U.S. Government Securities Fund
AMERICAN FUNDS INCOME SERIES
+614
New
614
Positions
| # | Name | Ticker | Since | Shares | Value | % Port | Cat |
|---|---|---|---|---|---|---|---|
| 1 | UNITED STATES TREASURY | 91282CCZ2 | Feb 2022 | 1,407,731,700 | $1.35B | 5.82% | DBT |
| 2 | UNITED STATES TREASURY | 912828WU0 | Feb 2022 | 755,823,797 | $804.5M | 3.45% | DBT |
| 3 | UNITED STATES TREASURY | 912828B25 | Feb 2022 | 743,471,901 | $790.7M | 3.40% | DBT |
| 4 | UNITED STATES TREASURY | 912828TE0 | Feb 2022 | 720,130,564 | $743.0M | 3.19% | DBT |
| 5 | UNITED STATES TREASURY | 912828XL9 | Feb 2022 | 642,215,498 | $692.6M | 2.97% | DBT |
| 6 | UNITED STATES TREASURY | 9128284H0 | Feb 2022 | 633,623,521 | $665.1M | 2.86% | DBT |
| 7 | UNITED STATES TREASURY | 91282CBC4 | Feb 2022 | 662,099,300 | $629.5M | 2.70% | DBT |
| 8 | UNITED STATES TREASURY | 912828YL8 | Feb 2022 | 512,637,877 | $545.4M | 2.34% | DBT |
| 9 | UNITED STATES TREASURY | 91282CBS9 | Feb 2022 | 523,798,800 | $507.6M | 2.18% | DBT |
| 10 | UNITED STATES TREASURY | 912810SS8 | Feb 2022 | 571,195,700 | $500.9M | 2.15% | DBT |
| 11 | UNIFORM MBS | 01F030645 | Feb 2022 | 491,588,050 | $495.5M | 2.13% | ABS-MBS |
| 12 | JPMORGAN CHASE BANK NA | N/A | Feb 2022 | 450,000,000 | $450.0M | 1.93% | STIV |
| 13 | UNIFORM MBS | 01F030637 | Feb 2022 | 426,293,077 | $430.6M | 1.85% | ABS-MBS |
| 14 | UNITED STATES TREASURY | 912810SP4 | Feb 2022 | 518,080,000 | $427.0M | 1.83% | DBT |
| 15 | UNITED STATES TREASURY | 91282CDB4 | Feb 2022 | 428,000,000 | $417.4M | 1.79% | DBT |
| 16 | UNITED STATES TREASURY | 91282CEC1 | Feb 2022 | 402,050,000 | $405.0M | 1.74% | DBT |
| 17 | UNITED STATES TREASURY | 912796T74 | Feb 2022 | 368,100,000 | $368.1M | 1.58% | DBT |
| 18 | UNITED STATES TREASURY | 91282CDX6 | Feb 2022 | 306,028,555 | $336.0M | 1.44% | DBT |
| 19 | UNITED STATES TREASURY | 912828VM9 | Feb 2022 | 316,744,516 | $335.0M | 1.44% | DBT |
| 20 | UNITED STATES TREASURY | 91282CCB5 | Feb 2022 | 330,004,400 | $324.6M | 1.39% | DBT |
| 21 | FEDERAL HOME LOAN BANKS | 313385VS2 | Feb 2022 | 324,200,000 | $324.1M | 1.39% | DBT |
| 22 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3135G03U5 | Feb 2022 | 318,800,000 | $308.7M | 1.33% | DBT |
| 23 | UNITED STATES TREASURY | 91282CBH3 | Feb 2022 | 304,840,000 | $289.3M | 1.24% | DBT |
| 24 | UNITED STATES TREASURY | 912828UH1 | Feb 2022 | 273,507,788 | $284.1M | 1.22% | DBT |
| 25 | UNITED STATES TREASURY | 912796U80 | Feb 2022 | 250,000,000 | $249.9M | 1.07% | DBT |
| 26 | UNITED STATES TREASURY | 91282CAV3 | Feb 2022 | 267,281,200 | $247.3M | 1.06% | DBT |
| 27 | UNITED STATES TREASURY | 91282CCA7 | Feb 2022 | 225,310,218 | $240.4M | 1.03% | DBT |
| 28 | UNITED STATES TREASURY | 912810SL3 | Feb 2022 | 241,408,400 | $231.4M | 0.99% | DBT |
| 29 | UNITED STATES TREASURY | 91282CBF7 | Feb 2022 | 203,491,900 | $222.7M | 0.96% | DBT |
| 30 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 21H030633 | Feb 2022 | 216,288,308 | $219.9M | 0.94% | ABS-MBS |
| 31 | UNITED STATES TREASURY | 912796U23 | Feb 2022 | 218,300,000 | $218.2M | 0.94% | DBT |
| 32 | UNITED STATES TREASURY | 912810SN9 | Feb 2022 | 262,450,000 | $209.7M | 0.90% | DBT |
| 33 | UNITED STATES TREASURY | 912828YY0 | Feb 2022 | 204,000,000 | $204.7M | 0.88% | DBT |
| 34 | FEDERAL HOME LOAN BANKS | 313385VM5 | Feb 2022 | 200,000,000 | $200.0M | 0.86% | DBT |
| 35 | UNITED STATES TREASURY | 912796T33 | Feb 2022 | 200,000,000 | $198.0M | 0.85% | DBT |
| 36 | UNITED STATES TREASURY | 912828X39 | Feb 2022 | 190,922,090 | $193.3M | 0.83% | DBT |
| 37 | UNITED STATES TREASURY | 912796H44 | Feb 2022 | 175,600,000 | $175.5M | 0.75% | DBT |
| 38 | UNITED STATES TREASURY | 912796Q28 | Feb 2022 | 165,000,000 | $164.9M | 0.71% | DBT |
| 39 | UNITED STATES TREASURY | 91282CBZ3 | Feb 2022 | 170,166,600 | $164.8M | 0.71% | DBT |
| 40 | UNITED STATES TREASURY | 912810SZ2 | Feb 2022 | 169,919,800 | $163.2M | 0.70% | DBT |
| 41 | UNITED STATES TREASURY | 912828X70 | Feb 2022 | 158,000,000 | $159.7M | 0.69% | DBT |
| 42 | UNITED STATES TREASURY | 91282CDJ7 | Feb 2022 | 160,242,700 | $153.8M | 0.66% | DBT |
| 43 | UNITED STATES TREASURY | 91282CDC2 | Feb 2022 | 142,953,444 | $153.6M | 0.66% | DBT |
| 44 | UNITED STATES TREASURY | 912796J42 | Feb 2022 | 150,000,000 | $149.8M | 0.64% | DBT |
| 45 | UNITED STATES TREASURY | 912796K57 | Feb 2022 | 150,000,000 | $149.7M | 0.64% | DBT |
| 46 | UNITED STATES TREASURY | 91282CBV2 | Feb 2022 | 150,000,000 | $146.4M | 0.63% | DBT |
| 47 | UNITED STATES TREASURY | 912810TA6 | Feb 2022 | 157,962,000 | $144.9M | 0.62% | DBT |
| 48 | UNITED STATES TREASURY | 91282CEB3 | Feb 2022 | 135,000,000 | $135.6M | 0.58% | DBT |
| 49 | UNITED STATES TREASURY | 912796P37 | Feb 2022 | 135,000,000 | $135.0M | 0.58% | DBT |
| 50 | UNITED STATES TREASURY | 91282CAQ4 | Feb 2022 | 126,011,226 | $134.7M | 0.58% | DBT |
| 51 | UNITED STATES TREASURY | 91282CAB7 | Feb 2022 | 138,658,100 | $132.1M | 0.57% | DBT |
| 52 | UNITED STATES TREASURY | 912810SW9 | Feb 2022 | 140,195,500 | $131.9M | 0.57% | DBT |
| 53 | UNIFORM MBS | 01F032641 | Feb 2022 | 125,835,980 | $129.3M | 0.56% | ABS-MBS |
| 54 | UNITED STATES TREASURY | 912796P29 | Feb 2022 | 127,900,000 | $127.9M | 0.55% | DBT |
| 55 | UNITED STATES TREASURY | 912796V30 | Feb 2022 | 127,900,000 | $127.8M | 0.55% | DBT |
| 56 | UNITED STATES TREASURY | 912810QV3 | Feb 2022 | 105,545,627 | $126.2M | 0.54% | DBT |
| 57 | UNITED STATES TREASURY | 912828YH7 | Feb 2022 | 123,000,000 | $122.7M | 0.53% | DBT |
| 58 | UNITED STATES TREASURY | 912796N21 | Feb 2022 | 122,600,000 | $122.6M | 0.53% | DBT |
| 59 | UNITED STATES TREASURY | 912810SQ2 | Feb 2022 | 144,100,000 | $119.5M | 0.51% | DBT |
| 60 | UNITED STATES TREASURY | 9128286N5 | Feb 2022 | 110,250,285 | $117.3M | 0.50% | DBT |
| 61 | UNITED STATES TREASURY | 912796N39 | Feb 2022 | 107,300,000 | $107.3M | 0.46% | DBT |
| 62 | UNITED STATES TREASURY | 912810SH2 | Feb 2022 | 94,000,000 | $106.9M | 0.46% | DBT |
| 63 | UNITED STATES TREASURY | 91282CCW9 | Feb 2022 | 111,519,100 | $106.8M | 0.46% | DBT |
| 64 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $105.9M | 0.45% | DIR |
| 65 | UNITED STATES TREASURY | 912810SV1 | Feb 2022 | 90,911,616 | $98.2M | 0.42% | DBT |
| 66 | FEDERAL HOME LOAN BANKS | 313385VU7 | Feb 2022 | 97,500,000 | $97.5M | 0.42% | DBT |
| 67 | UNITED STATES TREASURY | 91282CAH4 | Feb 2022 | 101,955,000 | $95.2M | 0.41% | DBT |
| 68 | FEDERAL FARM CREDIT BANKS FUNDING CORP | 313313XU7 | Feb 2022 | 95,000,000 | $94.9M | 0.41% | DBT |
| 69 | UNITED STATES TREASURY | 91282CBT7 | Feb 2022 | 97,900,400 | $94.1M | 0.40% | DBT |
| 70 | UNIFORM MBS | 01F032633 | Feb 2022 | 90,077,577 | $92.8M | 0.40% | ABS-MBS |
| 71 | FEDERAL HOME LOAN MORTGAGE CORP | 3132DVK20 | Feb 2022 | 88,921,600 | $92.7M | 0.40% | ABS-MBS |
| 72 | UNITED STATES TREASURY | 912828ZJ2 | Feb 2022 | 83,170,855 | $88.4M | 0.38% | DBT |
| 73 | FREDDIE MAC - SLST SLST_18-2 | 35564CAN7 | Feb 2022 | 86,122,963 | $88.4M | 0.38% | ABS-CBDO |
| 74 | UNITED STATES TREASURY | 912810TB4 | Feb 2022 | 92,644,700 | $86.5M | 0.37% | DBT |
| 75 | UNIFORM MBS | 01F020646 | Feb 2022 | 87,161,525 | $83.4M | 0.36% | ABS-MBS |
| 76 | UNIFORM MBS | 01F022642 | Feb 2022 | 80,723,806 | $79.5M | 0.34% | ABS-MBS |
| 77 | UNITED STATES TREASURY | 912810SK5 | Feb 2022 | 76,250,000 | $79.1M | 0.34% | DBT |
| 78 | UNITED STATES TREASURY | 91282CBU4 | Feb 2022 | 79,428,000 | $78.6M | 0.34% | DBT |
| 79 | UNITED STATES TREASURY | 912796N47 | Feb 2022 | 77,100,000 | $77.1M | 0.33% | DBT |
| 80 | FEDERAL HOME LOAN BANKS | 313385US3 | Feb 2022 | 75,000,000 | $75.0M | 0.32% | DBT |
| 81 | UNITED STATES TREASURY | 912810SU3 | Feb 2022 | 79,009,100 | $73.6M | 0.32% | DBT |
| 82 | UNITED STATES TREASURY | 912810SG4 | Feb 2022 | 54,733,224 | $71.9M | 0.31% | DBT |
| 83 | UNIFORM MBS | 01F012437 | Feb 2022 | 72,859,421 | $70.9M | 0.30% | ABS-MBS |
| 84 | UNITED STATES TREASURY | 91282CAZ4 | Feb 2022 | 72,302,800 | $68.8M | 0.30% | DBT |
| 85 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QMVG6 | Feb 2022 | 66,824,429 | $68.6M | 0.29% | ABS-MBS |
| 86 | UNITED STATES TREASURY | 91282CCH2 | Feb 2022 | 70,500,000 | $68.2M | 0.29% | DBT |
| 87 | UNITED STATES TREASURY | 91282CAT8 | Feb 2022 | 71,150,000 | $67.5M | 0.29% | DBT |
| 88 | UNITED STATES TREASURY | 91282CAL5 | Feb 2022 | 70,750,000 | $65.5M | 0.28% | DBT |
| 89 | UNITED STATES TREASURY | 912828ZM5 | Feb 2022 | 65,000,000 | $65.0M | 0.28% | DBT |
| 90 | UNITED STATES TREASURY | 912828YX2 | Feb 2022 | 63,900,000 | $63.9M | 0.27% | DBT |
| 91 | UNITED STATES TREASURY | 91282CBP5 | Feb 2022 | 64,705,000 | $62.3M | 0.27% | DBT |
| 92 | UNITED STATES TREASURY | 912810SX7 | Feb 2022 | 59,320,400 | $61.9M | 0.27% | DBT |
| 93 | FEDERAL HOME LOAN BANKS | 3130AFFX0 | Feb 2022 | 56,500,000 | $61.3M | 0.26% | DBT |
| 94 | UNITED STATES TREASURY | 912796T90 | Feb 2022 | 59,800,000 | $59.8M | 0.26% | DBT |
| 95 | UNITED STATES TREASURY | 912810SF6 | Feb 2022 | 51,100,000 | $59.3M | 0.25% | DBT |
| 96 | UNITED STATES TREASURY | 9128283D0 | Feb 2022 | 57,250,000 | $58.2M | 0.25% | DBT |
| 97 | UNITED STATES TREASURY | 912796U98 | Feb 2022 | 57,700,000 | $57.7M | 0.25% | DBT |
| 98 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3135G05Q2 | Feb 2022 | 63,500,000 | $57.6M | 0.25% | DBT |
| 99 | UNITED STATES TREASURY | 9128284R8 | Feb 2022 | 55,500,000 | $57.6M | 0.25% | DBT |
| 100 | UNITED STATES TREASURY | 912810RV2 | Feb 2022 | 50,425,000 | $57.3M | 0.25% | DBT |
| 101 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $55.3M | 0.24% | DIR |
| 102 | UNITED STATES TREASURY | 9128286Z8 | Feb 2022 | 53,722,400 | $54.0M | 0.23% | DBT |
| 103 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XBRQ5 | Feb 2022 | 52,673,598 | $53.6M | 0.23% | ABS-MBS |
| 104 | UNITED STATES TREASURY | 91282CDQ1 | Feb 2022 | 54,729,900 | $53.5M | 0.23% | DBT |
| 105 | UNITED STATES TREASURY | 912810SE9 | Feb 2022 | 42,797,100 | $52.9M | 0.23% | DBT |
| 106 | UNITED STATES TREASURY | 91282CAR2 | Feb 2022 | 53,067,800 | $52.8M | 0.23% | DBT |
| 107 | UNITED STATES TREASURY | 912810RS9 | Feb 2022 | 50,000,000 | $51.8M | 0.22% | DBT |
| 108 | UNITED STATES TREASURY | 9128286S4 | Feb 2022 | 50,000,000 | $51.3M | 0.22% | DBT |
| 109 | UNITED STATES TREASURY | 9128286A3 | Feb 2022 | 49,000,000 | $50.7M | 0.22% | DBT |
| 110 | FREDDIE MAC - SLST SLST_19-2 | 35564CCZ8 | Feb 2022 | 49,208,526 | $50.2M | 0.22% | ABS-CBDO |
| 111 | UNITED STATES TREASURY | 91282CBY6 | Feb 2022 | 50,000,000 | $50.1M | 0.22% | DBT |
| 112 | UNITED STATES TREASURY | 912796S91 | Feb 2022 | 50,000,000 | $50.0M | 0.21% | DBT |
| 113 | UNITED STATES TREASURY | 912796F38 | Feb 2022 | 50,000,000 | $50.0M | 0.21% | DBT |
| 114 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XFPT2 | Feb 2022 | 48,789,938 | $48.7M | 0.21% | ABS-MBS |
| 115 | UNITED STATES TREASURY | 912810RA8 | Feb 2022 | 41,096,708 | $48.2M | 0.21% | DBT |
| 116 | UNITED STATES TREASURY | 912796V22 | Feb 2022 | 48,200,000 | $48.2M | 0.21% | DBT |
| 117 | UNITED STATES TREASURY | 912828XX3 | Feb 2022 | 45,000,000 | $45.5M | 0.20% | DBT |
| 118 | UNITED STATES TREASURY | 912810SY5 | Feb 2022 | 44,863,000 | $44.7M | 0.19% | DBT |
| 119 | UNITED STATES TREASURY | 91282CBB6 | Feb 2022 | 47,531,000 | $44.5M | 0.19% | DBT |
| 120 | CME CHICAGO MERCANTILE EXCHANGE | GEZ3 | Feb 2022 | 15,270 | $44.3M | 0.19% | DIR |
| 121 | UNITED STATES TREASURY | 91282CAJ0 | Feb 2022 | 45,500,000 | $43.3M | 0.19% | DBT |
| 122 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140JWQS2 | Feb 2022 | 42,493,663 | $43.2M | 0.19% | ABS-MBS |
| 123 | FEDERAL HOME LOAN BANKS | 313385UA2 | Feb 2022 | 41,000,000 | $41.0M | 0.18% | DBT |
| 124 | UNITED STATES TREASURY | 912828XR6 | Feb 2022 | 40,025,400 | $40.2M | 0.17% | DBT |
| 125 | UNITED STATES TREASURY | 9128283Z1 | Feb 2022 | 38,000,000 | $39.2M | 0.17% | DBT |
| 126 | UNITED STATES TREASURY | 912828ZQ6 | Feb 2022 | 43,000,000 | $39.1M | 0.17% | DBT |
| 127 | FREDDIE MAC - SLST SLST_19-3 | 35564CEE3 | Feb 2022 | 37,613,729 | $38.4M | 0.17% | ABS-CBDO |
| 128 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QKBK3 | Feb 2022 | 36,761,564 | $37.6M | 0.16% | ABS-MBS |
| 129 | UNIFORM MBS | 01F020430 | Feb 2022 | 35,794,674 | $35.5M | 0.15% | ABS-MBS |
| 130 | UNITED STATES TREASURY | 91282CAM3 | Feb 2022 | 37,000,000 | $35.1M | 0.15% | DBT |
| 131 | FEDERAL HOME LOAN BANKS | 313385XF8 | Feb 2022 | 35,000,000 | $35.0M | 0.15% | DBT |
| 132 | FEDERAL FARM CREDIT BANKS FUNDING CORP | 313313XH6 | Feb 2022 | 35,000,000 | $35.0M | 0.15% | DBT |
| 133 | UNITED STATES TREASURY | 9128282W9 | Feb 2022 | 34,000,000 | $34.2M | 0.15% | DBT |
| 134 | UNITED STATES TREASURY | 91282CCP4 | Feb 2022 | 34,274,800 | $32.7M | 0.14% | DBT |
| 135 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XCR80 | Feb 2022 | 30,686,740 | $32.6M | 0.14% | ABS-MBS |
| 136 | UNITED STATES TREASURY | 9128285P1 | Feb 2022 | 31,756,800 | $32.6M | 0.14% | DBT |
| 137 | UNITED STATES TREASURY | 912828Y79 | Feb 2022 | 31,000,000 | $32.2M | 0.14% | DBT |
| 138 | FEDERAL HOME LOAN BANKS | 313385UQ7 | Feb 2022 | 32,000,000 | $32.0M | 0.14% | DBT |
| 139 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QMRN6 | Feb 2022 | 31,257,880 | $32.0M | 0.14% | ABS-MBS |
| 140 | UNITED STATES TREASURY | 91282CDV0 | Feb 2022 | 32,292,900 | $32.0M | 0.14% | DBT |
| 141 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QMRP1 | Feb 2022 | 31,191,717 | $31.8M | 0.14% | ABS-MBS |
| 142 | UNITED STATES TREASURY | 9128283C2 | Feb 2022 | 31,250,000 | $31.5M | 0.14% | DBT |
| 143 | UNITED STATES TREASURY | 9128284U1 | Feb 2022 | 30,888,000 | $31.4M | 0.14% | DBT |
| 144 | UNITED STATES TREASURY | 912828Z78 | Feb 2022 | 31,000,000 | $30.7M | 0.13% | DBT |
| 145 | FEDERAL HOME LOAN BANKS | 313385UH7 | Feb 2022 | 30,000,000 | $30.0M | 0.13% | DBT |
| 146 | FEDERAL FARM CREDIT BANKS FUNDING CORP | 313313WG9 | Feb 2022 | 30,000,000 | $30.0M | 0.13% | DBT |
| 147 | UNITED STATES TREASURY | 912828ZD5 | Feb 2022 | 30,000,000 | $29.8M | 0.13% | DBT |
| 148 | UNITED STATES TREASURY | 91282CCK5 | Feb 2022 | 30,000,000 | $29.6M | 0.13% | DBT |
| 149 | UNITED STATES TREASURY | 912810QY7 | Feb 2022 | 27,000,000 | $29.1M | 0.12% | DBT |
| 150 | UNITED STATES TREASURY | 91282CAE1 | Feb 2022 | 30,950,000 | $28.1M | 0.12% | DBT |
| 151 | UNIFORM MBS | 01F022634 | Feb 2022 | 28,000,000 | $27.6M | 0.12% | ABS-MBS |
| 152 | UNITED STATES TREASURY | 912828N71 | Feb 2022 | 25,191,824 | $27.4M | 0.12% | DBT |
| 153 | SEASONED CREDIT RISK TRANSFER SCRT_19-2 | 35563PKG3 | Feb 2022 | 26,222,724 | $27.1M | 0.12% | ABS-CBDO |
| 154 | FEDERAL FARM CREDIT BANKS FUNDING CORP | 313313VK1 | Feb 2022 | 27,000,000 | $27.0M | 0.12% | DBT |
| 155 | SEASONED CREDIT RISK TRANSFER SCRT_19-4 | 35563PML0 | Feb 2022 | 26,442,889 | $26.8M | 0.12% | ABS-CBDO |
| 156 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140X56A6 | Feb 2022 | 25,622,378 | $26.7M | 0.11% | ABS-MBS |
| 157 | UNITED STATES TREASURY | 91282CDD0 | Feb 2022 | 26,000,000 | $25.6M | 0.11% | DBT |
| 158 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140FXM58 | Feb 2022 | 24,064,269 | $25.2M | 0.11% | ABS-MBS |
| 159 | FEDERAL HOME LOAN BANKS | 313385WJ1 | Feb 2022 | 25,000,000 | $25.0M | 0.11% | DBT |
| 160 | UNITED STATES TREASURY | 91282CDW8 | Feb 2022 | 25,000,000 | $24.9M | 0.11% | DBT |
| 161 | FEDERAL HOME LOAN MORTGAGE CORP | 3137EAEQ8 | Feb 2022 | 25,000,000 | $24.8M | 0.11% | DBT |
| 162 | UNITED STATES TREASURY | 912828YD6 | Feb 2022 | 25,000,000 | $24.6M | 0.11% | DBT |
| 163 | UNITED STATES TREASURY | 912810SR0 | Feb 2022 | 29,115,700 | $24.2M | 0.10% | DBT |
| 164 | UNIFORM MBS | 01F042632 | Feb 2022 | 22,402,849 | $23.7M | 0.10% | ABS-MBS |
| 165 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QMZJ6 | Feb 2022 | 23,030,234 | $23.4M | 0.10% | ABS-MBS |
| 166 | UNITED STATES TREASURY | 9128286X3 | Feb 2022 | 22,750,000 | $23.1M | 0.10% | DBT |
| 167 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QDEM2 | Feb 2022 | 22,691,118 | $23.1M | 0.10% | ABS-MBS |
| 168 | UNIFORM MBS | 01F022659 | Feb 2022 | 23,186,599 | $22.8M | 0.10% | ABS-MBS |
| 169 | UNITED STATES TREASURY | 912796M97 | Feb 2022 | 22,700,000 | $22.7M | 0.10% | DBT |
| 170 | UNITED STATES TREASURY | 91282CCT6 | Feb 2022 | 23,000,000 | $22.3M | 0.10% | DBT |
| 171 | SEASONED CREDIT RISK TRANSFER SCRT_17-2 | 35563PBF5 | Feb 2022 | 22,006,830 | $22.3M | 0.10% | ABS-CBDO |
| 172 | UNITED STATES TREASURY | 912810RG5 | Feb 2022 | 18,500,000 | $21.9M | 0.09% | DBT |
| 173 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K033 | 3137B4WB8 | Feb 2022 | 21,150,000 | $21.5M | 0.09% | ABS-CBDO |
| 174 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K035 | 3137B5KW2 | Feb 2022 | 21,000,000 | $21.5M | 0.09% | ABS-CBDO |
| 175 | SEASONED CREDIT RISK TRANSFER SCRT_17-2 | 35563PBC2 | Feb 2022 | 21,170,255 | $21.5M | 0.09% | ABS-CBDO |
| 176 | FEDERAL HOME LOAN MORTGAGE CORP | 3133KYWH8 | Feb 2022 | 21,986,139 | $21.4M | 0.09% | ABS-MBS |
| 177 | UNITED STATES TREASURY | 91282CAU5 | Feb 2022 | 22,750,000 | $21.2M | 0.09% | DBT |
| 178 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 21H022630 | Feb 2022 | 21,195,713 | $21.2M | 0.09% | ABS-MBS |
| 179 | UNITED STATES TREASURY | 9128284M9 | Feb 2022 | 20,000,000 | $20.7M | 0.09% | DBT |
| 180 | UNITED STATES TREASURY | 9128285T3 | Feb 2022 | 20,000,000 | $20.7M | 0.09% | DBT |
| 181 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3135G05Y5 | Feb 2022 | 21,700,000 | $20.4M | 0.09% | DBT |
| 182 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XDV29 | Feb 2022 | 19,907,658 | $20.3M | 0.09% | ABS-MBS |
| 183 | UNITED STATES TREASURY | 91282CCU3 | Feb 2022 | 20,000,000 | $19.7M | 0.08% | DBT |
| 184 | SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1 | 35564CEV5 | Feb 2022 | 19,687,646 | $19.4M | 0.08% | ABS-CBDO |
| 185 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $19.3M | 0.08% | DIR |
| 186 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140X5M59 | Feb 2022 | 18,787,466 | $19.1M | 0.08% | ABS-MBS |
| 187 | SEASONED CREDIT RISK TRANSFER SCRT_17-1 | 35563PAP4 | Feb 2022 | 18,777,141 | $19.0M | 0.08% | ABS-CBDO |
| 188 | FEDERAL HOME LOAN MORTGAGE CORP | 3137B3NX2 | Feb 2022 | 17,787,434 | $18.1M | 0.08% | ABS-CBDO |
| 189 | UNITED STATES TREASURY | 912828YV6 | Feb 2022 | 18,000,000 | $18.0M | 0.08% | DBT |
| 190 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140FXRB0 | Feb 2022 | 16,815,358 | $17.6M | 0.08% | ABS-MBS |
| 191 | UNITED STATES TREASURY | 912828XT2 | Feb 2022 | 17,400,000 | $17.6M | 0.08% | DBT |
| 192 | SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1 | 35564CAA5 | Feb 2022 | 17,038,941 | $17.4M | 0.07% | ABS-CBDO |
| 193 | SEASONED CREDIT RISK TRANSFER SCRT_18-2 | 35563PFF1 | Feb 2022 | 16,650,482 | $17.4M | 0.07% | ABS-CBDO |
| 194 | SEASONED CREDIT RISK TRANSFER SCRT_17-4 | 35563PDD8 | Feb 2022 | 16,750,194 | $17.3M | 0.07% | ABS-CBDO |
| 195 | CME CHICAGO MERCANTILE EXCHANGE | GEZ4 | Feb 2022 | 17,470 | $17.1M | 0.07% | DIR |
| 196 | UNITED STATES TREASURY | 912828ZW3 | Feb 2022 | 17,820,000 | $17.0M | 0.07% | DBT |
| 197 | UNITED STATES TREASURY | 912810SJ8 | Feb 2022 | 16,800,000 | $17.0M | 0.07% | DBT |
| 198 | UNITED STATES TREASURY | 9128285K2 | Feb 2022 | 16,500,000 | $16.9M | 0.07% | DBT |
| 199 | UNIFORM MBS | 01F020653 | Feb 2022 | 16,921,641 | $16.2M | 0.07% | ABS-MBS |
| 200 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36179UMM1 | Feb 2022 | 15,201,911 | $16.0M | 0.07% | ABS-MBS |
| 201 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XDRN8 | Feb 2022 | 15,421,617 | $15.3M | 0.07% | ABS-MBS |
| 202 | UNITED STATES TREASURY | 91282CDY4 | Feb 2022 | 15,000,000 | $15.1M | 0.06% | DBT |
| 203 | FEDERAL FARM CREDIT BANKS FUNDING CORP | 313313VE5 | Feb 2022 | 15,000,000 | $15.0M | 0.06% | DBT |
| 204 | PRIVATE EXPORT FUNDING CORPORATION | 742651DT6 | Feb 2022 | 14,300,000 | $14.8M | 0.06% | DBT |
| 205 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140X6D40 | Feb 2022 | 14,446,945 | $14.7M | 0.06% | ABS-MBS |
| 206 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140JPN27 | Feb 2022 | 14,086,179 | $14.7M | 0.06% | ABS-MBS |
| 207 | FEDERAL HOME LOAN BANKS | 313383YJ4 | Feb 2022 | 14,160,000 | $14.6M | 0.06% | DBT |
| 208 | UNITED STATES TREASURY | 912810TD0 | Feb 2022 | 13,964,000 | $14.2M | 0.06% | DBT |
| 209 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138WJYA0 | Feb 2022 | 13,479,018 | $14.1M | 0.06% | ABS-MBS |
| 210 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140X4U79 | Feb 2022 | 13,699,709 | $13.9M | 0.06% | ABS-MBS |
| 211 | FEDERAL HOME LOAN MORTGAGE CORP | 31329QNR8 | Feb 2022 | 13,118,157 | $13.6M | 0.06% | ABS-MBS |
| 212 | UNITED STATES TREASURY | 912828ZV5 | Feb 2022 | 14,000,000 | $13.1M | 0.06% | DBT |
| 213 | FEDERAL HOME LOAN MORTGAGE CORP | 3133KYWN5 | Feb 2022 | 13,349,123 | $13.0M | 0.06% | ABS-MBS |
| 214 | TENNESSEE VALLEY AUTHORITY | 880591EW8 | Feb 2022 | 13,200,000 | $12.8M | 0.05% | DBT |
| 215 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $12.7M | 0.05% | DIR |
| 216 | SEASONED CREDIT RISK TRANSFER SCRT_19-2 | 35563PKF5 | Feb 2022 | 11,547,373 | $12.1M | 0.05% | ABS-CBDO |
| 217 | UNITED STATES TREASURY | 912810RB6 | Feb 2022 | 10,880,000 | $11.9M | 0.05% | DBT |
| 218 | FREDDIE MAC FHLMC_18-1SC | 35563PDT3 | Feb 2022 | 11,622,128 | $11.9M | 0.05% | ABS-CBDO |
| 219 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140FXRT1 | Feb 2022 | 11,171,111 | $11.4M | 0.05% | ABS-MBS |
| 220 | UNITED STATES TREASURY | 912810QT8 | Feb 2022 | 10,000,000 | $11.4M | 0.05% | DBT |
| 221 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140Q72C0 | Feb 2022 | 10,684,440 | $11.1M | 0.05% | ABS-MBS |
| 222 | FEDERAL HOME LOAN MORTGAGE CORP | 3133KHSG2 | Feb 2022 | 10,854,315 | $11.0M | 0.05% | ABS-MBS |
| 223 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418EBJ8 | Feb 2022 | 11,281,680 | $11.0M | 0.05% | ABS-MBS |
| 224 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140FXRA2 | Feb 2022 | 10,409,528 | $10.9M | 0.05% | ABS-MBS |
| 225 | FREDDIE MAC - SCRT SCRT_17-3 | 35563PBS7 | Feb 2022 | 10,673,259 | $10.9M | 0.05% | ABS-CBDO |
| 226 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418ECG3 | Feb 2022 | 11,032,474 | $10.8M | 0.05% | ABS-MBS |
| 227 | SEASONED CREDIT RISK TRANSFER SCRT_17-4 | 35563PCM9 | Feb 2022 | 10,218,909 | $10.7M | 0.05% | ABS-CBDO |
| 228 | SEASONED CREDIT RISK TRANSFER SCRT_19-1 | 35563PJE0 | Feb 2022 | 10,078,839 | $10.5M | 0.05% | ABS-CBDO |
| 229 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 31335AHP6 | Feb 2022 | 9,993,420 | $10.5M | 0.05% | ABS-MBS |
| 230 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140JBNK8 | Feb 2022 | 9,880,172 | $10.3M | 0.04% | ABS-MBS |
| 231 | UNITED STATES TREASURY | 912828X88 | Feb 2022 | 10,000,000 | $10.3M | 0.04% | DBT |
| 232 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140J87A5 | Feb 2022 | 9,987,940 | $10.3M | 0.04% | ABS-MBS |
| 233 | FREDDIE MAC - SLST SLST_19-1 | 35564CBB2 | Feb 2022 | 9,549,107 | $9.8M | 0.04% | ABS-CBDO |
| 234 | FEDERAL HOME LOAN MORTGAGE CORP | 3133KHGL4 | Feb 2022 | 8,979,734 | $9.7M | 0.04% | ABS-MBS |
| 235 | UNITED STATES TREASURY | 9128284S6 | Feb 2022 | 9,293,000 | $9.5M | 0.04% | DBT |
| 236 | FEDERAL HOME LOAN MORTGAGE CORP | 3132DVKP9 | Feb 2022 | 9,055,806 | $9.4M | 0.04% | ABS-MBS |
| 237 | UNITED STATES TREASURY | 912810QQ4 | Feb 2022 | 7,000,000 | $9.4M | 0.04% | DBT |
| 238 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138WTRU2 | Feb 2022 | 9,081,648 | $9.3M | 0.04% | ABS-MBS |
| 239 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $8.8M | 0.04% | DIR |
| 240 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QMT53 | Feb 2022 | 8,855,194 | $8.8M | 0.04% | ABS-MBS |
| 241 | UNITED STATES TREASURY | 912828Y61 | Feb 2022 | 8,600,000 | $8.8M | 0.04% | DBT |
| 242 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 21H022648 | Feb 2022 | 8,634,393 | $8.6M | 0.04% | ABS-MBS |
| 243 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XDVZ6 | Feb 2022 | 8,375,387 | $8.5M | 0.04% | ABS-MBS |
| 244 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418CCZ5 | Feb 2022 | 7,894,270 | $8.4M | 0.04% | ABS-MBS |
| 245 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XD3N4 | Feb 2022 | 8,328,590 | $8.3M | 0.04% | ABS-MBS |
| 246 | UNITED STATES TREASURY | 912810RZ3 | Feb 2022 | 7,250,000 | $8.0M | 0.03% | DBT |
| 247 | CME CHICAGO MERCANTILE EXCHANGE | ZBM2 | Feb 2022 | 3,537 | $7.9M | 0.03% | DIR |
| 248 | FEDERAL HOME LOAN MORTGAGE CORP | 3132DMF42 | Feb 2022 | 7,718,619 | $7.9M | 0.03% | ABS-MBS |
| 249 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $7.8M | 0.03% | DIR |
| 250 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418CEF7 | Feb 2022 | 7,538,319 | $7.8M | 0.03% | ABS-MBS |
| 251 | UNITED STATES TREASURY | 912810ST6 | Feb 2022 | 8,952,200 | $7.7M | 0.03% | DBT |
| 252 | UNITED STATES TREASURY | 912810QE1 | Feb 2022 | 5,600,000 | $7.7M | 0.03% | DBT |
| 253 | UNITED STATES TREASURY | 912810SC3 | Feb 2022 | 6,500,000 | $7.7M | 0.03% | DBT |
| 254 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140XDXY7 | Feb 2022 | 7,655,877 | $7.6M | 0.03% | ABS-MBS |
| 255 | UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT | 418097AE1 | Feb 2022 | 7,500,000 | $7.6M | 0.03% | DBT |
| 256 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36179UQ62 | Feb 2022 | 7,134,802 | $7.5M | 0.03% | ABS-MBS |
| 257 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QBTH1 | Feb 2022 | 7,075,633 | $7.4M | 0.03% | ABS-MBS |
| 258 | FEDERAL HOME LOAN MORTGAGE CORP | 3132DVL29 | Feb 2022 | 7,389,552 | $7.3M | 0.03% | ABS-MBS |
| 259 | UNITED STATES TREASURY | 9128284V9 | Feb 2022 | 6,687,300 | $7.1M | 0.03% | DBT |
| 260 | UNITED STATES TREASURY | 912810FM5 | Feb 2022 | 5,250,000 | $7.0M | 0.03% | DBT |
| 261 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31359MFJ7 | Feb 2022 | 5,000,000 | $6.9M | 0.03% | DBT |
| 262 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $6.9M | 0.03% | DIR |
| 263 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $6.8M | 0.03% | DIR |
| 264 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 31335BFX9 | Feb 2022 | 6,415,454 | $6.6M | 0.03% | ABS-MBS |
| 265 | UNITED STATES TREASURY | 912828XB1 | Feb 2022 | 6,500,000 | $6.6M | 0.03% | DBT |
| 266 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QC4Y9 | Feb 2022 | 6,404,091 | $6.5M | 0.03% | ABS-MBS |
| 267 | UNITED STATES TREASURY | 912810QX9 | Feb 2022 | 6,000,000 | $6.5M | 0.03% | DBT |
| 268 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140JA5A2 | Feb 2022 | 6,033,109 | $6.3M | 0.03% | ABS-MBS |
| 269 | UNITED STATES TREASURY | 91282CCE9 | Feb 2022 | 6,300,000 | $6.1M | 0.03% | DBT |
| 270 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140X4FC5 | Feb 2022 | 5,591,414 | $5.9M | 0.03% | ABS-MBS |
| 271 | TENNESSEE VALLEY AUTHORITY | 880591DX7 | Feb 2022 | 4,480,000 | $5.6M | 0.02% | DBT |
| 272 | FEDERAL HOME LOAN MORTGAGE CORP | 31288QEL0 | Feb 2022 | 5,288,212 | $5.5M | 0.02% | ABS-MBS |
| 273 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $5.5M | 0.02% | DIR |
| 274 | UNITED STATES TREASURY | 912810RN0 | Feb 2022 | 5,000,000 | $5.5M | 0.02% | DBT |
| 275 | UNITED STATES TREASURY | 912810SD1 | Feb 2022 | 4,775,300 | $5.5M | 0.02% | DBT |
| 276 | SEASONED CREDIT RISK TRANSFER SCRT_19-3 | 35563PLG2 | Feb 2022 | 5,234,394 | $5.5M | 0.02% | ABS-CBDO |
| 277 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418B2W5 | Feb 2022 | 5,037,928 | $5.4M | 0.02% | ABS-MBS |
| 278 | CME CHICAGO MERCANTILE EXCHANGE | TNM2 | Feb 2022 | 5,739 | $5.3M | 0.02% | DIR |
| 279 | UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT | 46513EFF4 | Feb 2022 | 5,000,000 | $5.3M | 0.02% | DBT |
| 280 | UNITED STATES TREASURY | 9128286L9 | Feb 2022 | 5,200,000 | $5.3M | 0.02% | DBT |
| 281 | TENNESSEE VALLEY AUTHORITY | 880591EU2 | Feb 2022 | 5,000,000 | $5.2M | 0.02% | DBT |
| 282 | SEASONED CREDIT RISK TRANSFER SCRT_18-3 | 35563PGG8 | Feb 2022 | 5,083,734 | $5.2M | 0.02% | ABS-CBDO |
| 283 | FEDERAL HOME LOAN MORTGAGE CORP | 3133KGXH6 | Feb 2022 | 4,959,383 | $5.2M | 0.02% | ABS-MBS |
| 284 | FEDERAL HOME LOAN MORTGAGE CORP | 3133KGTU2 | Feb 2022 | 4,940,713 | $5.2M | 0.02% | ABS-MBS |
| 285 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 3622A2CY6 | Feb 2022 | 4,834,867 | $5.2M | 0.02% | ABS-MBS |
| 286 | UNITED STATES TREASURY | 912810QP6 | Feb 2022 | 3,501,080 | $5.2M | 0.02% | DBT |
| 287 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140K15H5 | Feb 2022 | 5,060,269 | $5.1M | 0.02% | ABS-MBS |
| 288 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140X6CP4 | Feb 2022 | 5,049,303 | $5.1M | 0.02% | ABS-MBS |
| 289 | TENNESSEE VALLEY AUTHORITY | 880591CS9 | Feb 2022 | 3,625,000 | $5.1M | 0.02% | DBT |
| 290 | FEDERAL HOME LOAN MORTGAGE CORP | 31334XS75 | Feb 2022 | 4,819,856 | $5.0M | 0.02% | ABS-MBS |
| 291 | FEDERAL HOME LOAN MORTGAGE CORP | 3133KGPY8 | Feb 2022 | 4,923,538 | $5.0M | 0.02% | ABS-MBS |
| 292 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140FXLA8 | Feb 2022 | 4,346,151 | $4.9M | 0.02% | ABS-MBS |
| 293 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418CAT1 | Feb 2022 | 4,490,019 | $4.8M | 0.02% | ABS-MBS |
| 294 | SEASONED CREDIT RISK TRANSFER SCRT_19-1 | 35563PJF7 | Feb 2022 | 4,552,696 | $4.7M | 0.02% | ABS-CBDO |
| 295 | TENNESSEE VALLEY AUTHORITY | 880591EB4 | Feb 2022 | 3,300,000 | $4.6M | 0.02% | DBT |
| 296 | UNITED STATES TREASURY | 91282CBJ9 | Feb 2022 | 4,698,800 | $4.4M | 0.02% | DBT |
| 297 | SEASONED CREDIT RISK TRANSFER SCRT_18-2 | 35563PFG9 | Feb 2022 | 4,196,772 | $4.3M | 0.02% | ABS-CBDO |
| 298 | UNITED STATES TREASURY | 91282CCS8 | Feb 2022 | 4,538,000 | $4.3M | 0.02% | DBT |
| 299 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140X4S98 | Feb 2022 | 4,054,737 | $4.2M | 0.02% | ABS-MBS |
| 300 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418CBQ6 | Feb 2022 | 3,955,482 | $4.2M | 0.02% | ABS-MBS |
| 301 | SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1 | 35564CEZ6 | Feb 2022 | 4,381,000 | $4.2M | 0.02% | ABS-CBDO |
| 302 | CME CHICAGO MERCANTILE EXCHANGE | ZQJ2 | Feb 2022 | 6,239 | $4.1M | 0.02% | DIR |
| 303 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759MJ4 | Feb 2022 | 3,850,000 | $4.0M | 0.02% | DBT |
| 304 | UNITED STATES TREASURY | 912810RP5 | Feb 2022 | 3,500,000 | $3.9M | 0.02% | DBT |
| 305 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140JXF86 | Feb 2022 | 3,819,640 | $3.9M | 0.02% | ABS-MBS |
| 306 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418CNR1 | Feb 2022 | 3,657,119 | $3.9M | 0.02% | ABS-MBS |
| 307 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XCRV9 | Feb 2022 | 3,675,050 | $3.9M | 0.02% | ABS-MBS |
| 308 | UNITED STATES TREASURY | 912810RM2 | Feb 2022 | 3,350,000 | $3.8M | 0.02% | DBT |
| 309 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140X4LA2 | Feb 2022 | 3,483,162 | $3.6M | 0.02% | ABS-MBS |
| 310 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K058 | 3137BSP72 | Feb 2022 | 3,507,000 | $3.6M | 0.02% | ABS-MBS |
| 311 | UNITED STATES TREASURY | 912810SA7 | Feb 2022 | 3,000,000 | $3.5M | 0.01% | DBT |
| 312 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QMSH8 | Feb 2022 | 3,421,923 | $3.4M | 0.01% | ABS-MBS |
| 313 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418ECY4 | Feb 2022 | 3,448,212 | $3.4M | 0.01% | ABS-MBS |
| 314 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36179UXV9 | Feb 2022 | 3,176,195 | $3.3M | 0.01% | ABS-MBS |
| 315 | UNITED STATES TREASURY | 912810RY6 | Feb 2022 | 3,000,000 | $3.3M | 0.01% | DBT |
| 316 | UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT | 418097AF8 | Feb 2022 | 3,125,000 | $3.2M | 0.01% | DBT |
| 317 | FEDERAL HOME LOAN MORTGAGE CORP | 3137B1U75 | Feb 2022 | 3,175,434 | $3.2M | 0.01% | ABS-CBDO |
| 318 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140X55S8 | Feb 2022 | 2,869,123 | $3.0M | 0.01% | ABS-MBS |
| 319 | FEDERAL HOME LOAN MORTGAGE CORP | 31346YFN8 | Feb 2022 | 2,819,200 | $2.9M | 0.01% | ABS-MBS |
| 320 | UNITED STATES TREASURY | 91282CCV1 | Feb 2022 | 3,000,000 | $2.9M | 0.01% | DBT |
| 321 | UNITED STATES TREASURY | 91282CBQ3 | Feb 2022 | 3,000,000 | $2.9M | 0.01% | DBT |
| 322 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 3622A2CZ3 | Feb 2022 | 2,456,330 | $2.7M | 0.01% | ABS-MBS |
| 323 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $2.6M | 0.01% | DIR |
| 324 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $2.6M | 0.01% | DIR |
| 325 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132FCEB7 | Feb 2022 | 2,554,643 | $2.6M | 0.01% | ABS-MBS |
| 326 | FEDERAL HOME LOAN MORTGAGE CORP | 31334WJ51 | Feb 2022 | 2,493,365 | $2.6M | 0.01% | ABS-MBS |
| 327 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140X5UP6 | Feb 2022 | 2,379,222 | $2.5M | 0.01% | ABS-MBS |
| 328 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QAEY2 | Feb 2022 | 2,278,808 | $2.4M | 0.01% | ABS-MBS |
| 329 | FEDERAL HOME LOAN MORTGAGE CORP | 3133KMT47 | Feb 2022 | 2,368,249 | $2.4M | 0.01% | ABS-MBS |
| 330 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136AJLC8 | Feb 2022 | 2,360,130 | $2.4M | 0.01% | ABS-CBDO |
| 331 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138WGT46 | Feb 2022 | 2,256,909 | $2.4M | 0.01% | ABS-MBS |
| 332 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 31335AZH4 | Feb 2022 | 2,191,141 | $2.3M | 0.01% | ABS-MBS |
| 333 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 3620E1J21 | Feb 2022 | 2,143,972 | $2.2M | 0.01% | ABS-MBS |
| 334 | FREDDIE MAC - SCRT SCRT_17-3 | 35563PBX6 | Feb 2022 | 2,129,253 | $2.2M | 0.01% | ABS-CBDO |
| 335 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418D2V3 | Feb 2022 | 2,245,138 | $2.2M | 0.01% | ABS-MBS |
| 336 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $2.2M | 0.01% | DIR |
| 337 | UNITED STATES TREASURY | 912810PU6 | Feb 2022 | 1,500,000 | $2.1M | 0.01% | DBT |
| 338 | SEASONED CREDIT RISK TRANSFER SCRT_18-4 | 35563PHE2 | Feb 2022 | 1,982,385 | $2.1M | 0.01% | ABS-CBDO |
| 339 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140H6SD2 | Feb 2022 | 1,924,846 | $2.0M | 0.01% | ABS-MBS |
| 340 | FEDERAL HOME LOAN MORTGAGE CORP | 31342WAQ4 | Feb 2022 | 2,006,938 | $2.0M | 0.01% | ABS-MBS |
| 341 | FEDERAL HOME LOAN MORTGAGE CORP | 3132ACS35 | Feb 2022 | 1,953,180 | $2.0M | 0.01% | ABS-MBS |
| 342 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $2.0M | 0.01% | DIR |
| 343 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759MD7 | Feb 2022 | 2,000,000 | $2.0M | 0.01% | DBT |
| 344 | UNITED STATES TREASURY | 912828Z29 | Feb 2022 | 2,000,000 | $2.0M | 0.01% | DBT |
| 345 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132Y2KZ8 | Feb 2022 | 1,856,556 | $2.0M | 0.01% | ABS-MBS |
| 346 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3136AH2E9 | Feb 2022 | 1,899,433 | $1.9M | 0.01% | ABS-CBDO |
| 347 | OVERSEAS PRIVATE INVESTMENT CORPORATION | 690353YD3 | Feb 2022 | 1,822,838 | $1.9M | 0.01% | DBT |
| 348 | UNITED STATES TREASURY | 912810SM1 | Feb 2022 | 1,697,458 | $1.9M | 0.01% | DBT |
| 349 | FANNIEMAE-ACES FNMA_16-M11 | 3136ATZ80 | Feb 2022 | 1,872,592 | $1.9M | 0.01% | ABS-CBDO |
| 350 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ERLG3 | Feb 2022 | 1,727,252 | $1.8M | 0.01% | ABS-MBS |
| 351 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140HAKQ2 | Feb 2022 | 1,753,680 | $1.8M | 0.01% | ABS-MBS |
| 352 | SOUTHAVEN COMBINED CYCLE GENERATION LLC | 841215AA4 | Feb 2022 | 1,663,488 | $1.8M | 0.01% | DBT |
| 353 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 21H020642 | Feb 2022 | 1,776,453 | $1.7M | 0.01% | ABS-MBS |
| 354 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $1.7M | 0.01% | DIR |
| 355 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 3620E1H23 | Feb 2022 | 1,682,977 | $1.7M | 0.01% | ABS-MBS |
| 356 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $1.7M | 0.01% | DIR |
| 357 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132M9E75 | Feb 2022 | 1,615,600 | $1.7M | 0.01% | ABS-MBS |
| 358 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3128M8QL1 | Feb 2022 | 1,480,086 | $1.7M | 0.01% | ABS-MBS |
| 359 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QMT61 | Feb 2022 | 1,657,568 | $1.6M | 0.01% | ABS-MBS |
| 360 | FNMA_17-M10 | 3136AXVB8 | Feb 2022 | 1,608,143 | $1.6M | 0.01% | ABS-CBDO |
| 361 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ERLR9 | Feb 2022 | 1,505,853 | $1.6M | 0.01% | ABS-MBS |
| 362 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 3622A2C26 | Feb 2022 | 1,404,686 | $1.6M | 0.01% | ABS-MBS |
| 363 | FEDERAL HOME LOAN MORTGAGE CORP | 3133B0SH7 | Feb 2022 | 1,587,146 | $1.6M | 0.01% | ABS-MBS |
| 364 | OVERSEAS PRIVATE INVESTMENT CORPORATION | 690353YV3 | Feb 2022 | 1,407,934 | $1.5M | 0.01% | DBT |
| 365 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ELHF3 | Feb 2022 | 1,425,114 | $1.5M | 0.01% | ABS-MBS |
| 366 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132Y0KM1 | Feb 2022 | 1,406,006 | $1.5M | 0.01% | ABS-MBS |
| 367 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140HAKZ2 | Feb 2022 | 1,408,035 | $1.5M | 0.01% | ABS-MBS |
| 368 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K065 | 3137F1G44 | Feb 2022 | 1,370,000 | $1.4M | 0.01% | ABS-CBDO |
| 369 | UNITED STATES TREASURY | 91282CCF6 | Feb 2022 | 1,500,000 | $1.4M | 0.01% | DBT |
| 370 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38375BVS8 | Feb 2022 | 1,416,301 | $1.4M | 0.01% | ABS-CBDO |
| 371 | VCK LEASE SA | 92242VAB2 | Feb 2022 | 1,374,662 | $1.4M | 0.01% | DBT |
| 372 | FEDERAL HOME LOAN BANKS | 3133XGAY0 | Feb 2022 | 1,000,000 | $1.4M | 0.01% | DBT |
| 373 | FEDERAL HOME LOAN MORTGAGE CORP | 3137B36J2 | Feb 2022 | 1,353,792 | $1.4M | 0.01% | ABS-CBDO |
| 374 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ERLH1 | Feb 2022 | 1,281,124 | $1.3M | 0.01% | ABS-MBS |
| 375 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ERSW1 | Feb 2022 | 1,264,802 | $1.3M | 0.01% | ABS-MBS |
| 376 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759MK1 | Feb 2022 | 1,250,000 | $1.3M | 0.01% | DBT |
| 377 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140LYRD7 | Feb 2022 | 1,293,899 | $1.3M | 0.01% | ABS-MBS |
| 378 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140LYR88 | Feb 2022 | 1,290,673 | $1.3M | 0.01% | ABS-MBS |
| 379 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140HLS64 | Feb 2022 | 1,202,191 | $1.3M | 0.01% | ABS-MBS |
| 380 | FANNIE MAE-ACES FNMA_16-M5 | 3136AR4Z8 | Feb 2022 | 1,232,736 | $1.2M | 0.01% | ABS-CBDO |
| 381 | OVERSEAS PRIVATE INVESTMENT CORPORATION | 690353XR3 | Feb 2022 | 1,110,298 | $1.2M | 0.01% | DBT |
| 382 | UNITED STATES TREASURY | 91282CBL4 | Feb 2022 | 1,300,000 | $1.2M | 0.01% | DBT |
| 383 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ERSV3 | Feb 2022 | 1,077,113 | $1.1M | 0.00% | ABS-MBS |
| 384 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 21H020634 | Feb 2022 | 1,123,827 | $1.1M | 0.00% | ABS-MBS |
| 385 | FANNIE MAE ACES FNMA_17-M15 | 3136AY6S7 | Feb 2022 | 1,078,427 | $1.1M | 0.00% | ABS-CBDO |
| 386 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XUJP1 | Feb 2022 | 1,039,659 | $1.1M | 0.00% | ABS-MBS |
| 387 | FANNIEMAE-ACES FNMA_13-M12 | 3136AGMB5 | Feb 2022 | 1,075,128 | $1.1M | 0.00% | ABS-CBDO |
| 388 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230PC40 | Feb 2022 | 993,190 | $1.1M | 0.00% | ABS-MBS |
| 389 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36177Y2W5 | Feb 2022 | 1,003,980 | $1.0M | 0.00% | ABS-MBS |
| 390 | FEDERAL HOME LOAN MORTGAGE CORP | 31342WAM3 | Feb 2022 | 1,011,284 | $1.0M | 0.00% | ABS-MBS |
| 391 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XYT56 | Feb 2022 | 956,097 | $1.0M | 0.00% | ABS-MBS |
| 392 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36182NRW5 | Feb 2022 | 953,717 | $1.0M | 0.00% | ABS-MBS |
| 393 | FANNIEMAE-ACES FNMA_16-M2 | 3136AQ5E6 | Feb 2022 | 1,007,989 | $1.0M | 0.00% | ABS-CBDO |
| 394 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XY2H9 | Feb 2022 | 934,355 | $990K | 0.00% | ABS-MBS |
| 395 | FANNIE MAE ACES FNMA_17-M3 | 3136AVPR4 | Feb 2022 | 947,774 | $954K | 0.00% | ABS-CBDO |
| 396 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 3622A2C34 | Feb 2022 | 838,190 | $936K | 0.00% | ABS-MBS |
| 397 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132Y2LS3 | Feb 2022 | 845,185 | $920K | 0.00% | ABS-MBS |
| 398 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138AFB82 | Feb 2022 | 823,277 | $915K | 0.00% | ABS-MBS |
| 399 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ERSU5 | Feb 2022 | 874,400 | $913K | 0.00% | ABS-MBS |
| 400 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38375BRN4 | Feb 2022 | 911,252 | $909K | 0.00% | ABS-CBDO |
| 401 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140HJY62 | Feb 2022 | 854,998 | $908K | 0.00% | ABS-MBS |
| 402 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759MH8 | Feb 2022 | 875,000 | $902K | 0.00% | DBT |
| 403 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759MG0 | Feb 2022 | 875,000 | $901K | 0.00% | DBT |
| 404 | FEDERAL HOME LOAN MORTGAGE CORP | 31342WAP6 | Feb 2022 | 872,861 | $891K | 0.00% | ABS-MBS |
| 405 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759ML9 | Feb 2022 | 850,000 | $878K | 0.00% | DBT |
| 406 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759MN5 | Feb 2022 | 825,000 | $864K | 0.00% | DBT |
| 407 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759MM7 | Feb 2022 | 825,000 | $860K | 0.00% | DBT |
| 408 | FANNIE MAE ACES FNMA_16-M4 | 3136ARTY4 | Feb 2022 | 849,250 | $852K | 0.00% | ABS-CBDO |
| 409 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759MP0 | Feb 2022 | 800,000 | $838K | 0.00% | DBT |
| 410 | CME CHICAGO MERCANTILE EXCHANGE | UBM2 | Feb 2022 | 574 | $814K | 0.00% | DIR |
| 411 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XTYU6 | Feb 2022 | 759,154 | $791K | 0.00% | ABS-MBS |
| 412 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759MF2 | Feb 2022 | 750,000 | $772K | 0.00% | DBT |
| 413 | ETHIOPIAN LEASING 2012 LLC | 29766DAF1 | Feb 2022 | 745,000 | $759K | 0.00% | DBT |
| 414 | FEDERAL HOME LOAN MORTGAGE CORP | 31342WAN1 | Feb 2022 | 730,641 | $751K | 0.00% | ABS-MBS |
| 415 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140FQSF5 | Feb 2022 | 702,042 | $737K | 0.00% | ABS-MBS |
| 416 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140FUWA2 | Feb 2022 | 694,135 | $726K | 0.00% | ABS-MBS |
| 417 | FEDERAL HOME LOAN MORTGAGE CORP | 31339SBR5 | Feb 2022 | 688,468 | $719K | 0.00% | ABS-MBS |
| 418 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759MQ8 | Feb 2022 | 675,000 | $708K | 0.00% | DBT |
| 419 | FEDERAL HOME LOAN MORTGAGE CORP | 3133HMD55 | Feb 2022 | 715,713 | $702K | 0.00% | ABS-MBS |
| 420 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XXGK9 | Feb 2022 | 660,527 | $688K | 0.00% | ABS-MBS |
| 421 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132Y2JY3 | Feb 2022 | 636,081 | $681K | 0.00% | ABS-MBS |
| 422 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 3620E0DY9 | Feb 2022 | 661,416 | $669K | 0.00% | ABS-MBS |
| 423 | STRUCTURED AGENCY CREDIT RISK STACR_19-3SC | 35563PLH0 | Feb 2022 | 647,027 | $667K | 0.00% | ABS-CBDO |
| 424 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XXGT0 | Feb 2022 | 628,628 | $655K | 0.00% | ABS-MBS |
| 425 | FEDERAL HOME LOAN MORTGAGE CORP | 31396RAR8 | Feb 2022 | 646,361 | $648K | 0.00% | ABS-CBDO |
| 426 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ERSX9 | Feb 2022 | 614,635 | $640K | 0.00% | ABS-MBS |
| 427 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132WMN91 | Feb 2022 | 595,254 | $621K | 0.00% | ABS-MBS |
| 428 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230PEJ5 | Feb 2022 | 585,845 | $614K | 0.00% | ABS-MBS |
| 429 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132J9S25 | Feb 2022 | 574,058 | $604K | 0.00% | ABS-MBS |
| 430 | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074 | 3137F4D41 | Feb 2022 | 560,000 | $603K | 0.00% | ABS-CBDO |
| 431 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132Y1BL1 | Feb 2022 | 561,039 | $602K | 0.00% | ABS-MBS |
| 432 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XXTN9 | Feb 2022 | 573,723 | $598K | 0.00% | ABS-MBS |
| 433 | CME CHICAGO MERCANTILE EXCHANGE | ZNM2 | Feb 2022 | 1,167 | $592K | 0.00% | DIR |
| 434 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140FXEP3 | Feb 2022 | 504,658 | $575K | 0.00% | ABS-MBS |
| 435 | UNITED STATES TREASURY | 912803EZ2 | Feb 2022 | 1,000,000 | $562K | 0.00% | DBT |
| 436 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140Q8S89 | Feb 2022 | 525,642 | $544K | 0.00% | ABS-MBS |
| 437 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230NYK5 | Feb 2022 | 482,058 | $542K | 0.00% | ABS-MBS |
| 438 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36202FEH5 | Feb 2022 | 494,996 | $539K | 0.00% | ABS-MBS |
| 439 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138AG3U0 | Feb 2022 | 481,434 | $535K | 0.00% | ABS-MBS |
| 440 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XXGJ2 | Feb 2022 | 511,101 | $534K | 0.00% | ABS-MBS |
| 441 | FEDERAL HOME LOAN MORTGAGE CORP | 3132DV5N1 | Feb 2022 | 500,526 | $530K | 0.00% | ABS-MBS |
| 442 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140H6NT2 | Feb 2022 | 500,173 | $522K | 0.00% | ABS-MBS |
| 443 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418CDZ4 | Feb 2022 | 489,985 | $522K | 0.00% | ABS-MBS |
| 444 | US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT | 911759ME5 | Feb 2022 | 500,000 | $510K | 0.00% | DBT |
| 445 | CME CHICAGO MERCANTILE EXCHANGE | ZQK2 | Feb 2022 | 5,189 | $506K | 0.00% | DIR |
| 446 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XYT49 | Feb 2022 | 468,311 | $501K | 0.00% | ABS-MBS |
| 447 | UNITED STATES TREASURY | 912828YM6 | Feb 2022 | 500,000 | $499K | 0.00% | DBT |
| 448 | FEDERAL HOME LOAN MORTGAGE CORP | 31396RAU1 | Feb 2022 | 544,279 | $492K | 0.00% | ABS-CBDO |
| 449 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230PEH9 | Feb 2022 | 468,874 | $484K | 0.00% | ABS-MBS |
| 450 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XXJ42 | Feb 2022 | 464,703 | $482K | 0.00% | ABS-MBS |
| 451 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ARYA6 | Feb 2022 | 430,906 | $480K | 0.00% | ABS-MBS |
| 452 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140F9WA9 | Feb 2022 | 456,999 | $477K | 0.00% | ABS-MBS |
| 453 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XXJ34 | Feb 2022 | 452,466 | $471K | 0.00% | ABS-MBS |
| 454 | FANNIEMAE-ACES FNMA_16-M12 | 3136AUKW0 | Feb 2022 | 445,014 | $447K | 0.00% | ABS-CBDO |
| 455 | FEDERAL HOME LOAN MORTGAGE CORP | 31347AG73 | Feb 2022 | 425,866 | $445K | 0.00% | ABS-MBS |
| 456 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31396KD74 | Feb 2022 | 470,586 | $429K | 0.00% | ABS-CBDO |
| 457 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140FQR74 | Feb 2022 | 391,728 | $411K | 0.00% | ABS-MBS |
| 458 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138WU5X7 | Feb 2022 | 388,376 | $409K | 0.00% | ABS-MBS |
| 459 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132JASX4 | Feb 2022 | 382,539 | $403K | 0.00% | ABS-MBS |
| 460 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I | 36296Q3P2 | Feb 2022 | 332,064 | $376K | 0.00% | ABS-MBS |
| 461 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132J87J3 | Feb 2022 | 353,234 | $372K | 0.00% | ABS-MBS |
| 462 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140HPZH3 | Feb 2022 | 343,218 | $365K | 0.00% | ABS-MBS |
| 463 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132Y0KC3 | Feb 2022 | 349,227 | $364K | 0.00% | ABS-MBS |
| 464 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138NXVE4 | Feb 2022 | 340,904 | $357K | 0.00% | ABS-MBS |
| 465 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138A1L90 | Feb 2022 | 319,381 | $343K | 0.00% | ABS-MBS |
| 466 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31396KAC6 | Feb 2022 | 335,454 | $337K | 0.00% | ABS-CBDO |
| 467 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140H63L1 | Feb 2022 | 324,207 | $333K | 0.00% | ABS-MBS |
| 468 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $330K | 0.00% | DIR |
| 469 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230NY74 | Feb 2022 | 298,389 | $322K | 0.00% | ABS-MBS |
| 470 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138AW7D9 | Feb 2022 | 268,241 | $299K | 0.00% | ABS-MBS |
| 471 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138ATCK4 | Feb 2022 | 270,533 | $290K | 0.00% | ABS-MBS |
| 472 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38375BGY2 | Feb 2022 | 284,412 | $288K | 0.00% | ABS-CBDO |
| 473 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XXGH6 | Feb 2022 | 274,786 | $288K | 0.00% | ABS-MBS |
| 474 | FEDERAL HOME LOAN MORTGAGE CORP | 3137B3NW4 | Feb 2022 | 286,652 | $288K | 0.00% | ABS-CBDO |
| 475 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31395NXW2 | Feb 2022 | 301,658 | $278K | 0.00% | ABS-CBDO |
| 476 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31419BL60 | Feb 2022 | 247,197 | $274K | 0.00% | ABS-MBS |
| 477 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138EJNA2 | Feb 2022 | 239,450 | $249K | 0.00% | ABS-MBS |
| 478 | FEDERAL HOME LOAN MORTGAGE CORP | 31397B2P5 | Feb 2022 | 266,085 | $248K | 0.00% | ABS-CBDO |
| 479 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36182DBZ7 | Feb 2022 | 238,691 | $241K | 0.00% | ABS-MBS |
| 480 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31371NQG3 | Feb 2022 | 216,174 | $236K | 0.00% | ABS-MBS |
| 481 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140JHJS3 | Feb 2022 | 217,223 | $230K | 0.00% | ABS-MBS |
| 482 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140FUWC8 | Feb 2022 | 215,118 | $226K | 0.00% | ABS-MBS |
| 483 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132Y0KD1 | Feb 2022 | 214,334 | $222K | 0.00% | ABS-MBS |
| 484 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132Y0KB5 | Feb 2022 | 211,993 | $220K | 0.00% | ABS-MBS |
| 485 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230NYQ2 | Feb 2022 | 199,268 | $220K | 0.00% | ABS-MBS |
| 486 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XXLM9 | Feb 2022 | 205,897 | $216K | 0.00% | ABS-MBS |
| 487 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36182DBS3 | Feb 2022 | 213,610 | $215K | 0.00% | ABS-MBS |
| 488 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XXTS8 | Feb 2022 | 202,199 | $210K | 0.00% | ABS-MBS |
| 489 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138YAPF6 | Feb 2022 | 197,275 | $207K | 0.00% | ABS-MBS |
| 490 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132XXGG8 | Feb 2022 | 195,381 | $205K | 0.00% | ABS-MBS |
| 491 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140JLLM4 | Feb 2022 | 184,189 | $195K | 0.00% | ABS-MBS |
| 492 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140HAG46 | Feb 2022 | 177,539 | $188K | 0.00% | ABS-MBS |
| 493 | FEDERAL HOME LOAN MORTGAGE CORP | 31396JXH3 | Feb 2022 | 207,400 | $185K | 0.00% | ABS-CBDO |
| 494 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38373Q3R0 | Feb 2022 | 178,114 | $184K | 0.00% | ABS-CBDO |
| 495 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230NY82 | Feb 2022 | 172,544 | $184K | 0.00% | ABS-MBS |
| 496 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I | 36241KTW8 | Feb 2022 | 159,966 | $183K | 0.00% | ABS-MBS |
| 497 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36202FVD5 | Feb 2022 | 162,003 | $177K | 0.00% | ABS-MBS |
| 498 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140J5JZ3 | Feb 2022 | 161,600 | $166K | 0.00% | ABS-MBS |
| 499 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138WJGU6 | Feb 2022 | 156,257 | $161K | 0.00% | ABS-MBS |
| 500 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31410KCZ5 | Feb 2022 | 140,090 | $158K | 0.00% | ABS-MBS |
| 501 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31417J3C2 | Feb 2022 | 139,530 | $154K | 0.00% | ABS-MBS |
| 502 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138WMN64 | Feb 2022 | 145,266 | $152K | 0.00% | ABS-MBS |
| 503 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I | 3620APXS9 | Feb 2022 | 135,837 | $151K | 0.00% | ABS-MBS |
| 504 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140HPZ34 | Feb 2022 | 139,722 | $150K | 0.00% | ABS-MBS |
| 505 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138EJEP9 | Feb 2022 | 138,962 | $145K | 0.00% | ABS-MBS |
| 506 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140H5ZG9 | Feb 2022 | 137,649 | $144K | 0.00% | ABS-MBS |
| 507 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138YRTL2 | Feb 2022 | 135,900 | $141K | 0.00% | ABS-MBS |
| 508 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I | 3620AWGT1 | Feb 2022 | 134,280 | $141K | 0.00% | ABS-MBS |
| 509 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31419BM36 | Feb 2022 | 126,689 | $141K | 0.00% | ABS-MBS |
| 510 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31359SU65 | Feb 2022 | 121,111 | $132K | 0.00% | ABS-CBDO |
| 511 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230NXQ3 | Feb 2022 | 118,616 | $126K | 0.00% | ABS-MBS |
| 512 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I | 3620APXM2 | Feb 2022 | 108,924 | $121K | 0.00% | ABS-MBS |
| 513 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138EJGJ1 | Feb 2022 | 116,109 | $121K | 0.00% | ABS-MBS |
| 514 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138YHJ27 | Feb 2022 | 113,863 | $119K | 0.00% | ABS-MBS |
| 515 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31359VYH0 | Feb 2022 | 111,435 | $118K | 0.00% | ABS-CBDO |
| 516 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138YFEW0 | Feb 2022 | 110,868 | $115K | 0.00% | ABS-MBS |
| 517 | FANNIEMAE-ACES FNMA_15-M4 | 3136AMM48 | Feb 2022 | 114,202 | $114K | 0.00% | ABS-CBDO |
| 518 | FEDERAL HOME LOAN MORTGAGE CORP | 3128NGE35 | Feb 2022 | 106,687 | $113K | 0.00% | ABS-MBS |
| 519 | FANNIE MAE ACES FNMA_16-M9 | 3136ATYS7 | Feb 2022 | 111,621 | $112K | 0.00% | ABS-CBDO |
| 520 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31371NNJ0 | Feb 2022 | 102,339 | $112K | 0.00% | ABS-MBS |
| 521 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138MBVM5 | Feb 2022 | 103,626 | $108K | 0.00% | ABS-MBS |
| 522 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31419A5E3 | Feb 2022 | 101,124 | $106K | 0.00% | ABS-MBS |
| 523 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140HJHS3 | Feb 2022 | 100,697 | $105K | 0.00% | ABS-MBS |
| 524 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31419A2X4 | Feb 2022 | 95,997 | $100K | 0.00% | ABS-MBS |
| 525 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36202FWS1 | Feb 2022 | 93,747 | $95K | 0.00% | ABS-MBS |
| 526 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31402RFL8 | Feb 2022 | 88,038 | $94K | 0.00% | ABS-MBS |
| 527 | UNIFORM MBS | 01F020638 | Feb 2022 | 95,332 | $91K | 0.00% | ABS-MBS |
| 528 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138WRMC1 | Feb 2022 | 86,675 | $90K | 0.00% | ABS-MBS |
| 529 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36178CMW0 | Feb 2022 | 86,764 | $89K | 0.00% | ABS-MBS |
| 530 | FANNIEMAE-ACES FNMA_16-M6 | 3136ASVY9 | Feb 2022 | 87,849 | $88K | 0.00% | ABS-CBDO |
| 531 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140GREU4 | Feb 2022 | 83,910 | $88K | 0.00% | ABS-MBS |
| 532 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31412RDK0 | Feb 2022 | 78,653 | $86K | 0.00% | ABS-MBS |
| 533 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3128P8DN8 | Feb 2022 | 79,247 | $84K | 0.00% | ABS-MBS |
| 534 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I | 36296TQ71 | Feb 2022 | 72,878 | $82K | 0.00% | ABS-MBS |
| 535 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140GREW0 | Feb 2022 | 77,174 | $80K | 0.00% | ABS-MBS |
| 536 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138YFA79 | Feb 2022 | 76,342 | $79K | 0.00% | ABS-MBS |
| 537 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138EGCK8 | Feb 2022 | 73,982 | $77K | 0.00% | ABS-MBS |
| 538 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31419BMY8 | Feb 2022 | 68,430 | $76K | 0.00% | ABS-MBS |
| 539 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31410GKK8 | Feb 2022 | 66,451 | $76K | 0.00% | ABS-MBS |
| 540 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31419BM93 | Feb 2022 | 68,873 | $75K | 0.00% | ABS-MBS |
| 541 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36202FXQ4 | Feb 2022 | 69,599 | $73K | 0.00% | ABS-MBS |
| 542 | SMALL BUSINESS ADMINISTRATION PARTICIPATION CERTI SBAP_03-20B | 83162CMU4 | Feb 2022 | 69,739 | $71K | 0.00% | DBT |
| 543 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138WMKN0 | Feb 2022 | 68,065 | $71K | 0.00% | ABS-MBS |
| 544 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36202FT63 | Feb 2022 | 66,600 | $70K | 0.00% | ABS-MBS |
| 545 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 3620ASY94 | Feb 2022 | 67,657 | $69K | 0.00% | ABS-MBS |
| 546 | FEDERAL HOME LOAN MORTGAGE CORP - GOLD | 3132J66L3 | Feb 2022 | 64,712 | $68K | 0.00% | ABS-MBS |
| 547 | FANNIE MAE FNMA_12-M13 | 3136A8G61 | Feb 2022 | 64,038 | $64K | 0.00% | ABS-CBDO |
| 548 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418Q6C2 | Feb 2022 | 51,298 | $56K | 0.00% | ABS-MBS |
| 549 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31419BNG6 | Feb 2022 | 49,995 | $55K | 0.00% | ABS-MBS |
| 550 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140GRPG3 | Feb 2022 | 52,542 | $55K | 0.00% | ABS-MBS |
| 551 | CME CHICAGO MERCANTILE EXCHANGE | ZFM2 | Feb 2022 | 129 | $54K | 0.00% | DIR |
| 552 | FANNIE MAE ACES FNMA_16-M3 | 3136ARTB4 | Feb 2022 | 52,524 | $52K | 0.00% | ABS-CBDO |
| 553 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31371NGT6 | Feb 2022 | 43,392 | $49K | 0.00% | ABS-MBS |
| 554 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31371NJD8 | Feb 2022 | 41,750 | $47K | 0.00% | ABS-MBS |
| 555 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31410GX65 | Feb 2022 | 45,720 | $47K | 0.00% | ABS-MBS |
| 556 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31414EXG4 | Feb 2022 | 44,764 | $45K | 0.00% | ABS-MBS |
| 557 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36178FMB9 | Feb 2022 | 43,289 | $44K | 0.00% | ABS-MBS |
| 558 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3139216A1 | Feb 2022 | 39,155 | $44K | 0.00% | ABS-CBDO |
| 559 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140H72B2 | Feb 2022 | 40,167 | $42K | 0.00% | ABS-MBS |
| 560 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140GREV2 | Feb 2022 | 39,817 | $41K | 0.00% | ABS-MBS |
| 561 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $41K | 0.00% | DIR |
| 562 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138XYEN0 | Feb 2022 | 38,121 | $39K | 0.00% | ABS-MBS |
| 563 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36179UWB4 | Feb 2022 | 34,269 | $36K | 0.00% | ABS-MBS |
| 564 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31414MP42 | Feb 2022 | 34,116 | $35K | 0.00% | ABS-MBS |
| 565 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3138E2LH6 | Feb 2022 | 30,523 | $32K | 0.00% | ABS-MBS |
| 566 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36202FS56 | Feb 2022 | 29,281 | $31K | 0.00% | ABS-MBS |
| 567 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230RN85 | Feb 2022 | 27,751 | $28K | 0.00% | ABS-MBS |
| 568 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36202EUF4 | Feb 2022 | 25,934 | $27K | 0.00% | ABS-MBS |
| 569 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36202EZ85 | Feb 2022 | 20,949 | $22K | 0.00% | ABS-MBS |
| 570 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31410F6H3 | Feb 2022 | 18,797 | $21K | 0.00% | ABS-MBS |
| 571 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36182DC78 | Feb 2022 | 17,685 | $18K | 0.00% | ABS-MBS |
| 572 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36179T4R3 | Feb 2022 | 16,769 | $18K | 0.00% | ABS-MBS |
| 573 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31371NHD0 | Feb 2022 | 14,339 | $16K | 0.00% | ABS-MBS |
| 574 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36297E2J3 | Feb 2022 | 15,806 | $16K | 0.00% | ABS-MBS |
| 575 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31412QFH7 | Feb 2022 | 12,972 | $14K | 0.00% | ABS-MBS |
| 576 | FEDERAL HOME LOAN MORTGAGE CORP | 3131YCTU0 | Feb 2022 | 11,793 | $12K | 0.00% | ABS-MBS |
| 577 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31418CE67 | Feb 2022 | 11,441 | $12K | 0.00% | ABS-MBS |
| 578 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140JKQ25 | Feb 2022 | 10,579 | $11K | 0.00% | ABS-MBS |
| 579 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140EXZ71 | Feb 2022 | 8,720 | $9K | 0.00% | ABS-MBS |
| 580 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140JHF32 | Feb 2022 | 8,902 | $9K | 0.00% | ABS-MBS |
| 581 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31419JPP7 | Feb 2022 | 6,814 | $7K | 0.00% | ABS-MBS |
| 582 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31414FGR6 | Feb 2022 | 5,826 | $6K | 0.00% | ABS-MBS |
| 583 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140HLJX5 | Feb 2022 | 4,445 | $5K | 0.00% | ABS-MBS |
| 584 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38375BJX1 | Feb 2022 | 483,995 | $4K | 0.00% | ABS-CBDO |
| 585 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31400RR94 | Feb 2022 | 3,960 | $4K | 0.00% | ABS-MBS |
| 586 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36182DBY0 | Feb 2022 | 4,209 | $4K | 0.00% | ABS-MBS |
| 587 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230RNL6 | Feb 2022 | 3,997 | $4K | 0.00% | ABS-MBS |
| 588 | FEDERAL HOME LOAN MORTGAGE CORP | 3133T0WA8 | Feb 2022 | 3,804 | $4K | 0.00% | ABS-CBDO |
| 589 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36182DC29 | Feb 2022 | 3,610 | $4K | 0.00% | ABS-MBS |
| 590 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36182C6D4 | Feb 2022 | 2,707 | $3K | 0.00% | ABS-MBS |
| 591 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36184EHP9 | Feb 2022 | 2,503 | $3K | 0.00% | ABS-MBS |
| 592 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36182DBT1 | Feb 2022 | 2,405 | $3K | 0.00% | ABS-MBS |
| 593 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36297E2F1 | Feb 2022 | 2,440 | $2K | 0.00% | ABS-MBS |
| 594 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38375BXS6 | Feb 2022 | 153,480 | $2K | 0.00% | ABS-CBDO |
| 595 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230KR60 | Feb 2022 | 1,191 | $1K | 0.00% | ABS-MBS |
| 596 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36182DCG8 | Feb 2022 | 1,017 | $1K | 0.00% | ABS-MBS |
| 597 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36230UY86 | Feb 2022 | 959 | $1K | 0.00% | ABS-MBS |
| 598 | FEDERAL NATIONAL MORTGAGE ASSOCIATION | 31359SGT1 | Feb 2022 | 836 | $885 | 0.00% | ABS-CBDO |
| 599 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36177QCH4 | Feb 2022 | 834 | $869 | 0.00% | ABS-MBS |
| 600 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36176JS68 | Feb 2022 | 641 | $660 | 0.00% | ABS-MBS |
| 601 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36177QEF6 | Feb 2022 | 599 | $618 | 0.00% | ABS-MBS |
| 602 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II | 36176JR77 | Feb 2022 | 482 | $505 | 0.00% | ABS-MBS |
| 603 | CME CHICAGO MERCANTILE EXCHANGE | ZQN2 | Feb 2022 | 855 | $-104981 | -0.00% | DIR |
| 604 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $-1825771 | -0.01% | DIR |
| 605 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $-2139937 | -0.01% | DIR |
| 606 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $-2589569 | -0.01% | DIR |
| 607 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $-2591076 | -0.01% | DIR |
| 608 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $-2953695 | -0.01% | DIR |
| 609 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $-3947489 | -0.02% | DIR |
| 610 | CME CHICAGO MERCANTILE EXCHANGE | ZTM2 | Feb 2022 | 16,765 | $-9862812 | -0.04% | DIR |
| 611 | CME CHICAGO MERCANTILE EXCHANGE | GEZ2 | Feb 2022 | 5,309 | $-10552564 | -0.05% | DIR |
| 612 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $-10906775 | -0.05% | DIR |
| 613 | RISKLESS ISSUER | N/A | Feb 2022 | 1 | $-17747435 | -0.08% | DIR |
| 614 | CME CHICAGO MERCANTILE EXCHANGE | GEU3 | Feb 2022 | 24,746 | $-78612639 | -0.34% | DIR |