Morgan Stanley Funds > MORGAN STANLEY MORTGAGE SECURITIES TRUST
Morgan Stanley Mortgage Securities Trust
$216.88M
Avg Monthly Net Assets
$436.45M
Total Assets
$62.57M
Total Liabilities
$373.87M
Net Assets
Morgan Stanley Mortgage Securities Trust is a Mutual Fund in MORGAN STANLEY MORTGAGE SECURITIES TRUST
from Morgan Stanley Funds,
based in New York,
United States of America.
The fund has five share classes
and monthly net assets of $216.88M.
On September 26th, 2024 it reported 635 holdings, the largest
being United States Treasury (4.0%), United States Treasury (2.7%) and UMBS, TBA (2.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000006611 | MTGAX | |
| Class C | C000155975 | MSMTX | |
| Class I | C000006614 | MTGDX | |
| Class L | C000006613 | MTGCX | |
| Class R6 | C000198813 | MORGX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 510 Asset Backed 2021-NPL1 Trust (510 Assets Backed Trust) | Long | ABS-other | US | $570K | – | 0.15 |
| A&D Mortgage Trust 2023-NQM5 | Long | ABS-mortgage backed security | US | $2M | – | 0.52 |
| ABFC 2004-OPT2 Trust (Asset Backed Funding Certificates) | Long | ABS-mortgage backed security | US | $285K | – | 0.08 |
| ABFC 2004-OPT4 Trust (Asset Backed Funding Certificates) | Long | ABS-mortgage backed security | US | $247K | – | 0.07 |
| ABFC 2005-WF1 Trust (Asset Backed Funding Certificates) | Long | ABS-mortgage backed security | US | $104K | – | 0.03 |
| ACM Auto Trust 2023-2 | Long | ABS-other | US | $3M | – | 0.68 |
| Adjustable Rate Mortgage Trust 2004-5 | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| Alba 2005-1 PLC (Alba Plc) | Long | ABS-mortgage backed security | GB | $313K | – | 0.08 |
| Alternative Loan Trust 2004-2CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| Alternative Loan Trust 2005-79CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Alternative Loan Trust 2007-11T1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| Amortizing Residential Collateral Trust | Long | ABS-other | US | $502K | – | 0.13 |
| Amortizing Residential Collateral Trust 2002-BC7 | Long | ABS-other | US | $269K | – | 0.07 |
| Argent Sec Inc Asset Backed Pas Thr Cer Ser 2003-WI (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $797K | – | 0.21 |
| B2R Mortgage Trust 2015-1 | Long | ABS-other | US | $12K | – | 0.00 |
| Banc of America Funding 2005-5 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $195K | – | 0.05 |
| Banc of America Funding 2007-5 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Banna RMBS DAC | Long | ABS-mortgage backed security | IE | $258K | – | 0.07 |
| Bayview Commercial Asset Trust 2006-3 | Long | ABS-mortgage backed security | US | $783K | – | 0.21 |
| Bayview Commercial Asset Trust 2006-3 | Long | ABS-mortgage backed security | US | $513K | – | 0.14 |
| Bayview Commercial Asset Trust 2006-3 | Long | ABS-mortgage backed security | US | $451K | – | 0.12 |
| Bayview Commercial Asset Trust 2007-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| Bayview Financial Revolving Asset Trust 2005-E (Bayview Financial Revolving Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| Bayview Financial Revolving Asset Trust 2005-E (Bayview Financial Revolving Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| Bear Stearns Asset Backed Securities I Trust 2004-BO1 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $160K | – | 0.04 |
| Bear Stearns Asset Backed Securities I Trust 2006-AC2 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $137K | – | 0.04 |
| Bear Stearns Asset Backed Securities Trust 2001-3 | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Bear Stearns Asset Backed Securities Trust 2005-SD1 | Long | ABS-other | US | $2M | – | 0.53 |
| Bear Stearns Asset Backed Securities Trust 2006-SD3 | Long | ABS-other | US | $32K | – | 0.01 |
| Boston Lending Trust 2021-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| Boston Lending Trust 2022-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.47 |
| Boston Lending Trust 2022-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| BPR Trust 2022-OANA | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Brean Asset Backed Securities Trust 2023-RM7 | Long | ABS-mortgage backed security | US | $2M | – | 0.46 |
| Brean Asset Backed Securities Trust 2023-SRM1 | Long | ABS-mortgage backed security | US | $2M | – | 0.66 |
| Brean Asset Backed Securities Trust 2023-SRM1 | Long | ABS-mortgage backed security | US | $1M | – | 0.34 |
| Brean Asset Backed Securities Trust 2023-SRM1 | Long | ABS-mortgage backed security | US | $811K | – | 0.22 |
| Brean Asset Backed Securities Trust 2024-RM8 | Long | ABS-mortgage backed security | US | $2M | – | 0.50 |
| Bridge 2022-SFR1 Trust (Bridge Trust) | Long | ABS-other | US | $1M | – | 0.39 |
| Business Loan Express Business Loan Trust 2007-A | Long | ABS-other | US | $180K | – | 0.05 |
| Cascade Funding Mortgage Trust 2018-RM2 | Long | ABS-mortgage backed security | US | $2M | – | 0.45 |
| Cascade Funding Mortgage Trust 2018-RM2 | Long | ABS-mortgage backed security | US | $1M | – | 0.37 |
| Cascade Funding Mortgage Trust 2018-RM2 | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Cascade Funding Mortgage Trust 2019-RM3 | Long | ABS-mortgage backed security | US | $3M | – | 0.91 |
| Cascade Funding Mortgage Trust 2019-RM3 | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| Cascade Funding Mortgage Trust 2020-HB2 | Long | ABS-other | US | $1M | – | 0.31 |
| Cascade Funding Mortgage Trust 2022-AB2 | Long | ABS-other | US | $878K | – | 0.23 |
| Cascade MH Asset Trust 2022-MH1 | Long | ABS-other | US | $2M | – | 0.47 |
| Cendant Mortgage Corp (Cendant Mortgage Corporation) | Long | ABS-other | US | $75K | – | 0.02 |
| CFMT 2020-ABC1 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.54 |
| CFMT 2020-ABC1 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $512K | – | 0.14 |
| CFMT 2022-HB8 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.88 |
| CFMT 2022-HB8 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.51 |
| CFMT 2022-HB9 LLC (Cascade Funding Mortgage Trust) | Long | ABS-other | US | $1M | – | 0.39 |
| CFMT 2023-H11 LLC (Cascade Funding Mortgage Trust) | Long | ABS-other | US | $2M | – | 0.52 |
| CFMT 2023-H11 LLC (Cascade Funding Mortgage Trust) | Long | ABS-other | US | $868K | – | 0.23 |
| CFMT 2023-H12 LLC (Cascade Funding Mortgage Trust) | Long | ABS-other | US | $3M | – | 0.68 |
| CFMT 2023-H12 LLC (Cascade Funding Mortgage Trust) | Long | ABS-other | US | $2M | – | 0.58 |
| CFMT 2024-HB13 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.62 |
| CFMT 2024-HB14 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.79 |
| CFMT 2024-HB14 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.62 |
| Champs Trust 2024-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.45 |
| CHL Mortgage Pass-Through Trust 2003-48 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $135K | – | 0.04 |
| CHL Mortgage Pass-Through Trust 2004-19 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $177K | – | 0.05 |
| CHL Mortgage Pass-Through Trust 2004-HYB1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| CHL Mortgage Pass-Through Trust Resecuritization 2008-2R (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2015-GC33 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2005-11 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| COMM 2014-CCRE18 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| COMM 2014-LC17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $319.47 | – | 0.00 |
| Conn's Receivables Funding 2022-A LLC (Conn Funding II, L.P) | Long | ABS-other | US | $677K | – | 0.18 |
| Conn's Receivables Funding 2023-A LLC (Conn Funding II, L.P) | Long | ABS-other | US | $4M | – | 1.00 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $1M | – | 0.29 |
| COOF Securitization Trust 2015-1 | Long | ABS-other | US | $38K | – | 0.01 |
| COOF Securitization Trust II Series 2015-2 | Long | ABS-other | US | $40K | – | 0.01 |
| CoreVest American Finance 2020-3 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $45K | – | 0.01 |
| Corevest American Finance 2020-4 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $109K | – | 0.03 |
| CoreVest American Finance 2021-2 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $124K | – | 0.03 |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $603K | – | 0.16 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $351K | – | 0.09 |
| CREDIT SUISSE FIRST BOSTON MTG | Long | ABS-other | US | $815K | – | 0.22 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2004-AR4 (Credit Suisse First Boston Mortgage Securities) | Long | ABS-mortgage backed security | US | $192K | – | 0.05 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 (Credit Suisse First Boston Mortgage Securities) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| CSMC 2021-BPNY (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.73 |
| CSMC 2021-BRIT (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $822K | – | 0.22 |
| CSMC 2022-NWPT (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.54 |
| DBCG 2017-BBG Mortgage Trust (DBCG Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| Delta Funding Home Equity Loan Trust 1999-3 | Long | ABS-mortgage backed security | US | $537K | – | 0.14 |
| Dowson 2022-2 PLC | Long | ABS-other | GB | $825K | – | 0.22 |
| DP Facilities Data Center Subordinated Pass-Through Trust (DP FACILITIES TRUST) | Long | Debt | US | $86K | – | 0.02 |
| E-MAC DE 2005-I BV | Long | ABS-mortgage backed security | NL | $223K | – | 0.06 |
| E-Mac DE 2007-I BV | Long | ABS-mortgage backed security | NL | $577K | – | 0.15 |
| E-MAC NL 2004-I BV | Long | ABS-mortgage backed security | NL | $117K | – | 0.03 |
| E-MAC NL 2005-I BV | Long | ABS-mortgage backed security | NL | $65K | – | 0.02 |
| E-MAC Program BV (E-MAC Program B.V.) | Long | ABS-mortgage backed security | NL | $1M | – | 0.37 |
| E-MAC Program BV (E-MAC Program B.V.) | Long | ABS-mortgage backed security | NL | $149K | – | 0.04 |
| E-MAC Program II BV (E-MAC Program B.V.) | Long | ABS-mortgage backed security | NL | $87K | – | 0.02 |
| ECAF I Ltd (ECAF LTD) | Long | ABS-other | KY | $362K | – | 0.10 |
| ECAF I Ltd (ECAF LTD) | Long | ABS-other | KY | $17K | – | 0.00 |
| EFMT 2024-RM1 (Ellington Financial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.71 |
| EFMT 2024-RM2 (Ellington Financial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.74 |
| EMF-NL Prime 2008-A BV (EMF-NL Bv) | Long | ABS-mortgage backed security | NL | $196K | – | 0.05 |
| EMF-NL Prime 2008-A BV (EMF-NL Bv) | Long | ABS-mortgage backed security | NL | $126K | – | 0.03 |
| EquiFirst Mortgage Loan Trust 2004-2 | Long | ABS-mortgage backed security | US | $118K | – | 0.03 |
| Eurohome Mortgages PLC | Long | ABS-mortgage backed security | IE | $156K | – | 0.04 |
| European Residential Loan Securitisation 2019-NPL1 DAC (European Residential Loan Securitization) | Long | ABS-other | IE | $1M | – | 0.33 |
| European Residential Loan Securitisation 2019-NPL1 DAC (European Residential Loan Securitization) | Long | ABS-other | IE | $1M | – | 0.27 |
| European Residential Loan Securitisation 2019-NPL2 DAC (European Residential Loan Securitization) | Long | ABS-other | IE | $40K | – | 0.01 |
| Eurosail-Nl 2007-1 BV (Eurosail Plc) | Long | ABS-mortgage backed security | NL | $527K | – | 0.14 |
| Eurosail-NL 2007-2 BV (Eurosail Plc) | Long | ABS-mortgage backed security | NL | $756K | – | 0.20 |
| Eurosail-NL 2007-2 BV (Eurosail Plc) | Long | ABS-mortgage backed security | NL | $539K | – | 0.14 |
| Falcon 2019-1 Aerospace Ltd (Falcon Aerospace Ltd) | Long | ABS-other | KY | $360K | – | 0.10 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $470.29 | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $1.34 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.95 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.91 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.74 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.48 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.46 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.39 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $565K | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $537K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $420K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $376K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $222K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $196K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $172K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $163K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $959.85 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $948.93 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $938.79 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $766.99 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $754.86 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $641.74 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $557.68 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $503.97 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $298.85 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $292.6 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $210.88 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170.69 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49.19 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $303K | – | 0.08 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $206K | – | 0.06 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $641.64 | – | 0.00 |
| Finance of America HECM Buyout 2022-HB1 | Long | ABS-other | US | $2M | – | 0.49 |
| Finance of America HECM Buyout 2022-HB1 | Long | ABS-other | US | $958K | – | 0.26 |
| Finance of America HECM Buyout 2022-HB1 | Long | ABS-other | US | $463K | – | 0.12 |
| Finance of America HECM Buyout 2022-HB2 | Long | ABS-other | US | $2M | – | 0.48 |
| Finance of America HECM Buyout 2022-HB2 | Long | ABS-other | US | $1M | – | 0.35 |
| Financial Asset Securities Corp AAA Trust 2005-1 (AAA Trust) | Long | ABS-mortgage backed security | US | $142K | – | 0.04 |
| Flagstar Mortgage Trust 2020-1NV | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $2M | – | 0.41 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $1M | – | 0.29 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $1M | – | 0.27 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $946K | – | 0.25 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $890K | – | 0.24 |
| FMC GMSR Issuer Trust | Long | ABS-other | US | $449K | – | 0.12 |
| FortiFi 2023-1 | Long | ABS-other | KY | $848K | – | 0.23 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.81 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.51 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.39 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $611K | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $370K | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $852K | – | 0.23 |
| Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $238K | – | 0.06 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $508K | – | 0.14 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $874K | – | 0.23 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $889K | – | 0.24 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $129K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $581K | – | 0.16 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $431K | – | 0.12 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $351K | – | 0.09 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $439K | – | 0.12 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $181K | – | 0.05 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $480K | – | 0.13 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $296K | – | 0.08 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.67 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $782K | – | 0.21 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $460K | – | 0.12 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $234K | – | 0.06 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.35 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $188K | – | 0.05 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $428K | – | 0.11 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $347K | – | 0.09 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $282K | – | 0.08 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.50 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $533K | – | 0.14 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2023-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.53 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.65 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Whole Loan Securities Trust 2015-SC01 | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Freddie Mac Whole Loan Securities Trust 2015-SC02 | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Freddie Mac Whole Loan Securities Trust 2016-SC02 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Freddie Mac Whole Loan Securities Trust 2017-SC02 | Long | ABS-mortgage backed security | US | $445K | – | 0.12 |
| GAIA Aviation Ltd (TLWND 2019-1) | Long | ABS-other | KY | $472K | – | 0.13 |
| Galton Funding Mortgage Trust 2019-1 (GMRF Mortgage Acquisition Co., LLC) | Long | ABS-mortgage backed security | US | $580K | – | 0.16 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8M | – | 2.03 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 1.36 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $945K | – | 0.25 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.77 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.65 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $979K | – | 0.26 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $799K | – | 0.21 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $697K | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $693K | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $540K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $526K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $502K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $472K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $450K | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $398K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $397K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $393K | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $374K | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $351K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $312K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $289K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $242K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $191K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $173K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $157K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $144K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $143K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $143K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $135K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $129K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $114K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $113K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $98K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $86K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GITSIT Mortgage Loan Trust 2024-NPL1 (GITSIT Mortgage Loan Trust 2023-NPL1) | Long | ABS-other | US | $1M | – | 0.32 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.78 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $795K | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $756K | – | 0.20 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $505K | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $436K | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $338K | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $311K | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $303K | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $286K | – | 0.08 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $252K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $250K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $209K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $170K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $164K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $153K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $150K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $104K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $94K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $88K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $67K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $64K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $47K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $819.36 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $803.03 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $721.2 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $694.51 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $670.17 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $588.73 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $547.39 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $536.88 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $480.69 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $453.14 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $232.69 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $223.25 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $213.49 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $173.42 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $81.8 | – | 0.00 |
| Great Hall Mortgages No 1 PLC (Great Hall Mortgages Plc) | Long | ABS-mortgage backed security | GB | $528K | – | 0.14 |
| GS Mortgage Securities Corp Trust 2017-SLP (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC24 | Long | ABS-mortgage backed security | US | $378.59 | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $454K | – | 0.12 |
| GSAA Trust 2004-CW1 (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $114K | – | 0.03 |
| GSR Mortgage Loan Trust 2003-1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GSR Mortgage Loan Trust 2004-14 | Long | ABS-mortgage backed security | US | $143K | – | 0.04 |
| GSR Mortgage Loan Trust 2004-3F | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-2F | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| GSR Mortgage Loan Trust 2005-7F | Long | ABS-mortgage backed security | US | $245K | – | 0.07 |
| GSR Mortgage Loan Trust 2005-8F | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| HarborView Mortgage Loan Trust 2003-1 | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| Harvest Commercial Capital Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.37 |
| Harvest Commercial Capital Loan Trust 2024-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.54 |
| Harvest SBA Loan Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.50 |
| Home Partners of America 2019-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $994K | – | 0.27 |
| HSBC USA Inc | Long | Short-term investment vehicle | US | $6M | – | 1.54 |
| HSBC USA Inc | Long | Short-term investment vehicle | US | $2M | – | 0.53 |
| Impac CMB Trust Series 2004-5 | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| Impac CMB Trust Series 2005-7 | Long | ABS-mortgage backed security | US | $748K | – | 0.20 |
| IMS ECUADORIAN MORTGAGE 2021-1 TRUST (IMS Ecuadorian Mortagage Trust) | Long | ABS-mortgage backed security | US | $363K | – | 0.10 |
| IndyMac INDX Mortgage Loan Trust 2004-AR9 | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| JOL Air Ltd | Long | ABS-other | KY | $1M | – | 0.35 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| JP Morgan Mortgage Trust 2004-A6 | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| JP Morgan Mortgage Trust 2020-INV2 | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| JP Morgan Mortgage Trust Series 2008-R2 | Long | ABS-mortgage backed security | US | $63K | – | 0.02 |
| Kestrel Aircraft Funding Ltd (Kestrel Aircraft Funding Limited) | Long | ABS-other | KY | $219K | – | 0.06 |
| KGS-Alpha SBA COOF Trust 2012-2 | Long | ABS-other | US | $5K | – | 0.00 |
| KGS-Alpha SBA COOF Trust 2014-2 | Long | ABS-other | US | $9K | – | 0.00 |
| KGS-Alpha SBA COOF Trust 2015-2 | Long | ABS-other | US | $23K | – | 0.01 |
| Lansdowne Mortgage Securities No 1 PLC (Lansdowne Mortgage Securities PLC) | Long | ABS-mortgage backed security | IE | $273K | – | 0.07 |
| Lansdowne Mortgage Securities No 2 PLC (Lansdowne Mortgage Securities PLC) | Long | ABS-mortgage backed security | IE | $649K | – | 0.17 |
| Lehman ABS Manufactured Housing Contract Trust 2001-B | Long | ABS-other | US | $111K | – | 0.03 |
| Lehman ABS Manufactured Housing Contract Trust 2002-A | Long | ABS-other | US | $1M | – | 0.38 |
| LHOME Mortgage Trust 2023-RTL2 | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| LHOME Mortgage Trust 2023-RTL3 | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| LHOME Mortgage Trust 2023-RTL4 | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| LOANDEPOT GMSR Master Trust Seres 2018-GT1 | Long | ABS-other | US | $2M | – | 0.53 |
| LOANDEPOT GMSR Master Trust Seres 2018-GT1 | Long | ABS-other | US | $993K | – | 0.27 |
| LoanMe Trust Prime 2018-1 | Long | ABS-other | US | $636K | – | 0.17 |
| LSF11 Boson Investments Sarl Compartment 2 (European Residential Loan Securitization) | Long | ABS-other | LU | $2M | – | 0.55 |
| LSF11 Boson Investments Sarl Compartment 2 (European Residential Loan Securitization) | Long | ABS-other | LU | $2M | – | 0.49 |
| Mansard Mortgages 2006-1 PLC (Mansard Mortgages Plc) | Long | ABS-mortgage backed security | GB | $424K | – | 0.11 |
| MASTR Adjustable Rate Mortgages Trust 2004-5 | Long | ABS-mortgage backed security | US | $172K | – | 0.05 |
| MASTR Alternative Loan Trust 2003-3 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| MASTR Alternative Loan Trust 2003-4 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $106K | – | 0.03 |
| MASTR Asset Securitization Trust 2002-NC1 (MASTR Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| MASTR Asset Securitization Trust 2005-2 | Long | ABS-mortgage backed security | US | $917.11 | – | 0.00 |
| MASTR Reperforming Loan Trust 2005-2 | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| MERIT Securities Corp (Merit Securities Corporation) | Long | ABS-mortgage backed security | US | $351K | – | 0.09 |
| Merrill Lynch Mortgage Investors Trust Series 2004-FM1 | Long | ABS-other | US | $72K | – | 0.02 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2007-1 (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| METAL 2017-1 LLC (METAL Cayman) | Long | ABS-other | KY | $159K | – | 0.04 |
| Miravet Sarl - Compartment 2020-1 | Long | ABS-mortgage backed security | LU | $534K | – | 0.14 |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Morgan Stanley & Co. LLC) | Long | Short-term investment vehicle | US | $8M | 8M | 2.22 |
| Morgan Stanley Mortgage Loan Trust 2004-2AR | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| Mortgage Equity Conversion Asset Trust 2007-FF2 | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| NALP Business Loan Trust 2024-1 (Newtek Alternative Loan Program) | Long | ABS-other | US | $2M | – | 0.58 |
| National City Mortgage Capital Trust | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Natixis Commercial Mortgage Securities Trust 2019-10K | Long | ABS-mortgage backed security | US | $865K | – | 0.23 |
| New Century Home Equity Loan Trust Series 2003-5 | Long | ABS-mortgage backed security | US | $258K | – | 0.07 |
| New Residential Mortgage LLC (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $1M | – | 0.30 |
| New Residential Mortgage LLC 2020-FNT2 (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $482K | – | 0.13 |
| Newday Funding Master Issuer PLC - Series 2022-2 | Long | ABS-other | GB | $1M | – | 0.35 |
| Newgate Funding PLC | Long | ABS-mortgage backed security | GB | $419K | – | 0.11 |
| Newtek Small Business Loan Trust 2018-1 | Long | ABS-other | US | $71K | – | 0.02 |
| Newtek Small Business Loan Trust 2021-1 | Long | ABS-other | US | $962K | – | 0.26 |
| Newtek Small Business Loan Trust 2023-1 | Long | ABS-other | US | $793K | – | 0.21 |
| NRZ Excess Spread-Collateralized Notes (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $370K | – | 0.10 |
| NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $296K | – | 0.08 |
| NRZ FHT Excess LLC (NRZ Excess Spread Collateralized Notes) | Long | ABS-other | US | $554K | – | 0.15 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $85K | – | 0.02 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $76K | – | 0.02 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $30K | – | 0.01 |
| OBX 2023-INV1 (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| Ocwen Loan Investment Trust 2023-HB1 | Long | ABS-mortgage backed security | US | $3M | – | 0.85 |
| Ocwen Loan Investment Trust 2024-HB1 | Long | ABS-mortgage backed security | US | $2M | – | 0.41 |
| Ocwen Loan Investment Trust 2024-HB1 | Long | ABS-mortgage backed security | US | $842K | – | 0.23 |
| Palatino SPV | Long | ABS-other | IT | $954K | – | 0.26 |
| PMC PLS ESR Issuer LLC | Long | ABS-other | US | $751K | – | 0.20 |
| PMT Issuer Trust - FMSR | Long | ABS-other | US | $2M | – | 0.57 |
| PNMAC GMSR Issuer Trust | Long | ABS-other | US | $3M | – | 0.87 |
| PNMAC GMSR ISSUER TRUST 2022-GT1 | Long | ABS-other | US | $2M | – | 0.54 |
| Portman Square IE | Long | ABS-other | IE | $324K | – | 0.09 |
| PRET 2021-RN3 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $985K | – | 0.26 |
| PRET 2023-RN2 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $2M | – | 0.63 |
| PRET 2024-RN1 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $2M | – | 0.62 |
| PRKCM 2023-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $729K | – | 0.20 |
| PRKCM 2023-AFC4 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| Prosil Acquisition SA | Long | ABS-other | LU | $619K | – | 0.17 |
| PRPM 2022-INV1 Trust (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $843K | – | 0.23 |
| Prpm 2024-1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.51 |
| PRPM 2024-RCF2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $934K | – | 0.25 |
| PRPM 2024-RCF3 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.45 |
| PURCHASED USD / SOLD AUD (BNP Paribas SA) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (UBS AG) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Standard Chartered Bank) | Derivative-foreign exchange | US | $116K | – | 0.03 | |
| PURCHASED USD / SOLD EUR (BNP Paribas SA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (Royal Bank of Canada) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (HSBC Bank PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| Quest Trust | Long | ABS-other | US | $413K | – | 0.11 |
| Raptor Aircraft Finance I LLC (Raptor Aircraft Finance LLC) | Long | ABS-other | KY | $1M | – | 0.36 |
| RBSSP Resecuritization Trust 2009-8 | Long | ABS-mortgage backed security | US | $228K | – | 0.06 |
| ReadyCap Lending Small Business Loan Trust 2019-2 | Long | ABS-other | US | $285K | – | 0.08 |
| Real Estate Asset Liquidity Trust | Long | ABS-mortgage backed security | CA | $213K | – | 0.06 |
| Reperforming Loan REMIC Trust 2005-R2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Residential Asset Securitization Trust 2007-A2 | Long | ABS-mortgage backed security | US | $234K | – | 0.06 |
| Resloc UK 2007-1 PLC (ResLoC UK PLC) | Long | ABS-mortgage backed security | GB | $299K | – | 0.08 |
| Retained Vantage Data Centers Issuer LLC (Retained Vantage Data Centers Issuer, LLC) | Long | ABS-other | US | $1M | – | 0.38 |
| RMF Buyout Issuance Trust 2020-HB1 | Long | ABS-mortgage backed security | US | $4M | – | 0.98 |
| RMF Buyout Issuance Trust 2020-HB1 | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| RMF Buyout Issuance Trust 2021-HB1 | Long | ABS-other | US | $2M | – | 0.54 |
| RMF Buyout Issuance Trust 2021-HB1 | Long | ABS-other | US | $2M | – | 0.50 |
| RMF Buyout Issuance Trust 2021-HB1 | Long | ABS-other | US | $2M | – | 0.49 |
| RMF Buyout Issuance Trust 2021-HB1 | Long | ABS-other | US | $471K | – | 0.13 |
| RMF Buyout Issuance Trust 2022-HB1 | Long | ABS-other | US | $1M | – | 0.34 |
| RMF Proprietary Issuance Trust 2019-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.85 |
| RMF Proprietary Issuance Trust 2020-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| RMF Proprietary Issuance Trust 2020-1 | Long | ABS-mortgage backed security | US | $882K | – | 0.24 |
| RMF Proprietary Issuance Trust 2022-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.52 |
| RMF Proprietary Issuance Trust 2022-2 | Long | ABS-mortgage backed security | US | $886K | – | 0.24 |
| RMF Proprietary Issuance Trust 2022-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.54 |
| Saxon Asset Securities Trust 2002-3 | Long | ABS-mortgage backed security | US | $246K | – | 0.07 |
| Sequoia Mortgage Trust 2007-4 | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Shenton Aircraft Investment I Ltd (SHENTON AIRCRAFT INVESTMENT LTD) | Long | ABS-other | KY | $632K | – | 0.17 |
| Shenton Aircraft Investment Ltd | Long | ABS-other | KY | $139K | – | 0.04 |
| SLM Student Loan Trust 2004-10 | Long | ABS-other | US | $990K | – | 0.26 |
| Stanwich Mortgage Loan Co 2021-NPL-B-1 LLC (Stanwich Mortgage Loan Trust) | Long | ABS-other | US | $2M | – | 0.67 |
| STAR 2022-SFR3 Trust | Long | ABS-other | US | $995K | – | 0.27 |
| Start II LTD (Start Ltd.) | Long | ABS-other | BM | $197K | – | 0.05 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-1 | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-4 | Long | ABS-mortgage backed security | US | $157K | – | 0.04 |
| Structured Asset Mortgage Investments II Trust 2005-AR1 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2005-AR2 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Structured Asset Securities Corp Mortgage Pass-Through Certificates Seri (Structured Asset Securities Corporation) | Long | ABS-mortgage backed security | US | $106K | – | 0.03 |
| Sutherland Commercial Mortgage Trust 2021-SBC10 | Long | ABS-mortgage backed security | US | $496K | – | 0.13 |
| SWAPS BONY BOC USD SWAPS CASH COLLATERAL USD | Short | Short-term investment vehicle | US | $-120K | -120K | -0.03 |
| TDA 27 FTA (Titulizacion De Activos) | Long | ABS-mortgage backed security | ES | $411K | – | 0.11 |
| Terwin Mortgage Trust Series TMTS 2004-3HE | Long | ABS-mortgage backed security | US | $247K | – | 0.07 |
| TIAA Bank Mortgage Loan Trust 2018-3 | Long | ABS-mortgage backed security | US | $125K | – | 0.03 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $15M | – | 4.00 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $10M | – | 2.65 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $5M | – | 1.42 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $5M | – | 1.32 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $3M | – | 0.80 |
| UBS Commercial Mortgage Trust 2018-C9 | Long | ABS-mortgage backed security | US | $225K | – | 0.06 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $10M | – | 2.63 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $9M | – | 2.51 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $8M | – | 2.17 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $7M | – | 1.87 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 1.03 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $319K | – | 0.09 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $306K | – | 0.08 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $2M | – | 0.44 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $88K | – | 0.02 | |
| VCAT 2021-NPL2 LLC (VCAT Asset Securitization, LLC) | Long | ABS-other | US | $137K | – | 0.04 |
| Velocity Commercial Capital Loan Trust 2022-5 | Long | ABS-mortgage backed security | US | $466K | – | 0.12 |
| VMC Finance 2021-HT1 LLC (VMC Finance LLC) | Long | ABS-collateralized bond/debt obligation | US | $524K | – | 0.14 |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust | Long | ABS-mortgage backed security | US | $57K | – | 0.02 |
| Waterfall Commercial Mortgage Trust 2015-SBC5 | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| WAVE 2017-1 Trust (WAVE 2017-1 LLC) | Long | ABS-other | US | $263K | – | 0.07 |
Address
MORGAN STANLEY MORTGAGE SECURITIES TRUST
1585 Broadway
NEW YORK
New York
10036
United States of America
Websites
Directors
Frances L. Cashman
Kathleen A. Dennis
Michael F. Klein
Dr. Manuel H. Johnson
Patricia A. Maleski
Nancy C. Everett
Eddie A. Grier
Jakki L. Haussler
Joseph J. Kearns
Frank L. Bowman
W. Allen Reed
Transfer Agents
Eaton Vance Management
SS&C GIDS, Inc.
Pricing Services
IHS Markit Ltd.
ICE Data Services, Inc.
Refinitiv US Holdings Inc.
PricingDirect Inc.
Bloomberg L.P.
Custodians
State Street Trust Company Canada
Royal Bank of Canada
State Street Bank and Trust Company
Euroclear Bank
Shareholder Servicing Agents
Morgan Stanley Distribution, Inc.
Admins
Morgan Stanley Investment Management Inc.
State Street Bank and Trust Company
Brokers
Goldman Sachs & Co. LLC