UBSASSETMT > PACE SELECT ADVISORS TRUST
PACE Mortgage-Backed Securities Fixed Income Investments
$192.05M
Avg Monthly Net Assets
$768.44M
Total Assets
$582.88M
Total Liabilities
$185.56M
Net Assets
PACE Mortgage-Backed Securities Fixed Income Investments is a Mutual Fund in PACE SELECT ADVISORS TRUST
from UBSASSETMT,
based in New York,
United States of America.
The fund has three share classes
and monthly net assets of $192.05M.
On September 24th, 2024 it reported 1,097 holdings, the largest
being UMBS, TBA (15.5%), UMBS, TBA (11.5%) and Government National Mortgage Association (10.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000007350 | PFXAX | |
| Class P | C000007349 | PCGTX | |
| Class Y | C000007353 | PFXYX |
Holdings
From latest NPORT-P, filed September 24th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| Adjustable Rate Mortgage Trust | Long | ABS-mortgage backed security | US | $181K | – | 0.10 |
| Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates (Ameriquest Mortgage Securities Inc.) | Long | ABS-other | US | $153K | – | 0.08 |
| Amortizing Residential Collateral Trust | Long | ABS-other | US | $74K | – | 0.04 |
| Anchorage Capital CLO 28 Ltd. (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $503K | – | 0.27 |
| Apex Credit CLO Ltd. (Apex Credit CLO LLC) | Long | ABS-collateralized bond/debt obligation | BM | $504K | – | 0.27 |
| BCAP LLC Trust | Long | ABS-mortgage backed security | US | $87K | – | 0.05 |
| BCAP LLC Trust | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| Bear Stearns ARM Trust (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Bear Stearns ARM Trust (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $897.27 | – | 0.00 |
| Bear Stearns Asset-Backed Securities I Trust (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $295K | – | 0.16 |
| Bear Stearns Asset-Backed Securities Trust (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.69 |
| Bear Stearns Asset-Backed Securities Trust (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $123K | – | 0.07 |
| Chase Funding Trust (Chase Funding Mortgage Loan Asset-Backed CTFS) | Long | ABS-other | US | $115K | – | 0.06 |
| Chase Funding Trust (Chase Funding Mortgage Loan Asset-Backed CTFS) | Long | ABS-other | US | $5K | – | 0.00 |
| Chevy Chase Funding LLC Mortgage-Backed Certificates (CHEVY CHASE MORTGAGE FUNDING CORP.) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CHL Mortgage Pass-Through Trust (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CHL Mortgage Pass-Through Trust (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Citigroup Global Markets, Inc. | Short | Repurchase agreement | US | $-38M | – | -20.26 |
| Collateral Position (CCBCYCUS6 CCPC BARC COC) | Long | Short-term investment vehicle | US | $1M | 1M | 0.79 |
| Collateral Position (CCBCYXUS0 BARCLAYS COC FUTURES) | Long | Short-term investment vehicle | US | $388K | 388K | 0.21 |
| Collateral Position (CCBCYHUS5 CCPC BARC COC) | Long | Short-term investment vehicle | US | $339K | 339K | 0.18 |
| Collateral Position (CITIGROUP) | Short | Short-term investment vehicle | US | $-35K | -35K | -0.02 |
| Collateral Position (MORGAN STANLEY MYC CAS H COLL BROKER) | Short | Short-term investment vehicle | US | $-270K | -270K | -0.15 |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $57K | – | 0.03 |
| Countrywide Asset-Backed Certificates Trust | Long | ABS-other | US | $53K | – | 0.03 |
| Countrywide Asset-Backed Certificates Trust | Long | ABS-other | US | $21K | – | 0.01 |
| Deutsche Cash Coll (DEUTSCHE CASH COLL BROKER) | Short | Short-term investment vehicle | US | $-60K | -60K | -0.03 |
| Diameter Capital CLO 6 Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $703K | – | 0.38 |
| Dryden Senior Loan Fund | Long | ABS-collateralized bond/debt obligation | KY | $371K | – | 0.20 |
| EMC Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| EquiFirst Loan Securitization Trust | Long | ABS-other | US | $971K | – | 0.52 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $4M | – | 2.15 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 1.75 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $2M | – | 0.91 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.77 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.71 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.71 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.69 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.57 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $1M | – | 0.57 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $931K | – | 0.50 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $863K | – | 0.46 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $767K | – | 0.41 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $752K | – | 0.41 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $746K | – | 0.40 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $684K | – | 0.37 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $661K | – | 0.36 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $643K | – | 0.35 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $588K | – | 0.32 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $581K | – | 0.31 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $561K | – | 0.30 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $551K | – | 0.30 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $547K | – | 0.29 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $531K | – | 0.29 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $485K | – | 0.26 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $481K | – | 0.26 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $462K | – | 0.25 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $452K | – | 0.24 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $446K | – | 0.24 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $444K | – | 0.24 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $439K | – | 0.24 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $410K | – | 0.22 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $405K | – | 0.22 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $403K | – | 0.22 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $403K | – | 0.22 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $394K | – | 0.21 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $385K | – | 0.21 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $384K | – | 0.21 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $366K | – | 0.20 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $361K | – | 0.19 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $282K | – | 0.15 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $279K | – | 0.15 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $273K | – | 0.15 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $271K | – | 0.15 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $250K | – | 0.13 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $236K | – | 0.13 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $229K | – | 0.12 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $225K | – | 0.12 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $219K | – | 0.12 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $216K | – | 0.12 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $210K | – | 0.11 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $206K | – | 0.11 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $201K | – | 0.11 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $195K | – | 0.11 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $188K | – | 0.10 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $188K | – | 0.10 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $187K | – | 0.10 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $185K | – | 0.10 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $173K | – | 0.09 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $165K | – | 0.09 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $160K | – | 0.09 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $156K | – | 0.08 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $154K | – | 0.08 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $151K | – | 0.08 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $151K | – | 0.08 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $149K | – | 0.08 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $144K | – | 0.08 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $142K | – | 0.08 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $141K | – | 0.08 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $134K | – | 0.07 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $134K | – | 0.07 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $132K | – | 0.07 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $131K | – | 0.07 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $131K | – | 0.07 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $131K | – | 0.07 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $124K | – | 0.07 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $121K | – | 0.07 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $117K | – | 0.06 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $116K | – | 0.06 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $116K | – | 0.06 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $114K | – | 0.06 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $114K | – | 0.06 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $109K | – | 0.06 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $106K | – | 0.06 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $104K | – | 0.06 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $101K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $100K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $96K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $96K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $94K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $92K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $89K | – | 0.05 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $83K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $80K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $78K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $76K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $72K | – | 0.04 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $61K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $58K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $57K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $57K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $51K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $51K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $47K | – | 0.03 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $41K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $41K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $951.68 | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $857.68 | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $741.88 | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $668.18 | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $620.84 | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $585.14 | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $486.79 | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $225.97 | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $219.61 | – | 0.00 |
| Federal Home Loan Mortgage Corp. (Freddie Mac) | Long | ABS-mortgage backed security | US | $6.77 | – | 0.00 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $604K | – | 0.33 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $718K | – | 0.39 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $675K | – | 0.36 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $523K | – | 0.28 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $436K | – | 0.23 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $371K | – | 0.20 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $293K | – | 0.16 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $284K | – | 0.15 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $271K | – | 0.15 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $262K | – | 0.14 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $260K | – | 0.14 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $238K | – | 0.13 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $190K | – | 0.10 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $134K | – | 0.07 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $108K | – | 0.06 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $104K | – | 0.06 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $85K | – | 0.05 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $49K | – | 0.03 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $738.7 | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $611.96 | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $323.34 | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $76.91 | – | 0.00 |
| Federal Home Loan Mortgage Corp. REMICS (Freddie Mac) | Long | ABS-mortgage backed security | US | $34.71 | – | 0.00 |
| Federal Home Loan Mortgage Corp. STRIPS (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $688K | – | 0.37 |
| Federal Home Loan Mortgage Corp. STRIPS (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $225K | – | 0.12 |
| Federal Home Loan Mortgage Corp. STRIPS (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $147K | – | 0.08 |
| Federal Home Loan Mortgage Corp. STRIPS (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $86K | – | 0.05 |
| Federal Home Loan Mortgage Corp. STRIPS (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $65K | – | 0.03 |
| Federal Home Loan Mortgage Corp. Whole Loan Securities Trust (Freddie Mac Whole Loan Securities Trust) | Long | ABS-mortgage backed security | US | $332K | – | 0.18 |
| Federal Home Loan Mortgage Corp. Whole Loan Securities Trust (Freddie Mac Whole Loan Securities Trust) | Long | ABS-mortgage backed security | US | $290K | – | 0.16 |
| Federal Home Loan Mortgage Corp. Whole Loan Securities Trust (Freddie Mac Whole Loan Securities Trust) | Long | ABS-mortgage backed security | US | $167K | – | 0.09 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $5M | – | 2.81 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $4M | – | 1.89 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $3M | – | 1.51 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 1.16 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 1.14 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 1.12 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 1.11 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 1.09 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.97 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.95 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.95 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.93 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.89 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 0.85 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.73 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.72 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.72 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.71 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.67 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.65 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.65 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.63 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.56 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.54 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $985K | – | 0.53 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $970K | – | 0.52 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $907K | – | 0.49 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $844K | – | 0.45 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $840K | – | 0.45 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $822K | – | 0.44 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $765K | – | 0.41 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $762K | – | 0.41 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $744K | – | 0.40 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $734K | – | 0.40 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $698K | – | 0.38 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $672K | – | 0.36 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $669K | – | 0.36 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $663K | – | 0.36 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $662K | – | 0.36 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $662K | – | 0.36 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $651K | – | 0.35 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $639K | – | 0.34 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $635K | – | 0.34 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $629K | – | 0.34 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $626K | – | 0.34 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $625K | – | 0.34 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $616K | – | 0.33 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $591K | – | 0.32 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $580K | – | 0.31 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $558K | – | 0.30 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $553K | – | 0.30 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $543K | – | 0.29 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $542K | – | 0.29 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $519K | – | 0.28 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $509K | – | 0.27 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $508K | – | 0.27 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $501K | – | 0.27 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $491K | – | 0.26 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $486K | – | 0.26 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $485K | – | 0.26 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $474K | – | 0.26 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $467K | – | 0.25 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $462K | – | 0.25 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $450K | – | 0.24 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $448K | – | 0.24 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $430K | – | 0.23 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $418K | – | 0.23 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $406K | – | 0.22 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $405K | – | 0.22 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $388K | – | 0.21 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $387K | – | 0.21 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $385K | – | 0.21 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $382K | – | 0.21 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $375K | – | 0.20 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $371K | – | 0.20 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $370K | – | 0.20 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $370K | – | 0.20 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $366K | – | 0.20 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $359K | – | 0.19 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $357K | – | 0.19 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $337K | – | 0.18 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $335K | – | 0.18 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $323K | – | 0.17 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $304K | – | 0.16 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $302K | – | 0.16 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $300K | – | 0.16 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $300K | – | 0.16 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $282K | – | 0.15 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $277K | – | 0.15 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $267K | – | 0.14 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $264K | – | 0.14 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $251K | – | 0.14 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $251K | – | 0.14 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $251K | – | 0.14 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $247K | – | 0.13 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $247K | – | 0.13 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $241K | – | 0.13 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $237K | – | 0.13 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $231K | – | 0.12 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $229K | – | 0.12 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $228K | – | 0.12 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $227K | – | 0.12 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $221K | – | 0.12 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $210K | – | 0.11 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $205K | – | 0.11 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $197K | – | 0.11 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $193K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $192K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $191K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $191K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $187K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $184K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $179K | – | 0.10 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $176K | – | 0.09 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $173K | – | 0.09 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $170K | – | 0.09 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $169K | – | 0.09 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $165K | – | 0.09 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $155K | – | 0.08 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $153K | – | 0.08 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $153K | – | 0.08 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $152K | – | 0.08 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $150K | – | 0.08 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $150K | – | 0.08 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $150K | – | 0.08 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $147K | – | 0.08 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $135K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $135K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $133K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $132K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $131K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $129K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $128K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $128K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $127K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $126K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $122K | – | 0.07 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $117K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $116K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $116K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $115K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $114K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $112K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $110K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $109K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $106K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $104K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $103K | – | 0.06 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $98K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $96K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $94K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $94K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $94K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $92K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $92K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $88K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $87K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $87K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $86K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $86K | – | 0.05 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $82K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $82K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $81K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $81K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $80K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $77K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $74K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $72K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $67K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $65K | – | 0.04 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $63K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $61K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $61K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $61K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $56K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $56K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $55K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $53K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $51K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $50K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $50K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $48K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $48K | – | 0.03 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $41K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $29K | – | 0.02 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $904.76 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $798.39 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $762.42 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $611.61 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $557.89 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $534.81 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $521.64 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $490.58 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $454.67 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $283.06 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $263.59 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $261.72 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $200.33 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $200.18 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $191.67 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $188.5 | – | 0.00 |
| Federal National Mortgage Association (Fannie Mae) | Long | ABS-mortgage backed security | US | $3.71 | – | 0.00 |
| Federal National Mortgage Association Interest STRIPS (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $58K | – | 0.03 |
| Federal National Mortgage Association Interest STRIPS (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Federal National Mortgage Association Interest STRIPS (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 1.13 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $2M | – | 1.03 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $1M | – | 0.71 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $871K | – | 0.47 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $643K | – | 0.35 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $414K | – | 0.22 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $247K | – | 0.13 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $198K | – | 0.11 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $136K | – | 0.07 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $112K | – | 0.06 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $110K | – | 0.06 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $102K | – | 0.06 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $46K | – | 0.02 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association REMICS (Fannie Mae) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association-ACES (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $403K | – | 0.22 |
| Federal National Mortgage Association-ACES (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $47K | – | 0.03 |
| Fremont Home Loan Trust | Long | ABS-mortgage backed security | US | $267K | – | 0.14 |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $310K | – | 0.17 | |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $-14K | – | -0.01 | |
| Future (Chicago Board of Trade) | Derivative-interest rate | US | $-26K | – | -0.01 | |
| Gallatin CLO VIII Ltd. (Gallatin Loan Management, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.69 |
| Generate CLO 3 Ltd. (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $707K | – | 0.38 |
| Goldman Gsct Cash Coll | Short | Short-term investment vehicle | US | $-560K | -560K | -0.30 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 2.44 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.82 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.82 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.76 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $940K | – | 0.51 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $784K | – | 0.42 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $767K | – | 0.41 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $591K | – | 0.32 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $426K | – | 0.23 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $424K | – | 0.23 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $414K | – | 0.22 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $390K | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $387K | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $378K | – | 0.20 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $374K | – | 0.20 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $332K | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $328K | – | 0.18 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $324K | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $318K | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $315K | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $286K | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $283K | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $268K | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $259K | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $254K | – | 0.14 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $237K | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $228K | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $226K | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $217K | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $216K | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $204K | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $193K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $190K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $187K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $186K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $182K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $177K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $167K | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $163K | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $162K | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $161K | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $135K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $135K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $134K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $133K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $129K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $128K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $125K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $124K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $121K | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $117K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $112K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $111K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $107K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $106K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $104K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $102K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $98K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $96K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $95K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $93K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $91K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $90K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $86K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $86K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $85K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $84K | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $82K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $82K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $80K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $80K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $80K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $78K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $77K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $77K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $76K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $74K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $72K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $70K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $70K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $69K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $68K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $67K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $67K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $66K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $64K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $62K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $57K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $49K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $48K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $48K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $48K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $47K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $47K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $46K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $41K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $29K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $29K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| 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 | $25K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $25K | – | 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 | $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 | $19K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| 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 | $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 | $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 | $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 | $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 | $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 | $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 | $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 | $1K | – | 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 | $1K | – | 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 | $957.2 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $950.95 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $916.57 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $886.18 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $845.35 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $712.32 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $687.57 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $671.87 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $665.97 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $627.18 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $581.24 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $576.74 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $564.87 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $542.01 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $512.49 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $495.08 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $474.53 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $373.46 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $335.81 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $244.21 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $227.4 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $223.47 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $170.63 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $170 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $75.95 | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $67.49 | – | 0.00 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $2M | – | 1.09 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.81 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.62 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.55 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $964K | – | 0.52 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $950K | – | 0.51 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $572K | – | 0.31 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $500K | – | 0.27 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $351K | – | 0.19 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $238K | – | 0.13 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $206K | – | 0.11 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $189K | – | 0.10 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $116K | – | 0.06 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $67K | – | 0.04 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $66K | – | 0.04 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $55K | – | 0.03 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Government National Mortgage Association REMICS | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Government National Mortgage Association, TBA | Long | ABS-mortgage backed security | US | $19M | – | 10.36 |
| Government National Mortgage Association, TBA | Long | ABS-mortgage backed security | US | $10M | – | 5.15 |
| Government National Mortgage Association, TBA | Long | ABS-mortgage backed security | US | $8M | – | 4.56 |
| Government National Mortgage Association, TBA | Long | ABS-mortgage backed security | US | $6M | – | 3.20 |
| Government National Mortgage Association, TBA | Long | ABS-mortgage backed security | US | $3M | – | 1.49 |
| Government National Mortgage Association, TBA | Long | ABS-mortgage backed security | US | $2M | – | 1.30 |
| Government National Mortgage Association, TBA | Long | ABS-mortgage backed security | US | $2M | – | 1.02 |
| Government National Mortgage Association, TBA | Long | ABS-mortgage backed security | US | $501K | – | 0.27 |
| Government National Mortgage Association, TBA | Short | ABS-mortgage backed security | US | $-1M | – | -0.69 |
| GS Mortgage-Backed Securities Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.66 |
| GSR Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $857.23 | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $140K | – | 0.08 |
| JP Morgan Alternative Loan Trust (J.P. Morgan Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $262K | – | 0.14 |
| JP Morgan Mortgage Trust | Long | ABS-mortgage backed security | US | $446K | – | 0.24 |
| JP Morgan Mortgage Trust | Long | ABS-mortgage backed security | US | $330K | – | 0.18 |
| KGS-Alpha SBA COOF Trust | Long | ABS-other | US | $99K | – | 0.05 |
| KKR CLO 28 Ltd. (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.27 |
| KKR CLO 39 Ltd. (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.13 |
| Madison Park Funding XXIX Ltd. (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 1.21 |
| Marathon CLO 14 Ltd. (Marathon CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.22 |
| Merrill Lynch Mortgage Investors Trust (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $46K | – | 0.03 |
| Merrill Lynch Mortgage Investors Trust (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Morgan Stanley Msc2 H Coll (MORGAN STANLEY MSC2 CA H COLL) | Short | Short-term investment vehicle | US | $-573K | -573K | -0.31 |
| Morgan Stanley Re-REMICS Trust (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $76K | – | 0.04 |
| Mortgage Equity Conversion Asset Trust | Long | ABS-mortgage backed security | US | $901K | – | 0.49 |
| OBX Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $447K | – | 0.24 |
| Option (BofA Securities, Inc.) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Option (JPMorgan Securities LLC) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Option (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Option (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $0.02 | – | 0.00 | |
| Option (BofA Securities, Inc.) | Derivative-interest rate | US | $0.02 | – | 0.00 | |
| Option (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $0.01 | – | 0.00 | |
| Option (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $-385.32 | – | -0.00 | |
| Option (BofA Securities, Inc.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| Option (Citigroup Global Markets, Inc.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| Option (JPMorgan Securities LLC) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| Option (Citigroup Global Markets, Inc.) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| Option (JPMorgan Securities LLC) | Derivative-interest rate | US | $-10K | – | -0.01 | |
| Option (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $-14K | – | -0.01 | |
| Option (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $-19K | – | -0.01 | |
| Option (Citigroup Global Markets, Inc.) | Derivative-interest rate | US | $-20K | – | -0.01 | |
| Option (Citigroup Global Markets, Inc.) | Derivative-interest rate | US | $-25K | – | -0.01 | |
| Option (Citigroup Global Markets, Inc.) | Derivative-interest rate | US | $-30K | – | -0.02 | |
| Option (JPMorgan Securities LLC) | Derivative-interest rate | US | $-33K | – | -0.02 | |
| Option (Citigroup Global Markets, Inc.) | Derivative-interest rate | US | $-39K | – | -0.02 | |
| Option One Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Palmer Square CLO Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $150K | – | 0.08 |
| PRET LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $3M | – | 1.73 |
| PRET LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $1M | – | 0.63 |
| Renaissance Home Equity Loan Trust | Long | ABS-mortgage backed security | US | $88K | – | 0.05 |
| Residential Asset Securities Corporation Trust | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Residential Asset Securitization Trust | Long | ABS-mortgage backed security | US | $126K | – | 0.07 |
| Saxon Asset Securities Trust | Long | ABS-other | US | $328K | – | 0.18 |
| Sequoia Mortgage Trust 11 | Long | ABS-mortgage backed security | US | $70K | – | 0.04 |
| Sequoia Mortgage Trust 5 | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Soundview Home Loan Trust (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $363K | – | 0.20 |
| State Street Institutional US Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $1M | 1M | 0.78 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $68K | – | 0.04 |
| Structured Asset Mortgage Investments II Trust (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $128K | – | 0.07 |
| Structured Asset Securities Corp. Mortgage Loan Trust (Structured Asset Securities Corporation) | Long | ABS-other | US | $12K | – | 0.01 |
| Structured Asset Securities Corp. Trust (Structured Asset Securities Corporation) | Long | ABS-other | US | $735K | – | 0.40 |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $900K | – | 0.48 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $616K | – | 0.33 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $288K | – | 0.16 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $241K | – | 0.13 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $210K | – | 0.11 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $172K | – | 0.09 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $169K | – | 0.09 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $166K | – | 0.09 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $159K | – | 0.09 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $131K | – | 0.07 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $110K | – | 0.06 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $110K | – | 0.06 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $103K | – | 0.06 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $101K | – | 0.05 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $99K | – | 0.05 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $93K | – | 0.05 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $80K | – | 0.04 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $78K | – | 0.04 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $76K | – | 0.04 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $74K | – | 0.04 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $70K | – | 0.04 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $67K | – | 0.04 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $65K | – | 0.04 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $60K | – | 0.03 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $53K | – | 0.03 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $50K | – | 0.03 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $49K | – | 0.03 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $48K | – | 0.03 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $47K | – | 0.03 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $47K | – | 0.03 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $47K | – | 0.03 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $46K | – | 0.02 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $36K | – | 0.02 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $36K | – | 0.02 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $33K | – | 0.02 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $28K | – | 0.02 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $26K | – | 0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $25K | – | 0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $21K | – | 0.01 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $20K | – | 0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $19K | – | 0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $17K | – | 0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $17K | – | 0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $9K | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $8K | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $8K | – | 0.00 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $976.15 | – | 0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-114 | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-10K | – | -0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-10K | – | -0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-15K | – | -0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-24K | – | -0.01 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-29K | – | -0.02 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-29K | – | -0.02 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-36K | – | -0.02 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-44K | – | -0.02 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-55K | – | -0.03 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-63K | – | -0.03 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-86K | – | -0.05 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-86K | – | -0.05 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-108K | – | -0.06 | |
| Swap (LCH Ltd.) | Derivative-interest rate | US | $-135K | – | -0.07 | |
| Swap (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-1M | – | -0.79 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $56K | – | 0.03 | |
| Swaption (BNP Paribas SA) | Derivative-interest rate | US | $42K | – | 0.02 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $37K | – | 0.02 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $30K | – | 0.02 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $29K | – | 0.02 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $23K | – | 0.01 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $23K | – | 0.01 | |
| Swaption (BNP Paribas SA) | Derivative-interest rate | US | $21K | – | 0.01 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $15K | – | 0.01 | |
| Swaption (Deutsche Bank AG) | Derivative-interest rate | US | $14K | – | 0.01 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $11K | – | 0.01 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $11K | – | 0.01 | |
| Swaption (Citibank NA) | Derivative-interest rate | US | $9K | – | 0.00 | |
| Swaption (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $8K | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $8K | – | 0.00 | |
| Swaption (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Swaption (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Swaption (BNP Paribas SA) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Swaption (Deutsche Bank AG) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Swaption (Deutsche Bank AG) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Swaption (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $982.4 | – | 0.00 | |
| Swaption (Deutsche Bank AG) | Derivative-interest rate | US | $968.8 | – | 0.00 | |
| Swaption (BNP Paribas SA) | Derivative-interest rate | US | $933.25 | – | 0.00 | |
| Swaption (Barclays Bank PLC) | Derivative-interest rate | US | $825.1 | – | 0.00 | |
| Swaption (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $674.04 | – | 0.00 | |
| Swaption (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $583.94 | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $365.4 | – | 0.00 | |
| Swaption (Deutsche Bank AG) | Derivative-interest rate | US | $268 | – | 0.00 | |
| Swaption (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $172.5 | – | 0.00 | |
| Swaption (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $65.12 | – | 0.00 | |
| Swaption (Barclays Bank PLC) | Derivative-interest rate | US | $37.53 | – | 0.00 | |
| Swaption (Goldman Sachs Bank USA) | Derivative-interest rate | US | $6.3 | – | 0.00 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $3.2 | – | 0.00 | |
| Swaption (BNP Paribas SA) | Derivative-interest rate | US | $0.95 | – | 0.00 | |
| Swaption (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-0.15 | – | -0.00 | |
| Swaption (Bank of America NA) | Derivative-interest rate | US | $-0.22 | – | -0.00 | |
| Swaption (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Swaption (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Swaption (Bank of America NA) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Swaption (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Sycamore Tree CLO Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $402K | – | 0.22 |
| TCW CLO Ltd. (TCW Gem Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.27 |
| Thornburg Mortgage Securities Trust | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| Trinitas CLO XII Ltd. (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.27 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $258K | – | 0.14 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $494K | – | 0.27 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $5M | – | 2.94 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.85 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $29M | – | 15.52 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $21M | – | 11.47 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $16M | – | 8.66 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $14M | – | 7.38 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $10M | – | 5.37 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $8M | – | 4.46 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 1.61 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 1.24 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 1.19 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.78 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.72 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.68 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $1M | – | 0.61 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $674K | – | 0.36 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $0 | – | – |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-394K | – | -0.21 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-507K | – | -0.27 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-674K | – | -0.36 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-1M | – | -0.56 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-3M | – | -1.84 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-4M | – | -2.03 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-4M | – | -2.39 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-13M | – | -6.75 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-18M | – | -9.66 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-39M | – | -20.78 |
| Venture 33 CLO Ltd. (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $445K | – | 0.24 |
| Venture 36 CLO Ltd. (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $800K | – | 0.43 |
| WaMu Mortgage Pass-Through Certificates Trust | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
Address
PACE SELECT ADVISORS TRUST
C/O UBS ASSET MANAGEMENT (AMERICAS) LLC.
787 SEVENTH AVENUE
NEW YORK
New York
10019
United States of America
Websites
Directors
Richard R. Burt
Heather R. Higgins
Bernard H. Garil
David R. Malpass
Virginia G. Breen
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Standard & Poor's Financial Services LLC
ICE Data Services, Inc.
S&P Global Inc.
PricingDirect Inc.
Bloomberg L.P.
London Stock Exchange Group PLC
Custodians
BNP Paribas
Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)
UBS Switzerland AG
Citibank Europe Public Limited Company
State Street Bank and Trust Company (Edinburgh, GB, Branch)
BNP Paribas (Athens, Attica, GR, Branch)
Citibank, National Association (Mumbai, Maharashtra, IN, Branch)
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
Intesa Sanpaolo S.p.A.
Royal Bank of Canada
Citibank del Peru S.A.
Joint Stock Company 'Commercial Bank CitiBank'
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
The Hongkong and Shanghai Banking Corporation Limited
UniCredit Bank Hungary Zrt.
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Citibank, Anonim Sirketi
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
First Abu Dhabi Bank P.J.S.C.
State Street Bank and Trust Company
Standard Chartered Bank (Thai) Public Company Limited
Bank Hapoalim B.M.
Skandinaviska Enskilda Banken AB (Copenhagen, Hovedstaden, DK, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
Euroclear Bank
Standard Chartered Bank Malaysia Berhad
Citibank, National Association (Cairo, Cairo, EG, Branch)
HSBC Bank (China) Company Limited
State Street Bank International GmbH
UniCredit Bank Czech Republic and Slovakia, a.s.
Bank Handlowy w Warszawie Spolka Akcyjna
Skandinaviska Enskilda Banken AB
Clearstream Banking S.A.
Citibank, National Association (Singapore, SG, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
UniCredit Bank Austria AG
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
State Street Trust Company Canada
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
UBS Asset Management (Americas) LLC
Brokers
Morgan Stanley & Co. LLC
Goldman Sachs & Co. LLC
Sanford C. Bernstein & Co., LLC
J.P. Morgan Securities LLC
Jefferies LLC
Nomura Securities International, Inc.
CLSA Americas, LLC
Barclays Capital Inc.
BNP Paribas Securities Corp.
Virtu Americas LLC