| Holding | Nov 19 | Feb 20 | May 20 | Aug 20 | Nov 20 | Feb 21 | May 21 | Aug 21 | Nov 21 | Feb 22 | May 22 | Aug 22 | Nov 22 | Feb 23 | May 23 | Aug 23 | Feb 24 | May 24 | Aug 24 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BANK OF AMERICA, N.A. | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US ULTRA BOND CBT FUT DEC24 WNZ4 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US ULTRA BOND CBT FUT SEP24 WNU4 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT SEP24 FVU4 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT SEP24 USU4 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)SEP24 TYU4 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT SEP24 TUU4 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT JUN24 USM4 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT JUN24 TUM4 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT JUN24 FVM4 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)JUN24 TYM4 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US ULTRA BOND CBT FUT JUN24 WNM4 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT DEC23 TUZ3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT DEC23 USZ3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US ULTRA BOND CBT FUT DEC23 WNZ3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT DEC23 FVZ3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)DEC23 TYZ3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)SEP23 TYU3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT SEP23 TUU3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US ULTRA BOND CBT FUT SEP23 WNU3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT SEP23 FVU3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT SEP23 USU3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT JUN23 TUM3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT JUN23 FVM3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT JUN23 USM3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)JUN23 TYM3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)MAR23 TYH3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT MAR23 TUH3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT MAR23 FVH3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT MAR23 USH3 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)DEC22 TYZ2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT DEC22 USZ2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT DEC22 FVZ2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT DEC22 TUZ2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT SEP22 USU2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT SEP22 FVU2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT SEP22 TUU2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)SEP22 TYU2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT JUN22 FVM2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT JUN22 USM2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT JUN22 TUM2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)JUN22 TYM2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)MAR22 TYH2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT MAR22 FVH2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT MAR22 USH2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT MAR22 TUH2 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE FUT (CBT)DEC21 TUZ1 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT DEC21 FVZ1 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)DEC21 TYZ1 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT DEC21 USZ1 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)SEP21 TYU1 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT SEP21 TUU1 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT SEP21 FVU1 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT SEP21 USU1 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT JUN21 TUM1 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)JUN21 TYM1 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT JUN21 USM1 | |||||||||||||||||||
| CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT MAR21 FVH1 | |||||||||||||||||||
| CITIBANK, N.A. | |||||||||||||||||||
| FED HOME LOAN MTG CORP - GOLD FHLG 20YR 3% 06/01/2033#K90632 | |||||||||||||||||||
| FED HOME LOAN MTG CORP - GOLD FHLG 20YR 3.5% 05/01/2038#G31067 | |||||||||||||||||||
| FED HOME LOAN MTG CORP - GOLD FHLG 20YR 3.0% 06/01/2033#C91709 | |||||||||||||||||||
| FED HOME LOAN MTG CORP - GOLD FHLG 15YR 6.0% 01/01/2024#G14293 | |||||||||||||||||||
| FED HOME LOAN MTG CORP - GOLD FHLG 20YR 3% 04/01/2033#K90336 | |||||||||||||||||||
| FED HOME LOAN MTG CORP - GOLD FHLG 20YR 3% 06/01/2033#K90806 | |||||||||||||||||||
| FED HOME LOAN MTG CORP - GOLD FHLG 20YR 3% 06/01/2033#K90684 | |||||||||||||||||||
| FED HOME LOAN MTG CORP - GOLD FHLG 20YR 3% 11/01/2033#G30872 | |||||||||||||||||||
| FED HOME LOAN MTG CORP - GOLD FHLG 20YR 3% 07/01/2033#C91714 | |||||||||||||||||||
| FED HOME LOAN MTG CORP - GOLD FHLG 5.50% 7/29 #C91260 | |||||||||||||||||||
| FEDERAL FARM CREDIT BANKS | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 3145 GO 4/36 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 3415 PC 5% 12/37 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 2877 ZD 5% 10/34 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 1141 G 9 9/21 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FEDERAL HOME LN MTG MLT CTF GT 4.5% 12/15/2026 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 2587 AD 4.71 3/33 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FEDERAL HOME LN MTG MLT CTF GT 4% 01/15/2041 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FEDERAL HOME LN MTG MLT CTF GT 5.0% 04/15/2041 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 2802 ZG 5.5% 5/15/34 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 2682 FB 1ML+90 10/33 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 2711 FC 1ML+90 2/33 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 3007 EW 5.5 7/25 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 2530 FE 1ML+60 2/32 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 2682 LD 4.5% 10/33 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FGLMC 3871 KB 5.5% 06/41 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FEDERAL HOME LN MTG MLT 3857 ZP 5% 05/15/2041 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FEDERAL HOME LN MTG MLT CTF GT 3.854% 06/25/2028 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.811% 01/25/2025 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD FEDERAL HOME LN MTG CORP 4.5% 11/15/2040 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.5% 11/15/2031 | |||||||||||||||||||
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD FHR 2014-4335 AL 4.25% 03/40 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2048 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2006-15 OP 0% 3/36 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2017-30 AI 5.5% 05/47 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-49 FB SOFR30A+71.448 11/31 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2010-135 ZA 4.5% 12/40 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2007-66 SA SOFR30A+3891.312 7/37 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-7 FC SOFR30A+86.448 1/32 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA SOFR30A+632.552 05/25/2037 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2001-38 QF SOFR30A+109.448 8/31 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 4.5% 07/25/2027 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNCL 2011-39 ZA 6% 11/32 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2006-104 GI SOFR30A+656.552 11/36 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2011-67 AI IO 4% 7/26 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2% 06/25/2046 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2005-81 PC 5.5% 9/35 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-39 FD SOFR30A+111.448 3/32 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA SOFR30A+652.552 12/25/2036 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2015-70 JC 3% 10/45 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2003-118 S SOFR30A+798.552 12/33 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2052 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2016-26 CG 3% 05/46 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3.5% 08/25/2047 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 1999-17 PG 6% 4/29 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-74 FV SOFR30A+56.448 11/32 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-75 FA SOFR30A+111.448 11/32 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2003-21 SK SOFR30A+798.552 3/33 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 4.5% 12/25/2048 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-63 FN SOFR30A+111.448 10/32 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2010-150 ZC 4.75% 01/41 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 4.5% 04/25/2046 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2013-133 IB 3% 04/32 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 5% 01/25/2042 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA SOFR30A+593.552 01/25/2044 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2006-12 BO 0% 10/35 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3.5% 03/25/2049 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2006-72 CY 6% 8/26 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2007-66 SB SOFR30A+3891.312 7/37 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2% 11/25/2047 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2006-37 OW 0% 5/36 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 5.5% 07/25/2034 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG2012-9 SH SOFR30A+643.552 06/25/2041 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-60 FV SOFR30A+111.448 4/32 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2005-117 JN 4.5% 1/36 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2001-20 Z 6% 5/31 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA SOFR30A+660.552 06/25/2035 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 4.5% 06/25/2049 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2007-57 SA 4062-6*1ML 6/37 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2011-4 PZ 5% 2/41 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 4.25% 03/25/2042 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-18 FD SOFR30A+91.448 2/32 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2040 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2004-91 Z 5 12/34 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2003-70 BJ 5% 7/33 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3% 10/25/2049 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 1999-33 PK 6% 7/29 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 1999-32 PL 6% 7/29 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 20-49 JA 2% 08/25/2044 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 22-66 KA 5% 10/25/2052 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2009-59 HB 5% 8/25/39 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-74 SV SOFR30A+743.552 11/32 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 1999-25 Z 6% 6/29 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2001-31 ZC 6.5% 7/31 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2002-16 ZD 6.50% 4/32 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2005-14 ZB 5% 3/35 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2005-102 CO 0% 11/35 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2005-73 SA SOFR30A+1725.235 8/35 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 4% 06/25/2048 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2001-52 YZ 6.5% 10/31 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 1% 11/25/2049 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 3.5% 04/25/2045 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 5% 04/25/2046 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2% 08/25/2051 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 20-101 BA 1.5% 09/25/2045 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 5.5% 06/25/2035 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2010-139 NI 4.5% 2/40 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG 2012-14 CLASS JS SOFR30A+653.552 12/25/2030 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 5.0% 12/25/2023 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FEDERAL NAT MTG ASN GTD REM PA 2017-74 SH SOFR30A+608.552 10/25/2047 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2010-135 LS SOFR30A+593.552 12/40 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 2008-12 SG SOFR30A+623.552 3/38 | |||||||||||||||||||
| FEDERAL NAT MTG ASN GTD REM PA FNR 05-19 PA 5.5% 7/34 | |||||||||||||||||||
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 343 16 5.5% 5/34 | |||||||||||||||||||
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 351 12 5.5% 4/34 | |||||||||||||||||||
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 339 5 5.5% 8/33 | |||||||||||||||||||
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 351 13 6% 3/34 | |||||||||||||||||||
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 348 14 6.5% 8/34 | |||||||||||||||||||
| FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 359 19 6% 7/35 | |||||||||||||||||||
| FHLMC MFD HSG COP GTD (FREDMAC FHR 2056 Z 6% 5/28 | |||||||||||||||||||
| FHLMC MFD HSG COP GTD (FREDMAC FHR 2043 ZH 6% 4/28 | |||||||||||||||||||
| FHLMC MFD HSG COP GTD (FREDMAC FHR 1686 FA SOFR30A+101.448 2/24 | |||||||||||||||||||
| Fidelity Central Investment Portfolios II LLC | |||||||||||||||||||
| Fidelity Revere Street Trust | |||||||||||||||||||
| FNMA GTD MTG PASS THRU CTF | |||||||||||||||||||
| FNMA STRIPPED MTG BKD SECS | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4% 09/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 09/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 09/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6% 09/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 09/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 10/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5% 09/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 09/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6.5% 09/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 09/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 06/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 06/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 06/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5% 06/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 06/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 07/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4% 06/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 07/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6.5% 06/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5% 07/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 06/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 03/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6% 03/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 03/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 6.5% 03/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 03/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 03/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 03/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 03/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 04/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5% 03/01/2054 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 10/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 5% 09/01/2038 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 09/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 06/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 06/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 5% 06/01/2038 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 04/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 03/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 04/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 02/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 04/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 12/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 12/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 12/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 01/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 3% 12/01/2037 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 01/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 12/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 01/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 12/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 12/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 2.5% 12/01/2037 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 5% 12/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4% 12/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 12/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 01/01/2053 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 09/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 07/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 2% 06/01/2037 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 1.5% 06/01/2037 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3% 07/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 4% 07/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 07/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 04/01/2052 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 1.5% 03/01/2037 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 2% 03/01/2037 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 15YR 2% 04/01/2037 #TBA | |||||||||||||||||||
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 10/01/2051 #TBA | |||||||||||||||||||
| FREMF 2015-KPLB MORTGAGE TRUST | |||||||||||||||||||
| GNMA GUARANTEED PASS THRU CERT | |||||||||||||||||||
| GOLDMAN SACHS BANK USA | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2012-H03 FA TSFR1M+81.448 1/20/62 RVM | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2011-H12 FA TSFR1M+60.448 5/61 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H27 FA TSFR1M+38 12/60 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM TSFR1M+66.448 09/20/2061 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 1.65% 02/20/2063 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 2.75% 02/20/2064 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2017-134 BA 2.5% 11/46 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2011-H13 FA TSFR1M+61.448 4/61 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2011-H21 FA TSFR1M+71.448 10/61 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2015-H13 HA 2.5% 08/64 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H010 FA TSFR1M+44.448 5/60 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2011-H17 FA TSFR1M+64.448 6/61 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2015-H13 FL TSFR1M+39.448 05/63 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2011-H05 FA TSFR1M+61.448 12/60 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2012-H07 FA TSFR1M+74.448 3/20/62 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H18 AF TSFR1M+41.448 9/60 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2011-H14 FC TSFR1M+61.448 5/61 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2012-H01 FA TSFR1M+81.448 11/61 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 1.65% 01/20/2063 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2011-H14 FB TSFR1M+61.448 5/61 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM TSFR1M+60 08/20/2063 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2011-H07 FA TSFR1M+61.448 3/61 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2012-H06 FA TSFR1M+74.448 1/62 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNMA 2017-H06 FA T1Y+35 08/66 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 01/20/2064 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H16 BA 3.55% 07/60 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 2018-H12 HA 3.25% 08/20/2068 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2016-H13 FB T1Y+50 05/20/2066 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 06/20/2064 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H17 FA TSFR1M+44.448 7/60 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM TSFR1M+65 12/20/2063 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H19 FG TSFR1M+41.448 8/60 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 12/20/2063 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 2015-H30 HA VAR 11/20/2065 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 2015-H19 FA TSFR1M+31.448 04/63 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MA 2016-H20 FM TSFR1M+51.448 12/20/2062 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H18 PL 5.01% 9/60 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM TSFR1M+60 08/20/2063 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM TSFR1M+41.448 03/01/2061 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 13-H08 MA 3% 03/20/2063 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 2.75% 05/20/2064 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2013-H06 HA 1.65% 01/20/2063 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H28 KA 3.75% 12/20/2060 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2013-H26 HA 3.5% 9/63 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 1.75% 03/20/2063 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 2.5% 05/20/2065 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H15 TP 5.15% 8/20/60 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 2016-H02 FM 1ML+50 09/20/2062 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTGE 2016-H04 1ML+65 11/20/2065 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTG ASSN HECM 2.5% 06/20/2065 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2015-H21 HA 2.5% 06/63 | |||||||||||||||||||
| GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2010-H17 XP 5.3019% 7/60 | |||||||||||||||||||
| ISRAEL, STATE OF | |||||||||||||||||||
| JORDAN KINGDOM OF | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 09/18/26 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 09/18/27 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 09/18/29 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 09/18/34 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 09/18/44 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 09/18/31 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 06/20/34 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 06/20/2026 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 06/20/44 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 06/20/29 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 06/20/31 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 06/20/27 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.25% MAC 03/20/31 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.5% MAC 03/20/27 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.25% MAC 03/20/2029 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 03/20/44 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 03/20/26 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 03/20/54 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 09/20/2033 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.25% MAC 09/20/53 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 09/20/28 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.25% MAC 06/21/28 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.0% MAC 06/21/33 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV2.75% MAC 06/21/53 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFR4.0% MAC 03/15/28 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 03/15/33 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV3.25% MAC 03/15/53 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV2.75% MAC 12/21/27 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV2.5% MAC 12/21/32 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV2.5% MAC 12/21/52 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV2.75% MAC 09/21/32 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV2.75% MAC 09/21/27 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV2.5% MAC 09/21/52 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV1.75% MAC 06/15/27 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV1.75% MAC 06/15/32 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV1.75% MAC 06/15/52 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV1.5% MAC 03/16/32 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV1.75% MAC 03/16/52 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH OIS SOFRV1.0% MAC 03/16/27 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV1.25% MAC 12/15/26 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV1.75% MAC 12/15/31 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV2.0% MAC 12/15/51 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV1.0% MAC 09/15/31 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV1.25% MAC 09/15/51 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV.25% MAC 09/15/23 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV.5% MAC 09/15/26 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV1.0% MAC 09/15/31 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV1.25% MAC 09/15/51 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV.25% MAC 09/15/23 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV.5% MAC 09/15/26 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCS IRS 3MLV.75% MAC 03/17/31 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV.25% MAC 03/17/23 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV.5% MAC 03/17/26 | |||||||||||||||||||
| LONDON CLEARING HOUSE LCH IRS 3MLV1.0% MAC 03/17/51 | |||||||||||||||||||
| MORGAN STANLEY CAPITAL SERVICES LLC | |||||||||||||||||||
| NCUA GTD NTS MASTER TR | |||||||||||||||||||
| NCUA GTD NTS TR 2010-A1 | |||||||||||||||||||
| PRIVATE EXPORT FUNDING CORP | |||||||||||||||||||
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 | |||||||||||||||||||
| TENNESSEE VALLEY AUTHORITY | |||||||||||||||||||
| UKRAINE GOVERNMENT | |||||||||||||||||||
| UST NOTES |
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