237 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 4.50% 8/39 #AC2504 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 4.50% 8/39 #AC2841 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 4.50% 8/40 #AB1335 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNMA 4.50% 8/40 #AD9311 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 4.50% 8/40 #AE0217 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FNMA 4.50% 8/40 #AE1428 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.50% 8/40 #AE2295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 4.50% 8/40 #AE2305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 4.50% 8/40 #AE2920 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 4.50% 8/41 #AI8815 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 4.50% 8/41 #AI9047 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 4.50% 9/33 #AE5679 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 4.50% 9/35 #833014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 4.50% 9/39 #AC1877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 4.50% 9/39 #AC3245 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FNMA 4.50% 9/40 #AE2028 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 4.50% 9/40 #AE4103 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA 4.50% 9/40 #AE5266 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 5.00% 1/38 #929079 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 5.00% 10/35 #889042 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA 5.00% 10/41 #AL0933 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA 5.00% 11/33 #725027 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNMA 5.00% 11/34 #888685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA 5.00% 11/35 #888343 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 5.00% 11/36 #974571 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $701.96 | – | 0.00 |
| FNMA 5.00% 12/39 #AC5697 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 5.00% 12/39 #AC8518 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 5.00% 2/36 #745275 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $604.12 | – | 0.00 |
| FNMA 5.00% 2/37 #888341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| FNMA 5.00% 2/38 #933512 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $700.2 | – | 0.00 |
| FNMA 5.00% 2/38 #969692 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $753.5 | – | 0.00 |
| FNMA 5.00% 2/40 #AD1597 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 5.00% 3/35 #815971 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $573.95 | – | 0.00 |
| FNMA 5.00% 3/36 #745355 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $596.86 | – | 0.00 |
| FNMA 5.00% 3/37 #256635 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $736.76 | – | 0.00 |
| FNMA 5.00% 3/38 #972263 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $697.95 | – | 0.00 |
| FNMA 5.00% 3/38 #972960 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $598.52 | – | 0.00 |
| FNMA 5.00% 3/38 #973288 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 5.00% 3/39 #930760 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $461.07 | – | 0.00 |
| FNMA 5.00% 3/40 #AD2006 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 5.00% 4/35 #735402 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FNMA 5.00% 4/35 #735403 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA 5.00% 4/38 #962370 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 5.00% 4/40 #AD3812 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FNMA 5.00% 4/41 #AB2817 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 5.00% 4/41 #AB2819 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 5.00% 4/41 #AH8858 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 5.00% 5/35 #735484 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $782.9 | – | 0.00 |
| FNMA 5.00% 5/36 #745515 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 5.00% 5/38 #963258 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $766.43 | – | 0.00 |
| FNMA 5.00% 5/38 #983283 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 5.00% 5/40 #AD4375 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 5.00% 5/40 #AD5661 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.00% 5/40 #AD6374 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 5.00% 5/41 #AI1895 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 5.00% 6/35 #735580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 5.00% 6/35 #735591 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 5.00% 6/36 #745580 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 5.00% 6/38 #963869 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 5.00% 6/38 #985555 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.00% 6/39 #995896 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 5.00% 6/40 #AD4390 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 5.00% 6/40 #AD6802 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $772.77 | – | 0.00 |
| FNMA 5.00% 7/33 #721540 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $460.14 | – | 0.00 |
| FNMA 5.00% 7/34 #725589 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| FNMA 5.00% 7/34 #889041 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 5.00% 7/35 #735676 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FNMA 5.00% 7/35 #995203 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FNMA 5.00% 7/37 #995002 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 5.00% 7/38 #984718 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 5.00% 7/39 #995931 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 5.00% 7/39 #995974 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.00% 7/40 #AD6856 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.00% 8/35 #190360 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $820.8 | – | 0.00 |
| FNMA 5.00% 8/35 #255813 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $475.14 | – | 0.00 |
| FNMA 5.00% 8/40 #AD9194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.00% 8/41 #AL0657 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 5.00% 9/35 #888416 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 5.50% #AD0921 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 5.50% 1/34 #761702 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 5.50% 1/37 #888538 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 5.50% 1/37 #906081 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 5.50% 1/37 #906261 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 5.50% 1/38 #952038 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 5.50% 1/38 #960621 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 5.50% 1/38 #967501 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 5.50% 1/38 #968975 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 5.50% 1/39 #AB0194 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 5.50% 1/40 #AC6761 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 5.50% 10/35 #836751 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $253.32 | – | 0.00 |
| FNMA 5.50% 10/35 #891386 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 5.50% 10/36 #256485 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $208.57 | – | 0.00 |
| FNMA 5.50% 10/36 #893830 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.50% 10/37 #909106 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 5.50% 11/33 #555880 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 5.50% 11/33 #555967 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 5.50% 11/35 #256022 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA 5.50% 11/35 #844025 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 5.50% 11/36 #256513 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA 5.50% 11/36 #745959 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 5.50% 11/36 #888173 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 5.50% 11/36 #888437 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA 5.50% 11/36 #888795 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FNMA 5.50% 11/36 #902354 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $176.12 | – | 0.00 |
| FNMA 5.50% 11/38 #AB0534 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNMA 5.50% 12/34 #255498 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.50% 12/35 #745087 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 5.50% 12/35 #845328 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 5.50% 12/35 #889519 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA 5.50% 12/35 #AE0115 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 5.50% 12/37 #889563 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 5.50% 12/37 #953926 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 5.50% 12/38 #970929 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 5.50% 12/38 #995481 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.50% 12/39 #AC5490 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 5.50% 2/34 #725206 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA 5.50% 2/35 #735227 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA 5.50% 2/35 #735228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA 5.50% 2/35 #735230 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 5.50% 2/37 #888129 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA 5.50% 2/37 #905142 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 5.50% 2/37 #922039 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA 5.50% 2/38 #968048 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA 5.50% 2/38 #995049 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 5.50% 2/38 #AE0105 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 5.50% 2/38 #AL1104 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 5.50% 2/41 #AL0574 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 5.50% 3/36 #745353 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 5.50% 3/38 #889176 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 5.50% 3/38 #962344 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 5.50% 3/39 #930685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 5.50% 4/34 #725425 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 5.50% 4/34 #763703 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA 5.50% 4/36 #745418 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 5.50% 4/38 #962491 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 5.50% 4/40 #AE0009 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA 5.50% 5/33 #555424 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA 5.50% 5/34 #725423 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 5.50% 5/35 #255770 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA 5.50% 5/35 #735500 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| FNMA 5.50% 5/36 #745516 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 5.50% 5/38 #889452 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.50% 5/38 #889468 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 5.50% 5/38 #889692 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 5.50% 5/38 #929412 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 5.50% 5/38 #933796 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 5.50% 5/38 #977014 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 5.50% 5/39 #995838 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 5.50% 6/33 #254767 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 5.50% 6/33 #555523 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 5.50% 6/33 #555531 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 5.50% 6/36 #870615 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 5.50% 6/37 #899503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 5.50% 6/38 #889533 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA 5.50% 6/38 #889996 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA 5.50% 6/38 #984277 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 5.50% 6/38 #985559 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.50% 6/38 #995018 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 5.50% 6/40 #AD8815 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 5.50% 7/33 #190338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 5.50% 7/33 #555677 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 5.50% 7/33 #730007 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 5.50% 7/34 #725598 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| FNMA 5.50% 7/36 #995112 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 5.50% 7/37 #899622 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 5.50% 7/37 #928467 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 5.50% 7/37 #942359 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.50% 7/37 #944721 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 5.50% 7/39 #AE0233 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 5.50% 8/37 #888817 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 5.50% 8/37 #889039 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 5.50% 8/37 #995024 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 5.50% 8/37 #995084 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 5.50% 9/34 #725773 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 5.50% 9/36 #995575 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA 5.50% 9/37 #256895 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 5.50% 9/37 #888638 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 5.50% 9/37 #947013 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA 5.50% 9/38 #889995 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 5.50% 9/41 #AL0675 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 6.00% #AL1095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA 6.00% 1/35 #357686 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $510.08 | – | 0.00 |
| FNMA 6.00% 1/40 #AL0309 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 6.00% 10/33 #190342 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA 6.00% 10/36 #745885 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $183.83 | – | 0.00 |
| FNMA 6.00% 10/36 #894203 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $57.28 | – | 0.00 |
| FNMA 6.00% 10/38 #889983 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA 6.00% 10/38 #991860 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $264.66 | – | 0.00 |
| FNMA 6.00% 10/38 #991864 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $446.1 | – | 0.00 |
| FNMA 6.00% 10/38 #995446 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.00% 11/32 #545998 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA 6.00% 11/32 #888672 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA 6.00% 11/35 #889068 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA 6.00% 11/36 #898818 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $249.8 | – | 0.00 |
| FNMA 6.00% 11/36 #904073 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA 6.00% 11/37 #953403 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.00% 11/38 #995226 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 6.00% 11/38 #AD0095 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 6.00% 12/38 #995442 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA 6.00% 12/38 #AE0682 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.00% 2/34 #725162 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA 6.00% 2/37 #256598 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA 6.00% 2/37 #888222 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 6.00% 2/38 #995899 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA 6.00% 2/39 #995654 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.00% 3/34 #725228 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA 6.00% 3/37 #889506 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.00% 3/38 #962074 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA 6.00% 4/35 #735502 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FNMA 6.00% 4/35 #735503 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA 6.00% 4/36 #868293 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA 6.00% 4/36 #880305 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $458.3 | – | 0.00 |
| FNMA 6.00% 6/35 #888353 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA 6.00% 6/37 #939984 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 6.00% 6/40 #AE0693 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $460.41 | – | 0.00 |
| FNMA 6.00% 6/40 #AL0152 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA 6.00% 7/37 #928482 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 6.00% 7/38 #889683 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA 6.00% 7/38 #889691 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.00% 7/41 #AL0913 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA 6.00% 8/36 #892925 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $237.41 | – | 0.00 |
| FNMA 6.00% 8/39 #AD0923 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.00% 9/36 #886729 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $627.48 | – | 0.00 |
| FNMA 6.00% 9/36 #896541 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA 6.00% 9/37 #888637 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 6.00% 9/37 #995050 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA 6.00% 9/38 #995877 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA 6.00% 9/39 #890277 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA 6.00% 9/39 #AD0213 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA 6.00% 9/39 #AE0831 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA 6.50% 1/33 #555262 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA 6.50% 1/36 #889690 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA 6.50% 1/37 #871045 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.50% 10/27 #256946 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 6.50% 10/32 #667599 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.50% 10/35 #889341 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.50% 10/36 #745948 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA 6.50% 10/37 #888745 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 10/37 #888890 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FNMA 6.50% 10/37 #952927 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 10/38 #934590 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.50% 10/38 #970520 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $410.08 | – | 0.00 |
| FNMA 6.50% 10/39 #AL1798 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.50% 11/36 #897258 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 11/36 #902295 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $256.88 | – | 0.00 |
| FNMA 6.50% 11/37 #948100 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.50% 11/37 #959606 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA 6.50% 11/40 #AE0443 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA 6.50% 12/32 #555227 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.50% 12/32 #735415 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA 6.50% 12/34 #745637 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 6.50% 12/36 #870999 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.50% 12/36 #878338 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 12/37 #889072 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA 6.50% 12/37 #966336 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $184.78 | – | 0.00 |
| FNMA 6.50% 12/37 #967021 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $338.37 | – | 0.00 |
| FNMA 6.50% 12/37 #967186 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA 6.50% 2/37 #913927 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.50% 2/39 #AD0602 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $842.73 | – | 0.00 |
| FNMA 6.50% 3/35 #735417 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.50% 3/37 #917180 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 4/31 #253794 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.50% 4/35 #255737 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA 6.50% 5/39 #AL1308 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.50% 6/35 #735855 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA 6.50% 6/35 #745636 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA 6.50% 6/36 #872912 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.50% 6/40 #AL1685 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $722.17 | – | 0.00 |
| FNMA 6.50% 7/32 #357248 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA 6.50% 7/32 #545762 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 6.50% 7/35 #255812 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA 6.50% 7/35 #735851 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 6.50% 7/35 #745092 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA 6.50% 7/35 #888065 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.50% 7/36 #883205 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $789.71 | – | 0.00 |
| FNMA 6.50% 7/36 #891820 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.50% 8/31 #545121 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 8/32 #545819 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.50% 8/32 #651902 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 8/36 #995174 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA 6.50% 8/37 #888702 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA 6.50% 8/37 #928589 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA 6.50% 9/32 #545879 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 9/32 #995673 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA 6.50% 9/36 #745875 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA 6.50% 9/36 #894985 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA 6.50% 9/36 #897980 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA 6.50% 9/37 #889631 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA 6.50% 9/37 #946044 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $318.96 | – | 0.00 |
| FNMA 6.50% 9/38 #AA2155 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA ARM 3.12% 4/41 #AH9642 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA ARM 4.59% 11/34 #820113 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA ARM 5.09% 11/34 #735032 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST 2023-A 4.65% 02/15/2028 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| FORD MOTOR CO 5.291% 12/08/2046 | Long | Debt | US | $3M | – | 0.01 |
| FORD MOTOR CO 6.1% 08/19/2032 | Long | Debt | US | $7M | – | 0.03 |
| FORD MOTOR CO 9.625% 04/22/2030 | Long | Debt | US | $7M | – | 0.03 |
| FORD MTR CR CO LLC 4% 11/13/2030 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $798K | – | 0.00 |
| FORD MTR CR CO LLC 5.85% 05/17/2027 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $2M | – | 0.01 |
| FORD MTR CR CO LLC 6.798% 11/07/2028 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $4M | – | 0.01 |
| FORD MTR CR CO LLC 6.8% 05/12/2028 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $9M | – | 0.04 |
| FORD MTR CR CO LLC 7.122% 11/07/2033 (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $3M | – | 0.01 |
| FORTIS INC 3.055% 10/04/2026 | Long | Debt | CA | $1M | – | 0.00 |
| FOX CORP 3.5% 04/08/2030 (FOX CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| FOX CORP 4.709% 01/25/2029 (FOX CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| FOX CORP 5.476% 01/25/2039 (FOX CORPORATION) | Long | Debt | US | $1M | – | 0.01 |
| FOX CORP 5.576% 01/25/2049 (FOX CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC 3.914% 07/01/2049 | Long | Debt | US | $2M | – | 0.01 |
| FRANKLIN RESOURCES INC 2.85% 03/30/2025 | Long | Debt | US | $662K | – | 0.00 |
| FREDDIE MAC 0.375% 07/21/2025 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | Debt | US | $5M | – | 0.02 |
| FREDDIE MAC 0.375% 09/23/2025 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | Debt | US | $10M | – | 0.04 |
| FREDDIE MAC 0% 11/15/2038 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | Debt | US | $2M | – | 0.01 |
| FREDDIE MAC 6.25% 07/15/2032 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | Debt | US | $11M | – | 0.04 |
| FREDDIE MAC 6.75% 03/15/2031 (FEDERAL HOME LOAN MORTGAGE COR PORATION) | Long | Debt | US | $6M | – | 0.03 |
| FREDDIE MAC GOL 30YR 3.5% 09/01/2047#Q53086 (FED HOME LOAN MTG CORP - GOLD) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FREDDIE MAC POOL 30YR 3% 03/50#QA8169 (FNMA GTD MTG PASS THRU CTF) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FREEPORT-MCMORAN INC 4.375% 08/01/2028 | Long | Debt | US | $5M | – | 0.02 |
| FREEPORT-MCMORAN INC 4.625% 08/01/2030 | Long | Debt | US | $2M | – | 0.01 |
| GALLAGHER (ARTHUR J.) and CO 5.75% 03/02/2053 | Long | Debt | US | $1M | – | 0.01 |
| GALLAGHER (ARTHUR J.) and CO 5.75% 07/15/2054 | Long | Debt | US | $777K | – | 0.00 |
| GALLAGHER (ARTHUR J.) and CO 6.5% 02/15/2034 | Long | Debt | US | $2M | – | 0.01 |
| GATX CORP 6.9% 05/01/2034 | Long | Debt | US | $4M | – | 0.02 |
| GE HEALTHCARE TECHNOLOGIES INC 5.6% 11/15/2025 | Long | Debt | US | $5M | – | 0.02 |
| GE HEALTHCARE TECHNOLOGIES INC 5.65% 11/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| GE HEALTHCARE TECHNOLOGIES INC 5.905% 11/22/2032 | Long | Debt | US | $3M | – | 0.01 |
| GENERAL DYNAMICS CORP 3.75% 05/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| GENERAL DYNAMICS CORP 4.25% 04/01/2040 | Long | Debt | US | $2M | – | 0.01 |
| GENERAL DYNAMICS CORP 4.25% 04/01/2050 | Long | Debt | US | $755K | – | 0.00 |
| GENERAL ELECTRIC CO 4.35% 05/01/2050 | Long | Debt | US | $2M | – | 0.01 |
| GENERAL ELECTRIC CO 4.5% 03/11/2044 | Long | Debt | US | $5M | – | 0.02 |
| GENERAL MILLS INC 3% 02/01/2051 | Long | Debt | US | $512K | – | 0.00 |
| GENERAL MILLS INC 4.2% 04/17/2028 | Long | Debt | US | $3M | – | 0.01 |
| GENERAL MILLS INC 4.95% 03/29/2033 | Long | Debt | US | $3M | – | 0.01 |
| GENERAL MILLS INC 4% 04/17/2025 | Long | Debt | US | $4M | – | 0.02 |
| GENERAL MOTORS CO 4.2% 10/01/2027 | Long | Debt | US | $961K | – | 0.00 |
| GENERAL MOTORS CO 5.15% 04/01/2038 | Long | Debt | US | $1M | – | 0.01 |
| GENERAL MOTORS CO 5.2% 04/01/2045 | Long | Debt | US | $669K | – | 0.00 |
| GENERAL MOTORS CO 5.4% 04/01/2048 | Long | Debt | US | $2M | – | 0.01 |
| GENERAL MOTORS CO 5.4% 10/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| GENERAL MOTORS CO 5.6% 10/15/2032 | Long | Debt | US | $1M | – | 0.00 |
| GENERAL MOTORS CO 5.95% 04/01/2049 | Long | Debt | US | $2M | – | 0.01 |
| GENERAL MOTORS CO 5% 10/01/2028 | Long | Debt | US | $245K | – | 0.00 |
| GENERAL MOTORS CO 6.6% 04/01/2036 | Long | Debt | US | $2M | – | 0.01 |
| GENERAL MOTORS CO 6.75% 04/01/2046 | Long | Debt | US | $4M | – | 0.01 |
| GENERAL MTRS FINL CO INC 2.35% 02/26/2027 | Long | Debt | US | $5M | – | 0.02 |
| GENERAL MTRS FINL CO INC 2.7% 06/10/2031 | Long | Debt | US | $905K | – | 0.00 |
| GENERAL MTRS FINL CO INC 2.7% 08/20/2027 | Long | Debt | US | $920K | – | 0.00 |
| GENERAL MTRS FINL CO INC 2.9% 02/26/2025 | Long | Debt | US | $1M | – | 0.00 |
| GENERAL MTRS FINL CO INC 3.5% 11/07/2024 | Long | Debt | US | $990K | – | 0.00 |
| GENERAL MTRS FINL CO INC 3.85% 01/05/2028 | Long | Debt | US | $1M | – | 0.00 |
| GENERAL MTRS FINL CO INC 4.3% 07/13/2025 | Long | Debt | US | $2M | – | 0.01 |
| GENERAL MTRS FINL CO INC 4.35% 01/17/2027 | Long | Debt | US | $1M | – | 0.01 |
| GENERAL MTRS FINL CO INC 4% 01/15/2025 | Long | Debt | US | $3M | – | 0.01 |
| GENERAL MTRS FINL CO INC 4% 10/06/2026 | Long | Debt | US | $634K | – | 0.00 |
| GENERAL MTRS FINL CO INC 5.65% 01/17/2029 | Long | Debt | US | $4M | – | 0.01 |
| GENERAL MTRS FINL CO INC 5% 04/09/2027 | Long | Debt | US | $3M | – | 0.01 |
| GENUINE PARTS CO 1.75% 02/01/2025 | Long | Debt | US | $3M | – | 0.01 |
| GEORGE WASH UNIV 4.126% 09/15/2048 (GEORGE WASHINGTON UNIVERSITY) | Long | Debt | US | $3M | – | 0.01 |
| GEORGE WASH UNIV 4.3% 09/15/2044 (GEORGE WASHINGTON UNIVERSITY) | Long | Debt | US | $310K | – | 0.00 |
| GEORGIA POWER CO 3.25% 03/30/2027 | Long | Debt | US | $6M | – | 0.02 |
| GEORGIA POWER CO 4.3% 03/15/2042 | Long | Debt | US | $2M | – | 0.01 |
| GEORGIA POWER CO 4.95% 05/17/2033 | Long | Debt | US | $2M | – | 0.01 |
| GEORGIA POWER CO 5.125% 05/15/2052 | Long | Debt | US | $1M | – | 0.01 |
| GEORGIA POWER CO 5.25% 03/15/2034 | Long | Debt | US | $596K | – | 0.00 |
| GILEAD SCIENCES INC 1.65% 10/01/2030 | Long | Debt | US | $3M | – | 0.01 |
| GILEAD SCIENCES INC 2.8% 10/01/2050 | Long | Debt | US | $997K | – | 0.00 |
| GILEAD SCIENCES INC 3.65% 03/01/2026 | Long | Debt | US | $1M | – | 0.00 |
| GILEAD SCIENCES INC 4.15% 03/01/2047 | Long | Debt | US | $2M | – | 0.01 |
| GILEAD SCIENCES INC 4.75% 03/01/2046 | Long | Debt | US | $4M | – | 0.02 |
| GILEAD SCIENCES INC 4.8% 04/01/2044 | Long | Debt | US | $3M | – | 0.01 |
| GILEAD SCIENCES INC 5.55% 10/15/2053 | Long | Debt | US | $2M | – | 0.01 |
| GLAXOSMITHKLINE CAPITAL INC 6.375% 05/15/2038 | Long | Debt | US | $4M | – | 0.02 |
| GLOBAL PAYMENTS INC 1.2% 03/01/2026 | Long | Debt | US | $7M | – | 0.03 |
| GLOBAL PAYMENTS INC 2.9% 05/15/2030 | Long | Debt | US | $4M | – | 0.02 |
| GLOBAL PAYMENTS INC 4.8% 04/01/2026 | Long | Debt | US | $985K | – | 0.00 |
| GLOBAL PAYMENTS INC 5.4% 08/15/2032 | Long | Debt | US | $3M | – | 0.01 |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2021-1 0.35% 10/16/2025 | Long | ABS-collateralized bond/debt obligation | US | $329K | – | 0.00 |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| GNII 15YR 4% 10/25#004815 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $748.19 | – | 0.00 |
| GNII 3.50% 5/42 #MA0088 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII 3.50% 7/42 #MA0220 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $561K | – | 0.00 |
| GNII 5.00% 9/40 #004802 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 1.5% 02/51#MA7191 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| GNII II 1.5% 04/20/2051#MA7310 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| GNII II 1.5% 05/20/2051#MA7365 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 1.5% 06/20/2045#MA3517 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| GNII II 1.5% 06/20/2051#MA7416 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| GNII II 1.5% 08/20/2051#MA7532 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GNII II 1.5% 10/20/2050#MA6955 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| GNII II 1.5% 12/20/2051#MA7765 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $664K | – | 0.00 |
| GNII II 2.5% 01/20/2045#MA2519 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 2.5% 01/20/2048#MA4960 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNII II 2.5% 01/20/2051#MA7136 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $16M | – | 0.07 |
| GNII II 2.5% 01/20/2052#MA7827 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $700K | – | 0.00 |
| GNII II 2.5% 01/47#MA4194 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| GNII II 2.5% 02/20/2044#MA1675 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNII II 2.5% 02/20/2047#MA4260 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| GNII II 2.5% 02/20/2050#MA6473 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 2.5% 02/20/2052#MA7881 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| GNII II 2.5% 03/20/2045#MA2676 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 2.5% 03/20/2046#MA3519 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII II 2.5% 03/20/2047#MA4319 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII II 2.5% 03/20/2050#MA6540 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 2.5% 03/20/2051#MA7255 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 2.5% 03/20/2052# (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| GNII II 2.5% 04/20/2043#MA0932 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 2.5% 04/20/2045#MA2752 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNII II 2.5% 04/20/2048#MA5134 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNII II 2.5% 04/20/2050#MA6598 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 2.5% 04/20/2052# (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 2.5% 04/46#MA3595 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNII II 2.5% 05/20/2043#MA1010 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 2.5% 05/20/2050#MA6655 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| GNII II 2.5% 05/20/2051#MA7367 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30M | – | 0.13 |
| GNII II 2.5% 05/20/2052#MA8042 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| GNII II 2.5% 05/46#MA3661 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 2.5% 06/20/2046#MA3734 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNII II 2.5% 06/20/2049#MA5983 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GNII II 2.5% 06/20/2050#MA6709 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 2.5% 06/20/2051#MA7418 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| GNII II 2.5% 06/20/2052#MA8097 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $726K | – | 0.00 |
| GNII II 2.5% 07/20/2043#MA1155 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| GNII II 2.5% 07/20/2046#MA3801 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNII II 2.5% 07/20/2050#MA6765 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 2.5% 07/20/2051#MA7472 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $59M | – | 0.24 |
| GNII II 2.5% 08/20/2050#MA6819 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 2.5% 08/20/2051#MA7534 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| GNII II 2.5% 09/20/2043#MA1283 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNII II 2.5% 09/20/2046#MA3935 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GNII II 2.5% 09/20/2050#MA6865 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21M | – | 0.09 |
| GNII II 2.5% 09/20/2051#MA7589 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GNII II 2.5% 10/20/2042#MA0460 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNII II 2.5% 10/20/2043#MA1373 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNII II 2.5% 10/20/2047#MA4776 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNII II 2.5% 10/20/2050#MA6931 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| GNII II 2.5% 10/20/2051#MA7649 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 2.5% 10/20/2053#MA9299 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 2.5% 11/20/2045#MA3308 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 2.5% 11/20/2046#MA4067 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| GNII II 2.5% 11/20/2050#MA6995 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| GNII II 2.5% 11/51#MA7705 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 2.5% 12/20/2042#MA0623 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 2.5% 12/20/2046#MA4125 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| GNII II 2.5% 12/20/2049#MA6337 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNII II 2.5% 12/20/2050#MA7052 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $19M | – | 0.08 |
| GNII II 2.5% 12/20/2051#MA7767 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 2.5% 12/20/2053#MA9356 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $903K | – | 0.00 |
| GNII II 2.5% 12/47#MA4898 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNII II 2% 01/20/2052#MA7826 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14M | – | 0.06 |
| GNII II 2% 01/20/2054#MA9481 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $435K | – | 0.00 |
| GNII II 2% 02/20/2051#MA7192 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 2% 03/20/2051#MA7254 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $26M | – | 0.11 |
| GNII II 2% 04/51#MA7311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $36M | – | 0.15 |
| GNII II 2% 07/20/2051#MA7471 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $73M | – | 0.30 |
| 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 | $5M | – | 0.02 |
| GNII II 2% 11/20/2051#MA7704 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29M | – | 0.12 |
| GNII II 2% 12/20/2050#MA7051 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $55M | – | 0.23 |
| GNII II 2% 12/20/2051#MA7766 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNII II 3.0% 01/20/2043#MA0698 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 3.0% 01/20/2044#MA1599 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GNII II 3.0% 01/20/2045#MA2520 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| GNII II 3.0% 02/20/2045#MA2600 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3.0% 03/20/2043#MA0851 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 3.0% 03/20/45#MA2677 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNII II 3.0% 04/20/2043#MA0933 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $570K | – | 0.00 |
| GNII II 3.0% 05/20/2045#MA2825 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| GNII II 3.0% 06/20/2045#MA2891 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $689K | – | 0.00 |
| GNII II 3.0% 07/20/2042#MA0219 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNII II 3.0% 07/20/2043#MA1374 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNII II 3.0% 07/20/2044#MA2072 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| GNII II 3.0% 07/20/2045#MA2960 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $654K | – | 0.00 |
| GNII II 3.0% 08/20/2042#MA0317 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNII II 3.0% 08/20/2043#MA1223 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 3.0% 08/20/2044#MA2147 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNII II 3.0% 08/20/2045#MA3104 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 3.0% 08/45#MA3033 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| GNII II 3.0% 09/20/2043#MA1284 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $674K | – | 0.00 |
| GNII II 3.0% 11/45#MA3243 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 3.0% 12/20/2043#MA1676 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| GNII II 3.0% 12/20/44#MA2444 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNII II 3.0% 12/45#MA3309 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $853K | – | 0.00 |
| GNII II 3.5% 01/20/2043#MA0852 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $807K | – | 0.00 |
| GNII II 3.5% 01/20/2045#MA2521 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $657K | – | 0.00 |
| GNII II 3.5% 01/20/2046#MA3376 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $750K | – | 0.00 |
| GNII II 3.5% 01/20/2050#MA6410 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| GNII II 3.5% 01/48#MA4962 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3.5% 02/20/2043#MA0783 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $975K | – | 0.00 |
| GNII II 3.5% 02/20/2044#MA1677 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNII II 3.5% 02/20/2045#MA2601 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $420K | – | 0.00 |
| GNII II 3.5% 02/20/2046#MA3454 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3.5% 02/20/2048#MA5019 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII II 3.5% 02/20/2051#MA7195 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| GNII II 3.5% 03/20/2043 #MA1090 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNII II 3.5% 03/20/2048#MA5077 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GNII II 3.5% 03/20/2049#MA5816 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| GNII II 3.5% 03/20/2050#MA6542 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| GNII II 3.5% 03/20/2051#MA7257 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 3.5% 03/20/2052#MA7938 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| GNII II 3.5% 03/46#MA3521 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $926K | – | 0.00 |
| GNII II 3.5% 04/20/2042#MA0022 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| GNII II 3.5% 04/20/2043#MA0934 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 3.5% 04/20/2045#MA2754 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| GNII II 3.5% 04/20/2046#MA3597 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 3.5% 04/20/2049#MA5875 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3.5% 04/20/2050#MA6600 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 3.5% 04/47#MA4382 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNII II 3.5% 05/20/2045#MA2826 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| GNII II 3.5% 05/20/2048#MA5191 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $877K | – | 0.00 |
| GNII II 3.5% 05/20/2051#MA7369 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| GNII II 3.5% 05/43 #MA1012 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 3.5% 05/46#MA3663 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $667K | – | 0.00 |
| GNII II 3.5% 05/47#MA4451 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GNII II 3.5% 06/20/2045#MA2892 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $588K | – | 0.00 |
| GNII II 3.5% 06/20/2046#MA3736 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3.5% 06/20/2047#MA4510 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $417K | – | 0.00 |
| GNII II 3.5% 06/20/2049#MA5985 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNII II 3.5% 06/20/2052#MA8099 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $13M | – | 0.06 |
| GNII II 3.5% 06/51#MA7420 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3.5% 07/20/2043#MA1157 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| GNII II 3.5% 07/20/2045#MA2961 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 3.5% 07/20/2046#MA3803 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3.5% 07/20/2047#MA4586 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3.5% 07/20/2050#MA6767 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| GNII II 3.5% 08/20/2043#MA1224 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GNII II 3.5% 08/20/2045#MA3034 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $911K | – | 0.00 |
| GNII II 3.5% 08/20/2046#MA3874 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $597K | – | 0.00 |
| GNII II 3.5% 08/20/2046#MA3937 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $414K | – | 0.00 |
| GNII II 3.5% 08/20/2047#MA4652 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3.5% 08/20/2048#MA5397 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $841K | – | 0.00 |
| GNII II 3.5% 09/20/2043#MA1285 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3.5% 09/20/2045#MA3105 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNII II 3.5% 09/20/2048#MA5465 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| GNII II 3.5% 09/20/2049#MA6154 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNII II 3.5% 09/47#MA4719 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| GNII II 3.5% 10/20/2046#MA4004 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| GNII II 3.5% 10/20/2047#MA4778 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $391K | – | 0.00 |
| GNII II 3.5% 10/20/2048#MA5527 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| GNII II 3.5% 10/20/2049#MA6219 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 3.5% 10/45#MA3173 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $661K | – | 0.00 |
| GNII II 3.5% 11/20/2045#MA3244 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $514K | – | 0.00 |
| GNII II 3.5% 11/20/2046#MA4069 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNII II 3.5% 11/20/2047#MA4837 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 3.5% 12/20/2041#005258 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $540K | – | 0.00 |
| GNII II 3.5% 12/20/2042 #MA0625 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $783K | – | 0.00 |
| GNII II 3.5% 12/20/2043#MA1521 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GNII II 3.5% 12/20/2045#MA3310 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| GNII II 3.5% 12/20/2047#MA4900 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| GNII II 3.5% 12/20/2049#MA6339 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| GNII II 3.5% 12/20/44#MA2445 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 3.50% 11/42 #MA0534 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3.50% 8/42 #MA0318 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| GNII II 3% 01/20/2047#MA4320 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNII II 3% 01/20/2048#MA4961 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| GNII II 3% 01/20/2050#MA6409 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| GNII II 3% 01/20/2052#MA7828 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNII II 3% 02/051#MA7194 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| GNII II 3% 02/20/2046#MA3453 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GNII II 3% 02/20/2048#MA5018 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| GNII II 3% 02/20/2049#MA5761 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 3% 02/20/2050#MA6474 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 3% 02/20/2052#MA7882 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| GNII II 3% 02/47#MA4261 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3% 03/20/2046#MA3520 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNII II 3% 03/20/2048#MA5076 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| GNII II 3% 03/20/2050#MA6541 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNII II 3% 03/20/2051#MA7256 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $16M | – | 0.07 |
| GNII II 3% 03/20/2052# (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| GNII II 3% 04/20/2047#MA4381 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| GNII II 3% 04/20/2048#MA5135 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| GNII II 3% 04/20/2049#MA5874 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| GNII II 3% 04/20/2050#MA6599 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GNII II 3% 04/20/2051#MA7313 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNII II 3% 04/20/2052# (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 3% 05/20/2047#MA4450 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| GNII II 3% 05/20/2048#MA5190 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNII II 3% 05/20/2052#MA8043 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23M | – | 0.09 |
| GNII II 3% 05/46#MA3662 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII II 3% 05/51#MA7368 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21M | – | 0.09 |
| GNII II 3% 06/20/2046#MA3735 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| GNII II 3% 06/20/2049#MA5984 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $523K | – | 0.00 |
| GNII II 3% 06/20/2050#MA6710 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| GNII II 3% 06/20/2052#MA8098 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| GNII II 3% 07/20/2046#MA3802 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3% 07/20/2047#MA4585 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 3% 07/20/2049#MA6038 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNII II 3% 07/46#MA3873 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| GNII II 3% 07/50#MA6766 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| GNII II 3% 08/20/2046#MA3936 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 3% 08/20/2050#MA6820 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNII II 3% 08/47#MA4651 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| GNII II 3% 09/20/2047#MA4718 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3% 09/20/2049#MA6153 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 3% 09/20/2051#MA7590 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $375K | – | 0.00 |
| GNII II 3% 10/20/2045#MA3172 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| GNII II 3% 10/20/2046#MA4003 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| GNII II 3% 10/20/2046#MA4068 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNII II 3% 10/20/2047#MA4777 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $552K | – | 0.00 |
| GNII II 3% 11/20/2047#MA4836 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $956K | – | 0.00 |
| GNII II 3% 11/20/2051#MA7706 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| GNII II 3% 11/46#MA4126 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| GNII II 3% 11/46#MA4195 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 3% 12/20/2047#MA4899 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 3% 12/20/2049#MA6338 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GNII II 4.0% 01/46#MA3377 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| GNII II 4.0% 02/20/2044#MA1678 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 4.0% 03/20/2045#MA2679 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 4.0% 03/20/2045#MA2755 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $944K | – | 0.00 |
| GNII II 4.0% 04/20/2044#MA1839 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 4.0% 05/20/44#MA1920 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 4.0% 06/20/2045#MA2893 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 4.0% 07/20/2043#MA1158 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| GNII II 4.0% 07/20/2044#MA2074 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 4.0% 07/20/2045#MA2962 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $638K | – | 0.00 |
| GNII II 4.0% 08/20/2044#MA2149 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNII II 4.0% 08/20/2045#MA3035 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GNII II 4.0% 09/20/2044#MA2224 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| GNII II 4.0% 09/45#MA3106 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| GNII II 4.0% 10/20/2044#MA2304 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| GNII II 4.0% 10/45#MA3174 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| GNII II 4.0% 11/20/2044#MA2372 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| GNII II 4.0% 11/20/2045#MA3245 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| GNII II 4.0% 12/20/44#MA2446 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNII II 4.00% 1/41 #004922 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| GNII II 4.00% 10/40 #004833 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| GNII II 4.00% 11/39 #004576 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 4.00% 11/40 #004853 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| GNII II 4.00% 12/41 #005259 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| GNII II 4.00% 2/41 #004945 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNII II 4.00% 8/40 #004770 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNII II 4.00% 8/41 #005139 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| GNII II 4.00% 9/40 #004800 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNII II 4.00% 9/41 #005174 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 4.5% 01/20/2045#MA2523 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNII II 4.5% 01/20/2047#MA4198 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| GNII II 4.5% 01/20/2049#MA5711 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| GNII II 4.5% 01/20/2050#MA6412 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.5% 01/20/2051#MA7140 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| GNII II 4.5% 01/46#MA3378 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| GNII II 4.5% 02/20/2046#MA3456 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| GNII II 4.5% 02/20/2050#MA6477 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4.5% 02/20/2054#MA9486 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| GNII II 4.5% 03/20/2045#MA2680 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GNII II 4.5% 03/20/2046#MA3523 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 4.5% 03/20/2047#MA4323 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| GNII II 4.5% 03/20/2049#MA5818 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| GNII II 4.5% 03/20/2050#MA6544 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| GNII II 4.5% 04/20/2045#MA2756 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| GNII II 4.5% 04/20/2046#MA3599 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNII II 4.5% 04/20/2047#MA4384 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| GNII II 4.5% 04/20/2050#MA6602 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4.5% 05/20/2044#MA1921 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNII II 4.5% 05/20/2045#MA2828 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| GNII II 4.5% 05/20/2049#MA5932 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $923K | – | 0.00 |
| GNII II 4.5% 05/20/2051#MA7371 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| GNII II 4.5% 05/46#MA3665 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNII II 4.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| GNII II 4.5% 06/20/2046#MA3738 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| GNII II 4.5% 07/20/2042#MA0222 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 4.5% 07/20/2045#MA2963 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNII II 4.5% 07/20/2046#MA3805 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNII II 4.5% 07/20/2050#MA6769 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $937K | – | 0.00 |
| GNII II 4.5% 07/20/2053#MA9015 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| GNII II 4.5% 08/20/2046#MA3876 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| GNII II 4.5% 08/20/2048#MA5399 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNII II 4.5% 08/20/2050#MA6823 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $645K | – | 0.00 |
| GNII II 4.5% 09/20/2046#MA3939 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| GNII II 4.5% 09/20/2047#MA4721 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| GNII II 4.5% 09/20/2049#MA6156 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| GNII II 4.5% 09/20/2050#MA6869 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $820K | – | 0.00 |
| GNII II 4.5% 10/20/2046#MA4006 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 4.5% 10/20/2047#MA4780 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| GNII II 4.5% 10/20/2048#MA5529 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| GNII II 4.5% 10/20/2049#MA6221 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| GNII II 4.5% 10/20/2050#MA6935 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| GNII II 4.5% 11/20/2048#MA5596 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| GNII II 4.5% 11/20/2050#MA6999 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $361K | – | 0.00 |
| GNII II 4.5% 11/20/44#MA2373 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNII II 4.5% 11/33 #003470 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 4.5% 11/46#MA4071 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNII II 4.5% 12/20/2049#MA6341 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| GNII II 4.5% 12/20/2050#MA7056 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4.5% 12/20/2053#MA9360 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GNII II 4.5% 3/34 #003528 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 4.5% 7/33 #003413 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $573.84 | – | 0.00 |
| GNII II 4.5% 9/20/42 #MA0394 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNII II 4.50% 1/41 #004946 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNII II 4.50% 1/42 #005281 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNII II 4.50% 10/40 #004834 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 4.50% 11/40 #004854 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| GNII II 4.50% 12/40 #004883 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 4.50% 3/33 #003358 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $630.13 | – | 0.00 |
| GNII II 4.50% 3/41 #004978 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| GNII II 4.50% 4/41 #005017 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNII II 4.50% 5/34 #003554 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 4.50% 5/40 #004696 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| GNII II 4.50% 5/41 #005055 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4.50% 6/40 #004713 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNII II 4.50% 7/40 #004746 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNII II 4.50% 7/40 #004923 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| GNII II 4.50% 7/41 #005115 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 4.50% 8/35 #003746 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $370.06 | – | 0.00 |
| GNII II 4.50% 8/41 #005140 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNII II 4.50% 9/40 #004801 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNII II 4% 01/20/2048#MA4963 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| GNII II 4% 01/20/2049#MA5710 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4% 01/20/2050#MA6411 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $611K | – | 0.00 |
| GNII II 4% 01/20/2051#MA7139 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 4% 01/46#MA3455 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| GNII II 4% 01/47#MA4197 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 4% 02/20/2048#MA5020 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNII II 4% 02/20/2049#MA5763 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 4% 02/20/2050#MA6476 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4% 03/20/2048#MA5078 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNII II 4% 03/20/2049#MA5817 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $655K | – | 0.00 |
| GNII II 4% 03/20/2050#MA6543 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| GNII II 4% 03/20/2054#MA9538 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 4% 03/46#MA3522 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| GNII II 4% 04/20/2046#MA3598 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $515K | – | 0.00 |
| GNII II 4% 04/20/2048#MA5137 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| GNII II 4% 04/20/2050#MA6601 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4% 04/20/2051#MA7315 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 4% 05/20/2047#MA4452 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 4% 05/20/2048#MA5192 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $937K | – | 0.00 |
| GNII II 4% 05/20/2049#MA5931 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| GNII II 4% 05/20/2050#MA6658 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4% 06/20/2048#MA5264 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4% 06/20/2049#MA5986 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4% 06/47#MA4511 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GNII II 4% 07/20/2048#MA5330 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $660K | – | 0.00 |
| GNII II 4% 07/20/2050#MA6768 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $893K | – | 0.00 |
| GNII II 4% 07/20/2053#MA9014 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| GNII II 4% 07/47#MA4587 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4% 08/20/2048#MA5398 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 4% 08/20/2050#MA6822 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4% 08/47#MA4653 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNII II 4% 09/20/2046#MA3938 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GNII II 4% 09/20/2048#MA5466 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| GNII II 4% 09/20/2049#MA6155 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNII II 4% 09/20/2050#MA6868 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNII II 4% 09/20/2053#MA9168 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNII II 4% 10/20/2047#MA4779 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GNII II 4% 10/20/2048#MA5528 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNII II 4% 10/20/2049#MA6220 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $888K | – | 0.00 |
| GNII II 4% 10/20/2050#MA6934 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $570K | – | 0.00 |
| GNII II 4% 11/20/2047#MA4838 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| GNII II 4% 11/20/2049#MA6285 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $528K | – | 0.00 |
| GNII II 4% 11/20/2050#MA6998 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| GNII II 4% 12/20/2045#MA3311 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| GNII II 4% 12/20/2049#MA6340 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| GNII II 4% 12/20/2050#MA7055 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $632K | – | 0.00 |
| GNII II 4% 12/47#MA4901 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $832K | – | 0.00 |
| GNII II 5.0% 02/20/2045#MA2604 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNII II 5.0% 03/20/2044#MA1763 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNII II 5.0% 04/20/2044#MA1841 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNII II 5.0% 05/20/2044#MA1922 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| GNII II 5.0% 06/20/2043#MA1093 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 5.0% 06/20/2044#MA1998 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 5.0% 08/20/2044#MA2151 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 5.0% 11/20/2043#MA1451 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 5.0% 11/20/2044#MA2374 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| GNII II 5.00% 1/39 #004342 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 5.00% 10/39 #004559 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| GNII II 5.00% 3/42 #005334 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 5.00% 4/38 #004113 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $400.06 | – | 0.00 |
| GNII II 5.00% 4/40 #004679 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNII II 5.00% 6/33 #003402 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $522.32 | – | 0.00 |
| GNII II 5.00% 6/40 #004715 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNII II 5.00% 7/40 #004747 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNII II 5.00% 8/40 #004772 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNII II 5.5% 01/20/2049#MA5713 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNII II 5.5% 03/20/2045#MA2682 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNII II 5.5% 04/20/2045#MA2758 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNII II 5.5% 04/20/2048#MA5140 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNII II 5.5% 04/20/2049#MA5879 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GNII II 5.5% 05/20/2044#MA1923 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNII II 5.5% 05/20/2046#MA3667 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $24M | – | 0.10 |
| GNII II 5.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-24M | – | -0.10 |
| GNII II 5.5% 06/20/2045#MA2896 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNII II 5.5% 06/20/2049#MA5989 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNII II 5.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $24M | – | 0.10 |
| GNII II 5.5% 07/20/2048#MA5333 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNII II 5.5% 07/20/2053#MA9017 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNII II 5.5% 08/20/2053#MA9106 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23M | – | 0.09 |
| GNII II 5.5% 08/20/44#MA2152 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNII II 5.5% 08/48#MA5401 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNII II 5.5% 09/20/2048#MA5469 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNII II 5.5% 09/20/2053#MA9171 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| GNII II 5.5% 1/33 #003333 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNII II 5.5% 10/20/2043#MA1379 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 5.5% 10/20/2048#MA5531 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNII II 5.5% 10/20/2053#MA9241 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| GNII II 5.5% 11/20/2046#MA4073 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNII II 5.5% 11/20/2053#MA9305 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| GNII II 5.5% 11/33 #003473 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 5.5% 12/20/2043#MA1525 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 5.5% 12/20/2048#MA5654 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNII II 5.5% 2/33 #003346 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNII II 5.5% 3/20/41 #004984 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 5.5% 6/33 #003403 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 5.50% 12/32 #003320 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 5.50% 4/33 #003375 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $394.21 | – | 0.00 |
| GNII II 5.50% 7/38 #004194 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNII II 5% 01/20/2046#MA3379 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 5% 01/20/2047#MA4199 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| GNII II 5% 01/20/2054#MA9422 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| GNII II 5% 02/20/2048#MA5022 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNII II 5% 02/20/2049#MA5765 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $348K | – | 0.00 |
| GNII II 5% 03/20/2046#MA3524 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNII II 5% 03/20/2048#MA5080 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| GNII II 5% 03/20/2049#MA5819 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GNII II 5% 03/20/2050#MA6545 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $577K | – | 0.00 |
| GNII II 5% 04/20/2046#MA3600 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNII II 5% 04/20/2046#MA3739 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNII II 5% 04/20/2047#MA4385 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GNII II 5% 04/20/2048#MA5139 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| GNII II 5% 04/20/2050#MA6603 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $509K | – | 0.00 |
| GNII II 5% 05/01/2048#MA5194 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNII II 5% 05/20/2046#MA3666 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNII II 5% 05/20/2047#MA4454 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNII II 5% 05/20/2050#MA6660 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| GNII II 5% 05/20/2052#MA8047 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNII II 5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| GNII II 5% 06/20/2048#MA5266 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| GNII II 5% 06/45#MA2895 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNII II 5% 07/20/2045#MA2964 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNII II 5% 07/20/2046#MA3806 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNII II 5% 07/20/2047#MA4589 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 5% 07/20/2048#MA5332 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| GNII II 5% 07/20/2050#MA6770 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNII II 5% 07/20/2053#MA9016 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| GNII II 5% 08/20/2046#MA3877 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GNII II 5% 08/20/2047#MA4655 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 5% 08/20/2050#MA6824 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| GNII II 5% 09/20/2048#MA5468 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| GNII II 5% 09/45#MA3108 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNII II 5% 10/20/2046#MA4007 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNII II 5% 10/20/2047#MA4781 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNII II 5% 10/20/2048#MA5530 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| GNII II 5% 11/20/2045#MA3247 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNII II 5% 11/20/2047#MA4840 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| GNII II 5% 11/20/2049#MA6287 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| GNII II 5% 11/20/2053#MA9304 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| GNII II 5% 12/20/2044#MA2448 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNII II 5% 12/20/2047#MA4903 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| GNII II 5% 12/46#MA4130 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 5% 2/35 #003677 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $474.73 | – | 0.00 |
| GNII II 5% 7/34 #003582 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $776.37 | – | 0.00 |
| GNII II 5% 8/34 #003595 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $333.73 | – | 0.00 |
| GNII II 6.00% 1/37 #003941 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 6.00% 10/35 #003775 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNII II 6.00% 10/37 #004039 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNII II 6.00% 11/37 #004049 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| GNII II 6.00% 12/36 #003931 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 6.00% 12/37 #004060 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNII II 6.00% 4/37 #003976 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNII II 6.00% 5/34 #003557 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNII II 6.00% 9/37 #004028 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNII II 6.00% 9/38 #004245 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNII II 6.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $42M | – | 0.17 |
| GNII II 6.5% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-42M | – | -0.17 |
| GNII II 6.5% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $42M | – | 0.17 |
| GNII II 6.5% 07/20/2053#MA9019 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| GNII II 6.5% 8/36 #003891 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNII II 6.50% 3/38 #004100 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $91M | – | 0.38 |
| GNII II 6% 06/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Short | ABS-mortgage backed security | US | $-91M | – | -0.38 |
| GNII II 6% 07/01/2054 #TBA (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $53M | – | 0.22 |
| GNII II 6% 07/20/2053#MA9018 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $730K | – | 0.00 |
| GNII II 6% 7/36 #003879 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 15YR 4.00% 1/25 #711060 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $843.39 | – | 0.00 |
| GNMA 15YR 4.00% 1/25 #723552 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $811.52 | – | 0.00 |
| GNMA 15YR 4.00% 9/25 #733927 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $785.55 | – | 0.00 |
| GNMA 15YR 4.00% 9/25 #783125 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 3.50% 1/41 #737911 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 3.50% 1/41 #740688 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 3.50% 1/42 #553460 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA 3.50% 1/42 #553471 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 3.50% 11/40 #756928 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 3.50% 11/41 #489787 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 3.50% 11/41 #768386 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 3.50% 12/40 #737796 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 3.50% 12/41 #775974 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 3.50% 12/41 #778690 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 3.50% 2/42 #793185 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 3.50% 2/42 #794370 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA 3.50% 3/42 #778961 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 3.50% 3/42 #778979 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 3.50% 4/42 #793999 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 3.50% 5/42 #766750 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 3.50% 5/42 #766751 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 3.50% 5/42 #766753 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA 3.50% 5/42 #779242 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 3.50% 6/42 #772415 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 3.50% 6/42 #795664 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 3.50% 7/42 #740286 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 3.50% 7/42 #AA8111 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 3.50% 7/42 #AA8273 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| GNMA 3.50% 8/42 #776802 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 3.50% 9/41 #783403 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 30YR 3.0% 01/15/2043#614325 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GNMA 30YR 3.0% 01/15/2045#AI6880 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 3.0% 01/15/2045#AK3531 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 30YR 3.0% 01/15/2045#AL1871 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 3.0% 01/15/2045#AL1884 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 30YR 3.0% 01/15/2045#AL1889 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 30YR 3.0% 02/15/2045#AL3843 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AH7281 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AK7286 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AL2277 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AL2282 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AL2295 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AL2303 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AL5244 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AL9282 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AL9314 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AL9337 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA 30YR 3.0% 03/15/2045#AL9557 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 30YR 3.0% 04/15/2042#798393 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2042#757522 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 3.0% 05/15/2045#670008 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GNMA 30YR 3.0% 06/15/2042#711656 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 3.0% 06/15/2043#666368 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA 30YR 3.0% 06/15/2043#666369 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA 30YR 3.0% 06/15/2043#AD1014 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| GNMA 30YR 3.0% 07/15/2042#AA2934 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 30YR 3.0% 07/15/2043#AD9312 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GNMA 30YR 3.0% 11/15/2042#AA6688 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 30YR 3.5% 02/15/2042#793120 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA 30YR 3.5% 02/15/2043#796369 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 30YR 3.5% 02/15/2043#AB3902 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 30YR 3.5% 04/15/2042#779106 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 30YR 3.5% 05/15/2042#779241 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 30YR 3.5% 05/15/2043#AC7638 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA 30YR 3.5% 05/15/2043#AD5437 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 30YR 3.5% 05/15/2043#AD9151 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA 30YR 3.5% 05/15/2043#AE4614 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 30YR 3.5% 06/15/2042#779396 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GNMA 30YR 3.5% 06/15/2043#AC2452 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GNMA 30YR 3.5% 06/15/2043#AD4108 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA 30YR 3.5% 07/15/2042#AA5073 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 3.5% 07/15/2042#AA8233 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 3.5% 08/15/2042#AB2238 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 30YR 3.5% 08/15/2042#AB2759 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 3.5% 08/15/2042#AB2761 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $577K | – | 0.00 |
| GNMA 30YR 3.5% 08/15/2043#AF0653 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 3.5% 09/15/2043#AE7788 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 30YR 3.5% 10/15/2042#AA9222 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 30YR 3.5% 10/15/2042#AB9112 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 3.5% 11/15/2041#772678 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GNMA 30YR 3.5% 11/15/2042#AB9482 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 3.5% 12/15/2042#AC7750 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 3.5% 12/15/2043#AG4954 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 3% 02/15/2045#AK6887 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 30YR 3% 02/15/2045#AL2187 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA 30YR 3% 03/15/2045#AL2575 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 30YR 3% 03/15/2045#AL5046 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA 30YR 3% 06/15/2045#AN5721 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA 30YR 3% 06/45#AN5715 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 3% 06/45#AN5733 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 3% 07/15/2045#670029 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 30YR 3% 07/15/2045#AK8998 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 30YR 3% 07/15/2045#AL4759 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 30YR 3% 07/15/2045#AM8979 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 30YR 3% 07/15/2045#AN5754 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 30YR 3% 07/15/2045#AN7590 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 30YR 3% 07/15/2045#AN7592 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA 30YR 3% 07/15/2045#AN8980 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA 30YR 3% 07/45#AK8997 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 3% 07/45#AL2996 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 3% 07/45#AO0257 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 30YR 4.0% 02/15/2041#762680 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 30YR 4.0% 03/15/2044#783879 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 30YR 4.0% 05/15/2044#AI0867 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 30YR 4.0% 09/15/2044#AJ8929 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 30YR 4.0% 12/15/2041#709063 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 30YR 4% 04/15/2045#AM4159 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GNMA 30YR 4% 05/15/2041#734425 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 30YR 4% 06/15/2045#784078 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| GNMA 30YR 4% 11/15/2044#AK0616 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 30YR 5.5% 03/15/2040#782920 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $977.82 | – | 0.00 |
| GNMA 30YR 5% 03/15/2044#783932 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| GNMA 30YR 5% 8/39#724247 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 1/40 #711062 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.00% 1/41 #734151 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| GNMA 4.00% 1/41 #757946 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.00% 1/41 #759125 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.00% 1/41 #783237 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GNMA 4.00% 10/40 #783121 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| GNMA 4.00% 10/41 #479430 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| GNMA 4.00% 10/41 #738885 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA 4.00% 10/41 #738886 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA 4.00% 10/41 #748242 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 4.00% 10/41 #773499 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.00% 10/41 #779843 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA 4.00% 10/41 #779846 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 4.00% 11/40 #734022 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.00% 11/40 #783234 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA 4.00% 11/41 #748278 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 4.00% 12/40 #737802 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA 4.00% 12/40 #737824 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.00% 12/41 #552550 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNMA 4.00% 12/41 #552552 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA 4.00% 12/41 #709061 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.00% 12/41 #748314 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.00% 2/41 #691707 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 4.00% 2/41 #759184 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.00% 3/40 #691690 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 4.00% 3/41 #759247 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.00% 3/41 #783267 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA 4.00% 4/40 #691692 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNMA 4.00% 4/40 #711503 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA 4.00% 4/41 #691713 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.00% 4/41 #783307 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.00% 5/40 #723747 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA 4.00% 6/39 #710446 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.00% 6/39 #711994 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| GNMA 4.00% 7/41 #743046 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| GNMA 4.00% 7/41 #769093 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.00% 8/39 #711450 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 8/40 #721746 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 4.00% 8/41 #748183 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.00% 8/41 #768137 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 4.00% 9/41 #748220 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.00% 9/41 #754197 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.00% 9/41 #769523 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.00% 9/41 #772060 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA 4.00% 9/41 #773113 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 4.00% 9/41 #773473 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA 4.50% 10/40 #737540 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 4.50% 10/41 #774529 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 4.50% 2/39 #697840 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA 4.50% 2/40 #711188 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 3/40 #711497 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 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 #783262 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| GNMA 4.50% 3/41 #783295 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA 4.50% 4/41 #762904 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 5/40 #711509 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNMA 4.50% 5/41 #707756 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 5/41 #738316 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $408.41 | – | 0.00 |
| GNMA 4.50% 6/40 #682474 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 4.50% 6/40 #705008 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 4.50% 6/40 #723820 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 6/40 #732823 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 4.50% 6/40 #745138 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| GNMA 4.50% 6/40 #782989 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| GNMA 4.50% 6/41 #738422 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 4.50% 6/41 #749403 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 4.50% 6/41 #760443 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 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% 7/40 #719228 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 4.50% 7/40 #719230 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA 4.50% 7/40 #719232 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 4.50% 7/40 #745236 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA 4.50% 7/40 #745237 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 4.50% 7/40 #783281 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 7/41 #744592 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 8/40 #733255 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 4.50% 8/40 #741372 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 4.50% 9/40 #747149 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 4.50% 9/40 #747264 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA 4.50% 9/41 #775072 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.00% 11/39 #710995 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| GNMA 5.00% 4/39 #698078 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 5.00% 4/39 #716781 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| GNMA 5.00% 4/40 #735701 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA 5.00% 5/39 #701897 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GNMA 5.00% 5/39 #701898 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA 5.00% 5/40 #733155 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 5.00% 5/40 #743350 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA 5.00% 6/40 #733205 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA 5.00% 7/40 #719217 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| GNMA 5.00% 7/40 #719248 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| GNMA 5.00% 7/40 #733778 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| GNMA 5.00% 7/40 #733779 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA 5.00% 7/40 #733783 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| GNMA 5.00% 7/40 #733784 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GNMA 5.00% 7/40 #733801 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 5.00% 7/40 #745198 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| GNMA 5.00% 7/40 #745224 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| GNMA 5.00% 8/39 #717883 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA 5.00% 8/39 #724189 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA 5.00% 8/39 #724228 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| GNMA 5.00% 9/39 #692770 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| GNMA 5.00% 9/39 #710849 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| GNMA 5.00% 9/39 #710856 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GNMA 5.00% 9/39 #710857 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA 5.00% 9/41 #783501 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $499K | – | 0.00 |
| GNMA 5.50% 1/38 #676389 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA 5.50% 10/35 #781987 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| GNMA 5.50% 10/38 #700804 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.50% 11/38 #697586 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 5.50% 11/38 #700918 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 5.50% 11/38 #782539 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA 5.50% 12/38 #782495 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GNMA 5.50% 2/38 #676722 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA 5.50% 2/39 #701665 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA 5.50% 2/39 #707289 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA 5.50% 3/39 #697905 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| GNMA 5.50% 3/39 #782604 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| GNMA 5.50% 4/39 #704488 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNMA 5.50% 4/41 #783416 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA 5.50% 5/39 #698307 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GNMA 5.50% 5/39 #716211 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA 5.50% 6/38 #677176 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA 5.50% 6/38 #690867 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA 5.50% 8/39 #723158 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA 5.50% 9/34 #605693 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 5.50% 9/38 #677316 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA 5.50% 9/39 #710869 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| GNMA 6.00% 1/38 #676678 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 6.00% 1/38 #782253 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17K | – | 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% 11/34 #781868 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| GNMA 6.00% 11/39 #680497 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.00% 11/39 #680498 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11K | – | 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 | $1K | – | 0.00 |
| GNMA 6.00% 11/39 #719739 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 6.00% 11/39 #720602 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA 6.00% 11/39 #727692 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA 6.00% 11/39 #782803 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.00% 11/39 #782858 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA 6.00% 12/40 #783292 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA 6.00% 6/36 #782394 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| GNMA 6.00% 8/37 #671494 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA 6.50% 1/39 #698013 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.50% 1/39 #782559 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| GNMA 6.50% 10/38 #697656 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $117.76 | – | 0.00 |
| GNMA 6.50% 11/38 #688101 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA 6.50% 2/38 #782282 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II 2.5% 07/20/2052#MA8147 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $592K | – | 0.00 |
| GNMA II 2.5% 08/20/2052#MA8197 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| GNMA II 2.5% 09/20/2052#MA8264 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $500K | – | 0.00 |
| GNMA II 3.5% 01/20/2053#MA8566 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II 3.5% 06/20/2042#783607 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| GNMA II 3.5% 06/20/2053#MA8944 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA II 3.5% 07/20/2052#MA8149 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA II 3.5% 08/20/2052#MA8199 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II 3.5% 09/20/2052#MA8266 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| GNMA II 3.5% 10/20/2052#MA8345 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| GNMA II 3.5% 11/20/2052#MA8425 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II 3.5% 12/20/2052#MA8487 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNMA II 3% 02/20/2046#784115 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| GNMA II 3% 06/20/2053#MA8943 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| GNMA II 3% 07/20/2052#MA8148 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| GNMA II 3% 09/20/2052#MA8265 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II 3% 10/20/2042#783692 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| GNMA II 3% 10/20/2052#MA8344 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| GNMA II 3% 11/20/2052#MA8424 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $828K | – | 0.00 |
| GNMA II 4.5% 02/20/2053#MA8646 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| GNMA II 4.5% 05/20/2053#MA8877 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNMA II 4.5% 07/20/2041#783591 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $785K | – | 0.00 |
| GNMA II 4.5% 08/20/2052#MA8201 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GNMA II 4.5% 09/20/2052#MA8268 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $11M | – | 0.05 |
| GNMA II 4.5% 10/20/2052#MA8347 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| GNMA II 4.5% 11/20/2052#MA8427 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| GNMA II 4.5% 6/45#MA2894 (GNMA II GTD PASS THRU CTF MULTIPLE ISSUER) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| GNMA II 4% 03/20/2047#784299 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II 4% 03/20/2053#MA8723 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $813K | – | 0.00 |
| GNMA II 4% 06/20/2053#MA8945 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| GNMA II 4% 08/20/2052#MA8200 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GNMA II 4% 09/20/2052#MA8267 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GNMA II 4% 10/20/2052#MA8346 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| GNMA II 4% 11/20/2052#MA8426 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| GNMA II 4% 12/20/2052#MA8488 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| GNMA II 5.00% 6/40 #783069 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II 5.00% 7/41 #783366 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II 5.5% 01/20/2053#MA8570 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNMA II 5.5% 02/20/2053#MA8648 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| GNMA II 5.5% 03/20/2053#MA8726 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GNMA II 5.5% 04/20/2053#MA8801 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $9M | – | 0.04 |
| GNMA II 5.5% 05/20/2045#784259 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| GNMA II 5.5% 05/20/2053#MA8879 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| GNMA II 5.5% 06/20/2053#MA8948 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNMA II 5.5% 09/20/2052#MA8270 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| GNMA II 5.5% 10/20/2052#MA8349 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II 5.5% 11/20/2052#MA8429 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| GNMA II 5.5% 12/20/2052#MA8491 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| GNMA II 5.5% 12/41#783523 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA II 5% 01/20/2053#MA8569 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNMA II 5% 03/20/2053#MA8725 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNMA II 5% 05/20/2053#MA8878 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II 5% 06/20/2053#MA8947 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| GNMA II 5% 07/20/2052#MA8152 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| GNMA II 5% 09/20/2052#MA8269 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GNMA II 5% 10/20/2052#MA8348 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GNMA II 5% 11/20/2052#MA8428 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18M | – | 0.07 |
| GNMA II 5% 11/49#785295 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $478K | – | 0.00 |
| GNMA II 5% 12/20/2052#MA8490 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| GNMA II 5% 2/41#783278 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA II 6.5% 12/20/2052#MA8493 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| GNMA II 6% 01/20/2053#MA8571 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| GNMA II 6% 03/20/2053#MA8727 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| GNMA II 6% 12/20/2052#MA8492 (GNMA GUARANTEED PASS THRU CERT) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| GOLDEN ST TOBAC 2.746% 6/1/2034 (GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV) | Long | Debt | US | $2M | – | 0.01 |
| GOLDEN ST TOBAC 3.293% 6/1/2042 (GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV) | Long | Debt | US | $761K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 0.855%/VAR 02/12/2026 | Long | Debt | US | $9M | – | 0.04 |
| GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032 | Long | Debt | US | $10M | – | 0.04 |
| GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032 | Long | Debt | US | $13M | – | 0.06 |
| GOLDMAN SACHS GROUP INC (THE) 3.5% 01/23/2025 | Long | Debt | US | $879K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 3.75% 02/25/2026 | Long | Debt | US | $1M | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 3.85% 01/26/2027 | Long | Debt | US | $5M | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) 3.85% 07/08/2024 | Long | Debt | US | $676K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038 | Long | Debt | US | $3M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 4.223/VAR 05/01/2029 | Long | Debt | US | $17M | – | 0.07 |
| GOLDMAN SACHS GROUP INC (THE) 4.25% 10/21/2025 | Long | Debt | US | $384K | – | 0.00 |
| GOLDMAN SACHS GROUP INC (THE) 4.411/VAR 04/23/2039 | Long | Debt | US | $3M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 4.75% 10/21/2045 | Long | Debt | US | $3M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 5.15% 05/22/2045 | Long | Debt | US | $4M | – | 0.02 |
| GOLDMAN SACHS GROUP INC (THE) 5.7% 11/01/2024 | Long | Debt | US | $2M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 5.95% 01/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 6.125% 02/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037 | Long | Debt | US | $6M | – | 0.02 |
| GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028 (GOLDMAN SACHS GROUP INC (THE)) | Long | Debt | US | $8M | – | 0.03 |
| GRUPO TELEVISA SAB DE CV 5.25% 05/24/2049 | Long | Debt | MX | $2M | – | 0.01 |
| GRUPO TELEVISA SAB DE CV 5% 05/13/2045 | Long | Debt | MX | $907K | – | 0.00 |
| GS MTG SECS TR 2020-GC45 2.9106% 02/13/2053 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375% 03/24/2027 | Long | Debt | US | $3M | – | 0.01 |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.625% 03/24/2032 | Long | Debt | US | $5M | – | 0.02 |
| GSMS 2014-GC26 A4 3.364% 11/10/2047 (GS MTG SECS TR 2014-GC26) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| HALLIBURTON CO 3.8% 11/15/2025 | Long | Debt | US | $45K | – | 0.00 |
| HALLIBURTON CO 4.5% 11/15/2041 | Long | Debt | US | $2M | – | 0.01 |
| HALLIBURTON CO 5% 11/15/2045 | Long | Debt | US | $1M | – | 0.01 |
| HALLIBURTON CO 6.7% 09/15/2038 | Long | Debt | US | $3M | – | 0.01 |
| HALLIBURTON CO 7.45% 09/15/2039 | Long | Debt | US | $317K | – | 0.00 |
| HARTFORD FINL SVCS GROUP INC 2.8% 08/19/2029 | Long | Debt | US | $1M | – | 0.00 |
| HARTFORD FINL SVCS GROUP INC 3.6% 08/19/2049 | Long | Debt | US | $804K | – | 0.00 |
| HARTFORD FINL SVCS GROUP INC 4.4% 03/15/2048 | Long | Debt | US | $1M | – | 0.01 |
| HASBRO INC 3.55% 11/19/2026 | Long | Debt | US | $5M | – | 0.02 |
| HASBRO INC 3.9% 11/19/2029 | Long | Debt | US | $1M | – | 0.00 |
| HCA INC 3.625% 03/15/2032 | Long | Debt | US | $5M | – | 0.02 |
| HCA INC 4.125% 06/15/2029 | Long | Debt | US | $1M | – | 0.01 |
| HCA INC 4.5% 02/15/2027 | Long | Debt | US | $5M | – | 0.02 |
| HCA INC 4.625% 03/15/2052 | Long | Debt | US | $3M | – | 0.01 |
| HCA INC 5.25% 06/15/2026 | Long | Debt | US | $1M | – | 0.01 |
| HCA INC 5.25% 06/15/2049 | Long | Debt | US | $3M | – | 0.01 |
| HCA INC 5.6% 04/01/2034 | Long | Debt | US | $3M | – | 0.01 |
| HCA INC 6% 04/01/2054 | Long | Debt | US | $3M | – | 0.01 |
| HEALTHPEAK OP LLC 2.875% 01/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| HEALTHPEAK OP LLC 3.4% 02/01/2025 | Long | Debt | US | $86K | – | 0.00 |
| HEALTHPEAK OP LLC 3% 01/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| HESS CORP 3.5% 07/15/2024 | Long | Debt | US | $675K | – | 0.00 |
| HESS CORP 4.3% 04/01/2027 | Long | Debt | US | $3M | – | 0.01 |
| HESS CORP 5.6% 02/15/2041 | Long | Debt | US | $605K | – | 0.00 |
| HESS CORP 6% 01/15/2040 | Long | Debt | US | $1M | – | 0.00 |
| HESS CORP 7.125% 03/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2025 | Long | Debt | US | $2M | – | 0.01 |
| HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2035 | Long | Debt | US | $819K | – | 0.00 |
| HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2045 | Long | Debt | US | $2M | – | 0.01 |
| HIGHWOODS REALTY LP 7.65% 02/01/2034 | Long | Debt | US | $1M | – | 0.01 |
| HOME DEPOT INC 1.375% 03/15/2031 | Long | Debt | US | $5M | – | 0.02 |
| HOME DEPOT INC 2.375% 03/15/2051 | Long | Debt | US | $1M | – | 0.01 |
| HOME DEPOT INC 2.5% 04/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| HOME DEPOT INC 2.8% 09/14/2027 | Long | Debt | US | $833K | – | 0.00 |
| HOME DEPOT INC 2.875% 04/15/2027 | Long | Debt | US | $5M | – | 0.02 |
| HOME DEPOT INC 2.95% 06/15/2029 | Long | Debt | US | $4M | – | 0.02 |
| HOME DEPOT INC 3.125% 12/15/2049 | Long | Debt | US | $1M | – | 0.00 |
| HOME DEPOT INC 3.25% 04/15/2032 | Long | Debt | US | $5M | – | 0.02 |
| HOME DEPOT INC 3.625% 04/15/2052 | Long | Debt | US | $1M | – | 0.01 |
| HOME DEPOT INC 3.9% 06/15/2047 | Long | Debt | US | $1M | – | 0.00 |
| HOME DEPOT INC 3.9% 12/06/2028 | Long | Debt | US | $988K | – | 0.00 |
| HOME DEPOT INC 3% 04/01/2026 | Long | Debt | US | $2M | – | 0.01 |
| HOME DEPOT INC 4.2% 04/01/2043 | Long | Debt | US | $238K | – | 0.00 |
| HOME DEPOT INC 4.25% 04/01/2046 | Long | Debt | US | $489K | – | 0.00 |
| HOME DEPOT INC 4.5% 12/06/2048 | Long | Debt | US | $4M | – | 0.02 |
| HOME DEPOT INC 4.875% 02/15/2044 | Long | Debt | US | $472K | – | 0.00 |
| HOME DEPOT INC 5.875% 12/16/2036 | Long | Debt | US | $3M | – | 0.01 |
| HOME DEPOT INC 5.95% 04/01/2041 | Long | Debt | US | $1M | – | 0.01 |
| HONDA MOTOR CO LTD 2.534% 03/10/2027 | Long | Debt | JP | $5M | – | 0.02 |
| HONEYWELL INTL INC 1.35% 06/01/2025 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| HONEYWELL INTL INC 1.95% 06/01/2030 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $85K | – | 0.00 |
| HONEYWELL INTL INC 2.5% 11/01/2026 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.00 |
| HONEYWELL INTL INC 2.7% 08/15/2029 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $3M | – | 0.01 |
| HONEYWELL INTL INC 2.8% 06/01/2050 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| HONEYWELL INTL INC 3.812% 11/21/2047 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $195K | – | 0.00 |
| HONEYWELL INTL INC 4.25% 01/15/2029 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $4M | – | 0.02 |
| HONEYWELL INTL INC 4.875% 09/01/2029 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| HONEYWELL INTL INC 5.25% 03/01/2054 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| HONEYWELL INTL INC 5% 02/15/2033 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| HONEYWELL INTL INC 5% 03/01/2035 (HONEYWELL INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| HP INC 2.2% 06/17/2025 | Long | Debt | US | $3M | – | 0.01 |
| HP INC 3.4% 06/17/2030 | Long | Debt | US | $5M | – | 0.02 |
| HP INC 6% 09/15/2041 | Long | Debt | US | $1M | – | 0.01 |
| HSBC HOLDINGS PLC 2.013%/VAR 09/22/2028 | Long | Debt | GB | $2M | – | 0.01 |
| HSBC HOLDINGS PLC 2.206/VAR 08/17/2029 | Long | Debt | GB | $5M | – | 0.02 |
| HSBC HOLDINGS PLC 2.633%/VAR 11/07/2025 | Long | Debt | GB | $10M | – | 0.04 |
| HSBC HOLDINGS PLC 2.804/VAR 05/24/2032 | Long | Debt | GB | $5M | – | 0.02 |
| HSBC HOLDINGS PLC 4.25% 08/18/2025 | Long | Debt | GB | $978K | – | 0.00 |
| HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026 | Long | Debt | GB | $13M | – | 0.05 |
| HSBC HOLDINGS PLC 4.375% 11/23/2026 | Long | Debt | GB | $4M | – | 0.02 |
| HSBC HOLDINGS PLC 4.762/VAR 03/29/2033 | Long | Debt | GB | $2M | – | 0.01 |
| HSBC HOLDINGS PLC 5.25% 03/14/2044 | Long | Debt | GB | $2M | – | 0.01 |
| HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028 | Long | Debt | GB | $3M | – | 0.01 |
| HSBC HOLDINGS PLC 5.77%/VAR 03/04/2035 | Long | Debt | GB | $503K | – | 0.00 |
| HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027 | Long | Debt | GB | $6M | – | 0.03 |
| HSBC HOLDINGS PLC 6.1% 01/14/2042 | Long | Debt | GB | $1M | – | 0.01 |
| HSBC HOLDINGS PLC 6.254%/VAR 03/09/2034 | Long | Debt | GB | $6M | – | 0.03 |
| HSBC HOLDINGS PLC 6.332%/VAR 03/09/2044 | Long | Debt | GB | $5M | – | 0.02 |
| HSBC HOLDINGS PLC 6.5% 05/02/2036 | Long | Debt | GB | $837K | – | 0.00 |
| HSBC HOLDINGS PLC 6.5% 09/15/2037 | Long | Debt | GB | $3M | – | 0.01 |
| HSBC HOLDINGS PLC 6.8% 06/01/2038 | Long | Debt | GB | $3M | – | 0.01 |
| HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028 | Long | Debt | GB | $5M | – | 0.02 |
| HSBC HOLDINGS PLC 7.399%/VAR 11/30/2034 | Long | Debt | GB | $2M | – | 0.01 |
| HSBC HOLDINGS PLC 8.113%/VAR 11/03/2033 | Long | Debt | GB | $4M | – | 0.02 |
| HSBC HOLDINGS PLC SOFR 2.848/VAR 06/04/2031 | Long | Debt | GB | $2M | – | 0.01 |
| HUBBELL INC 3.15% 08/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| HUMANA INC 1.35% 02/03/2027 | Long | Debt | US | $2M | – | 0.01 |
| HUMANA INC 2.15% 02/03/2032 | Long | Debt | US | $2M | – | 0.01 |
| HUMANA INC 3.95% 03/15/2027 | Long | Debt | US | $5M | – | 0.02 |
| HUMANA INC 4.95% 10/01/2044 | Long | Debt | US | $389K | – | 0.00 |
| HUMANA INC 5.75% 04/15/2054 | Long | Debt | US | $2M | – | 0.01 |
| HUNGARY REPUBLIC OF 7.625% 03/29/2041 | Long | Debt | HU | $2M | – | 0.01 |
| HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028 | Long | Debt | US | $2M | – | 0.01 |
| HUNTINGTON BANCSHARES INC/OH 5.709%/VAR 02/02/2035 | Long | Debt | US | $982K | – | 0.00 |
| HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029 | Long | Debt | US | $2M | – | 0.01 |
| HUNTINGTON NATL BK COLUMBUS OH 4.552%/VAR 05/17/2028 (HUNTINGTON NATIONAL BANK) | Long | Debt | US | $4M | – | 0.02 |
| HUNTSMAN INTL LLC 4.5% 05/01/2029 | Long | Debt | US | $1M | – | 0.00 |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-B 3.72% 11/16/2026 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-C A3 5.39% 06/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.58% 04/15/2027 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| IBM CORPORATION 1.95% 05/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| IBM CORPORATION 2.95% 05/15/2050 | Long | Debt | US | $951K | – | 0.00 |
| IBM CORPORATION 3.5% 05/15/2029 | Long | Debt | US | $103K | – | 0.00 |
| IBM CORPORATION 4.15% 05/15/2039 | Long | Debt | US | $302K | – | 0.00 |
| IBM CORPORATION 4.15% 07/27/2027 | Long | Debt | US | $7M | – | 0.03 |
| IBM CORPORATION 4.25% 05/15/2049 | Long | Debt | US | $7M | – | 0.03 |
| IBM CORPORATION 4.7% 02/19/2046 | Long | Debt | US | $786K | – | 0.00 |
| IBM CORPORATION 4.9% 07/27/2052 | Long | Debt | US | $892K | – | 0.00 |
| IBM CORPORATION 4% 06/20/2042 | Long | Debt | US | $5M | – | 0.02 |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.849% 05/08/2029 | Long | Debt | IE | $1M | – | 0.01 |
| IDAHO ENERGY RE 2.861% 9/1/2046 (IDAHO ENERGY RES AUTH TRANSMISSION FACS REV) | Long | Debt | US | $809K | – | 0.00 |
| ILLINOIS ST TXBL | Long | Debt | US | $13M | – | 0.05 |
| ILLINOIS TOOL WORKS INC 3.9% 09/01/2042 | Long | Debt | US | $2M | – | 0.01 |
| INDIANA MICHIGAN POWER CO 3.25% 05/01/2051 | Long | Debt | US | $984K | – | 0.00 |
| INDIANA MICHIGAN POWER CO 5.625% 04/01/2053 | Long | Debt | US | $1M | – | 0.00 |
| INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP 2.852% 11/01/2051 | Long | Debt | US | $2M | – | 0.01 |
| INDONESIA REPUBLIC OF 2.85% 02/14/2030 | Long | Debt | ID | $5M | – | 0.02 |
| INDONESIA REPUBLIC OF 3.35% 03/12/2071 | Long | Debt | ID | $1M | – | 0.01 |
| INDONESIA REPUBLIC OF 3.4% 09/18/2029 | Long | Debt | ID | $5M | – | 0.02 |
| INDONESIA REPUBLIC OF 3.5% 02/14/2050 | Long | Debt | ID | $3M | – | 0.01 |
| INDONESIA REPUBLIC OF 4.35% 01/11/2048 | Long | Debt | ID | $760K | – | 0.00 |
| INDONESIA REPUBLIC OF 4.45% 04/15/2070 | Long | Debt | ID | $1M | – | 0.00 |
| INDONESIA REPUBLIC OF 5.35% 02/11/2049 | Long | Debt | ID | $6M | – | 0.02 |
| ING GROEP NV 2.727%/VAR 04/01/2032 | Long | Debt | NL | $2M | – | 0.01 |
| ING GROEP NV 3.869/VAR 03/28/2026 | Long | Debt | NL | $5M | – | 0.02 |
| ING GROEP NV 4.017%/VAR 03/28/2028 | Long | Debt | NL | $2M | – | 0.01 |
| ING GROEP NV 4.252%/VAR 03/28/2033 | Long | Debt | NL | $924K | – | 0.00 |
| ING GROEP NV 5.6%/VAR 03/19/2035 | Long | Debt | NL | $3M | – | 0.01 |
| ING GROEP NV SOFR 1.726%/VAR 04/01/2027 | Long | Debt | NL | $2M | – | 0.01 |
| INGERSOLL RAND GLB HLDG CO LTD 3.75% 08/21/2028 (INGERSOLL-RAND GLOBAL HLDG CO LTD) | Long | Debt | US | $788K | – | 0.00 |
| INGERSOLL RAND GLB HLDG CO LTD 4.3% 02/21/2048 (INGERSOLL-RAND GLOBAL HLDG CO LTD) | Long | Debt | US | $731K | – | 0.00 |
| INGERSOLL RAND INC 5.7% 08/14/2033 | Long | Debt | US | $1M | – | 0.01 |
| INTEGRIS BAPTIST MEDICAL CENTER INC 3.875% 08/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| INTEL CORP 3.05% 08/12/2051 | Long | Debt | US | $696K | – | 0.00 |
| INTEL CORP 3.15% 05/11/2027 | Long | Debt | US | $4M | – | 0.02 |
| INTEL CORP 3.25% 11/15/2049 | Long | Debt | US | $1M | – | 0.01 |
| INTEL CORP 3.734% 12/08/2047 | Long | Debt | US | $431K | – | 0.00 |
| INTEL CORP 3.75% 08/05/2027 | Long | Debt | US | $1M | – | 0.01 |
| INTEL CORP 3.9% 03/25/2030 | Long | Debt | US | $4M | – | 0.02 |
| INTEL CORP 4.1% 05/11/2047 | Long | Debt | US | $342K | – | 0.00 |
| INTEL CORP 4.1% 05/19/2046 | Long | Debt | US | $1M | – | 0.00 |
| INTEL CORP 4.6% 03/25/2040 | Long | Debt | US | $2M | – | 0.01 |
| INTEL CORP 4.75% 03/25/2050 | Long | Debt | US | $7M | – | 0.03 |
| INTEL CORP 4.875% 02/10/2028 | Long | Debt | US | $3M | – | 0.01 |
| INTEL CORP 4.95% 03/25/2060 | Long | Debt | US | $873K | – | 0.00 |
| INTEL CORP 5.05% 08/05/2062 | Long | Debt | US | $2M | – | 0.01 |
| INTEL CORP 5.2% 02/10/2033 | Long | Debt | US | $12M | – | 0.05 |
| INTEL CORP 5.7% 02/10/2053 | Long | Debt | US | $2M | – | 0.01 |
| INTER AMERICAN DEV BANK 0.625% 07/15/2025 | Long | Debt | US | $4M | – | 0.02 |
| INTER AMERICAN DEV BANK 1.75% 03/14/2025 | Long | Debt | US | $16M | – | 0.07 |
| INTER AMERICAN DEV BANK 2.125% 01/15/2025 REGS | Long | Debt | US | $320K | – | 0.00 |
| INTER AMERICAN DEV BANK 2.25% 06/18/2029 | Long | Debt | US | $3M | – | 0.01 |
| INTER AMERICAN DEV BANK 2.375% 07/07/2027 | Long | Debt | US | $1M | – | 0.00 |
| INTER AMERICAN DEV BANK 2% 06/02/2026 | Long | Debt | US | $673K | – | 0.00 |
| INTER AMERICAN DEV BANK 2% 07/23/2026 | Long | Debt | US | $6M | – | 0.02 |
| INTER AMERICAN DEV BANK 3.125% 09/18/2028 | Long | Debt | US | $16M | – | 0.07 |
| INTER AMERICAN DEV BANK 4.375% 01/24/2044 | Long | Debt | US | $2M | – | 0.01 |
| INTER AMERICAN DEV BANK 4.5% 09/13/2033 | Long | Debt | US | $4M | – | 0.02 |
| INTERCONTINENTAL EXCHANGE INC 1.85% 09/15/2032 | Long | Debt | US | $3M | – | 0.01 |
| INTERCONTINENTAL EXCHANGE INC 2.65% 09/15/2040 | Long | Debt | US | $3M | – | 0.01 |
| INTERCONTINENTAL EXCHANGE INC 3.75% 12/01/2025 | Long | Debt | US | $1M | – | 0.00 |
| INTERCONTINENTAL EXCHANGE INC 3% 06/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| INTERCONTINENTAL EXCHANGE INC 4.6% 03/15/2033 | Long | Debt | US | $6M | – | 0.02 |
| INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027 | Long | Debt | US | $4M | – | 0.02 |
| INTERNATIONAL BK RECON and DEVEL 0.375% 07/28/2025 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $5M | – | 0.02 |
| INTERNATIONAL BK RECON and DEVEL 0.5% 10/28/2025 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $8M | – | 0.03 |
| INTERNATIONAL BK RECON and DEVEL 0.75% 03/11/2025 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $62K | – | 0.00 |
| INTERNATIONAL BK RECON and DEVEL 0.75% 08/26/2030 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $6M | – | 0.03 |
| INTERNATIONAL BK RECON and DEVEL 0.875% 05/14/2030 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $3M | – | 0.01 |
| INTERNATIONAL BK RECON and DEVEL 1.625% 01/15/2025 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $21M | – | 0.09 |
| INTERNATIONAL BK RECON and DEVEL 1.875% 10/27/2026 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $792K | – | 0.00 |
| INTERNATIONAL BK RECON and DEVEL 2.5% 07/29/2025 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $656K | – | 0.00 |
| INTERNATIONAL BK RECON and DEVEL 2.5% 11/25/2024 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $1M | – | 0.00 |
| INTERNATIONAL BK RECON and DEVEL 4.5% 06/26/2028 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $10M | – | 0.04 |
| INTERNATIONAL BK RECON and DEVEL 4.75% 11/14/2033 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $11M | – | 0.05 |
| INTERNATIONAL BK RECON and DEVEL 4% 01/10/2031 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $14M | – | 0.06 |
| INTERNATIONAL BK RECON and DEVEL 4% 07/25/2030 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $8M | – | 0.03 |
| INTERNATIONAL FLAVS and FRAG INC 5% 09/26/2048 (INTERNATIONAL FLAVORS and FRAGRANCES INC) | Long | Debt | US | $1M | – | 0.01 |
| INTERNATIONAL PAPER CO 4.4% 08/15/2047 | Long | Debt | US | $693K | – | 0.00 |
| INTERNATIONAL PAPER CO 5.15% 05/15/2046 | Long | Debt | US | $2M | – | 0.01 |
| INTERNATIONAL PAPER CO 5% 09/15/2035 | Long | Debt | US | $2M | – | 0.01 |
| INTERSTATE PWR and LT CO 2.3% 06/01/2030 | Long | Debt | US | $2M | – | 0.01 |
| INTL FIN CORP 0.375% 07/16/2025 (INTL FINANCE CORP) | Long | Debt | US | $19M | – | 0.08 |
| INTL FIN CORP 0.75% 08/27/2030 (INTL FINANCE CORP) | Long | Debt | US | $2M | – | 0.01 |
| INVESCO FIN PLC 3.75% 01/15/2026 | Long | Debt | GB | $3M | – | 0.01 |
| INVITATION HOMES OPERATING PARTNERSHIP LP 2.3% 11/15/2028 | Long | Debt | US | $4M | – | 0.02 |
| IPALCO ENTERPRISES INC 4.25% 05/01/2030 | Long | Debt | US | $649K | – | 0.00 |
| IPALCO ENTERPRISES INC 5.75% 04/01/2034 144A | Long | Debt | US | $986K | – | 0.00 |
| ISRAEL STATE OF 2.75% 07/03/2030 (ISRAEL, STATE OF) | Long | Debt | IL | $1M | – | 0.00 |
| ISRAEL STATE OF 3.25% 01/17/2028 (ISRAEL, STATE OF) | Long | Debt | IL | $2M | – | 0.01 |
| ISRAEL STATE OF 3.375% 01/15/2050 (ISRAEL, STATE OF) | Long | Debt | IL | $3M | – | 0.01 |
| ISRAEL STATE OF 3.875% 07/03/2050 (ISRAEL, STATE OF) | Long | Debt | IL | $3M | – | 0.01 |
| ISRAEL STATE OF 5.375% 03/12/2029 (ISRAEL, STATE OF) | Long | Debt | IL | $1M | – | 0.01 |
| ISRAEL STATE OF 5.5% 03/12/2034 (ISRAEL, STATE OF) | Long | Debt | IL | $1M | – | 0.01 |
| ISRAEL STATE OF 5.75% 03/12/2054 (ISRAEL, STATE OF) | Long | Debt | IL | $1M | – | 0.01 |
| ITALY REPUBLIC OF 1.25% 02/17/2026 | Long | Debt | IT | $4M | – | 0.02 |
| ITALY REPUBLIC OF 2.375% 10/17/2024 | Long | Debt | IT | $1M | – | 0.01 |
| ITALY REPUBLIC OF 2.875% 10/17/2029 | Long | Debt | IT | $8M | – | 0.03 |
| ITALY REPUBLIC OF 4% 10/17/2049 | Long | Debt | IT | $2M | – | 0.01 |
| JAPAN BANK INTL COOPERATION 1.25% 01/21/2031 (JAPAN BANK INTERNATIONAL COOPERATION) | Long | Debt | JP | $6M | – | 0.03 |
| JAPAN BANK INTL COOPERATION 1.875% 07/21/2026 (JAPAN BANK INTERNATIONAL COOPERATION) | Long | Debt | JP | $4M | – | 0.02 |
| JAPAN BANK INTL COOPERATION 2.125% 02/10/2025 (JAPAN BANK INTERNATIONAL COOPERATION) | Long | Debt | JP | $278K | – | 0.00 |
| JAPAN BANK INTL COOPERATION 2.25% 11/04/2026 (JAPAN BANK INTERNATIONAL COOPERATION) | Long | Debt | JP | $697K | – | 0.00 |
| JAPAN BANK INTL COOPERATION 2.375% 04/20/2026 (JAPAN BANK INTERNATIONAL COOPERATION) | Long | Debt | JP | $447K | – | 0.00 |
| JAPAN BANK INTL COOPERATION 2.75% 01/21/2026 (JAPAN BANK INTERNATIONAL COOPERATION) | Long | Debt | JP | $433K | – | 0.00 |
| JAPAN BANK INTL COOPERATION 2.875% 06/01/2027 (JAPAN BANK INTERNATIONAL COOPERATION) | Long | Debt | JP | $13M | – | 0.05 |
| JAPAN BANK INTL COOPERATION 3.25% 07/20/2028 (JAPAN BANK INTERNATIONAL COOPERATION) | Long | Debt | JP | $2M | – | 0.01 |
| JAPAN BANK INTL COOPERATION 3.5% 10/31/2028 (JAPAN BANK INTERNATIONAL COOPERATION) | Long | Debt | JP | $947K | – | 0.00 |
| JAPAN INTERNATL CO OPEA AGENCY 1.75% 04/28/2031 (JAPAN INTERNATIONAL COOPERATION AGENCY) | Long | Debt | JP | $2M | – | 0.01 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032 | Long | Debt | LU | $2M | – | 0.01 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033 | Long | Debt | LU | $8M | – | 0.03 |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 7.25% 11/15/2053 144A | Long | Debt | LU | $2M | – | 0.01 |
| JEFFERIES FINANCIAL GROUP INC 2.625% 10/15/2031 | Long | Debt | US | $807K | – | 0.00 |
| JEFFERIES FINANCIAL GROUP INC 4.15% 01/23/2030 | Long | Debt | US | $4M | – | 0.02 |
| JEFFERIES FINANCIAL GROUP INC 4.85% 01/15/2027 | Long | Debt | US | $1M | – | 0.00 |
| JM SMUCKER CO/THE 2.375% 03/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| JM SMUCKER CO/THE 6.5% 11/15/2043 | Long | Debt | US | $4M | – | 0.02 |
| JOHNSON and JOHNSON 0.55% 09/01/2025 | Long | Debt | US | $95K | – | 0.00 |
| JOHNSON and JOHNSON 2.1% 09/01/2040 | Long | Debt | US | $3M | – | 0.01 |
| JOHNSON and JOHNSON 2.45% 03/01/2026 | Long | Debt | US | $955K | – | 0.00 |
| JOHNSON and JOHNSON 2.45% 09/01/2060 | Long | Debt | US | $893K | – | 0.00 |
| JOHNSON and JOHNSON 3.4% 01/15/2038 | Long | Debt | US | $1M | – | 0.01 |
| JOHNSON and JOHNSON 3.5% 01/15/2048 | Long | Debt | US | $4M | – | 0.02 |
| JOHNSON and JOHNSON 3.625% 03/03/2037 | Long | Debt | US | $617K | – | 0.00 |
| JOHNSON and JOHNSON 4.5% 12/05/2043 | Long | Debt | US | $1M | – | 0.00 |
| JOHNSON and JOHNSON 4.85% 05/15/2041 | Long | Debt | US | $739K | – | 0.00 |
| JOHNSON and JOHNSON 4.9% 06/01/2031 | Long | Debt | US | $300K | – | 0.00 |
| JOHNSON CONTROLS/TYCO FI 1.75% 09/15/2030 | Long | Debt | IE | $5M | – | 0.02 |
| JOHNSON CONTROLS/TYCO FI 2% 09/16/2031 | Long | Debt | IE | $804K | – | 0.00 |
| JORDAN KINGDOM OF 3% 06/30/2025 | Long | Debt | JO | $330K | – | 0.00 |
| JPMBB 2014-C21 A5 3.7748% 08/15/47 (JPMBB COML MTG SECS TR 2014-C21) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JPMBB 2014-C24 A5 3.6385% 11/47 (JPMBB COML MTG SECS TR 2014-C24) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| JPMBB COML MTG SECS TR 2014-C23 3.9342% 09/15/2047 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMBB COML MTG SECUTITIES TR 2015-C29 A4 3.6108% 05/15/2048 (JPMBB COML MTG SECUTITIES TR 2015--C29) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 2.1798% 05/13/2053 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| JPMORGAN CHASE and CO 0.768%/VAR 08/09/2025 | Long | Debt | US | $11M | – | 0.05 |
| JPMORGAN CHASE and CO 0.969%/VAR 06/23/2025 | Long | Debt | US | $11M | – | 0.05 |
| JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027 | Long | Debt | US | $7M | – | 0.03 |
| JPMORGAN CHASE and CO 1.953%/VAR 02/04/2032 | Long | Debt | US | $8M | – | 0.03 |
| JPMORGAN CHASE and CO 2.069/VAR 06/01/2029 | Long | Debt | US | $5M | – | 0.02 |
| JPMORGAN CHASE and CO 2.545%/VAR 11/08/2032 | Long | Debt | US | $3M | – | 0.01 |
| JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032 | Long | Debt | US | $6M | – | 0.03 |
| JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| JPMORGAN CHASE and CO 2.95% 10/01/2026 | Long | Debt | US | $4M | – | 0.02 |
| JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | Long | Debt | US | $4M | – | 0.02 |
| JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033 | Long | Debt | US | $11M | – | 0.04 |
| JPMORGAN CHASE and CO 3.109%/VAR 04/22/2051 | Long | Debt | US | $204K | – | 0.00 |
| JPMORGAN CHASE and CO 3.3% 04/01/2026 | Long | Debt | US | $2M | – | 0.01 |
| JPMORGAN CHASE and CO 3.328%/VAR 04/22/2052 | Long | Debt | US | $1M | – | 0.00 |
| JPMORGAN CHASE and CO 3.509%/VAR 01/23/2029 | Long | Debt | US | $10M | – | 0.04 |
| JPMORGAN CHASE and CO 3.54% 05/01/2028 | Long | Debt | US | $3M | – | 0.01 |
| JPMORGAN CHASE and CO 3.882%/VAR 07/24/2038 | Long | Debt | US | $2M | – | 0.01 |
| JPMORGAN CHASE and CO 3.9% 07/15/2025 | Long | Debt | US | $4M | – | 0.02 |
| JPMORGAN CHASE and CO 3.964/VAR 11/15/2048 | Long | Debt | US | $1M | – | 0.01 |
| JPMORGAN CHASE and CO 4.005%/VAR 04/23/2029 | Long | Debt | US | $2M | – | 0.01 |
| JPMORGAN CHASE and CO 4.125% 12/15/2026 | Long | Debt | US | $1M | – | 0.00 |
| JPMORGAN CHASE and CO 4.203%/VAR 07/23/2029 | Long | Debt | US | $14M | – | 0.06 |
| JPMORGAN CHASE and CO 4.25% 10/01/2027 | Long | Debt | US | $5M | – | 0.02 |
| JPMORGAN CHASE and CO 4.323/VAR 04/26/2028 | Long | Debt | US | $1M | – | 0.01 |
| JPMORGAN CHASE and CO 4.565%/VAR 06/14/2030 | Long | Debt | US | $4M | – | 0.02 |
| JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033 | Long | Debt | US | $8M | – | 0.03 |
| JPMORGAN CHASE and CO 4.85% 02/01/2044 | Long | Debt | US | $2M | – | 0.01 |
| JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028 | Long | Debt | US | $6M | – | 0.03 |
| JPMORGAN CHASE and CO 4.95% 06/01/2045 | Long | Debt | US | $660K | – | 0.00 |
| JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034 | Long | Debt | US | $8M | – | 0.03 |
| JPMORGAN CHASE and CO 5.5% 10/15/2040 | Long | Debt | US | $1M | – | 0.00 |
| JPMORGAN CHASE and CO 5.6% 07/15/2041 | Long | Debt | US | $273K | – | 0.00 |
| JPMORGAN CHASE and CO 5.625% 08/16/2043 | Long | Debt | US | $908K | – | 0.00 |
| JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035 | Long | Debt | US | $3M | – | 0.01 |
| JPMORGAN CHASE and CO 6.4% 05/15/2038 | Long | Debt | US | $5M | – | 0.02 |
| JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027 | Long | Debt | US | $3M | – | 0.01 |
| KAISER FNDTN HOSPS 2.81% 06/01/2041 | Long | Debt | US | $796K | – | 0.00 |
| KAISER FNDTN HOSPS 3.266% 11/01/2049 | Long | Debt | US | $1M | – | 0.01 |
| KAISER FNDTN HOSPS 4.15% 05/01/2047 | Long | Debt | US | $947K | – | 0.00 |
| KAISER FNDTN HOSPS 4.875% 04/01/2042 | Long | Debt | US | $299K | – | 0.00 |
| KELLANOVA 3.25% 04/01/2026 | Long | Debt | US | $638K | – | 0.00 |
| KELLANOVA 4.3% 05/15/2028 | Long | Debt | US | $1M | – | 0.00 |
| KENTUCKY UTILITIES CO 3.3% 06/01/2050 | Long | Debt | US | $339K | – | 0.00 |
| KENTUCKY UTILITIES CO 5.125% 11/01/2040 | Long | Debt | US | $2M | – | 0.01 |
| KENVUE INC 4.9% 03/22/2033 | Long | Debt | US | $2M | – | 0.01 |
| KENVUE INC 5.05% 03/22/2028 | Long | Debt | US | $2M | – | 0.01 |
| KENVUE INC 5.05% 03/22/2053 | Long | Debt | US | $3M | – | 0.01 |
| KEURIG DR PEPPER INC 3.8% 05/01/2050 | Long | Debt | US | $2M | – | 0.01 |
| KEURIG DR PEPPER INC 4.05% 04/15/2032 | Long | Debt | US | $4M | – | 0.02 |
| KEURIG DR PEPPER INC 4.417% 05/25/2025 | Long | Debt | US | $4M | – | 0.02 |
| KEURIG DR PEPPER INC 4.5% 04/15/2052 | Long | Debt | US | $835K | – | 0.00 |
| KEURIG DR PEPPER INC 4.597% 05/25/2028 | Long | Debt | US | $3M | – | 0.01 |
| KEYBANK NATL ASSN 3.4% 05/20/2026 | Long | Debt | US | $673K | – | 0.00 |
| KEYBANK NATL ASSN 4.15% 08/08/2025 | Long | Debt | US | $978K | – | 0.00 |
| KEYBANK NATL ASSN 4.9% 08/08/2032 | Long | Debt | US | $1M | – | 0.00 |
| KEYBANK NATL ASSN 5% 01/26/2033 | Long | Debt | US | $3M | – | 0.01 |
| KEYCORP 4.789%/VAR 06/01/2033 | Long | Debt | US | $1M | – | 0.01 |
| KILROY REALTY LP 3.05% 02/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| KIMBERLY-CLARK CORP 1.05% 09/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| KIMBERLY-CLARK CORP 3.05% 08/15/2025 | Long | Debt | US | $4M | – | 0.02 |
| KIMBERLY-CLARK CORP 3.2% 04/25/2029 | Long | Debt | US | $3M | – | 0.01 |
| KIMBERLY-CLARK CORP 3.2% 07/30/2046 | Long | Debt | US | $317K | – | 0.00 |
| KIMBERLY-CLARK CORP 6.625% 08/01/2037 | Long | Debt | US | $1M | – | 0.01 |
| KIMCO REALTY OP LLC 1.9% 03/01/2028 | Long | Debt | US | $3M | – | 0.01 |
| KIMCO REALTY OP LLC 3.8% 04/01/2027 | Long | Debt | US | $686K | – | 0.00 |
| KIMCO REALTY OP LLC 4.125% 12/01/2046 | Long | Debt | US | $1M | – | 0.01 |
| KIMCO REALTY OP LLC 4.45% 09/01/2047 | Long | Debt | US | $733K | – | 0.00 |
| KINDER MORGAN ENERGY PTNRS LP 4.7% 11/01/2042 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $569K | – | 0.00 |
| KINDER MORGAN ENERGY PTNRS LP 5.4% 09/01/2044 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $2M | – | 0.01 |
| KINDER MORGAN ENERGY PTNRS LP 5.5% 03/01/2044 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $1M | – | 0.00 |
| KINDER MORGAN ENERGY PTNRS LP 5.625% 09/01/2041 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $167K | – | 0.00 |
| KINDER MORGAN ENERGY PTNRS LP 5% 03/01/2043 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $156K | – | 0.00 |
| KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040 (KINDER MORGAN ENERGY PARTNERS LP) | Long | Debt | US | $552K | – | 0.00 |
| KINDER MORGAN INC DEL 4.3% 03/01/2028 | Long | Debt | US | $2M | – | 0.01 |
| KINDER MORGAN INC DEL 5.2% 03/01/2048 | Long | Debt | US | $784K | – | 0.00 |
| KINDER MORGAN INC DEL 5.2% 06/01/2033 | Long | Debt | US | $7M | – | 0.03 |
| KINDER MORGAN INC DEL 5.3% 12/01/2034 | Long | Debt | US | $1M | – | 0.01 |
| KINDER MORGAN INC DEL 5.4% 02/01/2034 | Long | Debt | US | $3M | – | 0.01 |
| KINDER MORGAN INC DEL 5.45% 08/01/2052 | Long | Debt | US | $275K | – | 0.00 |
| KINDER MORGAN INC DEL 5.55% 06/01/2045 | Long | Debt | US | $3M | – | 0.01 |
| KINDER MORGAN INC DEL 7.75% 01/15/2032 | Long | Debt | US | $1M | – | 0.00 |
| KINDER MORGAN INC DEL 7.8% 08/01/2031 | Long | Debt | US | $1M | – | 0.01 |
| KITE REALTY GROUP LP 5.5% 03/01/2034 | Long | Debt | US | $878K | – | 0.00 |
| KLA CORP 4.65% 07/15/2032 | Long | Debt | US | $4M | – | 0.02 |
| KLA CORP 5.25% 07/15/2062 | Long | Debt | US | $1M | – | 0.01 |
| KOREA DEVELOPMENT BANK 1.625% 01/19/2031 | Long | Debt | KR | $2M | – | 0.01 |
| KOREA DEVELOPMENT BANK 2% 10/25/2031 | Long | Debt | KR | $4M | – | 0.02 |
| KOREA REPUBLIC OF 2.5% 06/19/2029 | Long | Debt | KR | $4M | – | 0.01 |
| KOREA REPUBLIC OF 2.75% 01/19/2027 | Long | Debt | KR | $4M | – | 0.02 |
| KRAFT HEINZ FOODS CO 3.75% 04/01/2030 | Long | Debt | US | $3M | – | 0.01 |
| KRAFT HEINZ FOODS CO 3.875% 05/15/2027 | Long | Debt | US | $18M | – | 0.08 |
| KRAFT HEINZ FOODS CO 5.5% 06/01/2050 | Long | Debt | US | $2M | – | 0.01 |
| KRAFT HEINZ FOODS CO 5% 07/15/2035 | Long | Debt | US | $2M | – | 0.01 |
| KRAFT HEINZ FOODS CO 6.875% 01/26/2039 | Long | Debt | US | $4M | – | 0.02 |
| KREDITANSTALT FUR WIEDER(UNGTD 0.375% 07/18/2025 (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $3M | – | 0.01 |
| KREDITANSTALT FUR WIEDER(UNGTD 0% 04/18/2036 (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $8M | – | 0.03 |
| KREDITANSTALT FUR WIEDER(UNGTD 2.5% 11/20/2024 (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $5M | – | 0.02 |
| KREDITANSTALT FUR WIEDER(UNGTD 2.875% 04/03/2028 (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $3M | – | 0.01 |
| KREDITANSTALT FUR WIEDER(UNGTD 2% 05/02/2025 (KREDITANSTALT FUR WIEDERAUFB) | Long | Debt | DE | $663K | – | 0.00 |
| KROGER CO 1.7% 01/15/2031 | Long | Debt | US | $4M | – | 0.02 |
| KROGER CO 2.65% 10/15/2026 | Long | Debt | US | $479K | – | 0.00 |
| KROGER CO 3.5% 02/01/2026 | Long | Debt | US | $692K | – | 0.00 |
| KROGER CO 4.45% 02/01/2047 | Long | Debt | US | $2M | – | 0.01 |
| KROGER CO 5.15% 08/01/2043 | Long | Debt | US | $447K | – | 0.00 |
| KROGER CO 5.4% 01/15/2049 | Long | Debt | US | $1M | – | 0.00 |
| KS ST DEV FI 4.927% 4/15/45 (KANSAS ST DEV FIN AUTH REV) | Long | Debt | US | $1M | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC 3.85% 12/15/2026 | Long | Debt | US | $1M | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC 4.4% 06/15/2028 | Long | Debt | US | $5M | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027 | Long | Debt | US | $4M | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC 5.4% 07/31/2033 | Long | Debt | US | $992K | – | 0.00 |
| LABORATORY CORP OF AMER HLDGS 3.6% 09/01/2027 (LABORATORY CORP OF AMERICA HOLDINGS) | Long | Debt | US | $5M | – | 0.02 |
| LAM RESEARCH CORP 2.875% 06/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| LANDWIRTSCHAFTLICHE RENTENBANK 1.75% 07/27/2026 | Long | Debt | DE | $1M | – | 0.01 |
| LANDWIRTSCHAFTLICHE RENTENBANK 2.5% 11/15/2027 | Long | Debt | DE | $1M | – | 0.01 |
| LANDWIRTSCHAFTLICHE RENTENBANK 5% 10/24/2033 | Long | Debt | DE | $3M | – | 0.01 |
| LAUDER ESTEE COS INC 1.95% 03/15/2031 | Long | Debt | US | $4M | – | 0.01 |
| LAUDER ESTEE COS INC 4.15% 03/15/2047 | Long | Debt | US | $1M | – | 0.00 |
| LAUDER ESTEE COS INC 5.15% 05/15/2053 | Long | Debt | US | $566K | – | 0.00 |
| LEAR CORP 5.25% 05/15/2049 | Long | Debt | US | $1M | – | 0.01 |
| LEGG MASON INC 5.625% 01/15/2044 | Long | Debt | US | $682K | – | 0.00 |
| LENNAR CORP 5% 06/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| LINCOLN NATIONAL CORP IND 3.625% 12/12/2026 | Long | Debt | US | $1M | – | 0.00 |
| LINCOLN NATIONAL CORP IND 4.35% 03/01/2048 | Long | Debt | US | $2M | – | 0.01 |
| LINDE INC/CT 3.2% 01/30/2026 | Long | Debt | US | $1M | – | 0.00 |
| LINDE INC/CT 3.55% 11/07/2042 | Long | Debt | US | $679K | – | 0.00 |
| LLOYDS BANK PLC 7.953%/VAR 11/15/2033 (LLOYDS BANKING GROUP PLC) | Long | Debt | GB | $2M | – | 0.01 |
| LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027 | Long | Debt | GB | $3M | – | 0.01 |
| LLOYDS BANKING GROUP PLC 4.344% 01/09/2048 | Long | Debt | GB | $2M | – | 0.01 |
| LLOYDS BANKING GROUP PLC 4.375% 03/22/2028 | Long | Debt | GB | $4M | – | 0.02 |
| LLOYDS BANKING GROUP PLC 4.582% 12/10/2025 | Long | Debt | GB | $412K | – | 0.00 |
| LLOYDS BANKING GROUP PLC 4.65% 03/24/2026 | Long | Debt | GB | $2M | – | 0.01 |
| LLOYDS BANKING GROUP PLC 4.976%/VAR 08/11/2033 | Long | Debt | GB | $2M | – | 0.01 |
| LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030 | Long | Debt | GB | $3M | – | 0.01 |
| LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029 | Long | Debt | GB | $4M | – | 0.02 |
| LOCKHEED MARTIN CORP 3.55% 01/15/2026 | Long | Debt | US | $8M | – | 0.03 |
| LOCKHEED MARTIN CORP 3.8% 03/01/2045 | Long | Debt | US | $2M | – | 0.01 |
| LOCKHEED MARTIN CORP 4.09% 09/15/2052 | Long | Debt | US | $2M | – | 0.01 |
| LOCKHEED MARTIN CORP 4.7% 05/15/2046 | Long | Debt | US | $3M | – | 0.01 |
| LOCKHEED MARTIN CORP 4.75% 02/15/2034 | Long | Debt | US | $3M | – | 0.01 |
| LOCKHEED MARTIN CORP 4.8% 08/15/2034 | Long | Debt | US | $3M | – | 0.01 |
| LOCKHEED MARTIN CORP 5.9% 11/15/2063 | Long | Debt | US | $2M | – | 0.01 |
| LOS ANGELES CALIF CMNTY COLLEGE DIST BUILD AMERICA BDS (LOS ANGELES CA CCD) | Long | Debt | US | $2M | – | 0.01 |
| LOS ANGELES CALIF DEPT ARPTS ARPT REV BUILD AMERICA BONDS-DIRECT PAY (LOS ANGELES CA DEPT ARPTS REV) | Long | Debt | US | $831K | – | 0.00 |
| LOUISVILLE GAS and ELECTRIC CO 5.45% 04/15/2033 | Long | Debt | US | $1M | – | 0.00 |
| LOWES COS INC 1.3% 04/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| LOWES COS INC 1.7% 10/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| LOWES COS INC 3.65% 04/05/2029 | Long | Debt | US | $4M | – | 0.02 |
| LOWES COS INC 3.7% 04/15/2046 | Long | Debt | US | $461K | – | 0.00 |
| LOWES COS INC 3.75% 04/01/2032 | Long | Debt | US | $904K | – | 0.00 |
| LOWES COS INC 4.05% 05/03/2047 | Long | Debt | US | $2M | – | 0.01 |
| LOWES COS INC 4.4% 09/08/2025 | Long | Debt | US | $10M | – | 0.04 |
| LOWES COS INC 4.55% 04/05/2049 | Long | Debt | US | $1M | – | 0.01 |
| LOWES COS INC 4.65% 04/15/2042 | Long | Debt | US | $1M | – | 0.00 |
| LOWES COS INC 4.8% 04/01/2026 | Long | Debt | US | $2M | – | 0.01 |
| LOWES COS INC 5.125% 04/15/2050 | Long | Debt | US | $1M | – | 0.00 |
| LOWES COS INC 5.15% 07/01/2033 | Long | Debt | US | $2M | – | 0.01 |
| LOWES COS INC 5.625% 04/15/2053 | Long | Debt | US | $1M | – | 0.01 |
| LOWES COS INC 5.75% 07/01/2053 | Long | Debt | US | $1M | – | 0.01 |
| LOWES COS INC 5.85% 04/01/2063 | Long | Debt | US | $2M | – | 0.01 |
| LOWES COS INC 5% 04/15/2040 | Long | Debt | US | $2M | – | 0.01 |
| LPL HOLDINGS INC 6.75% 11/17/2028 | Long | Debt | US | $1M | – | 0.00 |
| LXP INDUSTRIAL TRUST 6.75% 11/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| LYB INTERNATIONAL FINANCE II BV 3.5% 03/02/2027 | Long | Debt | NL | $4M | – | 0.02 |
| LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040 | Long | Debt | US | $2M | – | 0.01 |
| LYB INTERNATIONAL FINANCE III LLC 4.2% 10/15/2049 | Long | Debt | US | $1M | – | 0.00 |
| LYB INTL FIN BV 4.875% 03/15/2044 (LYB INTERNATIONAL FINANCE BV) | Long | Debt | NL | $2M | – | 0.01 |
| LYONDELLBASELL INDS NV 4.625% 02/26/2055 | Long | Debt | NL | $2M | – | 0.01 |
| M and T BANK CORP 7.413%/VAR 10/30/2029 | Long | Debt | US | $1M | – | 0.01 |
| M and T BANK CORP SOFR 5.053%/VAR 01/27/2034 | Long | Debt | US | $828K | – | 0.00 |
| MA SCH BLDG 3.395% 10/15/2040 (MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV) | Long | Debt | US | $2M | – | 0.01 |
| MA ST 3.277% 6/1/2046 (MASSACHUSETTS ST) | Long | Debt | US | $643K | – | 0.00 |
| MA WTR 2.823% 8/1/2041 (MASSACHUSETTS ST WTR RES AUTH) | Long | Debt | US | $2M | – | 0.01 |
| MANITOBA PROVINCE CDA 4.3% 07/27/2033 | Long | Debt | CA | $1M | – | 0.01 |
| MANUFACTURERS and TRADERS TR CO 4.7% 01/27/2028 (MANUFACTURERS and TRADERS TRUST COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| MANULIFE FINANCIAL CORP 4.15% 03/04/2026 | Long | Debt | CA | $6M | – | 0.03 |
| MANULIFE FINANCIAL CORP 5.375% 03/04/2046 | Long | Debt | CA | $578K | – | 0.00 |
| MARATHON OIL CORP 4.4% 07/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| MARATHON OIL CORP 5.2% 06/01/2045 | Long | Debt | US | $823K | – | 0.00 |
| MARATHON OIL CORP 5.7% 04/01/2034 | Long | Debt | US | $2M | – | 0.01 |
| MARATHON PETROLEUM CORP 4.5% 04/01/2048 | Long | Debt | US | $3M | – | 0.01 |
| MARATHON PETROLEUM CORP 6.5% 03/01/2041 | Long | Debt | US | $188K | – | 0.00 |
| MARKEL GROUP INC 3.35% 09/17/2029 | Long | Debt | US | $1M | – | 0.01 |
| MARKEL GROUP INC 5% 05/20/2049 | Long | Debt | US | $2M | – | 0.01 |
| MARKEL GROUP INC 6% 05/16/2054 | Long | Debt | US | $1M | – | 0.00 |
| MARRIOTT INTERNATIONAL INC/MD 3.5% 10/15/2032 | Long | Debt | US | $4M | – | 0.01 |
| MARRIOTT INTERNATIONAL INC/MD 4.875% 05/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| MARRIOTT INTERNATIONAL INC/MD 5.75% 05/01/2025 | Long | Debt | US | $3M | – | 0.01 |
| MARRIOTT INTERNATIONAL INC/MD 5% 10/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| MARSH and MCLENNAN COS INC 2.375% 12/15/2031 | Long | Debt | US | $2M | – | 0.01 |
| MARSH and MCLENNAN COS INC 3.5% 06/03/2024 | Long | Debt | US | $339K | – | 0.00 |
| MARSH and MCLENNAN COS INC 3.75% 03/14/2026 | Long | Debt | US | $2M | – | 0.01 |
| MARSH and MCLENNAN COS INC 4.2% 03/01/2048 | Long | Debt | US | $706K | – | 0.00 |
| MARSH and MCLENNAN COS INC 4.35% 01/30/2047 | Long | Debt | US | $419K | – | 0.00 |
| MARSH and MCLENNAN COS INC 4.9% 03/15/2049 | Long | Debt | US | $1M | – | 0.01 |
| MARSH and MCLENNAN COS INC 5.7% 09/15/2053 | Long | Debt | US | $5M | – | 0.02 |
| MARTIN MARIETTA MATERIALS INC 3.2% 07/15/2051 | Long | Debt | US | $676K | – | 0.00 |
| MARTIN MARIETTA MATERIALS INC 4.25% 12/15/2047 | Long | Debt | US | $1M | – | 0.00 |
| MARVELL TECHNOLOGY INC 2.45% 04/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| MARVELL TECHNOLOGY INC 5.95% 09/15/2033 | Long | Debt | US | $1M | – | 0.00 |
| MASCO CORP 2% 02/15/2031 | Long | Debt | US | $2M | – | 0.01 |
| MASCO CORP 3.125% 02/15/2051 | Long | Debt | US | $771K | – | 0.00 |
| MASS GENERAL BRIGHAM INC 4.117% 07/01/2055 | Long | Debt | US | $502K | – | 0.00 |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.989% 07/01/2050 | Long | Debt | US | $2M | – | 0.01 |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.885% 07/01/2116 | Long | Debt | US | $364K | – | 0.00 |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.959% 07/01/2038 | Long | Debt | US | $757K | – | 0.00 |
| MASTERCARD INC 3.3% 03/26/2027 | Long | Debt | US | $2M | – | 0.01 |
| MASTERCARD INC 3.8% 11/21/2046 | Long | Debt | US | $540K | – | 0.00 |
| MASTERCARD INC 3.85% 03/26/2050 | Long | Debt | US | $4M | – | 0.02 |
| MASTERCARD INC 4.85% 03/09/2033 | Long | Debt | US | $2M | – | 0.01 |
| MCCORMICK and CO INC 4.95% 04/15/2033 | Long | Debt | US | $2M | – | 0.01 |
| MCDONALDS CORP 3.6% 07/01/2030 | Long | Debt | US | $1M | – | 0.01 |
| MCDONALDS CORP 3.625% 09/01/2049 | Long | Debt | US | $5M | – | 0.02 |
| MCDONALDS CORP 3.7% 01/30/2026 | Long | Debt | US | $3M | – | 0.01 |
| MCDONALDS CORP 4.45% 03/01/2047 | Long | Debt | US | $851K | – | 0.00 |
| MCDONALDS CORP 4.6% 09/09/2032 | Long | Debt | US | $3M | – | 0.01 |
| MCDONALDS CORP 4.875% 12/09/2045 | Long | Debt | US | $873K | – | 0.00 |
| MCDONALDS CORP 5.45% 08/14/2053 | Long | Debt | US | $3M | – | 0.01 |
| MCDONALDS CORP 6.3% 03/01/2038 | Long | Debt | US | $1M | – | 0.01 |
| MEDTRONIC INC 4.625% 03/15/2045 | Long | Debt | US | $3M | – | 0.01 |
| MEMORIAL SLOAN KTTRNG CNCR CTR 4.2% 07/01/2055 (MEMORIAL SLOAN KETTERING CANCER CTR) | Long | Debt | US | $442K | – | 0.00 |
| MERCK and CO INC 2.15% 12/10/2031 | Long | Debt | US | $5M | – | 0.02 |
| MERCK and CO INC 2.9% 12/10/2061 | Long | Debt | US | $953K | – | 0.00 |
| MERCK and CO INC 3.6% 09/15/2042 | Long | Debt | US | $1M | – | 0.00 |
| MERCK and CO INC 3.7% 02/10/2045 | Long | Debt | US | $893K | – | 0.00 |
| MERCK and CO INC 3.9% 03/07/2039 | Long | Debt | US | $4M | – | 0.02 |
| MERCK and CO INC 4.05% 05/17/2028 | Long | Debt | US | $2M | – | 0.01 |
| MERCK and CO INC 4.5% 05/17/2033 | Long | Debt | US | $3M | – | 0.01 |
| MERCK and CO INC 4% 03/07/2049 | Long | Debt | US | $2M | – | 0.01 |
| MERCK and CO INC 5% 05/17/2053 | Long | Debt | US | $3M | – | 0.01 |
| META PLATFORMS INC 3.5% 08/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| META PLATFORMS INC 3.85% 08/15/2032 | Long | Debt | US | $1M | – | 0.01 |
| META PLATFORMS INC 4.45% 08/15/2052 | Long | Debt | US | $5M | – | 0.02 |
| META PLATFORMS INC 4.6% 05/15/2028 | Long | Debt | US | $992K | – | 0.00 |
| META PLATFORMS INC 4.65% 08/15/2062 | Long | Debt | US | $1M | – | 0.01 |
| META PLATFORMS INC 4.95% 05/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| META PLATFORMS INC 5.6% 05/15/2053 | Long | Debt | US | $2M | – | 0.01 |
| METLIFE INC 4.05% 03/01/2045 | Long | Debt | US | $557K | – | 0.00 |
| METLIFE INC 4.125% 08/13/2042 | Long | Debt | US | $2M | – | 0.01 |
| METLIFE INC 4.6% 05/13/2046 | Long | Debt | US | $4M | – | 0.02 |
| METLIFE INC 5.375% 07/15/2033 | Long | Debt | US | $2M | – | 0.01 |
| METLIFE INC 5.875% 02/06/2041 | Long | Debt | US | $349K | – | 0.00 |
| METLIFE INC GLB 6.4%/VAR 12/15/66 | Long | Debt | US | $2M | – | 0.01 |
| METLIFE INC VAR 12/15/2044 | Long | Debt | US | $793K | – | 0.00 |
| METROPOLITAN MUSEUM OF ART/THE 3.4% 07/01/2045 | Long | Debt | US | $402K | – | 0.00 |
| METROPOLITAN TRANSN AUTH NY REBUILD AMERICA BONDS 6.668% 11/15/39 (METROPOLITAN TRANSN AUTH NY RV) | Long | Debt | US | $1M | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034 | Long | Debt | MX | $14M | – | 0.06 |
| MEXICO UNITED MEXICAN STATES 3.75% 04/19/2071 | Long | Debt | MX | $4M | – | 0.02 |
| MEXICO UNITED MEXICAN STATES 4.28% 08/14/2041 | Long | Debt | MX | $2M | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 4.35% 01/15/2047 | Long | Debt | MX | $2M | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 4.5% 01/31/2050 | Long | Debt | MX | $12M | – | 0.05 |
| MEXICO UNITED MEXICAN STATES 4.6% 01/23/2046 | Long | Debt | MX | $807K | – | 0.00 |
| MEXICO UNITED MEXICAN STATES 4.6% 02/10/2048 | Long | Debt | MX | $2M | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 4.75% 03/08/2044 | Long | Debt | MX | $6M | – | 0.02 |
| MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032 | Long | Debt | MX | $5M | – | 0.02 |
| MEXICO UNITED MEXICAN STATES 5.55% 01/21/2045 | Long | Debt | MX | $2M | – | 0.01 |
| MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040 | Long | Debt | MX | $3M | – | 0.01 |
| MI STRAT FND 3.225% 9/1/2047 (MICHIGAN ST STRATEGIC FD LTD OBLIG REV) | Long | Debt | US | $1M | – | 0.01 |
| MICRON TECHNOLOGY INC 3.477% 11/01/2051 | Long | Debt | US | $1M | – | 0.00 |
| MICRON TECHNOLOGY INC 5.327% 02/06/2029 | Long | Debt | US | $3M | – | 0.01 |
| MICRON TECHNOLOGY INC 5.375% 04/15/2028 | Long | Debt | US | $3M | – | 0.01 |
| MICRON TECHNOLOGY INC 5.875% 09/15/2033 | Long | Debt | US | $1M | – | 0.01 |
| MICRON TECHNOLOGY INC 6.75% 11/01/2029 | Long | Debt | US | $849K | – | 0.00 |
| MICROSOFT CORP 2.5% 09/15/2050 144A | Long | Debt | US | $1M | – | 0.00 |
| MICROSOFT CORP 2.525% 06/01/2050 | Long | Debt | US | $3M | – | 0.01 |
| MICROSOFT CORP 2.675% 06/01/2060 | Long | Debt | US | $1M | – | 0.00 |
| MICROSOFT CORP 2.7% 02/12/2025 | Long | Debt | US | $60K | – | 0.00 |
| MICROSOFT CORP 2.921% 03/17/2052 | Long | Debt | US | $11M | – | 0.04 |
| MICROSOFT CORP 3.041% 03/17/2062 | Long | Debt | US | $480K | – | 0.00 |
| MICROSOFT CORP 3.3% 02/06/2027 | Long | Debt | US | $2M | – | 0.01 |
| MICROSOFT CORP 3.45% 08/08/2036 | Long | Debt | US | $449K | – | 0.00 |
| MICROSOFT CORP 3.5% 11/15/2042 | Long | Debt | US | $820K | – | 0.00 |
| MICROSOFT CORP 4.1% 02/06/2037 | Long | Debt | US | $3M | – | 0.01 |
| MICROSOFT CORP 4.2% 11/03/2035 | Long | Debt | US | $4M | – | 0.02 |
| MID AMERICA APTS LP 1.7% 02/15/2031 | Long | Debt | US | $2M | – | 0.01 |
| MID AMERICA APTS LP 3.95% 03/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| MIDAMERICAN ENERGY CO 3.65% 08/01/2048 | Long | Debt | US | $3M | – | 0.01 |
| MIDAMERICAN ENERGY CO 5.35% 01/15/2034 | Long | Debt | US | $3M | – | 0.01 |
| MIDMICHIGAN HEALTH 3.409% 06/01/2050 | Long | Debt | US | $593K | – | 0.00 |
| MITSUBISHI UFJ FIN GRP INC 1.38%/VAR 02/22/2029 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $4M | – | 0.02 |
| MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $7M | – | 0.03 |
| MITSUBISHI UFJ FIN GRP INC 2.309%/VAR 07/20/2032 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $6M | – | 0.03 |
| MITSUBISHI UFJ FIN GRP INC 2.494%/VAR 10/13/2032 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $1M | – | 0.00 |
| MITSUBISHI UFJ FIN GRP INC 3.195% 07/18/2029 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.01 |
| MITSUBISHI UFJ FIN GRP INC 3.751% 07/18/2039 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.01 |
| MITSUBISHI UFJ FIN GRP INC 3.85% 03/01/2026 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $1M | – | 0.00 |
| MITSUBISHI UFJ FIN GRP INC 4.153% 03/07/2039 (MITSUBISHI UFJ FINANCIAL GROUP INC) | Long | Debt | JP | $4M | – | 0.02 |
| MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.01 |
| MIZUHO FINL GROUP INC 2.226%/VAR 05/25/2026 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.01 |
| MIZUHO FINL GROUP INC 2.26%/VAR 07/09/2032 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.01 |
| MIZUHO FINL GROUP INC 2.591/VAR 05/25/2031 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $1M | – | 0.00 |
| MIZUHO FINL GROUP INC 2.839%/VAR 07/16/2025 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $5M | – | 0.02 |
| MIZUHO FINL GROUP INC 5.748%/VAR 07/06/2034 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.01 |
| MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.01 |
| MOLSON COORS BEVERAGE CO 3% 07/15/2026 | Long | Debt | US | $3M | – | 0.01 |
| MOLSON COORS BEVERAGE CO 4.2% 07/15/2046 | Long | Debt | US | $2M | – | 0.01 |
| MONDELEZ INTL INC 1.875% 10/15/2032 (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| MONDELEZ INTL INC 2.625% 09/04/2050 (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.00 |
| MOODYS CORP 2% 08/19/2031 | Long | Debt | US | $888K | – | 0.00 |
| MOODYS CORP 4.25% 08/08/2032 | Long | Debt | US | $2M | – | 0.01 |
| MOODYS CORP 4.875% 12/17/2048 | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY 1.164/VAR 10/21/2025 | Long | Debt | US | $8M | – | 0.03 |
| MORGAN STANLEY 1.512%/VAR 07/20/2027 | Long | Debt | US | $6M | – | 0.02 |
| MORGAN STANLEY 1.794%/VAR 02/13/2032 | Long | Debt | US | $4M | – | 0.02 |
| MORGAN STANLEY 2.188%/VAR 04/28/2026 | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY 2.239%/VAR 07/21/2032 | Long | Debt | US | $13M | – | 0.05 |
| MORGAN STANLEY 3.125% 07/27/2026 | Long | Debt | US | $953K | – | 0.00 |
| MORGAN STANLEY 3.591/VAR 07/22/2028 | Long | Debt | US | $1M | – | 0.01 |
| MORGAN STANLEY 3.7% 10/23/2024 | Long | Debt | US | $1M | – | 0.00 |
| MORGAN STANLEY 3.772%/VAR 01/24/2029 | Long | Debt | US | $20M | – | 0.08 |
| MORGAN STANLEY 3.875% 01/27/2026 | Long | Debt | US | $912K | – | 0.00 |
| MORGAN STANLEY 3.95% 04/23/2027 | Long | Debt | US | $9M | – | 0.04 |
| MORGAN STANLEY 3.971/VAR 07/22/2038 | Long | Debt | US | $939K | – | 0.00 |
| MORGAN STANLEY 4.21%/VAR 04/20/2028 | Long | Debt | US | $6M | – | 0.03 |
| MORGAN STANLEY 4.3% 01/27/2045 | Long | Debt | US | $305K | – | 0.00 |
| MORGAN STANLEY 4.375% 01/22/2047 | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY 4.457%/VAR 04/22/2039 | Long | Debt | US | $5M | – | 0.02 |
| MORGAN STANLEY 5.123/VAR 02/01/2029 | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY 5.164/VAR 04/20/2029 | Long | Debt | US | $1M | – | 0.01 |
| MORGAN STANLEY 5.173%/VAR 01/16/2030 | Long | Debt | US | $10M | – | 0.04 |
| MORGAN STANLEY 5.25/VAR 04/21/2034 | Long | Debt | US | $3M | – | 0.01 |
| MORGAN STANLEY 5.297%/VAR 04/20/2037 | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY 5.597/VAR 03/24/2051 | Long | Debt | US | $1M | – | 0.00 |
| MORGAN STANLEY 5.948%/VAR 01/19/2038 | Long | Debt | US | $1M | – | 0.00 |
| MORGAN STANLEY 6.296/VAR 10/18/2028 | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY 6.342%/VAR 10/18/2033 | Long | Debt | US | $2M | – | 0.01 |
| MORGAN STANLEY 6.375% 07/24/2042 | Long | Debt | US | $5M | – | 0.02 |
| MORGAN STANLEY 7.25% 04/01/2032 | Long | Debt | US | $201K | – | 0.00 |
| Morgan Stanley Capital I Trust 2.698% 02/15/2053 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MORGAN STANLEY SOFR 1.593%/VAR 05/04/2027 | Long | Debt | US | $16M | – | 0.07 |
| MOSAIC CO NEW 4.05% 11/15/2027 | Long | Debt | US | $3M | – | 0.01 |
| MOSAIC CO NEW 5.45% 11/15/2033 | Long | Debt | US | $494K | – | 0.00 |
| MOSAIC CO NEW 5.625% 11/15/2043 | Long | Debt | US | $634K | – | 0.00 |
| MOTOROLA SOLUTIONS INC 5.5% 09/01/2044 | Long | Debt | US | $1M | – | 0.01 |
| MPLX LP 4.125% 03/01/2027 | Long | Debt | US | $2M | – | 0.01 |
| MPLX LP 4.7% 04/15/2048 | Long | Debt | US | $3M | – | 0.01 |
| MPLX LP 4.8% 02/15/2029 | Long | Debt | US | $3M | – | 0.01 |
| MPLX LP 5.2% 03/01/2047 | Long | Debt | US | $980K | – | 0.00 |
| MPLX LP 5.5% 02/15/2049 | Long | Debt | US | $2M | – | 0.01 |
| MPLX LP 5.65% 03/01/2053 | Long | Debt | US | $2M | – | 0.01 |
| MPLX LP 5% 03/01/2033 | Long | Debt | US | $4M | – | 0.02 |
| MSBAM 2015-C20 A4 3.249% 02/15/48 (MORGAN STANLEY BK AMER MERRILL LYNCH TR 2015-C20) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MYLAN INC 5.2% 04/15/2048 | Long | Debt | US | $2M | – | 0.01 |
| NASDAQ INC 1.65% 01/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| NASDAQ INC 3.85% 06/30/2026 | Long | Debt | US | $971K | – | 0.00 |
| NASDAQ INC 5.35% 06/28/2028 | Long | Debt | US | $3M | – | 0.01 |
| NASDAQ INC 5.95% 08/15/2053 | Long | Debt | US | $2M | – | 0.01 |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 4.787% 01/10/2029 (NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH) | Long | Debt | US | $4M | – | 0.02 |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 5.132% 11/22/2024 (NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH) | Long | Debt | US | $6M | – | 0.02 |
| NATIONAL GRID PLC 5.418% 01/11/2034 | Long | Debt | GB | $488K | – | 0.00 |
| NATIONAL RURAL UTL COOP FIN 4.15% 12/15/2032 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $5M | – | 0.02 |
| NATIONAL RURAL UTL COOP FIN 5.8% 01/15/2033 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP) | Long | Debt | US | $2M | – | 0.01 |
| NATWEST GROUP PLC 4.8% 04/05/2026 | Long | Debt | GB | $1M | – | 0.00 |
| NATWEST GROUP PLC 5.778%/VAR 03/01/2035 | Long | Debt | GB | $2M | – | 0.01 |
| NATWEST GROUP PLC 5.808%/VAR 09/13/2029 | Long | Debt | GB | $2M | – | 0.01 |
| NATWEST GROUP PLC 6.156% 03/02/2027 | Long | Debt | GB | $2M | – | 0.01 |
| NEVADA POWER CO 5.9% 05/01/2053 | Long | Debt | US | $1M | – | 0.01 |
| NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BDS-TAXABLE-SER F 7.414% 1/1/40 | Long | Debt | US | $4M | – | 0.02 |
| NEW YORK and PRESBYTERIAN HOSP 4.024% 08/01/2045 | Long | Debt | US | $520K | – | 0.00 |
| NEW YORK and PRESBYTERIAN HOSP 4.063% 08/01/2056 | Long | Debt | US | $372K | – | 0.00 |
| NEW YORK N Y TAXABLE-BUILD AMER BDS-F-1 (NEW YORK CITY GO) | Long | Debt | US | $3M | – | 0.01 |
| NEW YORK NY CITY MUN WTR FIN AUTH WTR and SWR REV BUILD AMERICA BONDS (NEW YORK NY CTY MUN WTR FIN AU) | Long | Debt | US | $2M | – | 0.01 |
| NEW YORK NY CITY TRANSITIONALFIN AINH REV BUILD AMERICA BONDS (NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV) | Long | Debt | US | $2M | – | 0.01 |
| NEW YORK ST D 2.202% 3/15/2034 (NEW YORK ST DORM AUTH ST PERSINCOME TAX REV) | Long | Debt | US | $5M | – | 0.02 |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD 3.25% 05/13/2030 144A | Long | Debt | US | $985K | – | 0.00 |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD 5.35% 03/15/2034 144A | Long | Debt | US | $1M | – | 0.01 |
| NEWMONT CORP 2.25% 10/01/2030 | Long | Debt | US | $929K | – | 0.00 |
| NEWMONT CORP 4.875% 03/15/2042 | Long | Debt | US | $640K | – | 0.00 |
| NEWMONT CORP 5.45% 06/09/2044 | Long | Debt | US | $1M | – | 0.00 |
| NEWMONT CORP 6.25% 10/01/2039 | Long | Debt | US | $2M | – | 0.01 |
| NEXTERA ENERGY CAP HLDGS INC 2.25% 06/01/2030 | Long | Debt | US | $1M | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC 2.75% 11/01/2029 | Long | Debt | US | $7M | – | 0.03 |
| NEXTERA ENERGY CAP HLDGS INC 3.5% 04/01/2029 | Long | Debt | US | $4M | – | 0.01 |
| NEXTERA ENERGY CAP HLDGS INC 3% 01/15/2052 | Long | Debt | US | $947K | – | 0.00 |
| NEXTERA ENERGY CAP HLDGS INC 4.625% 07/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| NEXTERA ENERGY CAP HLDGS INC 4.9% 02/28/2028 | Long | Debt | US | $2M | – | 0.01 |
| NEXTERA ENERGY CAP HLDGS INC 5.25% 02/28/2053 | Long | Debt | US | $3M | – | 0.01 |
| NIKE INC 2.4% 03/27/2025 | Long | Debt | US | $10M | – | 0.04 |
| NIKE INC 2.85% 03/27/2030 | Long | Debt | US | $994K | – | 0.00 |
| NIKE INC 3.25% 03/27/2040 | Long | Debt | US | $4M | – | 0.01 |
| NIKE INC 3.375% 11/01/2046 | Long | Debt | US | $590K | – | 0.00 |
| NISOURCE INC 0.95% 08/15/2025 | Long | Debt | US | $4M | – | 0.02 |
| NISOURCE INC 1.7% 02/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| NISOURCE INC 2.95% 09/01/2029 | Long | Debt | US | $1M | – | 0.01 |
| NISOURCE INC 3.49% 05/15/2027 | Long | Debt | US | $1M | – | 0.01 |
| NISOURCE INC 3.95% 03/30/2048 | Long | Debt | US | $1M | – | 0.01 |
| NISOURCE INC 4.375% 05/15/2047 | Long | Debt | US | $695K | – | 0.00 |
| NISOURCE INC 4.8% 02/15/2044 | Long | Debt | US | $855K | – | 0.00 |
| NNN REIT INC 3% 04/15/2052 | Long | Debt | US | $1M | – | 0.01 |
| NOMURA HOLDINGS INC 1.653% 07/14/2026 | Long | Debt | JP | $921K | – | 0.00 |
| NOMURA HOLDINGS INC 2.172% 07/14/2028 | Long | Debt | JP | $1M | – | 0.00 |
| NOMURA HOLDINGS INC 3.103% 01/16/2030 | Long | Debt | JP | $6M | – | 0.02 |
| NOMURA HOLDINGS INC 5.386% 07/06/2027 | Long | Debt | JP | $3M | – | 0.01 |
| NOMURA HOLDINGS INC 6.07% 07/12/2028 | Long | Debt | JP | $1M | – | 0.00 |
| NOMURA HOLDINGS INC 6.181% 01/18/2033 | Long | Debt | JP | $1M | – | 0.00 |
| NORFOLK SOUTHERN CORP 2.3% 05/15/2031 | Long | Debt | US | $835K | – | 0.00 |
| NORFOLK SOUTHERN CORP 3.65% 08/01/2025 | Long | Debt | US | $2M | – | 0.01 |
| NORFOLK SOUTHERN CORP 3.8% 08/01/2028 | Long | Debt | US | $2M | – | 0.01 |
| NORFOLK SOUTHERN CORP 3.95% 10/01/2042 | Long | Debt | US | $273K | – | 0.00 |
| NORFOLK SOUTHERN CORP 4.05% 08/15/2052 | Long | Debt | US | $948K | – | 0.00 |
| NORFOLK SOUTHERN CORP 4.1% 05/15/2121 | Long | Debt | US | $916K | – | 0.00 |
| NORFOLK SOUTHERN CORP 4.15% 02/28/2048 | Long | Debt | US | $4M | – | 0.01 |
| NORFOLK SOUTHERN CORP 4.65% 01/15/2046 | Long | Debt | US | $506K | – | 0.00 |
| NORFOLK SOUTHERN CORP 5.35% 08/01/2054 | Long | Debt | US | $4M | – | 0.01 |
| NORTHERN STATES POWER CO (MN) 2.6% 06/01/2051 | Long | Debt | US | $596K | – | 0.00 |
| NORTHERN STATES POWER CO (MN) 3.4% 08/15/2042 | Long | Debt | US | $269K | – | 0.00 |
| NORTHERN STATES POWER CO (MN) 4.125% 05/15/2044 | Long | Debt | US | $655K | – | 0.00 |
| NORTHERN STATES POWER CO (MN) 5.1% 05/15/2053 | Long | Debt | US | $2M | – | 0.01 |
| NORTHERN TRUST CORP 1.95% 05/01/2030 | Long | Debt | US | $42K | – | 0.00 |
| NORTHERN TRUST CORP 4% 05/10/2027 | Long | Debt | US | $1M | – | 0.00 |
| NORTHERN TRUST CORP 6.125% 11/02/2032 | Long | Debt | US | $1M | – | 0.01 |
| NORTHROP GRUMMAN CORP 3.25% 01/15/2028 | Long | Debt | US | $1M | – | 0.01 |
| NORTHROP GRUMMAN CORP 3.85% 04/15/2045 | Long | Debt | US | $263K | – | 0.00 |
| NORTHROP GRUMMAN CORP 4.03% 10/15/2047 | Long | Debt | US | $1M | – | 0.00 |
| NORTHROP GRUMMAN CORP 4.4% 05/01/2030 | Long | Debt | US | $4M | – | 0.02 |
| NORTHROP GRUMMAN CORP 4.7% 03/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| NORTHROP GRUMMAN CORP 4.75% 06/01/2043 | Long | Debt | US | $2M | – | 0.01 |
| NORTHROP GRUMMAN CORP 5.2% 06/01/2054 | Long | Debt | US | $2M | – | 0.01 |
| NORTHWESTERN UNIV 3.662% 12/01/2057 | Long | Debt | US | $2M | – | 0.01 |
| NORTHWESTERN UNIV 4.643% 12/01/2044 | Long | Debt | US | $558K | – | 0.00 |
| NOVANT HEALTH INC 3.168% 11/01/2051 | Long | Debt | US | $2M | – | 0.01 |
| NOVARTIS CAP CORP 1.75% 02/14/2025 | Long | Debt | US | $975K | – | 0.00 |
| NOVARTIS CAP CORP 2.75% 08/14/2050 | Long | Debt | US | $2M | – | 0.01 |
| NOVARTIS CAP CORP 2% 02/14/2027 | Long | Debt | US | $1M | – | 0.01 |
| NOVARTIS CAP CORP 3.1% 05/17/2027 | Long | Debt | US | $47K | – | 0.00 |
| NOVARTIS CAP CORP 3.7% 09/21/2042 | Long | Debt | US | $1M | – | 0.01 |
| NOVARTIS CAP CORP 3% 11/20/2025 | Long | Debt | US | $2M | – | 0.01 |
| NOVARTIS CAP CORP 4% 11/20/2045 | Long | Debt | US | $779K | – | 0.00 |
| NSTAR ELEC CO 3.2% 05/15/2027 | Long | Debt | US | $1M | – | 0.01 |
| NSTAR ELEC CO 4.95% 09/15/2052 | Long | Debt | US | $898K | – | 0.00 |
| NUCOR CORP 2.979% 12/15/2055 | Long | Debt | US | $1M | – | 0.01 |
| NUCOR CORP 3.125% 04/01/2032 | Long | Debt | US | $864K | – | 0.00 |
| NUCOR CORP 4.3% 05/23/2027 | Long | Debt | US | $2M | – | 0.01 |
| NUTRIEN LTD 2.95% 05/13/2030 | Long | Debt | CA | $2M | – | 0.01 |
| NUTRIEN LTD 4.9% 06/01/2043 | Long | Debt | CA | $355K | – | 0.00 |
| NUTRIEN LTD 4% 12/15/2026 | Long | Debt | CA | $2M | – | 0.01 |
| NUTRIEN LTD 5.25% 01/15/2045 | Long | Debt | CA | $576K | – | 0.00 |
| NUTRIEN LTD 5.625% 12/01/2040 | Long | Debt | CA | $312K | – | 0.00 |
| NUTRIEN LTD 5.8% 03/27/2053 | Long | Debt | CA | $993K | – | 0.00 |
| NUTRIEN LTD 5% 04/01/2049 | Long | Debt | CA | $1M | – | 0.01 |
| NVIDIA CORP 2.85% 04/01/2030 | Long | Debt | US | $79K | – | 0.00 |
| NVIDIA CORP 2% 06/15/2031 | Long | Debt | US | $1M | – | 0.00 |
| NVIDIA CORP 3.5% 04/01/2040 | Long | Debt | US | $827K | – | 0.00 |
| NVIDIA CORP 3.5% 04/01/2050 | Long | Debt | US | $3M | – | 0.01 |
| NXP B V/NXP FDG LLC/NXP USA INC 2.65% 02/15/2032 | Long | Debt | NL | $2M | – | 0.01 |
| NXP B V/NXP FDG LLC/NXP USA INC 3.25% 05/11/2041 | Long | Debt | NL | $1M | – | 0.01 |
| NXP B V/NXP FDG LLC/NXP USA INC 4.3% 06/18/2029 | Long | Debt | NL | $4M | – | 0.02 |
| NXP BV/NXP FDG LLC 5.55% 12/01/2028 | Long | Debt | NL | $1M | – | 0.01 |
| NY *PORT AUTH-TXB-164TH 5.647% 11/01/40 (PORT AUTH NY and NJ) | Long | Debt | US | $962K | – | 0.00 |
| NYU LANGONE HOSPITALS 4.784% 07/01/2044 | Long | Debt | US | $1M | – | 0.01 |
| OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028 | Long | Debt | US | $6M | – | 0.03 |
| OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031 | Long | Debt | US | $7M | – | 0.03 |
| OESTERREICHISCHE KONTROLLBANK 0.375% 09/17/2025 | Long | Debt | AT | $2M | – | 0.01 |
| OGLETHORPE PWR CORP 4.5% 04/01/2047 | Long | Debt | US | $1M | – | 0.01 |
| OGLETHORPE PWR CORP 5.95% 11/01/2039 | Long | Debt | US | $1M | – | 0.00 |
| OHIO POWER CO 5% 06/01/2033 | Long | Debt | US | $2M | – | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031 | Long | Debt | US | $851K | – | 0.00 |
| OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025 | Long | Debt | US | $1M | – | 0.01 |
| OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027 | Long | Debt | US | $4M | – | 0.01 |
| ONCOR ELEC DELIVERY CO LLC 0.55% 10/01/2025 | Long | Debt | US | $6M | – | 0.02 |
| ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049 | Long | Debt | US | $647K | – | 0.00 |
| ONCOR ELEC DELIVERY CO LLC 3.75% 04/01/2045 | Long | Debt | US | $2M | – | 0.01 |
| ONCOR ELEC DELIVERY CO LLC 3.8% 09/30/2047 | Long | Debt | US | $2M | – | 0.01 |
| ONCOR ELEC DELIVERY CO LLC 4.1% 11/15/2048 | Long | Debt | US | $805K | – | 0.00 |
| ONCOR ELEC DELIVERY CO LLC 4.55% 09/15/2032 | Long | Debt | US | $1M | – | 0.00 |
| ONE GAS INC 4.658% 02/01/2044 | Long | Debt | US | $1M | – | 0.01 |
| ONEOK INC 3.95% 03/01/2050 | Long | Debt | US | $1M | – | 0.00 |
| ONEOK INC 4.25% 09/15/2046 | Long | Debt | US | $766K | – | 0.00 |
| ONEOK INC 4.45% 09/01/2049 | Long | Debt | US | $877K | – | 0.00 |
| ONEOK INC 4.95% 07/13/2047 | Long | Debt | US | $892K | – | 0.00 |
| ONEOK INC 5.2% 07/15/2048 | Long | Debt | US | $476K | – | 0.00 |
| ONEOK INC 5.65% 11/01/2028 | Long | Debt | US | $910K | – | 0.00 |
| ONEOK INC 5% 03/01/2026 | Long | Debt | US | $530K | – | 0.00 |
| ONEOK INC 6.05% 09/01/2033 | Long | Debt | US | $3M | – | 0.01 |
| ONEOK INC 6.1% 11/15/2032 | Long | Debt | US | $5M | – | 0.02 |
| ONEOK INC 6.35% 01/15/2031 | Long | Debt | US | $5M | – | 0.02 |
| ONEOK INC 6.625% 09/01/2053 | Long | Debt | US | $2M | – | 0.01 |
| ONTARIO PROVINCE CDA 1.125% 10/07/2030 | Long | Debt | CA | $3M | – | 0.01 |
| ONTARIO PROVINCE CDA 1.8% 10/14/2031 | Long | Debt | CA | $8M | – | 0.03 |
| ONTARIO PROVINCE CDA 2.3% 06/15/2026 | Long | Debt | CA | $21M | – | 0.09 |
| ONTARIO PROVINCE CDA 2.5% 04/27/2026 | Long | Debt | CA | $850K | – | 0.00 |
| ORACLE CORP 2.5% 04/01/2025 | Long | Debt | US | $3M | – | 0.01 |
| ORACLE CORP 2.65% 07/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| ORACLE CORP 2.8% 04/01/2027 | Long | Debt | US | $17M | – | 0.07 |
| ORACLE CORP 2.875% 03/25/2031 | Long | Debt | US | $4M | – | 0.02 |
| ORACLE CORP 3.4% 07/08/2024 | Long | Debt | US | $840K | – | 0.00 |
| ORACLE CORP 3.6% 04/01/2050 | Long | Debt | US | $348K | – | 0.00 |
| ORACLE CORP 3.65% 03/25/2041 | Long | Debt | US | $3M | – | 0.01 |
| ORACLE CORP 3.85% 04/01/2060 | Long | Debt | US | $2M | – | 0.01 |
| ORACLE CORP 3.85% 07/15/2036 | Long | Debt | US | $2M | – | 0.01 |
| ORACLE CORP 3.9% 05/15/2035 | Long | Debt | US | $7M | – | 0.03 |
| ORACLE CORP 3.95% 03/25/2051 | Long | Debt | US | $4M | – | 0.02 |
| ORACLE CORP 4.1% 03/25/2061 | Long | Debt | US | $1M | – | 0.00 |
| ORACLE CORP 4.125% 05/15/2045 | Long | Debt | US | $421K | – | 0.00 |
| ORACLE CORP 4.3% 07/08/2034 | Long | Debt | US | $2M | – | 0.01 |
| ORACLE CORP 4.375% 05/15/2055 | Long | Debt | US | $2M | – | 0.01 |
| ORACLE CORP 4% 07/15/2046 | Long | Debt | US | $1M | – | 0.01 |
| ORACLE CORP 4% 11/15/2047 | Long | Debt | US | $3M | – | 0.01 |
| ORACLE CORP 5.375% 07/15/2040 | Long | Debt | US | $8M | – | 0.03 |
| ORACLE CORP 6.25% 11/09/2032 | Long | Debt | US | $4M | – | 0.02 |
| ORACLE CORP 6.9% 11/09/2052 | Long | Debt | US | $2M | – | 0.01 |
| ORANGE 5.5% 02/06/2044 | Long | Debt | FR | $523K | – | 0.00 |
| OREILLY AUTOMOTIVE INC 4.7% 06/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| ORLANDO HEALTH OBLIGATED GRP 3.327% 10/01/2050 | Long | Debt | US | $1M | – | 0.00 |
| OTIS WORLDWIDE CORP 2.293% 04/05/2027 | Long | Debt | US | $1M | – | 0.01 |
| OTIS WORLDWIDE CORP 2.565% 02/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| OTIS WORLDWIDE CORP 3.362% 02/15/2050 | Long | Debt | US | $280K | – | 0.00 |
| OTIS WORLDWIDE CORP 5.25% 08/16/2028 | Long | Debt | US | $2M | – | 0.01 |
| OVINTIV INC 6.25% 07/15/2033 | Long | Debt | US | $1M | – | 0.00 |
| OVINTIV INC 6.5% 02/01/2038 | Long | Debt | US | $3M | – | 0.01 |
| OWENS CORNING NEW 4.3% 07/15/2047 | Long | Debt | US | $1M | – | 0.01 |
| OWENS CORNING NEW 5.95% 06/15/2054 | Long | Debt | US | $1M | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 2.1% 08/01/2027 | Long | Debt | US | $3M | – | 0.01 |
| PACIFIC GAS and ELECTRIC CO 2.5% 02/01/2031 | Long | Debt | US | $3M | – | 0.01 |
| PACIFIC GAS and ELECTRIC CO 3.25% 06/01/2031 | Long | Debt | US | $4M | – | 0.02 |
| PACIFIC GAS and ELECTRIC CO 3.3% 08/01/2040 | Long | Debt | US | $2M | – | 0.01 |
| PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025 | Long | Debt | US | $976K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 4.2% 06/01/2041 | Long | Debt | US | $788K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 4.3% 03/15/2045 | Long | Debt | US | $4M | – | 0.02 |
| PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | Long | Debt | US | $4M | – | 0.02 |
| PACIFIC GAS and ELECTRIC CO 4% 12/01/2046 | Long | Debt | US | $2M | – | 0.01 |
| PACIFIC GAS and ELECTRIC CO 5.8% 05/15/2034 | Long | Debt | US | $499K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 5.9% 06/15/2032 | Long | Debt | US | $604K | – | 0.00 |
| PACIFIC GAS and ELECTRIC CO 6.75% 01/15/2053 | Long | Debt | US | $3M | – | 0.01 |
| PACIFIC GAS and ELECTRIC CO 6.95% 03/15/2034 | Long | Debt | US | $4M | – | 0.01 |
| PACIFICORP 2.9% 06/15/2052 | Long | Debt | US | $989K | – | 0.00 |
| PACIFICORP 4.125% 01/15/2049 | Long | Debt | US | $2M | – | 0.01 |
| PACIFICORP 5.35% 12/01/2053 | Long | Debt | US | $2M | – | 0.01 |
| PACIFICORP 5.8% 01/15/2055 | Long | Debt | US | $2M | – | 0.01 |
| PACIFICORP 6.25% 10/15/2037 | Long | Debt | US | $1M | – | 0.00 |
| PACIFICORP 6% 01/15/2039 | Long | Debt | US | $1M | – | 0.00 |
| PANAMA REPUBLIC OF 2.252% 09/29/2032 | Long | Debt | PA | $4M | – | 0.02 |
| PANAMA REPUBLIC OF 3.16% 01/23/2030 | Long | Debt | PA | $3M | – | 0.01 |
| PANAMA REPUBLIC OF 3.75% 03/16/2025 | Long | Debt | PA | $11M | – | 0.04 |
| PANAMA REPUBLIC OF 4.3% 04/29/2053 | Long | Debt | PA | $638K | – | 0.00 |
| PANAMA REPUBLIC OF 4.5% 04/01/2056 | Long | Debt | PA | $3M | – | 0.01 |
| PANAMA REPUBLIC OF 4.5% 04/16/2050 | Long | Debt | PA | $2M | – | 0.01 |
| PANAMA REPUBLIC OF 6.4% 02/14/2035 | Long | Debt | PA | $4M | – | 0.01 |
| PANAMA REPUBLIC OF 6.7% 01/26/2036 | Long | Debt | PA | $2M | – | 0.01 |
| PARAMOUNT GLOBAL 3.375% 02/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| PARAMOUNT GLOBAL 4.375% 03/15/2043 | Long | Debt | US | $322K | – | 0.00 |
| PARAMOUNT GLOBAL 4.6% 01/15/2045 | Long | Debt | US | $899K | – | 0.00 |
| PARAMOUNT GLOBAL 4.95% 01/15/2031 | Long | Debt | US | $4M | – | 0.02 |
| PARAMOUNT GLOBAL 4.95% 05/19/2050 | Long | Debt | US | $1M | – | 0.00 |
| PARAMOUNT GLOBAL 5.85% 09/01/2043 | Long | Debt | US | $2M | – | 0.01 |
| PARKER-HANNIFIN CORP 3.25% 03/01/2027 | Long | Debt | US | $959K | – | 0.00 |
| PARKER-HANNIFIN CORP 4.1% 03/01/2047 | Long | Debt | US | $803K | – | 0.00 |
| PARKER-HANNIFIN CORP 4.25% 09/15/2027 | Long | Debt | US | $5M | – | 0.02 |
| PARKER-HANNIFIN CORP 4.5% 09/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| PAYPAL HLDGS INC 1.65% 06/01/2025 | Long | Debt | US | $4M | – | 0.02 |
| PAYPAL HLDGS INC 2.3% 06/01/2030 | Long | Debt | US | $2M | – | 0.01 |
| PAYPAL HLDGS INC 2.85% 10/01/2029 | Long | Debt | US | $3M | – | 0.01 |
| PAYPAL HLDGS INC 5.25% 06/01/2062 | Long | Debt | US | $1M | – | 0.01 |
| PECO ENERGY COMPANY 3.9% 03/01/2048 | Long | Debt | US | $2M | – | 0.01 |
| PEPSICO INC 1.625% 05/01/2030 | Long | Debt | US | $3M | – | 0.01 |
| PEPSICO INC 2.375% 10/06/2026 | Long | Debt | US | $1M | – | 0.00 |
| PEPSICO INC 3.875% 03/19/2060 | Long | Debt | US | $2M | – | 0.01 |
| PEPSICO INC 3% 10/15/2027 | Long | Debt | US | $42K | – | 0.00 |
| PEPSICO INC 4.25% 10/22/2044 | Long | Debt | US | $915K | – | 0.00 |
| PEPSICO INC 4.45% 02/15/2033 | Long | Debt | US | $5M | – | 0.02 |
| PEPSICO INC 4.45% 04/14/2046 | Long | Debt | US | $913K | – | 0.00 |
| PEPSICO INC 4% 05/02/2047 | Long | Debt | US | $3M | – | 0.01 |
| PERU REPUBLIC OF 1.862% 12/01/2032 (PERU, REPUBLIC OF) | Long | Debt | PE | $5M | – | 0.02 |
| PERU REPUBLIC OF 2.392% 01/23/2026 (PERU, REPUBLIC OF) | Long | Debt | PE | $7M | – | 0.03 |
| PERU REPUBLIC OF 2.78% 12/01/2060 (PERU, REPUBLIC OF) | Long | Debt | PE | $2M | – | 0.01 |
| PERU REPUBLIC OF 2.844% 06/20/2030 (PERU, REPUBLIC OF) | Long | Debt | PE | $3M | – | 0.01 |
| PERU REPUBLIC OF 3.55% 03/10/2051 (PERU, REPUBLIC OF) | Long | Debt | PE | $3M | – | 0.01 |
| PERU REPUBLIC OF 4.125% 08/25/2027 (PERU, REPUBLIC OF) | Long | Debt | PE | $882K | – | 0.00 |
| PERU REPUBLIC OF 6.55% 03/14/2037 (PERU, REPUBLIC OF) | Long | Debt | PE | $3M | – | 0.01 |
| PFIZER INC 2.55% 05/28/2040 | Long | Debt | US | $3M | – | 0.01 |
| PFIZER INC 2.7% 05/28/2050 | Long | Debt | US | $512K | – | 0.00 |
| PFIZER INC 3.45% 03/15/2029 | Long | Debt | US | $12M | – | 0.05 |
| PFIZER INC 3.9% 03/15/2039 | Long | Debt | US | $954K | – | 0.00 |
| PFIZER INC 3% 12/15/2026 | Long | Debt | US | $1M | – | 0.00 |
| PFIZER INC 4.125% 12/15/2046 | Long | Debt | US | $2M | – | 0.01 |
| PFIZER INC 4.2% 09/15/2048 | Long | Debt | US | $1M | – | 0.00 |
| PFIZER INC 4.3% 06/15/2043 | Long | Debt | US | $380K | – | 0.00 |
| PFIZER INC 4.4% 05/15/2044 | Long | Debt | US | $664K | – | 0.00 |
| PFIZER INC 4% 12/15/2036 | Long | Debt | US | $2M | – | 0.01 |
| PFIZER INC 7.2% 03/15/2039 | Long | Debt | US | $1M | – | 0.00 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.45% 05/19/2028 | Long | Debt | SG | $7M | – | 0.03 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.65% 05/19/2030 | Long | Debt | SG | $4M | – | 0.02 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 4.75% 05/19/2033 | Long | Debt | SG | $9M | – | 0.04 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.11% 05/19/2043 | Long | Debt | SG | $3M | – | 0.01 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.3% 05/19/2053 | Long | Debt | SG | $4M | – | 0.02 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD 5.34% 05/19/2063 | Long | Debt | SG | $4M | – | 0.02 |
| PG and E WILDFIRE RECOVERY 5.099% 06/01/2054 | Long | Debt | US | $2M | – | 0.01 |
| PG and E WILDFIRE RECOVERY 5.212% 12/01/2049 | Long | Debt | US | $3M | – | 0.01 |
| PHILIP MORRIS INTL INC 2.75% 02/25/2026 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $640K | – | 0.00 |
| PHILIP MORRIS INTL INC 3.375% 08/15/2029 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $3M | – | 0.01 |
| PHILIP MORRIS INTL INC 3.875% 08/21/2042 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $672K | – | 0.00 |
| PHILIP MORRIS INTL INC 4.125% 03/04/2043 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $4M | – | 0.02 |
| PHILIP MORRIS INTL INC 4.875% 02/15/2028 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| PHILIP MORRIS INTL INC 4.875% 11/15/2043 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $953K | – | 0.00 |
| PHILIP MORRIS INTL INC 5.125% 11/17/2027 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| PHILIP MORRIS INTL INC 5.375% 02/15/2033 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $5M | – | 0.02 |
| PHILIP MORRIS INTL INC 5.75% 11/17/2032 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.01 |
| PHILIP MORRIS INTL INC 6.375% 05/16/2038 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $277K | – | 0.00 |
| PHILIPPINES REPUBLIC OF 1.648% 06/10/2031 | Long | Debt | PH | $1M | – | 0.01 |
| PHILIPPINES REPUBLIC OF 2.65% 12/10/2045 | Long | Debt | PH | $764K | – | 0.00 |
| PHILIPPINES REPUBLIC OF 3.7% 03/01/2041 | Long | Debt | PH | $9M | – | 0.04 |
| PHILIPPINES REPUBLIC OF 3.75% 01/14/2029 | Long | Debt | PH | $938K | – | 0.00 |
| PHILIPPINES REPUBLIC OF 3.95% 01/20/2040 | Long | Debt | PH | $3M | – | 0.01 |
| PHILIPPINES REPUBLIC OF 3% 02/01/2028 | Long | Debt | PH | $3M | – | 0.01 |
| PHILIPPINES REPUBLIC OF 5.17% 10/13/2027 | Long | Debt | PH | $5M | – | 0.02 |
| PHILIPPINES REPUBLIC OF 5.25% 05/14/2034 | Long | Debt | PH | $2M | – | 0.01 |
| PHILIPPINES REPUBLIC OF 6.375% 10/23/2034 | Long | Debt | PH | $2M | – | 0.01 |
| PHILIPPINES REPUBLIC OF 7.75% 01/14/2031 | Long | Debt | PH | $3M | – | 0.01 |
| PHILIPPINES REPUBLIC OF 9.5% 02/02/2030 | Long | Debt | PH | $3M | – | 0.01 |
| PHILLIPS 66 3.9% 03/15/2028 | Long | Debt | US | $4M | – | 0.02 |
| PHILLIPS 66 4.65% 11/15/2034 | Long | Debt | US | $927K | – | 0.00 |
| PHILLIPS 66 4.875% 11/15/2044 | Long | Debt | US | $160K | – | 0.00 |
| PHILLIPS 66 5.875% 05/01/2042 | Long | Debt | US | $2M | – | 0.01 |
| PHILLIPS 66 CO 3.15% 12/15/2029 | Long | Debt | US | $4M | – | 0.02 |
| PHILLIPS 66 CO 5.65% 06/15/2054 | Long | Debt | US | $3M | – | 0.01 |
| PIEDMONT HEALTHCARE INC 2.719% 01/01/2042 | Long | Debt | US | $2M | – | 0.01 |
| PIEDMONT NATURAL GAS CO 3.5% 06/01/2029 | Long | Debt | US | $4M | – | 0.02 |
| PIEDMONT NATURAL GAS CO 5.4% 06/15/2033 | Long | Debt | US | $798K | – | 0.00 |
| PIEDMONT OPERATING PARTNERSHIP LP 3.15% 08/15/2030 | Long | Debt | US | $948K | – | 0.00 |
| PILGRIMS PRIDE CORP NEW 6.25% 07/01/2033 | Long | Debt | US | $3M | – | 0.01 |
| PIONEER NATURAL RESOURCES CO 1.9% 08/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030 | Long | Debt | US | $4M | – | 0.02 |
| PLAINS ALL AM PIPELN/PAA FIN C 4.9% 02/15/2045 | Long | Debt | US | $288K | – | 0.00 |
| PLAINS ALL AM PIPELN/PAA FIN C 6.65% 01/15/2037 | Long | Debt | US | $2M | – | 0.01 |
| PNC BANK NA PITTSBURGH PA 2.7% 10/22/2029 | Long | Debt | US | $2M | – | 0.01 |
| PNC FINANCIAL SERVICES GRP INC 1.15% 08/13/2026 | Long | Debt | US | $14M | – | 0.06 |
| PNC FINANCIAL SERVICES GRP INC 2.2% 11/01/2024 | Long | Debt | US | $3M | – | 0.01 |
| PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029 | Long | Debt | US | $2M | – | 0.01 |
| PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035 | Long | Debt | US | $3M | – | 0.01 |
| PNC FINANCIAL SERVICES GRP INC 5.939%/VAR 08/18/2034 | Long | Debt | US | $5M | – | 0.02 |
| PNC FINANCIAL SERVICES GRP INC SOFR+ 12/02/2028 | Long | Debt | US | $2M | – | 0.01 |
| POLAND REPUBLIC OF 3.25% 04/06/2026 | Long | Debt | PL | $1M | – | 0.00 |
| POLAND REPUBLIC OF 4.625% 03/18/2029 | Long | Debt | PL | $1M | – | 0.01 |
| POLAND REPUBLIC OF 5.125% 09/18/2034 | Long | Debt | PL | $3M | – | 0.01 |
| POLAND REPUBLIC OF 5.5% 03/18/2054 | Long | Debt | PL | $3M | – | 0.01 |
| POLAND REPUBLIC OF 5.5% 04/04/2053 | Long | Debt | PL | $3M | – | 0.01 |
| POLAND REPUBLIC OF 5.75% 11/16/2032 | Long | Debt | PL | $4M | – | 0.02 |
| PORT AUTHORITY 3.175% 7/15/2060 (PORT AUTH NY and NJ) | Long | Debt | US | $4M | – | 0.02 |
| PORT NY NJ 4.96% 8/1/2046 (PORT AUTH NY and NJ) | Long | Debt | US | $874K | – | 0.00 |
| POTOMAC ELECTRIC POWER CO 6.5% 11/15/2037 | Long | Debt | US | $747K | – | 0.00 |
| PPG INDUSTRIES INC 1.2% 03/15/2026 | Long | Debt | US | $3M | – | 0.01 |
| PPL CAP FDG INC 3.1% 05/15/2026 | Long | Debt | US | $1M | – | 0.01 |
| PPL ELEC UTILS CORP 3% 10/01/2049 | Long | Debt | US | $2M | – | 0.01 |
| PPL ELEC UTILS CORP 4.15% 10/01/2045 | Long | Debt | US | $517K | – | 0.00 |
| PPL ELEC UTILS CORP 5.25% 05/15/2053 | Long | Debt | US | $954K | – | 0.00 |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.3% 07/15/2056 | Long | Debt | US | $615K | – | 0.00 |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE 3.619% 10/01/2037 | Long | Debt | US | $152K | – | 0.00 |
| PRINCETON UNIV 5.7% 03/01/2039 | Long | Debt | US | $190K | – | 0.00 |
| PRINCIPAL FINL GROUP INC 2.125% 06/15/2030 (PRINCIPAL FINANCIAL GROUP INC) | Long | Debt | US | $1M | – | 0.01 |
| PRINCIPAL FINL GROUP INC 4.3% 11/15/2046 (PRINCIPAL FINANCIAL GROUP INC) | Long | Debt | US | $1M | – | 0.00 |
| PRINCIPAL FINL GROUP INC 4.35% 05/15/2043 (PRINCIPAL FINANCIAL GROUP INC) | Long | Debt | US | $427K | – | 0.00 |
| PROCTER and GAMBLE CO 2.45% 11/03/2026 | Long | Debt | US | $3M | – | 0.01 |
| PROCTER and GAMBLE CO 2.8% 03/25/2027 | Long | Debt | US | $5M | – | 0.02 |
| PROCTER and GAMBLE CO 2.85% 08/11/2027 | Long | Debt | US | $757K | – | 0.00 |
| PROCTER and GAMBLE CO 3% 03/25/2030 | Long | Debt | US | $8M | – | 0.03 |
| PROGRESS ENERGY INC 6% 12/01/2039 | Long | Debt | US | $935K | – | 0.00 |
| PROGRESSIVE CORP OHIO 2.45% 01/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| PROGRESSIVE CORP OHIO 3.2% 03/26/2030 | Long | Debt | US | $2M | – | 0.01 |
| PROGRESSIVE CORP OHIO 4.125% 04/15/2047 | Long | Debt | US | $2M | – | 0.01 |
| PROGRESSIVE CORP OHIO 4.2% 03/15/2048 | Long | Debt | US | $915K | – | 0.00 |
| PROLOGIS LP 1.25% 10/15/2030 | Long | Debt | US | $5M | – | 0.02 |
| PROLOGIS LP 1.75% 02/01/2031 | Long | Debt | US | $4M | – | 0.02 |
| PROLOGIS LP 2.25% 04/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| PROLOGIS LP 3.05% 03/01/2050 | Long | Debt | US | $458K | – | 0.00 |
| PROLOGIS LP 3.25% 10/01/2026 | Long | Debt | US | $794K | – | 0.00 |
| PROLOGIS LP 4.875% 06/15/2028 | Long | Debt | US | $992K | – | 0.00 |
| PROLOGIS LP 5.25% 06/15/2053 | Long | Debt | US | $944K | – | 0.00 |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.7% 10/01/2051 | Long | Debt | US | $2M | – | 0.01 |
| PRUDENTIAL FINL INC 3.878% 03/27/2028 | Long | Debt | US | $708K | – | 0.00 |
| PRUDENTIAL FINL INC 3.905% 12/07/2047 | Long | Debt | US | $2M | – | 0.01 |
| PRUDENTIAL FINL INC 3.935% 12/07/2049 | Long | Debt | US | $1M | – | 0.01 |
| PRUDENTIAL FINL INC 4.35% 02/25/2050 | Long | Debt | US | $2M | – | 0.01 |
| PRUDENTIAL FINL INC 4.418% 03/27/2048 | Long | Debt | US | $940K | – | 0.00 |
| PRUDENTIAL FINL INC 4.6% 05/15/2044 | Long | Debt | US | $1M | – | 0.01 |
| PRUDENTIAL FINL INC 5.125%/VAR 03/01/2052 | Long | Debt | US | $929K | – | 0.00 |
| PRUDENTIAL FINL INC 5.7% 12/14/2036 | Long | Debt | US | $70K | – | 0.00 |
| PRUDENTIAL FINL INC 6.5%/VAR 03/15/2054 | Long | Debt | US | $1M | – | 0.00 |
| PRUDENTIAL FINL INC 6%/VAR 09/01/2052 | Long | Debt | US | $3M | – | 0.01 |
| PRUDENTIAL FUNDING ASIA PLC 3.125% 04/14/2030 | Long | Debt | GB | $1M | – | 0.00 |
| PUBLIC SERVICE CO OF CO 2.9% 05/15/2025 | Long | Debt | US | $2M | – | 0.01 |
| PUBLIC SERVICE CO OF CO 3.7% 06/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| PUBLIC SERVICE CO OF CO 3.8% 06/15/2047 | Long | Debt | US | $609K | – | 0.00 |
| PUBLIC SERVICE CO OF CO 4.5% 06/01/2052 | Long | Debt | US | $2M | – | 0.01 |
| PUBLIC SERVICE CO OF CO 6.25% 09/01/2037 | Long | Debt | US | $1M | – | 0.00 |
| PUBLIC SERVICE CO OF OK 2.2% 08/15/2031 | Long | Debt | US | $1M | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 2.45% 01/15/2030 | Long | Debt | US | $1M | – | 0.01 |
| PUBLIC SERVICE ELEC and GAS CO 3.1% 03/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| PUBLIC SERVICE ELEC and GAS CO 3.15% 01/01/2050 | Long | Debt | US | $2M | – | 0.01 |
| PUBLIC SERVICE ELEC and GAS CO 3.65% 09/01/2042 | Long | Debt | US | $393K | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 3% 03/01/2051 | Long | Debt | US | $2M | – | 0.01 |
| PUBLIC SERVICE ELEC and GAS CO 4% 06/01/2044 | Long | Debt | US | $707K | – | 0.00 |
| PUBLIC SERVICE ELEC and GAS CO 5.2% 08/01/2033 | Long | Debt | US | $3M | – | 0.01 |
| PUBLIC STORAGE 5.1% 08/01/2033 | Long | Debt | US | $4M | – | 0.02 |
| PUBLIC SVC CO OF NEW HAMPSHIRE 5.35% 10/01/2033 | Long | Debt | US | $902K | – | 0.00 |
| PUBLIC SVC ENTERPRISE GRP INC 2.45% 11/15/2031 (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Debt | US | $1M | – | 0.01 |
| PUBLIC SVC ENTERPRISE GRP INC 5.45% 04/01/2034 (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Debt | US | $593K | – | 0.00 |
| PUBLIC SVC ENTERPRISE GRP INC 5.85% 11/15/2027 (PUBLIC SERVICE ENTERPRISE GROUP INC) | Long | Debt | US | $4M | – | 0.02 |
| PUGET ENERGY INC 3.65% 05/15/2025 | Long | Debt | US | $1M | – | 0.01 |
| PUGET ENERGY INC 4.1% 06/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| PUGET SOUND ENERGY INC 4.3% 05/20/2045 | Long | Debt | US | $2M | – | 0.01 |
| QUALCOMM INC 1.65% 05/20/2032 | Long | Debt | US | $4M | – | 0.01 |
| QUALCOMM INC 2.15% 05/20/2030 | Long | Debt | US | $944K | – | 0.00 |
| QUALCOMM INC 3.25% 05/20/2027 | Long | Debt | US | $19K | – | 0.00 |
| QUALCOMM INC 4.3% 05/20/2047 | Long | Debt | US | $2M | – | 0.01 |
| QUALCOMM INC 4.65% 05/20/2035 | Long | Debt | US | $1M | – | 0.00 |
| QUALCOMM INC 4.8% 05/20/2045 | Long | Debt | US | $3M | – | 0.01 |
| QUALCOMM INC 5.4% 05/20/2033 | Long | Debt | US | $2M | – | 0.01 |
| QUEBEC PROVINCE CDA 1.5% 02/11/2025 | Long | Debt | CA | $6M | – | 0.02 |
| QUEBEC PROVINCE CDA 2.5% 04/20/2026 | Long | Debt | CA | $964K | – | 0.00 |
| QUEBEC PROVINCE CDA 2.75% 04/12/2027 | Long | Debt | CA | $8M | – | 0.03 |
| QUEBEC PROVINCE CDA 2.875% 10/16/2024 | Long | Debt | CA | $367K | – | 0.00 |
| QUEBEC PROVINCE CDA 4.5% 09/08/2033 | Long | Debt | CA | $3M | – | 0.01 |
| QUEST DIAGNOSTICS INC 2.95% 06/30/2030 | Long | Debt | US | $3M | – | 0.01 |
| RABOBANK NEDERLAND NY BRH 3.375% 05/21/2025 (RABOBANK NEDERLAND NEW YORK BRH) | Long | Debt | US | $523K | – | 0.00 |
| RABOBANK NEDERLAND NY BRH 4.8% 01/09/2029 (RABOBANK NEDERLAND NEW YORK BRH) | Long | Debt | US | $4M | – | 0.02 |
| RAYTHEON TECHNOLOGIES CORP 1.9% 09/01/2031 | Long | Debt | US | $5M | – | 0.02 |
| RAYTHEON TECHNOLOGIES CORP 3.15% 12/15/2024 | Long | Debt | US | $2M | – | 0.01 |
| RAYTHEON TECHNOLOGIES CORP 3.75% 11/01/2046 | Long | Debt | US | $140K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 4.05% 05/04/2047 | Long | Debt | US | $1M | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 4.15% 05/15/2045 | Long | Debt | US | $3M | – | 0.01 |
| RAYTHEON TECHNOLOGIES CORP 4.35% 04/15/2047 | Long | Debt | US | $970K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 4.45% 11/16/2038 | Long | Debt | US | $3M | – | 0.01 |
| RAYTHEON TECHNOLOGIES CORP 4.5% 06/01/2042 | Long | Debt | US | $1M | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 4.625% 11/16/2048 | Long | Debt | US | $1M | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 4.875% 10/15/2040 | Long | Debt | US | $162K | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 5.15% 02/27/2033 | Long | Debt | US | $6M | – | 0.02 |
| RAYTHEON TECHNOLOGIES CORP 5.375% 02/27/2053 | Long | Debt | US | $1M | – | 0.01 |
| RAYTHEON TECHNOLOGIES CORP 5.4% 05/01/2035 | Long | Debt | US | $1M | – | 0.00 |
| RAYTHEON TECHNOLOGIES CORP 5.7% 04/15/2040 | Long | Debt | US | $1M | – | 0.01 |
| RAYTHEON TECHNOLOGIES CORP 6.1% 03/15/2034 | Long | Debt | US | $6M | – | 0.02 |
| REALTY INCOME CORP 2.85% 12/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| REALTY INCOME CORP 3.25% 01/15/2031 | Long | Debt | US | $5M | – | 0.02 |
| REALTY INCOME CORP 4.75% 02/15/2029 | Long | Debt | US | $3M | – | 0.01 |
| REALTY INCOME CORP 4.875% 06/01/2026 | Long | Debt | US | $4M | – | 0.02 |
| REALTY INCOME CORP 4.9% 07/15/2033 | Long | Debt | US | $763K | – | 0.00 |
| REGAL REXNORD CORP 6.4% 04/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| REGENCY CTRS LP 3.7% 06/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| REGENCY CTRS LP 5.25% 01/15/2034 | Long | Debt | US | $1M | – | 0.01 |
| REGENERON PHARMACEUTICALS INC 1.75% 09/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| REINSURANCE GRP OF AMERICA INC 3.9% 05/15/2029 (REINSURANCE GROUP OF AMERICA INC) | Long | Debt | US | $934K | – | 0.00 |
| REINSURANCE GRP OF AMERICA INC 3.95% 09/15/2026 (REINSURANCE GROUP OF AMERICA INC) | Long | Debt | US | $3M | – | 0.01 |
| RELX CAPITAL INC 4% 03/18/2029 | Long | Debt | US | $3M | – | 0.01 |
| REPUBLIC SERVICES INC 1.75% 02/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| REPUBLIC SERVICES INC 2.9% 07/01/2026 | Long | Debt | US | $7M | – | 0.03 |
| REPUBLIC SERVICES INC 3.2% 03/15/2025 | Long | Debt | US | $1M | – | 0.01 |
| REPUBLIC SERVICES INC 3.95% 05/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| REPUBLIC SERVICES INC 5% 12/15/2033 | Long | Debt | US | $2M | – | 0.01 |
| REVVITY INC 2.25% 09/15/2031 | Long | Debt | US | $2M | – | 0.01 |
| REXFORD INDUSTRIAL REALTY LP 2.125% 12/01/2030 | Long | Debt | US | $1M | – | 0.00 |
| REYNOLDS AMERICAN INC 4.45% 06/12/2025 | Long | Debt | US | $1M | – | 0.01 |
| REYNOLDS AMERICAN INC 5.7% 08/15/2035 | Long | Debt | US | $981K | – | 0.00 |
| REYNOLDS AMERICAN INC 5.85% 08/15/2045 | Long | Debt | US | $704K | – | 0.00 |
| REYNOLDS AMERICAN INC 7.25% 06/15/2037 | Long | Debt | US | $1M | – | 0.01 |
| RIO TINTO ALCAN INC 7.25% 03/15/2031 | Long | Debt | CA | $883K | – | 0.00 |
| RIO TINTO FIN USA PLC 5.125% 03/09/2053 | Long | Debt | GB | $940K | – | 0.00 |
| RIO TINTO FINANCE (USA) LTD 5.2% 11/02/2040 | Long | Debt | AU | $4M | – | 0.02 |
| RIO TINTO FINANCE (USA) LTD 7.125% 07/15/2028 | Long | Debt | AU | $2M | – | 0.01 |
| ROGERS COMMUNICATIONS INC 2.9% 11/15/2026 | Long | Debt | CA | $419K | – | 0.00 |
| ROGERS COMMUNICATIONS INC 3.625% 12/15/2025 | Long | Debt | CA | $345K | – | 0.00 |
| ROGERS COMMUNICATIONS INC 3.7% 11/15/2049 | Long | Debt | CA | $919K | – | 0.00 |
| ROGERS COMMUNICATIONS INC 3.8% 03/15/2032 | Long | Debt | CA | $3M | – | 0.01 |
| ROGERS COMMUNICATIONS INC 4.3% 02/15/2048 | Long | Debt | CA | $1M | – | 0.01 |
| ROGERS COMMUNICATIONS INC 4.55% 03/15/2052 | Long | Debt | CA | $3M | – | 0.01 |
| ROGERS COMMUNICATIONS INC 5.45% 10/01/2043 | Long | Debt | CA | $971K | – | 0.00 |
| ROPER TECHNOLOGIES INC 1.4% 09/15/2027 | Long | Debt | US | $127K | – | 0.00 |
| ROPER TECHNOLOGIES INC 1.75% 02/15/2031 | Long | Debt | US | $1M | – | 0.01 |
| ROPER TECHNOLOGIES INC 1% 09/15/2025 | Long | Debt | US | $2M | – | 0.01 |
| ROPER TECHNOLOGIES INC 2% 06/30/2030 | Long | Debt | US | $3M | – | 0.01 |
| ROPER TECHNOLOGIES INC 3.8% 12/15/2026 | Long | Debt | US | $1M | – | 0.01 |
| ROSS STORES INC 0.875% 04/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| ROYAL BANK OF CANADA 2.05% 01/21/2027 | Long | Debt | CA | $5M | – | 0.02 |
| ROYAL BANK OF CANADA 4.24% 08/03/2027 | Long | Debt | CA | $4M | – | 0.02 |
| ROYAL BANK OF CANADA 4.65% 01/27/2026 | Long | Debt | CA | $2M | – | 0.01 |
| ROYAL BANK OF CANADA 4.95% 02/01/2029 | Long | Debt | CA | $5M | – | 0.02 |
| ROYAL BANK OF CANADA 5% 02/01/2033 | Long | Debt | CA | $2M | – | 0.01 |
| ROYAL BANK OF CANADA 5% 05/02/2033 | Long | Debt | CA | $2M | – | 0.01 |
| ROYAL BANK OF CANADA 6% 11/01/2027 | Long | Debt | CA | $2M | – | 0.01 |
| ROYAL BK SCOTLND GRP PLC 4.892/VAR 05/18/2029 (NATWEST GROUP PLC) | Long | Debt | GB | $3M | – | 0.01 |
| ROYAL BK SCOTLND GRP PLC(UNGTD 4.445%/VAR 05/08/2030 (NATWEST GROUP PLC) | Long | Debt | GB | $240K | – | 0.00 |
| ROYAL BK SCOTLND GRP PLC(UNGTD) 3.754/VAR 11/01/2029 (NATWEST GROUP PLC) | Long | Debt | GB | $8M | – | 0.03 |
| ROYALTY PHARMA PLC 3.35% 09/02/2051 | Long | Debt | GB | $2M | – | 0.01 |
| RPM INTERNATIONAL INC 4.55% 03/01/2029 | Long | Debt | US | $3M | – | 0.01 |
| S and P GLOBAL INC 2.45% 03/01/2027 | Long | Debt | US | $3M | – | 0.01 |
| S and P GLOBAL INC 2.7% 03/01/2029 | Long | Debt | US | $2M | – | 0.01 |
| S and P GLOBAL INC 2.9% 03/01/2032 | Long | Debt | US | $5M | – | 0.02 |
| S and P GLOBAL INC 3.25% 12/01/2049 | Long | Debt | US | $1M | – | 0.01 |
| SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030 | Long | Debt | US | $3M | – | 0.01 |
| SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026 | Long | Debt | US | $8M | – | 0.03 |
| SABRA HEALTH CARE LP 3.2% 12/01/2031 | Long | Debt | US | $1M | – | 0.00 |
| SALESFORCE INC 2.7% 07/15/2041 | Long | Debt | US | $1M | – | 0.01 |
| SALESFORCE INC 2.9% 07/15/2051 | Long | Debt | US | $3M | – | 0.01 |
| SAN DIEGO GAS and ELECTRIC CO 3.7% 03/15/2052 | Long | Debt | US | $2M | – | 0.01 |
| SAN DIEGO GAS and ELECTRIC CO 4.5% 08/15/2040 | Long | Debt | US | $1M | – | 0.01 |
| SAN DIEGO GAS and ELECTRIC CO 5.35% 04/01/2053 | Long | Debt | US | $2M | – | 0.01 |
| SAN FRANCISCO CALIF CITY and CNTY PUB UTILS COMMN WTR REV BUILD AMERICA BONDS-SER DE (SAN FRANCISCO CA PUC WATER) | Long | Debt | US | $1M | – | 0.00 |
| SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028 | Long | Debt | US | $3M | – | 0.01 |
| SANTANDER HLDGS USA INC 6.174%/VAR 01/09/2030 | Long | Debt | US | $2M | – | 0.01 |
| SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029 | Long | Debt | US | $921K | – | 0.00 |
| SANTANDER UK GROUP HOLDINGS PLC 6.534%/VAR 01/10/2029 | Long | Debt | GB | $6M | – | 0.02 |
| SANTANDER UK GROUP HOLDINGS PLC 6.833%/VAR 11/21/2026 | Long | Debt | GB | $6M | – | 0.03 |
| SCHLUMBERGER INVT SA 5% 06/01/2034 | Long | Debt | LU | $1M | – | 0.01 |
| SCHWAB CHARLES CORP 0.9% 03/11/2026 | Long | Debt | US | $4M | – | 0.01 |
| SCHWAB CHARLES CORP 1.65% 03/11/2031 | Long | Debt | US | $4M | – | 0.01 |
| SCHWAB CHARLES CORP 2.45% 03/03/2027 | Long | Debt | US | $4M | – | 0.02 |
| SCHWAB CHARLES CORP 2% 03/20/2028 | Long | Debt | US | $1M | – | 0.01 |
| SCHWAB CHARLES CORP 3.2% 03/02/2027 | Long | Debt | US | $5M | – | 0.02 |
| SCHWAB CHARLES CORP 3.85% 05/21/2025 | Long | Debt | US | $2M | – | 0.01 |
| SCHWAB CHARLES CORP 4% 02/01/2029 | Long | Debt | US | $2M | – | 0.01 |
| SCHWAB CHARLES CORP 5.643%/VAR 05/19/2029 | Long | Debt | US | $1M | – | 0.00 |
| SCHWAB CHARLES CORP 6.136%/VAR 08/24/2034 | Long | Debt | US | $2M | – | 0.01 |
| SEMPRA 3.25% 06/15/2027 | Long | Debt | US | $1M | – | 0.00 |
| SEMPRA 4% 02/01/2048 | Long | Debt | US | $4M | – | 0.02 |
| SEMPRA 6% 10/15/2039 | Long | Debt | US | $180K | – | 0.00 |
| SHELL INTL FIN B V 2.375% 11/07/2029 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $7M | – | 0.03 |
| SHELL INTL FIN B V 3.125% 11/07/2049 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $2M | – | 0.01 |
| SHELL INTL FIN B V 3.25% 05/11/2025 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $2M | – | 0.01 |
| SHELL INTL FIN B V 3.875% 11/13/2028 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $10M | – | 0.04 |
| SHELL INTL FIN B V 4.375% 05/11/2045 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $3M | – | 0.01 |
| SHELL INTL FIN B V 4.55% 08/12/2043 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $2M | – | 0.01 |
| SHELL INTL FIN B V 4% 05/10/2046 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $573K | – | 0.00 |
| SHELL INTL FIN B V 6.375% 12/15/2038 (SHELL INTERNATIONAL FINANCE BV) | Long | Debt | NL | $821K | – | 0.00 |
| SHERWIN WILLIAMS CO 2.95% 08/15/2029 | Long | Debt | US | $4M | – | 0.02 |
| SHERWIN WILLIAMS CO 3.45% 06/01/2027 | Long | Debt | US | $6M | – | 0.03 |
| SHERWIN WILLIAMS CO 4.5% 06/01/2047 | Long | Debt | US | $1M | – | 0.01 |
| SHIRE ACQ INV IRELAND DA 3.2% 09/23/2026 (SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC) | Long | Debt | IE | $7M | – | 0.03 |
| SIMON PROPERTY GROUP LP 2.2% 02/01/2031 | Long | Debt | US | $1M | – | 0.01 |
| SIMON PROPERTY GROUP LP 2.45% 09/13/2029 | Long | Debt | US | $4M | – | 0.02 |
| SIMON PROPERTY GROUP LP 3.25% 09/13/2049 | Long | Debt | US | $282K | – | 0.00 |
| SIMON PROPERTY GROUP LP 3.3% 01/15/2026 | Long | Debt | US | $6M | – | 0.02 |
| SIMON PROPERTY GROUP LP 3.375% 12/01/2027 | Long | Debt | US | $4M | – | 0.02 |
| SIMON PROPERTY GROUP LP 3.8% 07/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| SIMON PROPERTY GROUP LP 6.25% 01/15/2034 | Long | Debt | US | $2M | – | 0.01 |
| SITE CENTERS CORP 4.7% 06/01/2027 | Long | Debt | US | $1M | – | 0.01 |
| SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029 | Long | Debt | US | $893K | – | 0.00 |
| SMURFIT KAPPA TREASURY 5.438% 04/03/2034 144A | Long | Debt | IE | $4M | – | 0.01 |
| SOUTH CAROLINA ST PUB SVC AUTH REV 5.784% 12/1/2041 (SOUTH CAROLINA ST SVC AUTH REV) | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 1.2% 02/01/2026 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 2.25% 06/01/2030 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 2.95% 02/01/2051 | Long | Debt | US | $3M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 3.45% 02/01/2052 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 4.65% 10/01/2043 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 4% 04/01/2047 | Long | Debt | US | $1M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 5.7% 03/01/2053 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 5.85% 11/01/2027 | Long | Debt | US | $1M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 5.95% 02/01/2038 | Long | Debt | US | $1M | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO 6.05% 03/15/2039 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CALIFORNIA GAS CO 2.6% 06/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CALIFORNIA GAS CO 6.35% 11/15/2052 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHERN CO GAS CAP 3.95% 10/01/2046 (SOUTHERN CO GAS CAPITAL CORP) | Long | Debt | US | $1M | – | 0.00 |
| SOUTHERN CO GAS CAP 5.875% 03/15/2041 (SOUTHERN CO GAS CAPITAL CORP) | Long | Debt | US | $3M | – | 0.01 |
| SOUTHERN COMPANY 3.7% 04/30/2030 | Long | Debt | US | $5M | – | 0.02 |
| SOUTHERN COMPANY 4.25% 07/01/2036 | Long | Debt | US | $890K | – | 0.00 |
| SOUTHERN COMPANY 4.4% 07/01/2046 | Long | Debt | US | $1M | – | 0.00 |
| SOUTHERN COMPANY 4%/VAR 01/15/2051 | Long | Debt | US | $3M | – | 0.01 |
| SOUTHERN COMPANY 5.7% 03/15/2034 | Long | Debt | US | $710K | – | 0.00 |
| SOUTHERN COPPER CORP DEL 3.875% 04/23/2025 | Long | Debt | US | $3M | – | 0.01 |
| SOUTHERN COPPER CORP DEL 5.25% 11/08/2042 | Long | Debt | US | $954K | – | 0.00 |
| SOUTHERN COPPER CORP DEL 5.875% 04/23/2045 | Long | Debt | US | $3M | – | 0.01 |
| SOUTHERN POWER CO 4.95% 12/15/2046 | Long | Debt | US | $1M | – | 0.00 |
| SOUTHWEST AIRLINES CO 2.625% 02/10/2030 | Long | Debt | US | $858K | – | 0.00 |
| SOUTHWEST AIRLINES CO 5.25% 05/04/2025 | Long | Debt | US | $8M | – | 0.03 |
| SOUTHWEST GAS CORP 4.05% 03/15/2032 | Long | Debt | US | $1M | – | 0.01 |
| SOUTHWEST GAS CORP 5.45% 03/23/2028 | Long | Debt | US | $2M | – | 0.01 |
| SOUTHWESTERN ELEC POWER CO 1.65% 03/15/2026 | Long | Debt | US | $4M | – | 0.02 |
| SOUTHWESTERN ELEC POWER CO 3.85% 02/01/2048 | Long | Debt | US | $1M | – | 0.00 |
| SOUTHWESTERN ELEC POWER CO 5.3% 04/01/2033 | Long | Debt | US | $387K | – | 0.00 |
| SPECTRA ENERGY PARTNERS LP 3.375% 10/15/2026 | Long | Debt | US | $3M | – | 0.01 |
| SPRINT CAPITAL CORP 8.75% 03/15/2032 | Long | Debt | US | $4M | – | 0.02 |
| STANLEY BLACK and DECKER INC 2.3% 03/15/2030 | Long | Debt | US | $6M | – | 0.02 |
| STANLEY BLACK and DECKER INC 5.2% 09/01/2040 | Long | Debt | US | $468K | – | 0.00 |
| STARBUCKS CORP 2.25% 03/12/2030 | Long | Debt | US | $2M | – | 0.01 |
| STARBUCKS CORP 2.45% 06/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| STARBUCKS CORP 2.55% 11/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| STARBUCKS CORP 3.5% 03/01/2028 | Long | Debt | US | $946K | – | 0.00 |
| STARBUCKS CORP 3.5% 11/15/2050 | Long | Debt | US | $1M | – | 0.00 |
| STARBUCKS CORP 3.8% 08/15/2025 | Long | Debt | US | $1M | – | 0.01 |
| STARBUCKS CORP 3% 02/14/2032 | Long | Debt | US | $1M | – | 0.00 |
| STARBUCKS CORP 4.5% 11/15/2048 | Long | Debt | US | $697K | – | 0.00 |
| STARBUCKS CORP 4% 11/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| STATE STREET CORP 2.65% 05/19/2026 | Long | Debt | US | $1M | – | 0.01 |
| STATE STREET CORP 4.821%/VAR 01/26/2034 | Long | Debt | US | $4M | – | 0.02 |
| STATE STREET CORP 5.272% 08/03/2026 | Long | Debt | US | $6M | – | 0.02 |
| STATE STREET CORP 5.68%/VAR 11/21/2029 | Long | Debt | US | $1M | – | 0.01 |
| STATE STREET CORP 6.123%/VAR 11/21/2034 | Long | Debt | US | $620K | – | 0.00 |
| STATE STREET CORP SOFR 1.684%/VAR 11/18/2027 | Long | Debt | US | $5M | – | 0.02 |
| STORE CAPITAL LLC 2.75% 11/18/2030 | Long | Debt | US | $980K | – | 0.00 |
| STRYKER CORP 1.95% 06/15/2030 | Long | Debt | US | $1M | – | 0.01 |
| STRYKER CORP 2.9% 06/15/2050 | Long | Debt | US | $749K | – | 0.00 |
| STRYKER CORP 3.5% 03/15/2026 | Long | Debt | US | $3M | – | 0.01 |
| SUMITOMO MITSUI BKG CORP 3.4% 07/11/2024 | Long | Debt | JP | $812K | – | 0.00 |
| SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.01 |
| SUMITOMO MITSUI FINL GRP INC 2.13% 07/08/2030 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.01 |
| SUMITOMO MITSUI FINL GRP INC 2.142% 09/23/2030 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $5M | – | 0.02 |
| SUMITOMO MITSUI FINL GRP INC 2.174% 01/14/2027 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $8M | – | 0.03 |
| SUMITOMO MITSUI FINL GRP INC 2.348% 01/15/2025 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.01 |
| SUMITOMO MITSUI FINL GRP INC 2.75% 01/15/2030 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.01 |
| SUMITOMO MITSUI FINL GRP INC 3.05% 01/14/2042 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.01 |
| SUMITOMO MITSUI FINL GRP INC 3.544% 01/17/2028 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $5M | – | 0.02 |
| SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.01 |
| SUMITOMO MITSUI FINL GRP INC 5.776% 07/13/2033 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $4M | – | 0.02 |
| SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028 | Long | Debt | US | $2M | – | 0.01 |
| SUN CMNTYS OPER LTD PRTNRSHP 5.5% 01/15/2029 | Long | Debt | US | $2M | – | 0.01 |
| SUNCOR ENERGY INC 4% 11/15/2047 | Long | Debt | CA | $2M | – | 0.01 |
| SUNCOR ENERGY INC 6.8% 05/15/2038 | Long | Debt | CA | $2M | – | 0.01 |
| SUNCOR ENERGY INC 6.85% 06/01/2039 | Long | Debt | CA | $382K | – | 0.00 |
| SUTTER HEALTH 3.361% 08/15/2050 | Long | Debt | US | $3M | – | 0.01 |
| SUZANO AUSTRIA GMBH 2.5% 09/15/2028 | Long | Debt | AT | $3M | – | 0.01 |
| SUZANO AUSTRIA GMBH 3.125% 01/15/2032 | Long | Debt | AT | $1M | – | 0.00 |
| SUZANO AUSTRIA GMBH 6% 01/15/2029 | Long | Debt | AT | $1M | – | 0.01 |
| SYNCHRONY FINANCIAL 3.7% 08/04/2026 | Long | Debt | US | $800K | – | 0.00 |
| SYNCHRONY FINANCIAL 5.15% 03/19/2029 | Long | Debt | US | $5M | – | 0.02 |
| SYSCO CORP 2.4% 02/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| SYSCO CORP 2.45% 12/14/2031 | Long | Debt | US | $3M | – | 0.01 |
| SYSCO CORP 3.3% 02/15/2050 | Long | Debt | US | $1M | – | 0.00 |
| SYSCO CORP 3.3% 07/15/2026 | Long | Debt | US | $560K | – | 0.00 |
| SYSCO CORP 3.75% 10/01/2025 | Long | Debt | US | $992K | – | 0.00 |
| SYSCO CORP 6.6% 04/01/2040 | Long | Debt | US | $3M | – | 0.01 |
| T-MOBILE USA INC 2.05% 02/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| T-MOBILE USA INC 2.875% 02/15/2031 | Long | Debt | US | $3M | – | 0.01 |
| T-MOBILE USA INC 3.3% 02/15/2051 | Long | Debt | US | $5M | – | 0.02 |
| T-MOBILE USA INC 3.5% 04/15/2025 | Long | Debt | US | $5M | – | 0.02 |
| T-MOBILE USA INC 3.6% 11/15/2060 | Long | Debt | US | $3M | – | 0.01 |
| T-MOBILE USA INC 3.75% 04/15/2027 | Long | Debt | US | $10M | – | 0.04 |
| T-MOBILE USA INC 3.875% 04/15/2030 | Long | Debt | US | $7M | – | 0.03 |
| T-MOBILE USA INC 4.95% 03/15/2028 | Long | Debt | US | $989K | – | 0.00 |
| T-MOBILE USA INC 5.05% 07/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| T-MOBILE USA INC 5.2% 01/15/2033 | Long | Debt | US | $2M | – | 0.01 |
| T-MOBILE USA INC 5.65% 01/15/2053 | Long | Debt | US | $5M | – | 0.02 |
| T-MOBILE USA INC 5.75% 01/15/2054 | Long | Debt | US | $4M | – | 0.02 |
| TAKEDA PHARMACEUTICAL CO LTD 2.05% 03/31/2030 | Long | Debt | JP | $3M | – | 0.01 |
| TAKEDA PHARMACEUTICAL CO LTD 3.025% 07/09/2040 | Long | Debt | JP | $2M | – | 0.01 |
| TAKEDA PHARMACEUTICAL CO LTD 3.175% 07/09/2050 | Long | Debt | JP | $202K | – | 0.00 |
| TAMPA ELECTRIC CO 4.45% 06/15/2049 | Long | Debt | US | $2M | – | 0.01 |
| TAMPA ELECTRIC CO 6.15% 05/15/2037 | Long | Debt | US | $1M | – | 0.00 |
| TANGER PROPERTIES LP 3.875% 07/15/2027 | Long | Debt | US | $1M | – | 0.00 |
| TAPESTRY INC 7.35% 11/27/2028 | Long | Debt | US | $2M | – | 0.01 |
| TAPESTRY INC 7.85% 11/27/2033 | Long | Debt | US | $3M | – | 0.01 |
| TARGA RES CORP 4.95% 04/15/2052 | Long | Debt | US | $851K | – | 0.00 |
| TARGA RES CORP 6.125% 03/15/2033 | Long | Debt | US | $7M | – | 0.03 |
| TARGA RES P LP/TARGA RES P FIN 5% 01/15/2028 (TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN) | Long | Debt | US | $5M | – | 0.02 |
| TARGET CORP 2.25% 04/15/2025 | Long | Debt | US | $15M | – | 0.06 |
| TARGET CORP 3.9% 11/15/2047 | Long | Debt | US | $1M | – | 0.01 |
| TARGET CORP 4% 07/01/2042 | Long | Debt | US | $1M | – | 0.00 |
| TCI COMMUNICATIONS INC 7.125% 02/15/2028 | Long | Debt | US | $8M | – | 0.03 |
| TELEFONICA EMISIONES SAU 4.103% 03/08/2027 | Long | Debt | ES | $2M | – | 0.01 |
| TELEFONICA EMISIONES SAU 4.665% 03/06/2038 | Long | Debt | ES | $924K | – | 0.00 |
| TELEFONICA EMISIONES SAU 5.213% 03/08/2047 | Long | Debt | ES | $3M | – | 0.01 |
| TELEFONICA EMISIONES SAU 5.52% 03/01/2049 | Long | Debt | ES | $557K | – | 0.00 |
| TELEFONICA EMISIONES SAU 7.045% 06/20/2036 | Long | Debt | ES | $2M | – | 0.01 |
| TELEFONICA EUROPE BV 8.25% 09/15/2030 | Long | Debt | NL | $1M | – | 0.00 |
| TELUS CORPORATION 3.4% 05/13/2032 | Long | Debt | CA | $3M | – | 0.01 |
| TENNESSEE VALLEY AUTHORITY 0.75% 05/15/2025 | Long | Debt | US | $7M | – | 0.03 |
| TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039 | Long | Debt | US | $4M | – | 0.02 |
| TENNESSEE VALLEY AUTHORITY 5.375% 04/01/2056 | Long | Debt | US | $999K | – | 0.00 |
| TENNESSEE VALLEY AUTHORITY 5.88% 04/01/2036 | Long | Debt | US | $8M | – | 0.03 |
| TEXAS INSTRUMENTS INC 2.9% 11/03/2027 (TEXAS INSTRUMENTS INC.) | Long | Debt | US | $2M | – | 0.01 |
| TEXAS INSTRUMENTS INC 4.15% 05/15/2048 (TEXAS INSTRUMENTS INC.) | Long | Debt | US | $1M | – | 0.01 |
| TEXAS INSTRUMENTS INC 4.6% 02/15/2028 (TEXAS INSTRUMENTS INC.) | Long | Debt | US | $5M | – | 0.02 |
| TEXAS INSTRUMENTS INC 5.05% 05/18/2063 (TEXAS INSTRUMENTS INC.) | Long | Debt | US | $1M | – | 0.01 |
| THERMO FISHER SCIENTIFIC INC 2.6% 10/01/2029 | Long | Debt | US | $700K | – | 0.00 |
| THERMO FISHER SCIENTIFIC INC 2.8% 10/15/2041 | Long | Debt | US | $570K | – | 0.00 |
| THERMO FISHER SCIENTIFIC INC 4.8% 11/21/2027 | Long | Debt | US | $7M | – | 0.03 |
| THERMO FISHER SCIENTIFIC INC 5.086% 08/10/2033 | Long | Debt | US | $2M | – | 0.01 |
| THERMO FISHER SCIENTIFIC INC 5.3% 02/01/2044 | Long | Debt | US | $1M | – | 0.00 |
| THOMSON REUTERS CORP 3.35% 05/15/2026 | Long | Debt | CA | $1M | – | 0.00 |
| TIME WARNER CABLE ENTERPRISES LLC 8.375% 07/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| TIME WARNER CABLE LLC 4.5% 09/15/2042 | Long | Debt | US | $1M | – | 0.01 |
| TIME WARNER CABLE LLC 5.875% 11/15/2040 | Long | Debt | US | $2M | – | 0.01 |
| TIME WARNER CABLE LLC 6.55% 05/01/2037 | Long | Debt | US | $986K | – | 0.00 |
| TIME WARNER CABLE LLC 7.3% 07/01/2038 | Long | Debt | US | $723K | – | 0.00 |
| TJX COMPANIES INC NEW 1.6% 05/15/2031 | Long | Debt | US | $4M | – | 0.02 |
| TOLL BROS FIN CORP 4.35% 02/15/2028 (TOLL BROTHERS FINANCE CORP) | Long | Debt | US | $1M | – | 0.01 |
| TORONTO DOMINION BANK 3.2% 03/10/2032 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $3M | – | 0.01 |
| TORONTO DOMINION BANK 4.108% 06/08/2027 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $5M | – | 0.02 |
| TORONTO DOMINION BANK 4.693% 09/15/2027 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $2M | – | 0.01 |
| TORONTO DOMINION BANK 4.98% 04/05/2027 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $8M | – | 0.03 |
| TORONTO DOMINION BANK 5.264% 12/11/2026 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $5M | – | 0.02 |
| TORONTO DOMINION BANK 5.523% 07/17/2028 (THE TORONTO DOMINION BANK) | Long | Debt | CA | $1M | – | 0.01 |
| TOTAL CAP INTL 3.127% 05/29/2050 (TOTAL CAPITAL INTL SA) | Long | Debt | FR | $407K | – | 0.00 |
| TOTAL CAP INTL 3.455% 02/19/2029 (TOTAL CAPITAL INTL SA) | Long | Debt | FR | $4M | – | 0.01 |
| TOTAL CAP INTL 3.461% 07/12/2049 (TOTAL CAPITAL INTL SA) | Long | Debt | FR | $1M | – | 0.00 |
| TOTALENERGIES CAPITAL SA 3.883% 10/11/2028 | Long | Debt | FR | $7M | – | 0.03 |
| TOTALENERGIES CAPITAL SA 5.15% 04/05/2034 | Long | Debt | FR | $2M | – | 0.01 |
| TOTALENERGIES CAPITAL SA 5.488% 04/05/2054 | Long | Debt | FR | $2M | – | 0.01 |
| TOTALENERGIES CAPITAL SA 5.638% 04/05/2064 | Long | Debt | FR | $1M | – | 0.00 |
| TOYOTA MOTOR CORP 1.339% 03/25/2026 | Long | Debt | JP | $2M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP 1.15% 08/13/2027 | Long | Debt | US | $6M | – | 0.03 |
| TOYOTA MOTOR CREDIT CORP 1.65% 01/10/2031 | Long | Debt | US | $2M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP 1.9% 04/06/2028 | Long | Debt | US | $1M | – | 0.00 |
| TOYOTA MOTOR CREDIT CORP 2.15% 02/13/2030 | Long | Debt | US | $2M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP 3.05% 03/22/2027 | Long | Debt | US | $2M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP 3% 04/01/2025 | Long | Debt | US | $5M | – | 0.02 |
| TOYOTA MOTOR CREDIT CORP 4.45% 06/29/2029 | Long | Debt | US | $3M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP 4.55% 09/20/2027 | Long | Debt | US | $1M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP 5.55% 11/20/2030 | Long | Debt | US | $4M | – | 0.02 |
| TRANE TECHNOLOGIES FINANCING LTD 3.8% 03/21/2029 | Long | Debt | IE | $2M | – | 0.01 |
| TRANE TECHNOLOGIES FINANCING LTD 4.65% 11/01/2044 | Long | Debt | IE | $945K | – | 0.00 |
| TRANSCANADA PIPELINES LTD 2.5% 10/12/2031 | Long | Debt | CA | $4M | – | 0.02 |
| TRANSCANADA PIPELINES LTD 4.75% 05/15/2038 | Long | Debt | CA | $343K | – | 0.00 |
| TRANSCANADA PIPELINES LTD 4.875% 01/15/2026 | Long | Debt | CA | $882K | – | 0.00 |
| TRANSCANADA PIPELINES LTD 4.875% 05/15/2048 | Long | Debt | CA | $765K | – | 0.00 |
| TRANSCANADA PIPELINES LTD 5.1% 03/15/2049 | Long | Debt | CA | $2M | – | 0.01 |
| TRANSCANADA PIPELINES LTD 6.1% 06/01/2040 | Long | Debt | CA | $1M | – | 0.01 |
| TRANSCANADA PIPELINES LTD 7.625% 01/15/2039 | Long | Debt | CA | $2M | – | 0.01 |
| TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $4M | – | 0.01 |
| TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $736K | – | 0.00 |
| TRANSCONTINENTAL GAS LINE LLC 4.45% 08/01/2042 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $2M | – | 0.01 |
| TRANSCONTINENTAL GAS LINE LLC 4.6% 03/15/2048 (TRANSCONTINENTAL GAS PIPE LINE CO LLC) | Long | Debt | US | $2M | – | 0.01 |
| TRAVELERS COS INC 4.05% 03/07/2048 | Long | Debt | US | $487K | – | 0.00 |
| TRAVELERS COS INC 4.1% 03/04/2049 | Long | Debt | US | $655K | – | 0.00 |
| TRAVELERS COS INC 4.3% 08/25/2045 | Long | Debt | US | $221K | – | 0.00 |
| TRAVELERS COS INC 6.25% 06/15/2037 | Long | Debt | US | $6M | – | 0.02 |
| TRINITY HEALTH CORP 2.632% 12/01/2040 | Long | Debt | US | $704K | – | 0.00 |
| TRUIST BANK 1.5% 03/10/2025 | Long | Debt | US | $1M | – | 0.01 |
| TRUIST BANK 3.3% 05/15/2026 | Long | Debt | US | $1M | – | 0.01 |
| TRUIST BANK 3.8% 10/30/2026 | Long | Debt | US | $410K | – | 0.00 |
| TRUIST FINANCIAL CORP 1.125% 08/03/2027 | Long | Debt | US | $5M | – | 0.02 |
| TRUIST FINANCIAL CORP 3.875% 03/19/2029 | Long | Debt | US | $5M | – | 0.02 |
| TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026 | Long | Debt | US | $5M | – | 0.02 |
| TRUIST FINANCIAL CORP 5.7%/VAR 01/24/2035 | Long | Debt | US | $5M | – | 0.02 |
| TRUIST FINANCIAL CORP 5.867%/VAR 06/08/2034 | Long | Debt | US | $1M | – | 0.00 |
| TWDC ENTERPRISES 18 CORP 1.85% 07/30/2026 | Long | Debt | US | $849K | – | 0.00 |
| TWDC ENTERPRISES 18 CORP 3.15% 09/17/2025 | Long | Debt | US | $2M | – | 0.01 |
| TWDC ENTERPRISES 18 CORP 3% 07/30/2046 | Long | Debt | US | $542K | – | 0.00 |
| TWDC ENTERPRISES 18 CORP 4.125% 06/01/2044 | Long | Debt | US | $849K | – | 0.00 |
| TXBL-BONNEVILLE COOPERATION PR (PORT OF MORROW OR) | Long | Debt | US | $821K | – | 0.00 |
| TYCO ELECTRONICS GROUP SA 2.5% 02/04/2032 | Long | Debt | LU | $1M | – | 0.01 |
| TYCO ELECTRONICS GROUP SA 3.45% 08/01/2024 | Long | Debt | LU | $648K | – | 0.00 |
| TYCO ELECTRONICS GROUP SA 7.125% 10/01/2037 | Long | Debt | LU | $504K | – | 0.00 |
| TYSON FOODS INC 4.35% 03/01/2029 | Long | Debt | US | $4M | – | 0.02 |
| TYSON FOODS INC 4% 03/01/2026 | Long | Debt | US | $1M | – | 0.01 |
| TYSON FOODS INC 5.1% 09/28/2048 | Long | Debt | US | $2M | – | 0.01 |
| UBS AG LON BRANCH 4.5% 06/26/2048 (UBS AG LONDN BRANCH) | Long | Debt | GB | $2M | – | 0.01 |
| UBS COMMERCIAL MORTGAGE TRUST 2019-C16 3.6048% 04/15/2052 | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| UBS GROUP AG 4.55% 04/17/2026 | Long | Debt | CH | $1M | – | 0.01 |
| UBS GROUP AG 4.875% 05/15/2045 | Long | Debt | CH | $3M | – | 0.01 |
| UDR INC 2.1% 06/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| UMBS 30YR 2.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-7M | – | -0.03 |
| UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $16M | – | 0.06 |
| UMBS 30YR 2% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-6M | – | -0.03 |
| UMBS 30YR 3.5% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $44M | – | 0.18 |
| UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $12M | – | 0.05 |
| UMBS 30YR 3% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-12M | – | -0.05 |
| UMBS 30YR 3% 07/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| UMBS 30YR 4.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| UMBS 30YR 4.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-7M | – | -0.03 |
| UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $28M | – | 0.12 |
| UMBS 30YR 5.5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-11M | – | -0.05 |
| UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $17M | – | 0.07 |
| UMBS 30YR 5% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-12M | – | -0.05 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $16M | – | 0.07 |
| UMBS 30YR 6% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Short | ABS-mortgage backed security | US | $-11M | – | -0.05 |
| UMBS 30YR 7% 06/01/2054 #TBA (FNMA/FHLG TBA ISSUER) | Long | ABS-mortgage backed security | US | $37M | – | 0.15 |
| UNILEVER CAPITAL CORP 1.375% 09/14/2030 | Long | Debt | US | $3M | – | 0.01 |
| UNILEVER CAPITAL CORP 1.75% 08/12/2031 | Long | Debt | US | $3M | – | 0.01 |
| UNILEVER CAPITAL CORP 2% 07/28/2026 | Long | Debt | US | $267K | – | 0.00 |
| UNILEVER CAPITAL CORP 3.1% 07/30/2025 | Long | Debt | US | $505K | – | 0.00 |
| UNION ELECTRIC CO 2.625% 03/15/2051 | Long | Debt | US | $1M | – | 0.00 |
| UNION ELECTRIC CO 3.9% 04/01/2052 | Long | Debt | US | $921K | – | 0.00 |
| UNION ELECTRIC CO 3.9% 09/15/2042 | Long | Debt | US | $529K | – | 0.00 |
| UNION ELECTRIC CO 5.45% 03/15/2053 | Long | Debt | US | $289K | – | 0.00 |
| UNION PACIFIC CORP 2.15% 02/05/2027 | Long | Debt | US | $2M | – | 0.01 |
| UNION PACIFIC CORP 2.75% 03/01/2026 | Long | Debt | US | $1M | – | 0.00 |
| UNION PACIFIC CORP 2.891% 04/06/2036 | Long | Debt | US | $6M | – | 0.02 |
| UNION PACIFIC CORP 2.973% 09/16/2062 | Long | Debt | US | $1M | – | 0.00 |
| UNION PACIFIC CORP 3.25% 02/05/2050 | Long | Debt | US | $1M | – | 0.01 |
| UNION PACIFIC CORP 3.6% 09/15/2037 | Long | Debt | US | $493K | – | 0.00 |
| UNION PACIFIC CORP 3.799% 04/06/2071 | Long | Debt | US | $3M | – | 0.01 |
| UNION PACIFIC CORP 3.799% 10/01/2051 | Long | Debt | US | $381K | – | 0.00 |
| UNION PACIFIC CORP 3.839% 03/20/2060 | Long | Debt | US | $2M | – | 0.01 |
| UNION PACIFIC CORP 3% 04/15/2027 | Long | Debt | US | $846K | – | 0.00 |
| UNION PACIFIC CORP 4.95% 05/15/2053 | Long | Debt | US | $2M | – | 0.01 |
| UNION PACIFIC CORP 6.625% 02/01/2029 | Long | Debt | US | $4M | – | 0.02 |
| UNITED AIRLINES 2015-1 CLASS A PASS THROUGH TRUST 3.45% 06/01/2029 | Long | Debt | US | $72K | – | 0.00 |
| UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST 4.875% 07/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037 | Long | Debt | US | $2M | – | 0.01 |
| UNITED AIRLINES INC 4% 04/29/2026 | Long | Debt | US | $397K | – | 0.00 |
| UNITED AIRLS PASS THRU TR 2016-AA 3.1% 01/07/2030 | Long | Debt | US | $1M | – | 0.00 |
| UNITED PARCEL SERVICE INC 2.4% 11/15/2026 | Long | Debt | US | $1M | – | 0.01 |
| UNITED PARCEL SERVICE INC 3.4% 11/15/2046 | Long | Debt | US | $353K | – | 0.00 |
| UNITED PARCEL SERVICE INC 3.625% 10/01/2042 | Long | Debt | US | $871K | – | 0.00 |
| UNITED PARCEL SERVICE INC 3.75% 11/15/2047 | Long | Debt | US | $845K | – | 0.00 |
| UNITED PARCEL SERVICE INC 4.45% 04/01/2030 | Long | Debt | US | $2M | – | 0.01 |
| UNITED PARCEL SERVICE INC 4.875% 03/03/2033 | Long | Debt | US | $4M | – | 0.02 |
| UNITED PARCEL SERVICE INC 5.5% 05/22/2054 | Long | Debt | US | $2M | – | 0.01 |
| UNITED PARCEL SERVICE INC 6.2% 01/15/2038 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY BOND 1.125% 05/15/2040 | Long | Debt | US | $9M | – | 0.04 |
| UNITED STATES TREASURY BOND 1.125% 08/15/2040 | Long | Debt | US | $39M | – | 0.16 |
| UNITED STATES TREASURY BOND 1.25% 05/15/2050 | Long | Debt | US | $9M | – | 0.04 |
| UNITED STATES TREASURY BOND 1.375% 08/15/2050 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY BOND 1.375% 11/15/2040 | Long | Debt | US | $65M | – | 0.27 |
| UNITED STATES TREASURY BOND 1.625% 11/15/2050 | Long | Debt | US | $77M | – | 0.32 |
| UNITED STATES TREASURY BOND 1.75% 08/15/2041 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY BOND 1.875% 02/15/2041 | Long | Debt | US | $116M | – | 0.48 |
| UNITED STATES TREASURY BOND 1.875% 02/15/2051 | Long | Debt | US | $91M | – | 0.38 |
| UNITED STATES TREASURY BOND 1.875% 11/15/2051 | Long | Debt | US | $23M | – | 0.10 |
| UNITED STATES TREASURY BOND 2.25% 02/15/2052 | Long | Debt | US | $34M | – | 0.14 |
| UNITED STATES TREASURY BOND 2.25% 05/15/2041 | Long | Debt | US | $11M | – | 0.05 |
| UNITED STATES TREASURY BOND 2.25% 08/15/2046 | Long | Debt | US | $5M | – | 0.02 |
| UNITED STATES TREASURY BOND 2.25% 08/15/2049 | Long | Debt | US | $597K | – | 0.00 |
| UNITED STATES TREASURY BOND 2.375% 05/15/2051 | Long | Debt | US | $5M | – | 0.02 |
| UNITED STATES TREASURY BOND 2.375% 11/15/2049 | Long | Debt | US | $5M | – | 0.02 |
| UNITED STATES TREASURY BOND 2.5% 02/15/2046 | Long | Debt | US | $9M | – | 0.04 |
| UNITED STATES TREASURY BOND 2.5% 05/15/2046 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY BOND 2.75% 08/15/2047 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY BOND 2.75% 11/15/2047 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY BOND 2.875% 05/15/2043 | Long | Debt | US | $962K | – | 0.00 |
| UNITED STATES TREASURY BOND 2.875% 05/15/2049 | Long | Debt | US | $291.45 | – | 0.00 |
| UNITED STATES TREASURY BOND 2.875% 05/15/2052 | Long | Debt | US | $10M | – | 0.04 |
| UNITED STATES TREASURY BOND 2.875% 08/15/2045 | Long | Debt | US | $68K | – | 0.00 |
| UNITED STATES TREASURY BOND 2.875% 11/15/2046 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY BOND 2% 02/15/2050 | Long | Debt | US | $78K | – | 0.00 |
| UNITED STATES TREASURY BOND 2% 08/15/2051 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY BOND 2% 11/15/2041 | Long | Debt | US | $34M | – | 0.14 |
| UNITED STATES TREASURY BOND 3.125% 05/15/2048 | Long | Debt | US | $358K | – | 0.00 |
| UNITED STATES TREASURY BOND 3.125% 08/15/2044 | Long | Debt | US | $60K | – | 0.00 |
| UNITED STATES TREASURY BOND 3.125% 11/15/2041 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY BOND 3.25% 05/15/2042 | Long | Debt | US | $41M | – | 0.17 |
| UNITED STATES TREASURY BOND 3.375% 05/15/2044 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY BOND 3.375% 08/15/2042 | Long | Debt | US | $179M | – | 0.74 |
| UNITED STATES TREASURY BOND 3.375% 11/15/2048 | Long | Debt | US | $4M | – | 0.01 |
| UNITED STATES TREASURY BOND 3.625% 02/15/2044 | Long | Debt | US | $911K | – | 0.00 |
| UNITED STATES TREASURY BOND 3.625% 02/15/2053 | Long | Debt | US | $189M | – | 0.78 |
| UNITED STATES TREASURY BOND 3.625% 08/15/2043 | Long | Debt | US | $276K | – | 0.00 |
| UNITED STATES TREASURY BOND 3.875% 02/15/2043 | Long | Debt | US | $90M | – | 0.37 |
| UNITED STATES TREASURY BOND 3.875% 05/15/2043 | Long | Debt | US | $121M | – | 0.50 |
| UNITED STATES TREASURY BOND 3.875% 08/15/2040 | Long | Debt | US | $1K | – | 0.00 |
| UNITED STATES TREASURY BOND 3% 02/15/2047 | Long | Debt | US | $5M | – | 0.02 |
| UNITED STATES TREASURY BOND 3% 02/15/2048 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY BOND 3% 05/15/2045 | Long | Debt | US | $13M | – | 0.05 |
| UNITED STATES TREASURY BOND 3% 05/15/2047 | Long | Debt | US | $393K | – | 0.00 |
| UNITED STATES TREASURY BOND 3% 08/15/2052 | Long | Debt | US | $68M | – | 0.28 |
| UNITED STATES TREASURY BOND 3% 11/15/2044 | Long | Debt | US | $32M | – | 0.13 |
| UNITED STATES TREASURY BOND 4.125% 08/15/2053 | Long | Debt | US | $36M | – | 0.15 |
| UNITED STATES TREASURY BOND 4.25% 02/15/2054 | Long | Debt | US | $226M | – | 0.94 |
| UNITED STATES TREASURY BOND 4.25% 05/15/2039 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY BOND 4.25% 11/15/2040 | Long | Debt | US | $138K | – | 0.00 |
| UNITED STATES TREASURY BOND 4.375% 05/15/2040 | Long | Debt | US | $2K | – | 0.00 |
| UNITED STATES TREASURY BOND 4.375% 08/15/2043 | Long | Debt | US | $39M | – | 0.16 |
| UNITED STATES TREASURY BOND 4.375% 11/15/2039 | Long | Debt | US | $17K | – | 0.00 |
| UNITED STATES TREASURY BOND 4.5% 02/15/2044 | Long | Debt | US | $127M | – | 0.53 |
| UNITED STATES TREASURY BOND 4.5% 05/15/2038 | Long | Debt | US | $5M | – | 0.02 |
| UNITED STATES TREASURY BOND 4.5% 08/15/2039 | Long | Debt | US | $73K | – | 0.00 |
| UNITED STATES TREASURY BOND 4.75% 02/15/2037 | Long | Debt | US | $5M | – | 0.02 |
| UNITED STATES TREASURY BOND 4.75% 02/15/2041 | Long | Debt | US | $496K | – | 0.00 |
| UNITED STATES TREASURY BOND 4.75% 11/15/2043 | Long | Debt | US | $146M | – | 0.61 |
| UNITED STATES TREASURY BOND 4% 11/15/2042 | Long | Debt | US | $89M | – | 0.37 |
| UNITED STATES TREASURY BOND 4% 11/15/2052 | Long | Debt | US | $58M | – | 0.24 |
| UNITED STATES TREASURY BOND 5.375% 02/15/2031 | Long | Debt | US | $10M | – | 0.04 |
| UNITEDHEALTH GROUP INC 1.15% 05/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| UNITEDHEALTH GROUP INC 1.25% 01/15/2026 | Long | Debt | US | $1M | – | 0.00 |
| UNITEDHEALTH GROUP INC 2.375% 08/15/2024 | Long | Debt | US | $950K | – | 0.00 |
| UNITEDHEALTH GROUP INC 2.75% 05/15/2040 | Long | Debt | US | $4M | – | 0.02 |
| UNITEDHEALTH GROUP INC 2.9% 05/15/2050 | Long | Debt | US | $65K | – | 0.00 |
| UNITEDHEALTH GROUP INC 2% 05/15/2030 | Long | Debt | US | $1M | – | 0.01 |
| UNITEDHEALTH GROUP INC 3.125% 05/15/2060 | Long | Debt | US | $820K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.25% 05/15/2051 | Long | Debt | US | $1M | – | 0.01 |
| UNITEDHEALTH GROUP INC 3.375% 04/15/2027 | Long | Debt | US | $922K | – | 0.00 |
| UNITEDHEALTH GROUP INC 3.7% 08/15/2049 | Long | Debt | US | $1M | – | 0.01 |
| UNITEDHEALTH GROUP INC 3.75% 07/15/2025 | Long | Debt | US | $5M | – | 0.02 |
| UNITEDHEALTH GROUP INC 3.75% 10/15/2047 | Long | Debt | US | $1M | – | 0.01 |
| UNITEDHEALTH GROUP INC 3.875% 08/15/2059 | Long | Debt | US | $1M | – | 0.01 |
| UNITEDHEALTH GROUP INC 3.875% 12/15/2028 | Long | Debt | US | $354K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.2% 01/15/2047 | Long | Debt | US | $531K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.25% 01/15/2029 | Long | Debt | US | $5M | – | 0.02 |
| UNITEDHEALTH GROUP INC 4.25% 06/15/2048 | Long | Debt | US | $305K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.375% 03/15/2042 | Long | Debt | US | $2M | – | 0.01 |
| UNITEDHEALTH GROUP INC 4.625% 07/15/2035 | Long | Debt | US | $1M | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.625% 11/15/2041 | Long | Debt | US | $907K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.75% 07/15/2045 | Long | Debt | US | $270K | – | 0.00 |
| UNITEDHEALTH GROUP INC 4.9% 04/15/2031 | Long | Debt | US | $9M | – | 0.04 |
| UNITEDHEALTH GROUP INC 4.95% 05/15/2062 | Long | Debt | US | $3M | – | 0.01 |
| UNITEDHEALTH GROUP INC 5.05% 04/15/2053 | Long | Debt | US | $4M | – | 0.02 |
| UNITEDHEALTH GROUP INC 5.2% 04/15/2063 | Long | Debt | US | $2M | – | 0.01 |
| UNITEDHEALTH GROUP INC 5.25% 02/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| UNITEDHEALTH GROUP INC 5.35% 02/15/2033 | Long | Debt | US | $4M | – | 0.02 |
| UNITEDHEALTH GROUP INC 5.8% 03/15/2036 | Long | Debt | US | $1M | – | 0.00 |
| UNITEDHEALTH GROUP INC 5.875% 02/15/2053 | Long | Debt | US | $2M | – | 0.01 |
| UNITEDHEALTH GROUP INC 6.05% 02/15/2063 | Long | Debt | US | $1M | – | 0.00 |
| UNITEDHEALTH GROUP INC 6.625% 11/15/2037 | Long | Debt | US | $1M | – | 0.01 |
| UNIV CA MED CTR 3.006% 5/15/2050 (UNIV CA REGTS MED CTR POOLED REV) | Long | Debt | US | $2M | – | 0.01 |
| UNIV CA MED CTR 3.256% 5/15/2060 (UNIV CA REGTS MED CTR POOLED REV) | Long | Debt | US | $4M | – | 0.01 |
| UNIV CAL REV 3.931% 5/15/2045 (UNIVERSITY CA REVS) | Long | Debt | US | $602K | – | 0.00 |
| UNIV MICH REVS 4.454% 4/1/2122 (UNIVERSITY MI UNIV REVS) | Long | Debt | US | $2M | – | 0.01 |
| UNIV VA REV 2.584% 11/1/2051 (UNIVERSITY VA UNIV REVS) | Long | Debt | US | $1M | – | 0.01 |
| UNIV VA REV 4.179% 9/1/2117 (UNIVERSITY VA UNIV REVS) | Long | Debt | US | $645K | – | 0.00 |
| UNIVERSITY NOTRE DAME DU LAC 3.438% 02/15/2045 | Long | Debt | US | $469K | – | 0.00 |
| UNIVERSITY OF CHICAGO 3% 10/01/2052 | Long | Debt | US | $765K | – | 0.00 |
| UNIVERSITY SOUTHN CALIF 2.945% 10/01/2051 | Long | Debt | US | $3M | – | 0.01 |
| UNIVERSITY SOUTHN CALIF 5.25% 10/01/2111 | Long | Debt | US | $340K | – | 0.00 |
| UNUM GROUP 4.5% 12/15/2049 | Long | Debt | US | $781K | – | 0.00 |
| URUGUAY REPUBLICA ORIENTAL DL 4.125% 11/20/2045 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $729K | – | 0.00 |
| URUGUAY REPUBLICA ORIENTAL DL 4.375% 01/23/2031 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $8M | – | 0.03 |
| URUGUAY REPUBLICA ORIENTAL DL 4.975% 04/20/2055 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $5M | – | 0.02 |
| URUGUAY REPUBLICA ORIENTAL DL 7.625% 03/21/2036 (REPUBLICA ORIENTAL DEL URUGUAY) | Long | Debt | UY | $450K | – | 0.00 |
| US BANCORP DEL 1.375% 07/22/2030 | Long | Debt | US | $6M | – | 0.02 |
| US BANCORP DEL 3.1% 04/27/2026 | Long | Debt | US | $6M | – | 0.03 |
| US BANCORP DEL 3.9% 04/26/2028 | Long | Debt | US | $5M | – | 0.02 |
| US BANCORP DEL 4.548%/VAR 07/22/2028 | Long | Debt | US | $6M | – | 0.02 |
| US BANCORP DEL 4.967%/VAR 07/22/2033 | Long | Debt | US | $2M | – | 0.01 |
| US BANCORP DEL 5.678%/VAR 01/23/2035 | Long | Debt | US | $3M | – | 0.01 |
| US BANCORP DEL 5.775%/VAR 06/12/2029 | Long | Debt | US | $2M | – | 0.01 |
| US BANCORP DEL 5.85%/VAR 10/21/2033 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 0.25% 05/31/2025 | Long | Debt | US | $14M | – | 0.06 |
| UST NOTES 0.25% 06/30/2025 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 0.25% 08/31/2025 | Long | Debt | US | $725K | – | 0.00 |
| UST NOTES 0.25% 09/30/2025 | Long | Debt | US | $22M | – | 0.09 |
| UST NOTES 0.375% 01/31/2026 | Long | Debt | US | $116M | – | 0.48 |
| UST NOTES 0.375% 07/31/2027 | Long | Debt | US | $36M | – | 0.15 |
| UST NOTES 0.375% 09/30/2027 | Long | Debt | US | $4M | – | 0.02 |
| UST NOTES 0.375% 11/30/2025 | Long | Debt | US | $46M | – | 0.19 |
| UST NOTES 0.375% 12/31/2025 | Long | Debt | US | $102M | – | 0.42 |
| UST NOTES 0.5% 02/28/2026 | Long | Debt | US | $4M | – | 0.02 |
| UST NOTES 0.5% 04/30/2027 | Long | Debt | US | $68M | – | 0.28 |
| UST NOTES 0.5% 06/30/2027 | Long | Debt | US | $6M | – | 0.02 |
| UST NOTES 0.5% 10/31/2027 | Long | Debt | US | $60M | – | 0.25 |
| UST NOTES 0.625% 03/31/2027 | Long | Debt | US | $713K | – | 0.00 |
| UST NOTES 0.625% 05/15/2030 | Long | Debt | US | $5M | – | 0.02 |
| UST NOTES 0.625% 07/31/2026 | Long | Debt | US | $44M | – | 0.18 |
| UST NOTES 0.625% 08/15/2030 | Long | Debt | US | $8M | – | 0.03 |
| UST NOTES 0.625% 11/30/2027 | Long | Debt | US | $1M | – | 0.01 |
| UST NOTES 0.625% 12/31/2027 | Long | Debt | US | $10M | – | 0.04 |
| UST NOTES 0.75% 01/31/2028 | Long | Debt | US | $5M | – | 0.02 |
| UST NOTES 0.75% 03/31/2026 | Long | Debt | US | $39M | – | 0.16 |
| UST NOTES 0.75% 04/30/2026 | Long | Debt | US | $212M | – | 0.88 |
| UST NOTES 0.75% 05/31/2026 | Long | Debt | US | $79M | – | 0.33 |
| UST NOTES 0.75% 08/31/2026 | Long | Debt | US | $48M | – | 0.20 |
| UST NOTES 0.875% 06/30/2026 | Long | Debt | US | $43M | – | 0.18 |
| UST NOTES 0.875% 09/30/2026 | Long | Debt | US | $52M | – | 0.22 |
| UST NOTES 1.125% 02/29/2028 | Long | Debt | US | $105M | – | 0.44 |
| UST NOTES 1.125% 10/31/2026 | Long | Debt | US | $153M | – | 0.64 |
| UST NOTES 1.25% 03/31/2028 | Long | Debt | US | $14M | – | 0.06 |
| UST NOTES 1.25% 04/30/2028 | Long | Debt | US | $47M | – | 0.19 |
| UST NOTES 1.25% 05/31/2028 | Long | Debt | US | $35M | – | 0.14 |
| UST NOTES 1.25% 06/30/2028 | Long | Debt | US | $68M | – | 0.28 |
| UST NOTES 1.25% 08/15/2031 | Long | Debt | US | $97M | – | 0.40 |
| UST NOTES 1.25% 09/30/2028 | Long | Debt | US | $62M | – | 0.26 |
| UST NOTES 1.25% 11/30/2026 | Long | Debt | US | $97M | – | 0.40 |
| UST NOTES 1.25% 12/31/2026 | Long | Debt | US | $13M | – | 0.05 |
| UST NOTES 1.375% 08/31/2026 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 1.375% 12/31/2028 | Long | Debt | US | $20M | – | 0.08 |
| UST NOTES 1.5% 01/31/2027 | Long | Debt | US | $46M | – | 0.19 |
| UST NOTES 1.5% 02/15/2030 | Long | Debt | US | $74M | – | 0.31 |
| UST NOTES 1.5% 08/15/2026 | Long | Debt | US | $11M | – | 0.04 |
| UST NOTES 1.5% 11/30/2028 | Long | Debt | US | $99M | – | 0.41 |
| UST NOTES 1.625% 02/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 1.625% 05/15/2026 | Long | Debt | US | $940K | – | 0.00 |
| UST NOTES 1.625% 05/15/2031 | Long | Debt | US | $32M | – | 0.13 |
| UST NOTES 1.625% 08/15/2029 | Long | Debt | US | $26M | – | 0.11 |
| UST NOTES 1.625% 09/30/2026 | Long | Debt | US | $1M | – | 0.00 |
| UST NOTES 1.625% 10/31/2026 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 1.625% 11/30/2026 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 1.75% 12/31/2024 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 1.875% 06/30/2026 | Long | Debt | US | $15M | – | 0.06 |
| UST NOTES 1.875% 07/31/2026 | Long | Debt | US | $31M | – | 0.13 |
| UST NOTES 2.125% 05/15/2025 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 2.125% 11/30/2024 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 2.25% 02/15/2027 | Long | Debt | US | $886K | – | 0.00 |
| UST NOTES 2.25% 08/15/2027 | Long | Debt | US | $5M | – | 0.02 |
| UST NOTES 2.25% 11/15/2025 | Long | Debt | US | $18M | – | 0.08 |
| UST NOTES 2.25% 11/15/2027 | Long | Debt | US | $26M | – | 0.11 |
| UST NOTES 2.375% 05/15/2027 | Long | Debt | US | $64M | – | 0.27 |
| UST NOTES 2.5% 02/28/2026 | Long | Debt | US | $10M | – | 0.04 |
| UST NOTES 2.5% 03/31/2027 | Long | Debt | US | $37M | – | 0.15 |
| UST NOTES 2.625% 01/31/2026 | Long | Debt | US | $9M | – | 0.04 |
| UST NOTES 2.625% 02/15/2029 | Long | Debt | US | $19M | – | 0.08 |
| UST NOTES 2.625% 03/31/2025 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 2.625% 05/31/2027 | Long | Debt | US | $7M | – | 0.03 |
| UST NOTES 2.625% 07/31/2029 | Long | Debt | US | $142M | – | 0.59 |
| UST NOTES 2.625% 12/31/2025 | Long | Debt | US | $3M | – | 0.01 |
| UST NOTES 2.75% 04/30/2027 | Long | Debt | US | $34M | – | 0.14 |
| UST NOTES 2.75% 06/30/2025 | Long | Debt | US | $4M | – | 0.01 |
| UST NOTES 2.75% 07/31/2027 | Long | Debt | US | $80M | – | 0.33 |
| UST NOTES 2.75% 08/15/2032 | Long | Debt | US | $210M | – | 0.87 |
| UST NOTES 2.875% 04/30/2029 | Long | Debt | US | $11M | – | 0.04 |
| UST NOTES 2.875% 05/15/2028 | Long | Debt | US | $44M | – | 0.18 |
| UST NOTES 2.875% 05/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 2.875% 06/15/2025 | Long | Debt | US | $52M | – | 0.21 |
| UST NOTES 2.875% 08/15/2028 | Long | Debt | US | $36M | – | 0.15 |
| UST NOTES 2% 02/15/2025 | Long | Debt | US | $633K | – | 0.00 |
| UST NOTES 2% 08/15/2025 | Long | Debt | US | $6M | – | 0.03 |
| UST NOTES 2% 11/15/2026 | Long | Debt | US | $11M | – | 0.05 |
| UST NOTES 3.125% 08/31/2027 | Long | Debt | US | $40M | – | 0.17 |
| UST NOTES 3.125% 08/31/2029 | Long | Debt | US | $40M | – | 0.17 |
| UST NOTES 3.125% 11/15/2028 | Long | Debt | US | $4M | – | 0.01 |
| UST NOTES 3.25% 06/30/2027 | Long | Debt | US | $36M | – | 0.15 |
| UST NOTES 3.25% 06/30/2029 | Long | Debt | US | $11M | – | 0.04 |
| UST NOTES 3.375% 05/15/2033 | Long | Debt | US | $12M | – | 0.05 |
| UST NOTES 3.5% 01/31/2028 | Long | Debt | US | $96M | – | 0.40 |
| UST NOTES 3.5% 01/31/2030 | Long | Debt | US | $79M | – | 0.33 |
| UST NOTES 3.5% 02/15/2033 | Long | Debt | US | $152M | – | 0.63 |
| UST NOTES 3.5% 04/30/2028 | Long | Debt | US | $122M | – | 0.50 |
| UST NOTES 3.5% 04/30/2030 | Long | Debt | US | $64M | – | 0.27 |
| UST NOTES 3.625% 03/31/2028 | Long | Debt | US | $48M | – | 0.20 |
| UST NOTES 3.625% 03/31/2030 | Long | Debt | US | $75M | – | 0.31 |
| UST NOTES 3.625% 05/15/2026 | Long | Debt | US | $168M | – | 0.70 |
| UST NOTES 3.625% 05/31/2028 | Long | Debt | US | $29M | – | 0.12 |
| UST NOTES 3.75% 06/30/2030 | Long | Debt | US | $161M | – | 0.67 |
| UST NOTES 3.75% 12/31/2028 | Long | Debt | US | $32M | – | 0.13 |
| UST NOTES 3.75% 12/31/2030 | Long | Debt | US | $2M | – | 0.01 |
| UST NOTES 3.875% 04/30/2025 | Long | Debt | US | $39M | – | 0.16 |
| UST NOTES 3.875% 08/15/2033 | Long | Debt | US | $64M | – | 0.27 |
| UST NOTES 3.875% 09/30/2029 | Long | Debt | US | $27M | – | 0.11 |
| UST NOTES 3.875% 11/30/2027 | Long | Debt | US | $116M | – | 0.48 |
| UST NOTES 3.875% 11/30/2029 | Long | Debt | US | $71M | – | 0.29 |
| UST NOTES 3.875% 12/31/2027 | Long | Debt | US | $91M | – | 0.38 |
| UST NOTES 3.875% 12/31/2029 | Long | Debt | US | $28M | – | 0.12 |
| UST NOTES 3% 07/15/2025 | Long | Debt | US | $65M | – | 0.27 |
| UST NOTES 3% 10/31/2025 | Long | Debt | US | $8M | – | 0.03 |
| UST NOTES 4.125% 02/15/2027 | Long | Debt | US | $129M | – | 0.54 |
| UST NOTES 4.125% 03/31/2029 | Long | Debt | US | $77M | – | 0.32 |
| UST NOTES 4.125% 07/31/2028 | Long | Debt | US | $98M | – | 0.41 |
| UST NOTES 4.125% 08/31/2030 | Long | Debt | US | $68M | – | 0.28 |
| UST NOTES 4.125% 09/30/2027 | Long | Debt | US | $27M | – | 0.11 |
| UST NOTES 4.125% 10/31/2027 | Long | Debt | US | $151M | – | 0.63 |
| UST NOTES 4.25% 01/31/2026 | Long | Debt | US | $73M | – | 0.30 |
| UST NOTES 4.25% 02/28/2029 | Long | Debt | US | $80M | – | 0.33 |
| UST NOTES 4.25% 02/28/2031 | Long | Debt | US | $161M | – | 0.67 |
| UST NOTES 4.25% 03/15/2027 | Long | Debt | US | $64M | – | 0.27 |
| UST NOTES 4.25% 05/31/2025 | Long | Debt | US | $175M | – | 0.72 |
| UST NOTES 4.25% 10/15/2025 | Long | Debt | US | $124M | – | 0.51 |
| UST NOTES 4.25% 12/31/2025 | Long | Debt | US | $56M | – | 0.23 |
| UST NOTES 4.375% 11/30/2028 | Long | Debt | US | $144M | – | 0.60 |
| UST NOTES 4.375% 11/30/2030 | Long | Debt | US | $171M | – | 0.71 |
| UST NOTES 4.375% 12/15/2026 | Long | Debt | US | $66M | – | 0.27 |
| UST NOTES 4.5% 03/31/2026 | Long | Debt | US | $29M | – | 0.12 |
| UST NOTES 4.5% 04/15/2027 | Long | Debt | US | $37M | – | 0.15 |
| UST NOTES 4.5% 07/15/2026 | Long | Debt | US | $94M | – | 0.39 |
| UST NOTES 4.5% 11/15/2025 | Long | Debt | US | $23M | – | 0.09 |
| UST NOTES 4.5% 11/15/2033 | Long | Debt | US | $166M | – | 0.69 |
| UST NOTES 4.625% 02/28/2026 | Long | Debt | US | $131M | – | 0.55 |
| UST NOTES 4.625% 04/30/2029 | Long | Debt | US | $67M | – | 0.28 |
| UST NOTES 4.625% 04/30/2031 | Long | Debt | US | $48M | – | 0.20 |
| UST NOTES 4.625% 09/15/2026 | Long | Debt | US | $52M | – | 0.22 |
| UST NOTES 4.625% 09/30/2028 | Long | Debt | US | $97M | – | 0.40 |
| UST NOTES 4.625% 09/30/2030 | Long | Debt | US | $12M | – | 0.05 |
| UST NOTES 4.625% 10/15/2026 | Long | Debt | US | $32M | – | 0.13 |
| UST NOTES 4.625% 11/15/2026 | Long | Debt | US | $114M | – | 0.47 |
| UST NOTES 4.75% 07/31/2025 | Long | Debt | US | $119M | – | 0.50 |
| UST NOTES 4.875% 04/30/2026 | Long | Debt | US | $42M | – | 0.17 |
| UST NOTES 4.875% 10/31/2028 | Long | Debt | US | $6M | – | 0.02 |
| UST NOTES 4.875% 11/30/2025 | Long | Debt | US | $94M | – | 0.39 |
| UST NOTES 4% 01/15/2027 | Long | Debt | US | $58M | – | 0.24 |
| UST NOTES 4% 01/31/2029 | Long | Debt | US | $105M | – | 0.43 |
| UST NOTES 4% 01/31/2031 | Long | Debt | US | $31M | – | 0.13 |
| UST NOTES 4% 02/15/2034 | Long | Debt | US | $134M | – | 0.56 |
| UST NOTES 4% 02/28/2030 | Long | Debt | US | $11M | – | 0.05 |
| UST NOTES 4% 06/30/2028 | Long | Debt | US | $124M | – | 0.51 |
| UST NOTES 4% 10/31/2029 | Long | Debt | US | $125M | – | 0.52 |
| UST NOTES 4% 12/15/2025 | Long | Debt | US | $74M | – | 0.31 |
| UST NOTES 5% 08/31/2025 | Long | Debt | US | $24M | – | 0.10 |
| UST NOTES 5% 09/30/2025 | Long | Debt | US | $170M | – | 0.70 |
| UST NOTES 5% 10/31/2025 | Long | Debt | US | $50M | – | 0.21 |
| UTAH ACQUISITION SUB INC 3.95% 06/15/2026 | Long | Debt | US | $486K | – | 0.00 |
| UTAH ACQUISITION SUB INC 5.25% 06/15/2046 | Long | Debt | US | $482K | – | 0.00 |
| VALE OVERSEAS LTD 3.75% 07/08/2030 | Long | Debt | KY | $5M | – | 0.02 |
| VALE OVERSEAS LTD 6.125% 06/12/2033 | Long | Debt | KY | $300K | – | 0.00 |
| VALE OVERSEAS LTD 6.875% 11/21/2036 | Long | Debt | KY | $2M | – | 0.01 |
| VALE SA 5.625% 09/11/2042 | Long | Debt | BR | $1M | – | 0.00 |
| VALERO ENERGY CORP 2.8% 12/01/2031 | Long | Debt | US | $2M | – | 0.01 |
| VALERO ENERGY CORP 3.4% 09/15/2026 | Long | Debt | US | $3M | – | 0.01 |
| VALERO ENERGY CORP 4% 04/01/2029 | Long | Debt | US | $2M | – | 0.01 |
| VALERO ENERGY CORP 6.625% 06/15/2037 | Long | Debt | US | $1M | – | 0.00 |
| VENTAS RLTY LTD PARTNERSHIP 3.25% 10/15/2026 | Long | Debt | US | $590K | – | 0.00 |
| VENTAS RLTY LTD PARTNERSHIP 3.85% 04/01/2027 | Long | Debt | US | $2M | – | 0.01 |
| VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026 | Long | Debt | US | $252K | – | 0.00 |
| VENTAS RLTY LTD PARTNERSHIP 4.375% 02/01/2045 | Long | Debt | US | $424K | – | 0.00 |
| VENTAS RLTY LTD PARTNERSHIP 4.875% 04/15/2049 | Long | Debt | US | $850K | – | 0.00 |
| VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028 | Long | Debt | US | $4M | – | 0.01 |
| VERALTO CORP 5.35% 09/18/2028 144A | Long | Debt | US | $2M | – | 0.01 |
| VERALTO CORP 5.45% 09/18/2033 144A | Long | Debt | US | $594K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 1.5% 09/18/2030 | Long | Debt | US | $3M | – | 0.01 |
| VERIZON COMMUNICATIONS INC 1.68% 10/30/2030 | Long | Debt | US | $2M | – | 0.01 |
| VERIZON COMMUNICATIONS INC 2.355% 03/15/2032 | Long | Debt | US | $6M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 2.55% 03/21/2031 | Long | Debt | US | $3M | – | 0.01 |
| VERIZON COMMUNICATIONS INC 2.987% 10/30/2056 | Long | Debt | US | $6M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 3.15% 03/22/2030 | Long | Debt | US | $6M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 3.55% 03/22/2051 | Long | Debt | US | $8M | – | 0.03 |
| VERIZON COMMUNICATIONS INC 3.7% 03/22/2061 | Long | Debt | US | $804K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 3.875% 03/01/2052 | Long | Debt | US | $7M | – | 0.03 |
| VERIZON COMMUNICATIONS INC 4.016% 12/03/2029 | Long | Debt | US | $5M | – | 0.02 |
| VERIZON COMMUNICATIONS INC 4.125% 03/16/2027 | Long | Debt | US | $1M | – | 0.01 |
| VERIZON COMMUNICATIONS INC 4.272% 01/15/2036 | Long | Debt | US | $8M | – | 0.03 |
| VERIZON COMMUNICATIONS INC 4.4% 11/01/2034 | Long | Debt | US | $621K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 4.75% 11/01/2041 | Long | Debt | US | $163K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 5.012% 04/15/2049 | Long | Debt | US | $195K | – | 0.00 |
| VERIZON COMMUNICATIONS INC 5.012% 08/21/2054 | Long | Debt | US | $2M | – | 0.01 |
| VERIZON COMMUNICATIONS INC 5.5% 03/16/2047 | Long | Debt | US | $574K | – | 0.00 |
| VF CORPORATION 2.8% 04/23/2027 | Long | Debt | US | $2M | – | 0.01 |
| VIATRIS INC 2.7% 06/22/2030 | Long | Debt | US | $1M | – | 0.01 |
| VIATRIS INC 4% 06/22/2050 | Long | Debt | US | $2M | – | 0.01 |
| VICI PROPERTIES LP 4.375% 05/15/2025 | Long | Debt | US | $1M | – | 0.00 |
| VICI PROPERTIES LP 4.75% 02/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| VICI PROPERTIES LP 4.95% 02/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| VICI PROPERTIES LP 5.125% 05/15/2032 | Long | Debt | US | $2M | – | 0.01 |
| VICI PROPERTIES LP 6.125% 04/01/2054 | Long | Debt | US | $1M | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO 3.1% 05/15/2025 | Long | Debt | US | $698K | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 3.8% 04/01/2028 | Long | Debt | US | $3M | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO 3.8% 09/15/2047 | Long | Debt | US | $2M | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO 4.2% 05/15/2045 | Long | Debt | US | $2M | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO 4.45% 02/15/2044 | Long | Debt | US | $417K | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 4.6% 12/01/2048 | Long | Debt | US | $3M | – | 0.01 |
| VIRGINIA ELECTRIC AND POWER CO 5.3% 08/15/2033 | Long | Debt | US | $691K | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 5.45% 04/01/2053 | Long | Debt | US | $1M | – | 0.00 |
| VIRGINIA ELECTRIC AND POWER CO 6% 05/15/2037 | Long | Debt | US | $365K | – | 0.00 |
| VISA INC 1.9% 04/15/2027 | Long | Debt | US | $5M | – | 0.02 |
| VISA INC 2.05% 04/15/2030 | Long | Debt | US | $11M | – | 0.05 |
| VISA INC 2.7% 04/15/2040 | Long | Debt | US | $726K | – | 0.00 |
| VISA INC 2.75% 09/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| VISA INC 3.15% 12/14/2025 | Long | Debt | US | $2M | – | 0.01 |
| VISA INC 4.3% 12/14/2045 | Long | Debt | US | $2M | – | 0.01 |
| VMWARE INC 1.4% 08/15/2026 | Long | Debt | US | $8M | – | 0.03 |
| VMWARE INC 4.65% 05/15/2027 | Long | Debt | US | $2M | – | 0.01 |
| VODAFONE GROUP PLC 4.375% 05/30/2028 (VODAFONE GRP PLC) | Long | Debt | GB | $6M | – | 0.03 |
| VODAFONE GROUP PLC 5.125% 06/19/2059 (VODAFONE GRP PLC) | Long | Debt | GB | $3M | – | 0.01 |
| VODAFONE GROUP PLC 5.25% 05/30/2048 (VODAFONE GRP PLC) | Long | Debt | GB | $3M | – | 0.01 |
| VODAFONE GROUP PLC 5% 05/30/2038 (VODAFONE GRP PLC) | Long | Debt | GB | $670K | – | 0.00 |
| VODAFONE GROUP PLC 6.15% 02/27/2037 (VODAFONE GRP PLC) | Long | Debt | GB | $2M | – | 0.01 |
| VONTIER CORP 1.8% 04/01/2026 | Long | Debt | US | $1M | – | 0.01 |
| VONTIER CORP 2.4% 04/01/2028 | Long | Debt | US | $1M | – | 0.00 |
| VORNADO REALTY LP 3.5% 01/15/2025 (VORNADO REALTY L P) | Long | Debt | US | $981K | – | 0.00 |
| VOYA FINANCIAL INC 3.65% 06/15/2026 | Long | Debt | US | $3M | – | 0.01 |
| VOYA FINANCIAL INC 5.7% 07/15/2043 | Long | Debt | US | $643K | – | 0.00 |
| WALMART INC 3.625% 12/15/2047 | Long | Debt | US | $2M | – | 0.01 |
| WALMART INC 3.7% 06/26/2028 | Long | Debt | US | $2M | – | 0.01 |
| WALMART INC 3.9% 04/15/2028 | Long | Debt | US | $2M | – | 0.01 |
| WALMART INC 3.95% 09/09/2027 | Long | Debt | US | $2M | – | 0.01 |
| WALMART INC 4.05% 06/29/2048 | Long | Debt | US | $4M | – | 0.02 |
| WALMART INC 4.1% 04/15/2033 | Long | Debt | US | $2M | – | 0.01 |
| WALMART INC 4.3% 04/22/2044 | Long | Debt | US | $947K | – | 0.00 |
| WALMART INC 4.5% 04/15/2053 | Long | Debt | US | $2M | – | 0.01 |
| WALMART INC 5.25% 09/01/2035 | Long | Debt | US | $2M | – | 0.01 |
| WALMART INC 5.625% 04/01/2040 | Long | Debt | US | $373K | – | 0.00 |
| WALMART INC 5.625% 04/15/2041 | Long | Debt | US | $859K | – | 0.00 |
| WALMART INC 6.5% 08/15/2037 | Long | Debt | US | $2M | – | 0.01 |
| WALT DISNEY CO 2.65% 01/13/2031 | Long | Debt | US | $4M | – | 0.02 |
| WALT DISNEY CO 2.75% 09/01/2049 | Long | Debt | US | $3M | – | 0.01 |
| WALT DISNEY CO 2% 09/01/2029 | Long | Debt | US | $66K | – | 0.00 |
| WALT DISNEY CO 3.35% 03/24/2025 | Long | Debt | US | $5M | – | 0.02 |
| WALT DISNEY CO 3.5% 05/13/2040 | Long | Debt | US | $794K | – | 0.00 |
| WALT DISNEY CO 3.6% 01/13/2051 | Long | Debt | US | $3M | – | 0.01 |
| WALT DISNEY CO 3.7% 10/15/2025 | Long | Debt | US | $1M | – | 0.01 |
| WALT DISNEY CO 3.8% 05/13/2060 | Long | Debt | US | $3M | – | 0.01 |
| WALT DISNEY CO 4.7% 03/23/2050 | Long | Debt | US | $2M | – | 0.01 |
| WALT DISNEY CO 5.4% 10/01/2043 | Long | Debt | US | $682K | – | 0.00 |
| WALT DISNEY CO 6.15% 02/15/2041 | Long | Debt | US | $2M | – | 0.01 |
| WALT DISNEY CO 6.15% 03/01/2037 | Long | Debt | US | $757K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC 4.279% 03/15/2032 | Long | Debt | US | $5M | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 5.05% 03/15/2042 | Long | Debt | US | $5M | – | 0.02 |
| WARNERMEDIA HOLDINGS INC 5.141% 03/15/2052 | Long | Debt | US | $7M | – | 0.03 |
| WARNERMEDIA HOLDINGS INC 5.391% 03/15/2062 | Long | Debt | US | $1M | – | 0.01 |
| WASTE MANAGEMENT INC DEL 2.5% 11/15/2050 | Long | Debt | US | $2M | – | 0.01 |
| WASTE MANAGEMENT INC DEL 4.15% 04/15/2032 | Long | Debt | US | $3M | – | 0.01 |
| WASTE MANAGEMENT INC DEL 4.15% 07/15/2049 | Long | Debt | US | $380K | – | 0.00 |
| WEC ENERGY GROUP INC 4.75% 01/15/2028 | Long | Debt | US | $4M | – | 0.02 |
| WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025 | Long | Debt | US | $11M | – | 0.04 |
| WELLS FARGO and CO NEW 3.068/VAR 04/30/2041 | Long | Debt | US | $5M | – | 0.02 |
| WELLS FARGO and CO NEW 3.35%/VAR 3/02/2033 | Long | Debt | US | $6M | – | 0.02 |
| WELLS FARGO and CO NEW 3.55% 09/29/2025 | Long | Debt | US | $737K | – | 0.00 |
| WELLS FARGO and CO NEW 3.9% 05/01/2045 | Long | Debt | US | $682K | – | 0.00 |
| WELLS FARGO and CO NEW 3% 10/23/2026 | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO and CO NEW 4.1% 06/03/2026 | Long | Debt | US | $561K | – | 0.00 |
| WELLS FARGO and CO NEW 4.15% 01/24/2029 | Long | Debt | US | $637K | – | 0.00 |
| WELLS FARGO and CO NEW 4.4% 06/14/2046 | Long | Debt | US | $1M | – | 0.00 |
| WELLS FARGO and CO NEW 4.54%/VAR 08/15/2026 | Long | Debt | US | $10M | – | 0.04 |
| WELLS FARGO and CO NEW 4.611/VAR 04/25/2053 | Long | Debt | US | $6M | – | 0.02 |
| WELLS FARGO and CO NEW 4.75% 12/07/2046 | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO and CO NEW 4.808%/VAR 07/25/2028 | Long | Debt | US | $5M | – | 0.02 |
| WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033 | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO and CO NEW 4.9% 11/17/2045 | Long | Debt | US | $654K | – | 0.00 |
| WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051 | Long | Debt | US | $4M | – | 0.01 |
| WELLS FARGO and CO NEW 5.375% 11/02/2043 | Long | Debt | US | $5M | – | 0.02 |
| WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034 | Long | Debt | US | $10M | – | 0.04 |
| WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034 | Long | Debt | US | $4M | – | 0.01 |
| WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029 | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO and CO NEW 5.606% 01/15/2044 | Long | Debt | US | $6M | – | 0.03 |
| WELLS FARGO and CO NEW 6.419%/VAR 10/23/2034 | Long | Debt | US | $7M | – | 0.03 |
| WELLS FARGO BK NATL ASSN 5.45% 08/07/2026 (WELLS FARGO BANK NATIONAL ASSOCIATION) | Long | Debt | US | $6M | – | 0.02 |
| WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| WELLS FARGO COML MTG TR 2019-C54 3.146% 12/15/2052 | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| WELLS FARGO COML MTG TR 2020-C55 2.725% 02/15/2053 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| 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 | $3M | – | 0.01 |
| WELLTOWER OP LLC 4.95% 09/01/2048 | Long | Debt | US | $2M | – | 0.01 |
| WELLTOWER OP LLC 4% 06/01/2025 | Long | Debt | US | $2M | – | 0.01 |
| WELLTOWER OP LLC 6.5% 03/15/2041 | Long | Debt | US | $1M | – | 0.00 |
| WEST VA UNIV HEALTH SYS OBLIGATED GROUP 3.129% 06/01/2050 | Long | Debt | US | $908K | – | 0.00 |
| WESTERN GAS PARTNERS LP 4.5% 03/01/2028 | Long | Debt | US | $963K | – | 0.00 |
| WESTERN GAS PARTNERS LP 4.65% 07/01/2026 | Long | Debt | US | $3M | – | 0.01 |
| WESTERN GAS PARTNERS LP 5.45% 04/01/2044 | Long | Debt | US | $2M | – | 0.01 |
| WESTERN GAS PARTNERS LP 5.5% 08/15/2048 | Long | Debt | US | $781K | – | 0.00 |
| WESTERN UN CO 2.75% 03/15/2031 (WESTERN UNION CO/THE) | Long | Debt | US | $1M | – | 0.00 |
| WESTERN UN CO 2.85% 01/10/2025 (WESTERN UNION CO/THE) | Long | Debt | US | $2M | – | 0.01 |
| WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026 | Long | Debt | US | $2M | – | 0.01 |
| WESTLAKE CORP 3.375% 06/15/2030 | Long | Debt | US | $1M | – | 0.01 |
| WESTLAKE CORP 3.6% 08/15/2026 | Long | Debt | US | $10M | – | 0.04 |
| WESTLAKE CORP 5% 08/15/2046 | Long | Debt | US | $313K | – | 0.00 |
| WESTPAC BANKING CORP 2.85% 05/13/2026 | Long | Debt | AU | $809K | – | 0.00 |
| WESTPAC BANKING CORP 2.894%/VAR 02/04/2030 | Long | Debt | AU | $6M | – | 0.02 |
| WESTPAC BANKING CORP 3.133% 11/18/2041 | Long | Debt | AU | $2M | – | 0.01 |
| WESTPAC BANKING CORP 3.735% 08/26/2025 | Long | Debt | AU | $2M | – | 0.01 |
| WESTPAC BANKING CORP 4.043% 08/26/2027 | Long | Debt | AU | $7M | – | 0.03 |
| WESTPAC BANKING CORP 4.11%/VAR 07/24/2034 | Long | Debt | AU | $1M | – | 0.01 |
| WESTPAC BANKING CORP 4.421% 07/24/2039 | Long | Debt | AU | $2M | – | 0.01 |
| WESTPAC BANKING CORP 5.405%/VAR 08/10/2033 | Long | Debt | AU | $2M | – | 0.01 |
| WESTPAC BANKING CORP 5.457% 11/18/2027 | Long | Debt | AU | $4M | – | 0.01 |
| WESTPAC BANKING CORP 5.535% 11/17/2028 | Long | Debt | AU | $2M | – | 0.01 |
| WESTPAC BANKING CORP 6.82% 11/17/2033 | Long | Debt | AU | $856K | – | 0.00 |
| WEYERHAEUSER CO 4% 03/09/2052 | Long | Debt | US | $611K | – | 0.00 |
| WEYERHAEUSER CO 4% 04/15/2030 | Long | Debt | US | $2M | – | 0.01 |
| WFRBS COML MTG TR 2014-C25 3.631% 11/15/2047 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WHIRLPOOL CORP 4.5% 06/01/2046 | Long | Debt | US | $315K | – | 0.00 |
| WHIRLPOOL CORP 5.5% 03/01/2033 | Long | Debt | US | $3M | – | 0.01 |
| WILLIAM MARSH RICE UNIV 3.774% 05/15/2055 | Long | Debt | US | $272K | – | 0.00 |
| WILLIAMS COS INC 3.5% 11/15/2030 | Long | Debt | US | $4M | – | 0.02 |
| WILLIAMS COS INC 3.75% 06/15/2027 | Long | Debt | US | $4M | – | 0.02 |
| WILLIAMS COS INC 4.85% 03/01/2048 | Long | Debt | US | $1M | – | 0.01 |
| WILLIAMS COS INC 5.4% 03/02/2026 | Long | Debt | US | $5M | – | 0.02 |
| WILLIAMS COS INC 5.65% 03/15/2033 | Long | Debt | US | $3M | – | 0.01 |
| WILLIAMS COS INC 5.75% 06/24/2044 | Long | Debt | US | $332K | – | 0.00 |
| WILLIS NORTH AMERICA INC 2.95% 09/15/2029 | Long | Debt | US | $3M | – | 0.01 |
| WILLIS NORTH AMERICA INC 4.5% 09/15/2028 | Long | Debt | US | $3M | – | 0.01 |
| WISCONSIN ELEC PWR CO 1.7% 06/15/2028 | Long | Debt | US | $70K | – | 0.00 |
| WISCONSIN ELEC PWR CO 4.25% 06/01/2044 | Long | Debt | US | $678K | – | 0.00 |
| WISCONSIN PWR and LT CO 4.95% 04/01/2033 | Long | Debt | US | $2M | – | 0.01 |
| WP CAREY INC 2.45% 02/01/2032 | Long | Debt | US | $964K | – | 0.00 |
| WRKCO INC 3% 06/15/2033 | Long | Debt | US | $2M | – | 0.01 |
| WYETH LLC 5.95% 04/01/2037 | Long | Debt | US | $1M | – | 0.00 |
| XCEL ENERGY INC 3.35% 12/01/2026 | Long | Debt | US | $509K | – | 0.00 |
| XCEL ENERGY INC 3.4% 06/01/2030 | Long | Debt | US | $2M | – | 0.01 |
| XCEL ENERGY INC 4% 06/15/2028 | Long | Debt | US | $12M | – | 0.05 |
| ZIMMER BIOMET HLDGS INC 3.55% 04/01/2025 | Long | Debt | US | $7M | – | 0.03 |
| ZOETIS INC 3.95% 09/12/2047 | Long | Debt | US | $280K | – | 0.00 |
| ZOETIS INC 4.7% 02/01/2043 | Long | Debt | US | $3M | – | 0.01 |
Address
Fidelity Salem Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
ELIZABETH S ACTON
JENNIFER TOOLIN MCAULIFFE
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
JONATHAN CHIEL
CHRISTINE J. THOMPSON
ANN E DUNWOODY
LAURA M. BISHOP
ABIGAIL JOHNSON
MICHAEL E KENNEALLY
ARTHUR E JOHNSON
ROBERT W. HELM
CAROL J. ZIERHOFFER
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
INTERCONTINENTAL EXCHANGE INC
REFINITIV US HOLDINGS INC
PRICINGDIRECT INC
Custodians
EUROCLEAR
BNP PARIBAS NETHERLANDS
STATE STREET BANK AND TRUST COMPANY
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
N/A