Current holdings
Data for period
30 Apr 24
(Last reporting period)
Total assets
$4.13 bn
Liabilities
$2.11 bn
Net assets
$2.03 bn
Number of holdings
79.00
Holding trends
Total assets and liabilities
Assets
Liabilities
Total number of holdings
Holdings history data
$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.
Holding | Oct 19 | Jan 20 | Apr 20 | Jul 20 | Oct 20 | Jan 21 | Apr 21 | Jul 21 | Oct 21 | Jan 22 | Apr 22 | Jul 22 | Oct 22 | Jan 23 | Apr 23 | Jul 23 | Oct 23 | Jan 24 | Apr 24 |
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BANK OF AMERICA, N.A. | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT JUN24 FVM4 | |||||||||||||||||||
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 10YR NOTE FUT (CBT)JUN24 TYM4 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT MAR24 USH4 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT MAR24 FVH4 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)MAR24 TYH4 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT MAR24 TUH4 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT DEC23 FVZ3 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT DEC23 USZ3 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)DEC23 TYZ3 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT DEC23 TUZ3 | |||||||||||||||||||
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 LONG BOND(CBT) FUT SEP23 USU3 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT SEP23 FVU3 | |||||||||||||||||||
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 ULTRA BOND CBT FUT JUN23 WNM3 | |||||||||||||||||||
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 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 DEC22 USZ2 | |||||||||||||||||||
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 10YR NOTE FUT (CBT)JUN22 TYM2 | |||||||||||||||||||
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 5YR NOTE (CBT) FUT JUN22 FVM2 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)MAR22 TYH2 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT MAR22 USH2 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT MAR22 FVH2 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT MAR22 TUH2 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)DEC21 TYZ1 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT DEC21 FVZ1 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 2YR NOTE FUT (CBT)DEC21 TUZ1 | |||||||||||||||||||
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 LONG BOND(CBT) FUT SEP21 USU1 | |||||||||||||||||||
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 2YR NOTE (CBT) FUT JUN21 TUM1 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT JUN21 USM1 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)JUN21 TYM1 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 5YR NOTE (CBT) FUT MAR21 FVH1 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US LONG BOND(CBT) FUT MAR21 USH1 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)MAR21 TYH1 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 2YR NOTE (CBT) FUT MAR21 TUH1 | |||||||||||||||||||
CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)DEC20 TYZ0 | |||||||||||||||||||
FED HOME LOAN MTG CORP - GOLD FHLG 30YR 3% 06/01/2051# | |||||||||||||||||||
FED HOME LOAN MTG CORP - GOLD FHLG 15YR 3% 02/01/2034#SB0179 | |||||||||||||||||||
FED HOME LOAN MTG CORP - GOLD FHLG 15YR 3% 04/01/2034#G16829 | |||||||||||||||||||
FED HOME LOAN MTG CORP - GOLD FHLG 30YR 3.5% 04/01/2050#RA2469 | |||||||||||||||||||
FED HOME LOAN MTG CORP - GOLD FHLG 30YR 2.5% 07/01/2050#RA2976 | |||||||||||||||||||
FED HOME LOAN MTG CORP - GOLD FHLG 30YR 3% 04/01/2050#RA2400 | |||||||||||||||||||
FED HOME LOAN MTG CORP - GOLD FHLG 30YR 3% 06/01/2050#SD7518 | |||||||||||||||||||
FED HOME LOAN MTG CORP - GOLD FHLG 15YR 3% 12/01/2032#SB0030 | |||||||||||||||||||
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 2204 N 7.5% 12/29 | |||||||||||||||||||
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHR 2220 PD 8 3/30 | |||||||||||||||||||
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FHG 40 K 6.5 8/24 | |||||||||||||||||||
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD FEDERAL HOME LN MTG MLT CTF GT 4763 SC 1ML+620 08/15/2047 | |||||||||||||||||||
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | |||||||||||||||||||
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 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 4% 02/25/2046 | |||||||||||||||||||
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% 01/25/2042 | |||||||||||||||||||
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 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 21-85 L 2.5% 08/25/2048 | |||||||||||||||||||
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 FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049 | |||||||||||||||||||
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 FEDERAL NAT MTG ASN GTD REM PA 3% 10/25/2049 | |||||||||||||||||||
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 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 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 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 2017-74 SH SOFR30A+608.552 10/25/2047 | |||||||||||||||||||
FEDERAL NATL MTG AS GTD RE PTT | |||||||||||||||||||
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 343 16 5.5% 5/34 | |||||||||||||||||||
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 331 12 IO 6.5 2/33 | |||||||||||||||||||
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES FNS 339 5 5.5% 8/33 | |||||||||||||||||||
Fidelity Revere Street Trust | |||||||||||||||||||
FNMA GTD MTG PASS THRU CTF | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2% 06/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4% 05/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 05/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 6.5% 05/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2% 05/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 05/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3% 05/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 6% 05/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5% 05/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4% 06/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 05/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 05/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 06/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 6% 06/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 02/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 02/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2% 02/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 02/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5% 02/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 02/01/2054 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 15YR 5% 11/01/2038 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 11/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 11/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5% 11/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 11/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3% 11/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 08/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 08/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5% 08/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 08/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 08/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 09/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 15YR 5% 08/01/2038 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 06/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 15YR 2.5% 05/01/2038 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 05/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 15YR 5% 05/01/2038 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 02/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3% 02/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 03/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3% 03/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4% 02/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 03/01/2053 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2% 11/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 11/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 11/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4% 11/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 12/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3% 12/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4% 12/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 12/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2% 12/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 12/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 15YR 2.5% 11/01/2037 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 5% 12/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 12/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3% 09/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3% 08/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4% 09/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2% 08/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 4% 08/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 1.5% 04/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 03/01/2052 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 15YR 2% 11/01/2035 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 15YR 2% 12/01/2035 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3% 06/01/2050 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 06/01/2050 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 15YR 2.5% 07/01/2035 #TBA | |||||||||||||||||||
FNMA/FHLG TBA ISSUER UMBS 15YR 3% 11/01/2034 #TBA | |||||||||||||||||||
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 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 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 GNR 2011-H14 FB TSFR1M+61.448 5/61 | |||||||||||||||||||
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 2015-H21 JZ VAR 06/65 | |||||||||||||||||||
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 GNR 2015-H21 HZ VAR 06/63 | |||||||||||||||||||
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 2010-H17 FA TSFR1M+44.448 7/60 | |||||||||||||||||||
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 2015-H19 FA TSFR1M+31.448 04/63 | |||||||||||||||||||
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GNR 12-H26 CLS CA 1ML+53 07/60 | |||||||||||||||||||
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS GOVERNMENT NAT MTGE 2016-H04 1ML+65 11/20/2065 | |||||||||||||||||||
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS GNR 2001-58 X CSTR 9/41 | |||||||||||||||||||
GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS GNR 2001-12 X CSTR 7/40 | |||||||||||||||||||
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS | |||||||||||||||||||
JPMORGAN CHASE BANK NA NEW YORK NY | |||||||||||||||||||
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 06/20/31 | |||||||||||||||||||
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 SOFRV4.0% MAC 03/20/44 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH OIS SOFRV4.5% MAC 03/20/27 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 03/20/26 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH OIS SOFRV4.25% MAC 12/20/25 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 12/20/43 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH OIS SOFRV4.0% MAC 12/20/26 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH FSWP OIS SOFRV3.5% MAC 12/20/30 | |||||||||||||||||||
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 SOFRV3.75% MAC 06/21/25 | |||||||||||||||||||
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 SOFRV4.5% MAC 03/15/25 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH OIS SOFRV2.75% MAC 12/21/27 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH OIS SOFRV3.25% MAC 12/21/24 | |||||||||||||||||||
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 3MLV.75% MAC 09/15/28 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH IRS 3MLV1.25% MAC 09/15/51 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH IRS 3MLV1.0% MAC 09/15/31 | |||||||||||||||||||
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 3MLV.25% MAC 03/17/23 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH IRS 3MLV.5% MAC 03/17/26 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH IRS 3MLV.5% MAC 03/17/28 | |||||||||||||||||||
LONDON CLEARING HOUSE LCS IRS 3MLV.75% MAC 03/17/31 | |||||||||||||||||||
LONDON CLEARING HOUSE LCH IRS 3MLV1.0% MAC 03/17/51 | |||||||||||||||||||
MORGAN STANLEY CAPITAL SERVICES LLC | |||||||||||||||||||
UST NOTES |