PIMCOFUNDS > PIMCO Funds
PIMCO Total Return Fund
$53.85B
Avg Monthly Net Assets
$95.75B
Total Assets
$44.77B
Total Liabilities
$50.98B
Net Assets
PIMCO Total Return Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has seven share classes
and monthly net assets of $53.85B.
On August 28th, 2024 it reported 7,761 holdings, the largest
being UMBS PASS THRU POOLS (8.9%), UMBS PASS THRU POOLS (4.8%) and PIMCO FUNDS (4.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026644 | PTRAX | |
| Class A | C000026645 | PTTAX | |
| Class C | C000026647 | PTTCX | |
| Class I-2 | C000064155 | PTTPX | |
| Class I-3 | C000200452 | PTTNX | |
| Class R | C000026649 | PTRRX | |
| Institutional | C000026643 | PTTRX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 RENEW POWER SUBSIDIAR SR SECURED 144A 07/28 4.5 (RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES) | Long | Debt | IN | $7M | – | 0.01 |
| 10 RENEW POWER SUBSIDIAR SR SECURED REGS 07/28 4.5 (RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES) | Long | Debt | IN | $3M | – | 0.01 |
| 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 A1A1 144A (1211 AVENUE OF THE AMERICAS TRUST 2015-1211) | Long | ABS-mortgage backed security | US | $21M | – | 0.04 |
| 1345 AVE OF THE AMERICAS + PAR FB 2005 1 A3 144A (1345 AVE OF THE AMRS & PK AVE PLZ 2005-1) | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| 31750MND6 PIMCO FXVAN PUT GBP USD 1.10000000 | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| 31750MNE4 PIMCO FXVAN PUT GBP USD 1.20000000 | Derivative-foreign exchange | US | $260K | – | 0.00 | |
| 31750O0I6 PIMCO CDSOPT PUT USD 0.6 20240918 | Derivative-credit | US | $828K | – | 0.00 | |
| 31750O0J4 PIMCO CDSOPT PUT USD 0.8 20240918 | Derivative-credit | US | $-566K | – | -0.00 | |
| 31750O8V9 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-9K | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 31750OCU6 OTC ECAL FN 5.0 JUL24 97.25 CALL | Derivative-interest rate | US | $-88K | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-61K | – | -0.00 | |
| 31750OFK5 PIMCO CDSOPT PUT USD 0.6 20241120 | Derivative-credit | US | $972K | – | 0.00 | |
| 31750OFL3 PIMCO CDSOPT PUT USD 0.6 20241120 | Derivative-credit | US | $938K | – | 0.00 | |
| 31750OFM1 PIMCO CDSOPT PUT USD 0.8 20241120 | Derivative-credit | US | $-907K | – | -0.00 | |
| 31750OFN9 PIMCO CDSOPT PUT USD 0.8 20241120 | Derivative-credit | US | $-875K | – | -0.00 | |
| 3175FA9F7 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $365K | – | 0.00 | |
| 3175FA9K6 PIMCO FXVAN CALL USD CNH 7.45000000 | Derivative-foreign exchange | US | $745K | – | 0.00 | |
| 3175FB9K4 PIMCO FXVAN CALL USD CNH 7.37500000 | Derivative-foreign exchange | LU | $875K | – | 0.00 | |
| 3175FD9K0 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $489K | – | 0.00 | |
| 3175FS9T8 PIMCO FXVAN CALL USD CNH 7.35000000 | Derivative-foreign exchange | US | $28K | – | 0.00 | |
| 3175RSJ56 INF CAP US SEP24 4.0 CALL | Derivative-interest rate | US | $-10 | – | – | |
| 3175RSJ64 INF CAP US SEP24 3.0 CALL | Derivative-interest rate | US | $-10 | – | – | |
| 3175RWDR5 INT CAP US AUG24 4.0 CALL | Derivative-interest rate | US | $-20 | – | – | |
| 3175SP9A1 PIMCO FXVAN CALL USD CNH 7.27500000 | Derivative-foreign exchange | US | $2M | – | 0.00 | |
| 3175SP9B9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $815K | – | 0.00 | |
| 3175SP9C7 PIMCO FXVAN CALL USD CNH 7.32500000 | Derivative-foreign exchange | LU | $767K | – | 0.00 | |
| 3175ST9C9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $875K | – | 0.00 | |
| 3175UF951 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | LU | $827K | – | 0.00 | |
| 3175UJ9T1 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $591K | – | 0.00 | |
| 3175UJ9U8 PIMCO FXVAN CALL USD CNH 7.35000000 | Derivative-foreign exchange | LU | $2M | – | 0.00 | |
| 3175UJ9W4 PIMCO FXVAN CALL USD CNH 7.32500000 | Derivative-foreign exchange | LU | $2M | – | 0.00 | |
| 3175UJ9X2 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | US | $1M | – | 0.00 | |
| 3175UJSR4 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | US | $6M | – | 0.01 | |
| 3175UJSS2 PIMCO FXVAN CALL USD CNH 7.35000000 | Derivative-foreign exchange | US | $4M | – | 0.01 | |
| 317U48AA8 PIMCO SWAPTION 3.636 CALL USD 202410 | Derivative-interest rate | US | $8K | – | 0.00 | |
| 317U5A6A7 PIMCO SWAPTION 4.244 PUT USD 2025022 | Derivative-interest rate | US | $-3M | – | -0.01 | |
| 317U5A8A5 PIMCO SWAPTION 3.92 PUT USD 20250227 | Derivative-interest rate | US | $3M | – | 0.01 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-61K | – | -0.00 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $510K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-551K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $300K | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-334K | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 | Derivative-interest rate | US | $232K | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-244K | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $187K | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-188K | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $289K | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-289K | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $312K | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-299K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-53K | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-147K | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $261K | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-230K | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $454K | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-366K | – | -0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $909K | – | 0.00 | |
| 317U63QA0 PIMCO SWAPTION 2.465 CALL EUR 202411 | Derivative-interest rate | US | $-355K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-4.89 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-423K | – | -0.00 | |
| 317U64XA0 PIMCO SWAPTION 4.75 PUT USD 20250529 | Derivative-interest rate | US | $-3M | – | -0.01 | |
| 317U64YA9 PIMCO SWAPTION 4.329 PUT USD 2025052 | Derivative-interest rate | US | $3M | – | 0.01 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-3.59 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-3.59 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-7.39 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-241K | – | -0.00 | |
| 317U65QA5 PIMCO SWAPTION 2.4675 CALL EUR 20241 | Derivative-interest rate | US | $-477K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-36K | – | -0.00 | |
| 317U65ZA5 PIMCO SWAPTION 2.92 CALL EUR 2024120 | Derivative-interest rate | US | $393K | – | 0.00 | |
| 317U66AA0 PIMCO SWAPTION 2.44 CALL EUR 2024120 | Derivative-interest rate | US | $-338K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-102K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U66TA0 PIMCO SWAPTION 4.43 PUT USD 20250604 | Derivative-interest rate | US | $-4M | – | -0.01 | |
| 317U66UA8 PIMCO SWAPTION 4.07 PUT USD 20250604 | Derivative-interest rate | US | $5M | – | 0.01 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 | Derivative-interest rate | US | $468K | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 | Derivative-interest rate | US | $-394K | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-33K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-32K | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 | Derivative-interest rate | US | $574K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-446K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-26K | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-201K | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $644K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-551K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-117K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-24K | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-259K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-76K | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-40K | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 | Derivative-interest rate | US | $613K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 | Derivative-interest rate | US | $-500K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-17K | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-98K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-27K | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-255K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-40K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-209K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-57K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-280K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-41K | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-37K | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-81K | – | -0.00 | |
| 317U6COA2 PIMCO SWAPTION 2.8 CALL EUR 20241217 | Derivative-interest rate | US | $364K | – | 0.00 | |
| 317U6CPA1 PIMCO SWAPTION 2.3525 CALL EUR 20241 | Derivative-interest rate | US | $-311K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-31K | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-141K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-621K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-110K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-242K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-89K | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-266K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-92K | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-47K | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-114K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-169K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-40K | – | -0.00 | |
| 317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624 | Derivative-interest rate | US | $-5M | – | -0.01 | |
| 317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062 | Derivative-interest rate | US | $6M | – | 0.01 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-162K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-591K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-65K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-191K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-145K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-83K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-267K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-127K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-205K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-92K | – | -0.00 | |
| 522 FUNDING CLO LTD MORGN 2018 3A AR 144A (522 FUNDING CLO I LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $28M | – | 0.06 |
| 7 ELEVEN INC SR UNSECURED 144A 02/28 1.3 (7-ELEVEN INC) | Long | Debt | US | $4M | – | 0.01 |
| 7 ELEVEN INC SR UNSECURED 144A 02/31 1.8 (7-ELEVEN INC) | Long | Debt | US | $5M | – | 0.01 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 4 M3 (AAMES MORTGAGE INVESTMENT TRUST 2005-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ABBVIE INC SR UNSECURED 05/25 3.6 | Long | Debt | US | $295K | – | 0.00 |
| ABN AMRO BANK NV 144A 09/27 VAR | Long | Debt | NL | $5M | – | 0.01 |
| ABN AMRO BANK NV 144A 10/26 VAR | Long | Debt | NL | $6M | – | 0.01 |
| ABN AMRO BANK NV SR UNSECURED 144A 12/29 VAR | Long | Debt | NL | $5M | – | 0.01 |
| ABU DHABI GOVT INT L SR UNSECURED 144A 04/30 3.125 | Long | Debt | AE | $1M | – | 0.00 |
| ABX.HE.AAA.06-2 SP BRC | Derivative-credit | US | $-311K | – | -0.00 | |
| ACCIDENT FUND INS CO AM SUBORDINATED 144A 08/32 8.5 (ACCIDENT FUND INSURANCE CO OF AMERICA) | Long | Debt | US | $44M | – | 0.09 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 4 M1 (ACCREDITED MORTGAGE LN TR 2004-4) | Long | ABS-mortgage backed security | US | $348K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2003 HE1 M1 (ACE SECURITIES CORP 2003-HE1) | Long | ABS-mortgage backed security | US | $976K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2004 HE4 M2 (ACE SECURITIES CORP 2004-HE4) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2005 HE7 M1 (ACE SECURITIES CORP 2005-HE7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2005 SD3 M1 (ACE SECURITIES CORP 2005-SD3) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 FM2 A2C (ACE SECURITIES CORP 2006-FM2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 FM2 A2D (ACE SECURITIES CORP 2006-FM2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A (ACE SECURITIES CORP 2006-HE4) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 NC3 A2B (ACE SECURITIES CORP 2006-NC3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 NC3 A2D (ACE SECURITIES CORP 2006-NC3) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| ACE SECURITIES CORP. ACE 2006 SD1 M1 (ACE SECURITIES CORP 2006-SD1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 SD2 M1 (ACE SECURITIES CORP 2006-SD2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A (ACREC 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.03 |
| ADAGIO CLO ADAGI V A ARR 144A (ADAGIO V CLO DAC V-A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.01 |
| ADANI TRANS STEP ONE LTD SR SECURED 144A 08/26 4 (ADANI TRANSMISSION STEP ONE LIMITED) | Long | Debt | IN | $8M | – | 0.02 |
| ADANI TRANS STEP ONE LTD SR SECURED REGS 08/26 4 (ADANI TRANSMISSION STEP ONE LIMITED) | Long | Debt | IN | $4M | – | 0.01 |
| ADANIREN KODSOPAR WARSOM SR SECURED 144A 10/39 4.625 (ADANI RENEWABLE ENERGY RJ LTD/KODANGAL SOLAR PARKS PVT LTD/WARDHA SOLAR MAHARASH) | Long | Debt | IN | $6M | – | 0.01 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 4 5M1 (ADJUSTABLE RATE MORTAGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A31 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 4A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $671K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 3A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 7A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1 (ADJUSTABLE RATE MORTGAGE TR 2005-4) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 1A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $689K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 6A 1A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-6A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-7) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 1A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-8) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 3A21 (ADJUSTABLE RATE MORTAGE TRUST 2005-8) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 1 2A1 (ADJUSTABLE RATE MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A2 (ADJUSTABLE RATE MORTAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 2 M3 (AEGIS ASSET BACKED SECURITIES TRUST 2005-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| AEGIS ASSET BACKED SECURITIES AABST 2005 5 M1 (AEGIS ASSET BACKED SECURITIES TR 2005-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| AEP TEXAS INC SR UNSECURED 06/28 3.95 (AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)) | Long | Debt | US | $6M | – | 0.01 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/25 3.5 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $10M | – | 0.02 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 04/26 4.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $4M | – | 0.01 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $37M | – | 0.07 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/25 4.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $22M | – | 0.04 |
| AES CORP DISC COML PAPER 07/24 ZCP (AES CORPORATION) | Long | Debt | US | $7M | – | 0.01 |
| AES CORP/THE SR UNSECURED 01/31 2.45 (AES CORPORATION) | Long | Debt | US | $9M | – | 0.02 |
| AES CORP/THE SR UNSECURED 144A 07/25 3.3 (AES CORPORATION) | Long | Debt | US | $20M | – | 0.04 |
| AES CORP/THE SR UNSECURED 144A 07/30 3.95 (AES CORPORATION) | Long | Debt | US | $21M | – | 0.04 |
| AES CORPORATION SNR S* ICE | Derivative-credit | US | $571K | – | 0.00 | |
| AES CORPORATION SNR S* ICE | Derivative-credit | US | $163K | – | 0.00 | |
| AES CORPORATION SNR S* ICE | Derivative-credit | US | $154K | – | 0.00 | |
| AIB GROUP PLC SR UNSECURED 144A 10/26 7.583 (AIB GROUP PLC (AKA: ALLIED IRISH BANKS)) | Long | Debt | IE | $1M | – | 0.00 |
| AIMCO AIMCO 2018 AA A 144A (AIMCO CLO SERIES 2018-A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| AIR CANADA 2015 1A PTT PASS THRU CE 144A 09/28 3.6 (AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | CA | $3M | – | 0.01 |
| AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3 (AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $1M | – | 0.00 |
| AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25 (AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST) | Long | Debt | CA | $9M | – | 0.02 |
| AIRCASTLE LTD SR UNSECURED 06/26 4.25 (AIRCASTLE LIMITED) | Long | Debt | BM | $1M | – | 0.00 |
| AIRCASTLE LTD SR UNSECURED 144A 01/28 2.85 (AIRCASTLE LIMITED) | Long | Debt | BM | $49M | – | 0.10 |
| AKER BP ASA SR UNSECURED 144A 01/31 4 | Long | Debt | NO | $999K | – | 0.00 |
| ALAMO RE LTD UNSECURED 144A 06/26 VAR | Long | Debt | BM | $8M | – | 0.02 |
| ALAMO RE LTD UNSECURED 144A 06/27 VAR | Long | Debt | BM | $8M | – | 0.02 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $13M | – | 0.03 |
| ALCON FINANCE CORP COMPANY GUAR 144A 05/30 2.6 (ALCON FINANCE CORPORATION) | Long | Debt | US | $5M | – | 0.01 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 01/28 3.95 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $575K | – | 0.00 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $13M | – | 0.03 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $7M | – | 0.01 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $5M | – | 0.01 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $4M | – | 0.01 |
| ALLIANT ENERGY FINANCE COMPANY GUAR 144A 03/26 1.4 (ALLIANT ENERGY FINANCE LLC) | Long | Debt | US | $8M | – | 0.02 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A2 (ALLY AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $15M | – | 0.03 |
| ALLY FINANCIAL INC SR UNSECURED 01/30 VAR | Long | Debt | US | $9M | – | 0.02 |
| ALLY FINANCIAL INC SR UNSECURED 05/25 5.8 | Long | Debt | US | $4M | – | 0.01 |
| ALLY FINANCIAL INC SR UNSECURED 06/27 4.75 | Long | Debt | US | $2M | – | 0.00 |
| ALLY FINANCIAL INC SR UNSECURED 11/28 2.2 | Long | Debt | US | $771K | – | 0.00 |
| ALTICE FRANCE SA 2023 USD TERM LOAN B14 | Long | Loan | FR | $8M | – | 0.02 |
| ALTICE FRANCE SA SR SECURED 144A 07/29 5.125 | Long | Debt | FR | $3M | – | 0.01 |
| AMDOCS LTD SR UNSECURED 06/30 2.538 (AMDOCS LIMITED) | Long | Debt | GG | $10M | – | 0.02 |
| AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575 (AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $6M | – | 0.01 |
| AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2 (AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $10M | – | 0.02 |
| AMER AIRLINE 16 3 A PTT PASS THRU CE 04/30 3.25 (AMERICAN AIRLINES 2016-3 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.01 |
| AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3 (AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $12M | – | 0.02 |
| AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65 (AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.01 |
| AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35 (AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $10M | – | 0.02 |
| AMER AIRLINE 19 1A PTT PASS THRU CE 08/33 3.5 (AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.01 |
| AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15 (AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $20M | – | 0.04 |
| AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875 (AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.00 |
| AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7 (AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.01 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $7M | – | 0.01 |
| AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6 (AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.01 |
| AMERICAN AIRLINES, INC. 2021 TERM LOAN (AADVANTAGE LOYALTY IP LTD) | Long | Loan | KY | $9M | – | 0.02 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $8M | – | 0.02 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $23M | – | 0.05 |
| AMERICAN EXPRESS CO SR UNSECURED 03/27 2.55 (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $2M | – | 0.00 |
| AMERICAN EXPRESS CO SR UNSECURED 10/26 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $8M | – | 0.02 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2005 1 2A21 (AMERICAN HOME MTGE ASSETS 2005-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2005 4 5A (AMERICAN HOME MTGE INV TRUST 2005-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 1 2A3 (AMERICAN HOME MORTGAGE INVT TR 2006-1) | Long | ABS-mortgage backed security | US | $391K | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2006 3 11A1 (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-3) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| AMERICAN HOMES 4 RENT SR UNSECURED 02/28 4.25 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $6M | – | 0.01 |
| AMERICAN HOMES 4 RENT SR UNSECURED 02/29 4.9 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $53M | – | 0.10 |
| AMERICAN HOMES 4 RENT SR UNSECURED 04/32 3.625 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $3M | – | 0.01 |
| AMERICAN HOMES 4 RENT SR UNSECURED 07/31 2.375 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $2M | – | 0.00 |
| AMERICAN HONDA FINANCE SR UNSECURED 01/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $79M | – | 0.16 |
| AMERICAN HONDA FINANCE SR UNSECURED 11/24 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $29M | – | 0.06 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| AMERICAN TOWER CORP SR UNSECURED 01/27 2.75 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $22M | – | 0.04 |
| AMERICAN TOWER CORP SR UNSECURED 02/29 5.2 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $5M | – | 0.01 |
| AMERICAN TOWER CORP SR UNSECURED 03/25 2.4 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $683K | – | 0.00 |
| AMERICAN TOWER CORP SR UNSECURED 03/29 3.95 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $944K | – | 0.00 |
| AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $9M | – | 0.02 |
| AMERICAN TOWER CORP SR UNSECURED 10/26 3.375 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $4M | – | 0.01 |
| AMERICAN TRANSMISSION SY SR UNSECURED 144A 09/44 5 (AMERICAN TRANSMISSION SYSTEMS INCORPORATED) | Long | Debt | US | $628K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2002 C M1 (AMERIQUEST MORTGAGE SEC INC 2002-C) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 FR1 M2 (AMERIQUEST MTGE SECURITIES INC 2004-FR1) | Long | ABS-mortgage backed security | US | $638K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R3 M1 (AMERIQUEST MTAGE SEC INC 2004-R3) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R5 M1 (AMERIQUEST MTGE SEC INC 2004-R5) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| AMERN AIRLINE 16 2 A PTT PASS THRU CE 12/29 3.65 (AMERICAN AIRLINES 2016-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $3M | – | 0.01 |
| AMGEN INC SR UNSECURED 03/28 5.15 | Long | Debt | US | $35M | – | 0.07 |
| AMGEN INC SR UNSECURED 03/30 5.25 | Long | Debt | US | $8M | – | 0.02 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2002 BC5 M1 (AMORTIZING RESIDNTIAL COLL TR 2002-BC5) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2016 9A AR2 144A (ANCHORAGE CAPITAL CLO LTD 2016-9A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5 (ANTARES HOLDINGS LP) | Long | Debt | US | $16M | – | 0.03 |
| ANTARES HOLDINGS SR UNSECURED 144A 07/26 3.95 (ANTARES HOLDINGS LP) | Long | Debt | US | $6M | – | 0.01 |
| ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95 (ANTARES HOLDINGS LP) | Long | Debt | US | $21M | – | 0.04 |
| AON CORP COMPANY GUAR 05/30 2.8 (AON CORPORATION) | Long | Debt | US | $12M | – | 0.02 |
| AON NORTH AMERICA INC COMPANY GUAR 03/27 5.125 | Long | Debt | US | $21M | – | 0.04 |
| AON NORTH AMERICA INC COMPANY GUAR 03/29 5.15 | Long | Debt | US | $10M | – | 0.02 |
| APIDOS CLO LTD APID 2013 15A A1RR 144A (APIDOS CLO XV 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| APIDOS CLO LTD APID 2016 24A A1AL 144A (APIDOS CLO XXIV 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $34M | – | 0.07 |
| APPALACHIAN POWER CO SR UNSECURED 04/31 2.7 (APPALACHIAN POWER COMPANY) | Long | Debt | US | $20M | – | 0.04 |
| ARBOR MULTIFAMILY MORTGAGE SEC AMMST 2020 MF1 A5 144A (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $75M | – | 0.15 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $128M | – | 0.25 |
| AREIT CRE TRUST AREIT 2021 CRE5 A 144A (AREIT TRUST 2021-CRE5) | Long | ABS-mortgage backed security | KY | $10M | – | 0.02 |
| AREIT CRE TRUST AREIT 2022 CRE6 A 144A (AREIT TRUST 2022-CRE6) | Long | ABS-mortgage backed security | KY | $12M | – | 0.02 |
| AREIT CRE TRUST AREIT 2022 CRE7 A 144A (AREIT TRUST 2022-CRE7) | Long | ABS-mortgage backed security | US | $35M | – | 0.07 |
| ARES CLO LTD ARES 2018 50A AR 144A (ARES L CLO LTD 2018-50A) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.05 |
| ARES CLO LTD ARES 2019 52A A1R 144A (ARES LII CLO LTD 2019-52A) | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.06 |
| ARES EURO CLO ARESE 12A AR 144A (ARES EUROPEAN CLO XII BV 12A) | Long | ABS-collateralized bond/debt obligation | IE | $18M | – | 0.04 |
| ARES EURO CLO ARESE 7A A1RR 144A (ARES EUROPEAN CLO 7A) | Long | ABS-collateralized bond/debt obligation | IE | $13M | – | 0.02 |
| ARGENT SECURITIES INC. ARSI 2004 W11 M3 (ARGENT SECURITIES INC 2004-W11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2005 W5 A2D (ARGENT SECURITIES INC 2005-W5) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2B (ARGENT SECURITIES INC 2006-M2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2C (ARGENT SECURITIES INC 2006-M2) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 W2 A2B (ARGENT SECURITIES INC. 2006-W2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 W4 A2D (ARGENT SECURITIES INC 2006-W4) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2C (ARGENT SECURITIES TRUST 2006-W5) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| ARIZONA PUBLIC SERVICE SR UNSECURED 05/50 3.35 (ARIZONA PUBLIC SERVICE COMPANY) | Long | Debt | US | $9M | – | 0.02 |
| ARIZONA PUBLIC SERVICE SR UNSECURED 08/29 2.6 (ARIZONA PUBLIC SERVICE COMPANY) | Long | Debt | US | $6M | – | 0.01 |
| ARMADA EURO CLO ARMDA 3A A1R 144A (ARMADA EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $28M | – | 0.05 |
| ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR | Long | Debt | BM | $5M | – | 0.01 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A (ASHFORD HOSPITALITY TRUST 2018-ASHF) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| ASIAN DEVELOPMENT BANK SR UNSECURED 02/26 6 | Long | Debt | $7M | – | 0.01 | |
| ASSET BACKED FUNDING CERTIFICA ABFC 2002 OPT1 M1 (ASSET BACKED FUNDING CERTS 2002-OPT1) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2002 SB1 AII1 (ASSET BACKED FUNDING CERT 2002-SB1) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 (ASSET BACKED FUNDING CERT 2004-FF1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2002 HE2 B (ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2002-HE2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| ASSET BACKED SECURITIES CORP H ABSHE 2003 HE2 M1 (ASSET BACKED SEC CORP HOME EQ 2003-HE2) | Long | ABS-mortgage backed security | US | $546K | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE7 A2 (ASSET BACKED SEC HOME EQTY LN 2004-HE7) | Long | ABS-mortgage backed security | US | $956.23 | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2 (ASSET BACKED SEC HOME EQTY LN 2007-HE2) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $1M | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $92K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $73K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $47K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $26K | – | 0.00 | |
| AT+T INC (AT&T INC) | Long | Debt | US | $4M | – | 0.01 |
| AT+T INC SR UNSECURED 06/31 2.75 (AT&T INC) | Long | Debt | US | $35M | – | 0.07 |
| AT+T INC SR UNSECURED 06/60 3.85 (AT&T INC) | Long | Debt | US | $796K | – | 0.00 |
| ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684 | Long | Debt | US | $5M | – | 0.01 |
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR | Long | Debt | US | $25M | – | 0.05 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $6M | – | 0.01 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2017 8A A 144A (ATLAS SENIOR LOAN FUND LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A (ATLAS SENIOR LOAN FUND XIII) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| ATMOS ENERGY CORP SR UNSECURED 01/31 1.5 (ATMOS ENERGY CORPORATION) | Long | Debt | US | $4M | – | 0.01 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A (ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| AUSTIN FAIRMONT HOTEL TRUST AFHT 2019 FAIR A 144A (AUSTIN FAIRMONT HOTEL TRUST 2019-FAIR) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/29 5.375 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $6M | – | 0.01 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 08/25 4.125 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $33M | – | 0.06 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 10/25 4.875 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $4M | – | 0.01 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $937K | – | 0.00 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $20M | – | 0.04 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 1A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-1A LLC) | Long | ABS-other | US | $21M | – | 0.04 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 03/29 5.75 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $11M | – | 0.02 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/28 6.375 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $2M | – | 0.00 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $16M | – | 0.03 |
| BABSON CLO LTD BABSN 2015 2A AR 144A (BABSON CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| BABSON CLO LTD BABSN 2018 3A A1 144A (BARINGS CLO LTD 2018-III 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $118K | – | 0.00 |
| BACARDI LTD COMPANY GUAR 144A 05/25 4.45 (BACARDI LIMITED) | Long | Debt | BM | $18M | – | 0.04 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $2M | – | 0.00 |
| BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A (BAIN CAPITAL EURO 2018-2 DAC 18-2A) | Long | ABS-collateralized bond/debt obligation | IE | $20M | – | 0.04 |
| BAMLL 2023 HTL 10/27 0 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2023-HTL) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| BAMLL 2023 HTL 10/27 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2023-HTL) | Long | ABS-mortgage backed security | US | $162M | – | 0.32 |
| BAMLL 2023 HTL 10/27 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2023-HTL) | Long | ABS-mortgage backed security | US | $47M | – | 0.09 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $21M | – | 0.04 |
| BAMLL COML MTG SECS TR 2024 04/42 1 (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2005 10 2CB1 (BANC OF AMERICA ALT LOAN TRUST 2005-10) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 CB3 (BANC OF AMERICA ALT LOAN TRUST 2006-6) | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| BANC OF AMERICA COMMERCIAL MOR BACM 2015 UBS7 A4 (BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7) | Long | ABS-mortgage backed security | US | $30M | – | 0.06 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 1A3 (BANC OF AMERICA FUNDING CORP 2004-A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 5A1 (BANC OF AMERICA FUNDING CORP 2004-B) | Long | ABS-mortgage backed security | US | $958K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 6 1A7 (BANC OF AMERICA FUNDING CORP 2005-6) | Long | ABS-mortgage backed security | US | $579K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 1A1 (BANC OF AMERICA FUNDING CORP 2005-E) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 H 5A1 (BANC OF AMERICA FUNDING CORP 2005-H) | Long | ABS-mortgage backed security | US | $371K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 2A11 (BANC OF AMERICA FUND CORP 2006-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 3A4 (BANC OF AMERICA FUND CORP 2006-5) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 7 1A12 (BANC OF AMERICA FUNDING CORP 2006-7) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 7 1A4 (BANC OF AMERICA FUNDING CORP 2006-7) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 8T2 A10 (BANC OF AMERICA FUNDING CORP 2006-8T2) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 3A2 (BANC OF AMERICA FUNDING CORP 2006-A) | Long | ABS-mortgage backed security | US | $806K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1 (BANC OF AMERICA FUNDING CORP 2006-B) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 7A1 (BANC OF AMERICA FUNDING CORP 2006-B) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 C 4A2 (BANC OF AMERICA FUNDING CORP 2006-C) | Long | ABS-mortgage backed security | US | $678K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 D 5A1 (BANC OF AMERICA FUNDING CORP 2006-D) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A2 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 4A1 (BANC OF AMERICA FUNDING CORP 2006-I) | Long | ABS-mortgage backed security | US | $683K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 5A1 (BANC OF AMERICA FUNDING CORP 2006-I) | Long | ABS-mortgage backed security | US | $657K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 6A1 (BANC OF AMERICA FUNDING CORP 2006-I) | Long | ABS-mortgage backed security | US | $570K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA10 (BANC OF AMERICA FUNDING CORP 2007-1) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A2 (BANC OF AMERICA FUNDING CORP 2007-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 1A1 (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA1A (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA3A (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6 (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $554K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 XA1 (BANC OF AMERICA FUNDING CORP 2007-3) | Long | ABS-mortgage backed security | US | $664K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 4 TA4 (BANC OF AMERICA FUNDING CORP 2007-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 4A1 (BANC OF AMERICA FUNDING CORP 2007-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 E 8A1 (BANC OF AMERICA FUNDING CORP 2007-E) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2015 ASTR A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2015-ASTR) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2018 PARK A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PARK) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BOC A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BOC) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-LB1) | Long | ABS-mortgage backed security | US | $244M | – | 0.48 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 B 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-LB1) | Long | ABS-mortgage backed security | US | $70M | – | 0.14 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-LB2) | Long | ABS-mortgage backed security | US | $102M | – | 0.20 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 B 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-LB2) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A3 (BANK OF AMERICA MTG SEC 2002-G) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A4 (BANK OF AMERICA MTGE SEC 2003-D) | Long | ABS-mortgage backed security | US | $921.37 | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 H 2A1 (BANK OF AMERICA MTGE SEC 2003-H) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 D 2A2 (BANK OF AMERICA MTGE SECURITIES 2004-4) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 F 1A1 (BANC OF AMERICA MTGE SEC 2004-F) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 2A1 (BANK OF AMERICA MTGE SECURITIES 2005-A) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 2A2 (BANK OF AMERICA MTGE SECURITIES 2005-A) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 4A1 (BANK OF AMERICA MTGE SECURITIES 2005-A) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2 (BANK OF AMERICA MTGE SEC 2005-F) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 3A1 (BANK OF AMERICA MTGE SEC 2005-F) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 4A1 (BANK OF AMERICA MTGE SEC 2005-F) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1 (BANK OF AMERICA MTGE SEC 2005-G) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A4 (BANK OF AMERICA MTGE SEC 2005-G) | Long | ABS-mortgage backed security | US | $943K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A1 (BANK OF AMERICA MTGE SECS-2005-J) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 (BANK OF AMERICA MTGE SECS-2005-J) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 2A4 (BANK OF AMERICA MTGE SECS-2005-L) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 2 A2 (BANK OF AMERICA MTGE SECS-2006-2) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A5 (BANK OF AMERICA MTGE SECS-2007-2) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/29 5.381 (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $16M | – | 0.03 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/35 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $11M | – | 0.02 |
| BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/25 4.5 (BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH) | Long | Debt | BR | $3M | – | 0.01 |
| BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/26 2.75 (BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH) | Long | Debt | BR | $7M | – | 0.01 |
| BANCO DO BRASIL (CAYMAN) SR UNSECURED 144A 01/29 4.875 (BANCO DO BRASIL /CAYMAN BRANCH) | Long | Debt | BR | $480K | – | 0.00 |
| BANCO SANTANDER CHILE SR UNSECURED 144A 01/25 2.7 (BANCO SANTANDER CHILE SA) | Long | Debt | CL | $3M | – | 0.01 |
| BANCO SANTANDER SA 03/28 VAR | Long | Debt | ES | $25M | – | 0.05 |
| BANCO SANTANDER SA 11/27 VAR | Long | Debt | ES | $16M | – | 0.03 |
| BANCO SANTANDER SA 11/28 6.607 | Long | Debt | ES | $17M | – | 0.03 |
| BANCO SANTANDER SA SR UNSECURED 03/25 3.496 | Long | Debt | ES | $30M | – | 0.06 |
| BANCO SANTANDER SA SR UNSECURED 03/28 VAR | Long | Debt | ES | $19M | – | 0.04 |
| BANCO SANTANDER SA SR UNSECURED 05/25 2.746 | Long | Debt | ES | $1M | – | 0.00 |
| BANGKOK BANK PCL/HK SUBORDINATED 144A 09/36 VAR (BANGKOK BANK PCL/HONG KONG BRANCH) | Long | Debt | TH | $2M | – | 0.00 |
| BANK BANK 2017 BNK8 A4 (BANK-2017-BNK8) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| BANK BANK 2019 BN16 A4 (BANK 2019-BN16) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| BANK BANK 2019 BN19 A3 (BANK 2019-BN19) | Long | ABS-mortgage backed security | US | $22M | – | 0.04 |
| BANK BANK 2019 BN19 ASB (BANK 2019-BN19) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BANK BANK 2019 BN23 A3 (BANK 2019-BN23) | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| BANK BANK 2020 BN25 A5 (BANK 2020-BN25) | Long | ABS-mortgage backed security | US | $67M | – | 0.13 |
| BANK BANK 2020 BN26 A4 (BANK 2020-BN26) | Long | ABS-mortgage backed security | US | $46M | – | 0.09 |
| BANK BANK 2022 BNK40 A4 (BANK 2022-BNK40) | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| BANK OF AMERICA CORP SR UNSECURED 01/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $6M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 02/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $36M | – | 0.07 |
| BANK OF AMERICA CORP SR UNSECURED 02/30 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $8M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSECURED 03/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.00 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $24M | – | 0.05 |
| BANK OF AMERICA CORP SR UNSECURED 04/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $6M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 04/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $6M | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 09/25 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $9M | – | 0.02 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $49M | – | 0.10 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $25M | – | 0.05 |
| BANK OF AMERICA CORP SR UNSECURED 10/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $25M | – | 0.05 |
| BANK OF AMERICA CORP SR UNSECURED 12/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $27M | – | 0.05 |
| BANK OF AMERICA NA SR UNSECURED 08/26 VAR | Long | Debt | US | $8M | – | 0.02 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $27M | – | 0.05 |
| BANK OF NY MELLON CORP SR UNSECURED 02/29 VAR (BANK OF NEW YORK MELLON CORP (BNY MELLON)) | Long | Debt | US | $1M | – | 0.00 |
| BANK OF NY MELLON CORP SR UNSECURED 03/30 VAR (BANK OF NEW YORK MELLON CORP (BNY MELLON)) | Long | Debt | US | $11M | – | 0.02 |
| BANNER HEALTH UNSECURED 01/31 1.897 (BANNER HEALTH SYSTEMS) | Long | Debt | US | $2M | – | 0.00 |
| BANQUE FED CRED MUTUEL 144A 07/26 5.896 (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $11M | – | 0.02 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 C2 A5 (BBCMS MORTGAGE TRUST 2018-C2) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM A 144A (BBCMS TRUST 2018-CBM) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 A4 (BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 ASB (BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2022 C16 A5 (BBCMS MORTGAGE TRUST 2022-C16) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A (BARCLAYS MORTGAGE LOAN TRUST 2024-NQM2) | Long | ABS-mortgage backed security | US | $51M | – | 0.10 |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 SA 144A (BARCLAYS MORTGAGE LOAN TRUST 2024-NQM2) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BARCLAYS PLC JR SUBORDINA REGS VAR | Long | Debt | GB | $1M | – | 0.00 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $47M | – | 0.09 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $27M | – | 0.05 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $17M | – | 0.03 |
| BARCLAYS PLC SR UNSECURED 05/26 VAR | Long | Debt | GB | $47M | – | 0.09 |
| BARCLAYS PLC SR UNSECURED 09/27 VAR | Long | Debt | GB | $43M | – | 0.08 |
| BARCLAYS PLC SR UNSECURED 09/27 VAR | Long | Debt | GB | $30M | – | 0.06 |
| BARCLAYS PLC SR UNSECURED 09/29 VAR | Long | Debt | GB | $18M | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 11/26 VAR | Long | Debt | GB | $41M | – | 0.08 |
| BARCLAYS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $33M | – | 0.07 |
| BARCLAYS PLC SR UNSECURED 11/32 VAR | Long | Debt | GB | $2M | – | 0.00 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $4M | – | 0.01 |
| BARCLAYS PLC SR UNSECURED REGS 03/35 VAR | Long | Debt | GB | $4M | – | 0.01 |
| BARROW FUNDING PLC BARRO 1A A 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $264M | – | 0.52 |
| BARROW FUNDING PLC BARRO 1A B 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $19M | – | 0.04 |
| BARROW FUNDING PLC BARRO 1A C 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $10M | – | 0.02 |
| BARROW FUNDING PLC BARRO 1A D 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $6M | – | 0.01 |
| BARROW FUNDING PLC BARRO 1A E 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.01 |
| BARROW FUNDING PLC BARRO 1A F 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.01 |
| BARROW FUNDING PLC BARRO 1A RC 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $0 | – | – |
| BARROW FUNDING PLC BARRO 1A Z 144A (BARROW FUNDING PLC 1A) | Long | ABS-mortgage backed security | GB | $10M | – | 0.02 |
| BAYCARE HEALTH SYSTEM SR UNSECURED 11/50 3.831 (BAYCARE HEALTH SYSTEM INC) | Long | Debt | US | $2M | – | 0.00 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | Long | Debt | US | $22M | – | 0.04 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $27M | – | 0.05 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 01/29 6.25 | Long | Debt | US | $44M | – | 0.09 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125 | Long | Debt | US | $35M | – | 0.07 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $41M | – | 0.08 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5 | Long | Debt | US | $8M | – | 0.02 |
| BAYOU RE LTD UNSECURED 144A 04/31 VAR | Long | Debt | BM | $3M | – | 0.01 |
| BAYOU RE LTD UNSECURED 144A 04/31 VAR | Long | Debt | BM | $2M | – | 0.00 |
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 5 A1 144A (BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5) | Long | ABS-mortgage backed security | US | $32M | – | 0.06 |
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 6 AF 144A (BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV6) | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| BCAP LLC TRUST BCAP 2007 AA2 12A1 (BCAP LLC TRUST 2007-AA2) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| BCAP LLC TRUST BCAP 2007 AA3 2A1A (BCAP LLC TRUST 2007-AA3) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BCAP LLC TRUST BCAP 2008 RR2 A6 144A (BCAP LLC TRUST 2008-RR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BCAP LLC TRUST BCAP 2009 RR14 2A2 144A (BCAP LLC TRUST 2009-RR14) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| BCAP LLC TRUST BCAP 2010 RR1 1A4 144A (BCAP LLC TRUST 2010-RR1) | Long | ABS-mortgage backed security | US | $828K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR4 7A1 144A (BCAP LLC TRUST 2011-RR4) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| BCAP LLC TRUST BCAP 2011 RR5 12A1 144A (BCAP LLC TRUST 2011-RR5) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BCAP LLC TRUST BCAP 2011 RR5 15A1 144A (BCAP LLC TRUST 2011-RR5) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| BCAP LLC TRUST BCAP 2011 RR5 7A1 144A (BCAP LLC TRUST 2011-RR5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR6 5A1 144A (BCAP LLC TRUST 2011-RR6) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR6 7A1 144A (BCAP LLC TRUST 2011-RR6) | Long | ABS-mortgage backed security | US | $731K | – | 0.00 |
| BCAP LLC TRUST BCAP 2011 RR6 9A1 144A (BCAP LLC TRUST 2011-RR6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BCAP LLC TRUST BCAP 2013 RR1 3A4 144A (BCAP LLC TRUST 2013-RR1) | Long | ABS-mortgage backed security | US | $880K | – | 0.00 |
| BCAP LLC TRUST BCAP 2013 RR1 5A2 144A (BCAP LLC TRUST 2013-RR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BCP TRUST BCP 2021 330N A 144A (BCP TRUST 2021-330N) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| BDS LTD BDS 2021 FL10 A 144A (BDS 2021-FL10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.03 |
| BDS LTD BDS 2022 FL11 ATS 144A (BDS 2022-FL11 LLC) | Long | ABS-collateralized bond/debt obligation | US | $70M | – | 0.14 |
| BDS LTD BDS 2022 FL12 A 144A (BDS 2022-FL12 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1 (BEAR STEARNS ADJUST RT MTGE TR 2000-) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 2A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 3 3A2 (BEAR STEARNS ADJ RATE MTGE TR 2003-3) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 1A2 (BEAR STEARNS ADJ RATE MTGE TR 2003-5) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 1A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $489K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1 (BEAR STEARNS ADJ RATE MTGE 2003-9) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 1 12A2 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 22A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 21A (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $314.96 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 23A (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 1A1 (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 1A2 (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 4A (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 6 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-6) | Long | ABS-mortgage backed security | US | $271K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 7 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-7) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $861K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 1 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $613K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A3 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 3 1A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 4 3A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 5A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-6) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 9 A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-9) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 1 A1 (BEAR STEARNS ADJ RATE MTGE TR 2006-1) | Long | ABS-mortgage backed security | US | $580K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 1 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-1) | Long | ABS-mortgage backed security | US | $976K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 4 22A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-4) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2003 5 2A1 (BEAR STEARNS ALT-A TRUST 2003-5) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 1 1A2 (BEAR STEARNS ALT-A TRUST 2004-1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 1 2A3 (BEAR STEARNS ALT-A TRUST 2004-1) | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 12 2A2 (BEAR STEARNS ALT-A TR 2004-12) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 7 2A1 (BEAR STEARNS ALT-A TRUST-2004-7) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 9 2A1 (BEAR STEARNS ALT-A TRUST 2004-9) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1 (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 3 4A3 (BEAR STEARNS ALT-A TR 2005-3) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 24A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1 (BEAR STEARNS ALT-A TRUST 2005-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 26A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 1 11A1 (BEAR STEARNS ALT-A TRUST 2006-1) | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 1 21A2 (BEAR STEARNS ALT-A TRUST 2006-1) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 21A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 23A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 24A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 3 31A1 (BEAR STEARNS ALT-A TRUST 2006-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 3 35A1 (BEAR STEARNS ALT-A TRUST 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 11A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 1A1 (BEAR STEARNS ALT-A TRUST 2006-5) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 (BEAR STEARNS ALT-A TRUST 2006-5) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $760K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 7 23A1 (BEAR STEARNS ALT-A TRUST 2006-7) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $614K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 3A2 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21 (BEAR STEARNS ALT-A TRUST 2006-R1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2007 1 1A1 (BEAR STEARNS ALT-A TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 (BEAR STEARNS ASSETBACKED SEC 2001-3) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2002 1 2A (BEAR STEARNS ASSETBK SEC INC. 2002-) | Long | ABS-mortgage backed security | US | $62.96 | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1 (BEAR STEARNS ASSETBK SECU INC 2002-) | Long | ABS-mortgage backed security | US | $363.92 | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC7 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC7) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 SD2 2A (BEAR STEARNS ABS INC 2003-SD2) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 AC6 A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC6) | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE2 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE5 M4 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE5) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE10 21A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE10) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 1A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR5 1A1 (BEAR STEARNS MTGE FUND TR 2006-AR5) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 3A (BEAR STEARNS MTGE SEC INC 1997-6) | Long | ABS-mortgage backed security | US | $760.39 | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $558K | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $721K | – | 0.00 |
| BELLA VISTA MORTGAGE TRUST BVMBS 2005 2 2A1 (BELLA VISTA MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BENCHMARK MORTGAGE TRUST BMARK 2018 B8 A5 (BENCHMARK MORTGAGE TRUST 2018-B8) | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5 (BENCHMARK MORTGAGE TRUST 2019-B9) | Long | ABS-mortgage backed security | US | $30M | – | 0.06 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B16 ASB (BENCHMARK MORTGAGE TRUST 2020-B16) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| BENCHMARK MORTGAGE TRUST BMARK 2022 B33 A5 (BENCHMARK MORTGAGE TRUST 2022-B33) | Long | ABS-mortgage backed security | US | $30M | – | 0.06 |
| BENCHMARK MORTGAGE TRUST BMARK 2022 B35 A5 (BENCHMARK MORTGAGE TRUST2022-B35) | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A (BENEFIT STREET PARTNERS CLO XVI LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.03 |
| BERRY GLOBAL INC SR SECURED 01/26 1.57 | Long | Debt | US | $8M | – | 0.02 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 (BETH ISRAEL LAHEY HEALTH INC) | Long | Debt | US | $3M | – | 0.01 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/51 3.08 (BETH ISRAEL LAHEY HEALTH INC) | Long | Debt | US | $4M | – | 0.01 |
| BFLD TRUST BFLD 2020 EYP A 144A (BFLD TRUST 2020-EYP) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| BGC GROUP INC SR UNSECURED 05/28 8 | Long | Debt | US | $19M | – | 0.04 |
| BGC GROUP INC SR UNSECURED 10/24 3.75 | Long | Debt | US | $26M | – | 0.05 |
| BGC GROUP INC SR UNSECURED 12/25 4.375 | Long | Debt | US | $4M | – | 0.01 |
| BGC GROUP INC SR UNSECURED 144A 06/29 6.6 | Long | Debt | US | $13M | – | 0.02 |
| BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A (BIG COMMERCIAL MORTGAGE TRUST 2022-BIG) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A (BINOM SECURITIZATION TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A (BGCLO 19A) | Long | ABS-collateralized bond/debt obligation | KY | $28M | – | 0.05 |
| BLACK DIAMOND CLO BLACK 2017 2A A1 144A (BLACK DIAMOND CLO 2017-2 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $796K | – | 0.00 |
| BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A (BLACK DIAMOND CLO 2019-1 DAC 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.02 |
| BLACK HILLS CORP SR UNSECURED 06/30 2.5 (BLACK HILLS CORPORATION) | Long | Debt | US | $6M | – | 0.01 |
| BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A (BLACKROCK EUROPEAN CLO VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $21M | – | 0.04 |
| BLOCK FINANCIAL LLC COMPANY GUAR 08/30 3.875 (BLOCK FINANCIAL CORP) | Long | Debt | US | $8M | – | 0.01 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 06/31 3.125 | Long | Debt | US | $2M | – | 0.00 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| BLUEMOUNTAIN EUR CLO BLUME 5A A 144A (BLUEMOUNTAIN EUR CLO 5A) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.02 |
| BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A (BLUEMOUNTAIN FUJI EUR CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $20M | – | 0.04 |
| BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A2R 144A (BLUEMOUNTAIN FUJI EUR CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $506K | – | 0.00 |
| BMW VEHICLE LEASE TRUST BMWLT 2023 2 A2 (BMW VEHICLE LEASE TRUST 2023-2) | Long | ABS-other | US | $4M | – | 0.01 |
| BMW VEHICLE LEASE TRUST BMWLT 2023 2 A3 (BMW VEHICLE LEASE TRUST 2023-2) | Long | ABS-other | US | $11M | – | 0.02 |
| BMW VEHICLE OWNER TRUST BMWOT 2023 A A2A (BMW VEHICLE OWNER TRUST 2023-A) | Long | ABS-other | US | $23M | – | 0.04 |
| BMW VEHICLE OWNER TRUST BMWOT 2023 A A2B (BMW VEHICLE OWNER TRUST 2023-A) | Long | ABS-other | US | $22M | – | 0.04 |
| BNP PARIBAS 144A 05/30 VAR | Long | Debt | FR | $32M | – | 0.06 |
| BNP PARIBAS 144A 06/26 VAR | Long | Debt | FR | $22M | – | 0.04 |
| BNP PARIBAS 144A 09/28 VAR | Long | Debt | FR | $36M | – | 0.07 |
| BNP PARIBAS 144A 11/25 VAR | Long | Debt | FR | $9M | – | 0.02 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $10M | – | 0.02 |
| BNP PARIBAS SR UNSECURED 144A 01/29 VAR | Long | Debt | FR | $17M | – | 0.03 |
| BNP PARIBAS SR UNSECURED 144A 01/30 VAR | Long | Debt | FR | $33M | – | 0.06 |
| BNP PARIBAS SR UNSECURED 144A 04/32 VAR | Long | Debt | FR | $5M | – | 0.01 |
| BNPP AM EURO CLO BNPAM 2019 1A AR 144A (BNPP AM EURO CLO 2019 BV 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $19M | – | 0.04 |
| BNPP IP EURO CLO BNPAM 2018 1A AR 144A (BNPAM-2018-1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.01 |
| BOARDWALK PIPELINES LP COMPANY GUAR 02/31 3.4 | Long | Debt | US | $4M | – | 0.01 |
| BOEING CO SR UNSECURED 02/26 2.196 (BOEING CO/THE) | Long | Debt | US | $64M | – | 0.13 |
| BOEING CO SR UNSECURED 02/26 2.75 (BOEING CO/THE) | Long | Debt | US | $60M | – | 0.12 |
| BOEING CO SR UNSECURED 02/27 2.7 (BOEING CO/THE) | Long | Debt | US | $7M | – | 0.01 |
| BOEING CO SR UNSECURED 02/28 3.25 (BOEING CO/THE) | Long | Debt | US | $6M | – | 0.01 |
| BOEING CO SR UNSECURED 05/25 4.875 (BOEING CO/THE) | Long | Debt | US | $25M | – | 0.05 |
| BOEING CO SR UNSECURED 05/27 5.04 (BOEING CO/THE) | Long | Debt | US | $8M | – | 0.02 |
| BOEING CO SR UNSECURED 05/30 5.15 (BOEING CO/THE) | Long | Debt | US | $30M | – | 0.06 |
| BOEING CO SR UNSECURED 144A 05/29 6.298 (BOEING CO/THE) | Long | Debt | US | $5M | – | 0.01 |
| BOEING CO SR UNSECURED 144A 05/31 6.388 (BOEING CO/THE) | Long | Debt | US | $8M | – | 0.02 |
| BOEING CO SR UNSECURED 144A 05/54 6.858 (BOEING CO/THE) | Long | Debt | US | $513K | – | 0.00 |
| BOEING CO SR UNSECURED 144A 05/64 7.008 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.00 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $28K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $27K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-3K | – | -0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-158K | – | -0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-1M | – | -0.00 | |
| BONOS DE TESORERIA BONDS 02/29 5.94 (PERU GOVT) | Long | Debt | PE | $786K | – | 0.00 |
| BOOST NEWCO BORROWER LLC SR SECURED 144A 01/31 7.5 (WORLDPAY (BOOST NEWCO BORROWER LLC)) | Long | Debt | US | $2M | – | 0.00 |
| BOSTON GAS COMPANY SR UNSECURED 144A 08/27 3.15 | Long | Debt | US | $3M | – | 0.01 |
| BOSTON PROPERTIES LP SR UNSECURED 06/29 3.4 | Long | Debt | US | $25M | – | 0.05 |
| BOSTON PROPERTIES LP SR UNSECURED 10/33 2.45 | Long | Debt | US | $3M | – | 0.01 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $23K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $22K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $21K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $13K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $9K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-792 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-16K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-19K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-113K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-181K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-387K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-660K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-955K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-1M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3M | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-16M | – | -0.03 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-132K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-1M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-2M | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-261K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20241002 | Derivative-foreign exchange | BR | $-2M | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $373K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $3K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-285K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-157K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-197K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-444K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-120K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-401K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241216 | Derivative-foreign exchange | CN | $-152K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241216 | Derivative-foreign exchange | CN | $-895K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241216 | Derivative-foreign exchange | CN | $-1M | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250116 | Derivative-foreign exchange | CN | $-179K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250218 | Derivative-foreign exchange | CN | $-60K | – | -0.00 | |
| BOUGHT CZK SOLD USD 20240719 | Derivative-foreign exchange | CZ | $-9K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-19K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-24K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $3K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $1K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $4M | – | 0.01 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-22K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-22K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-23K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-46K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-170K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240802 | Derivative-foreign exchange | $16K | – | 0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-11K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-12K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-22K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-32K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-34K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-1M | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $304.6 | – | 0.00 | |
| BOUGHT HUF SOLD USD 20240719 | Derivative-foreign exchange | HU | $7K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240715 | Derivative-foreign exchange | ID | $-551.5 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $5K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $5K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $11K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-48K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-72K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-89K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-89K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-89K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-69K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-203K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $171K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $97K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $89K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $49K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $38K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $35K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $23K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $16K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $8K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $637.72 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $20.72 | – | – | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-35K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-51K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-80K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-7K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-14K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-254K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-6K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-10K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-4K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-80.38 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $-8K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-6K | – | -0.00 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-13.78 | – | – | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-558.69 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-156.08 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-862.02 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-7K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-14K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-29K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-265K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-299K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-765.82 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-32K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-70K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-105K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-326.12 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-11K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-28K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-63K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-63K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-68K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-121K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-121K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-145K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-147K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-188K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-283K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-346K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-456K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-470K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-992K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $7K | – | 0.00 | |
| BOUGHT SEK SOLD USD 20240802 | Derivative-foreign exchange | SE | $-14K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-73K | – | -0.00 | |
| BOUGHT THB SOLD USD 20240719 | Derivative-foreign exchange | TH | $-482.05 | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240701 | Derivative-foreign exchange | TR | $580K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240702 | Derivative-foreign exchange | TR | $149K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240708 | Derivative-foreign exchange | TR | $346K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240709 | Derivative-foreign exchange | TR | $2M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240709 | Derivative-foreign exchange | TR | $421K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240709 | Derivative-foreign exchange | TR | $62K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $816K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240716 | Derivative-foreign exchange | TR | $389K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240716 | Derivative-foreign exchange | TR | $74K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $480K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $185K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $193K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240725 | Derivative-foreign exchange | TR | $167K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240726 | Derivative-foreign exchange | TR | $54K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240731 | Derivative-foreign exchange | TR | $16K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240801 | Derivative-foreign exchange | TR | $159K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240802 | Derivative-foreign exchange | TR | $70K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240807 | Derivative-foreign exchange | TR | $97K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $174K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240812 | Derivative-foreign exchange | TR | $164K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $336K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240815 | Derivative-foreign exchange | TR | $40K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240822 | Derivative-foreign exchange | TR | $7K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240826 | Derivative-foreign exchange | TR | $3M | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $26K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240903 | Derivative-foreign exchange | TR | $691K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240904 | Derivative-foreign exchange | TR | $195K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240906 | Derivative-foreign exchange | TR | $965K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $2M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $86K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240911 | Derivative-foreign exchange | TR | $123K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240912 | Derivative-foreign exchange | TR | $32K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $258K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $2M | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $122K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250312 | Derivative-foreign exchange | TR | $159K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $157K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-32K | – | -0.00 | |
| BPCE SA 144A 05/29 5.281 | Long | Debt | FR | $10M | – | 0.02 |
| BPCE SA 144A 05/35 VAR | Long | Debt | FR | $5M | – | 0.01 |
| BPCE SA 144A 10/27 VAR | Long | Debt | FR | $30M | – | 0.06 |
| BPCE SA 144A 10/29 VAR | Long | Debt | FR | $17M | – | 0.03 |
| BPCE SA 144A 10/34 VAR | Long | Debt | FR | $6M | – | 0.01 |
| BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A (BPCRE HOLDER LLC 2022-FL2) | Long | ABS-collateralized bond/debt obligation | BM | $7M | – | 0.01 |
| BRAEMAR HOTELS + RESORTS TRUST BHR 2018 PRME A 144A (BHR 2018-PRME) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 03/28 8.05 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $2M | – | 0.00 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $14M | – | 0.03 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 11/27 3.95 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $12M | – | 0.02 |
| BRIGHTSPIRE CAPITAL, INC BRSP 2021 FL1 A 144A (BRSP 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.01 |
| BRITISH AIR 18 1 AA PTT PASS THRU CE 144A 03/33 3.8 (BRITISH AIRWAYS 2018-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.00 |
| BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35 (BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.01 |
| BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3 (BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.01 |
| BRITISH AIR 20 1 A PTT PASS THRU CE 144A 05/34 4.25 (BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.01 |
| BRITISH AIR 21 1 A PPT PASS THRU CE 144A 09/36 2.9 (BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $619K | – | 0.00 |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | Derivative-credit | GB | $140K | – | 0.00 | |
| BRIXMOR OPERATING PART SR UNSECURED 03/27 3.9 (BRIXMOR OPERATING PARTNERSHIP LP) | Long | Debt | US | $3M | – | 0.01 |
| BRIXMOR OPERATING PART SR UNSECURED 04/28 2.25 (BRIXMOR OPERATING PARTNERSHIP LP) | Long | Debt | US | $2M | – | 0.00 |
| BRIXMOR OPERATING PART SR UNSECURED 06/26 4.125 (BRIXMOR OPERATING PARTNERSHIP LP) | Long | Debt | US | $8M | – | 0.02 |
| BROADCOM INC 2023 TERM LOAN A2 | Long | Loan | US | $9M | – | 0.02 |
| BROADCOM INC 2023 TERM LOAN A3 | Long | Loan | US | $17M | – | 0.03 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | Long | Debt | US | $5M | – | 0.01 |
| BROADCOM INC COMPANY GUAR 11/32 4.3 | Long | Debt | US | $45M | – | 0.09 |
| BROADCOM INC COMPANY GUAR 144A 02/33 2.6 | Long | Debt | US | $6M | – | 0.01 |
| BROADCOM INC COMPANY GUAR 144A 02/41 3.5 | Long | Debt | US | $8M | – | 0.02 |
| BROADCOM INC SR UNSECURED 144A 04/33 3.419 | Long | Debt | US | $22M | – | 0.04 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | Long | Debt | US | $25M | – | 0.05 |
| BROADCOM INC SR UNSECURED 144A 05/37 4.926 | Long | Debt | US | $52M | – | 0.10 |
| BROADCOM INC SR UNSECURED 144A 11/35 3.137 | Long | Debt | US | $144M | – | 0.28 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | Long | Debt | US | $23M | – | 0.04 |
| BROOKFIELD FINANCE INC COMPANY GUAR 04/30 4.35 | Long | Debt | CA | $11M | – | 0.02 |
| BROWN + BROWN INC SR UNSECURED 03/31 2.375 (BROWN & BROWN INC) | Long | Debt | US | $2M | – | 0.00 |
| BSPDF 2021 FL1 ISSUER LTD BSPDF 2021 FL1 A 144A (BSPDF 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.01 |
| BSPRT ISSUER, LTD. BSPRT 2021 FL7 A 144A (BSPRT 2021-FL7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A (BSPRT 2022-FL9 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | US | $76M | – | 0.15 |
| BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A (BSREP COMMERCIAL MORTGAGE TRUST 2021-DC) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BSST MORTGAGE TRUST BSST 2021 1818 A 144A (BSST 2021-1818 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $648K | – | 0.00 |
| BSST MORTGAGE TRUST BSST 2022 1700 A 144A (BEAST MORTGAGE TRUST 2022-1700) | Long | ABS-mortgage backed security | US | $17M | – | 0.03 |
| BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A (BWAY MORTGAGE TRUST 2021-1450) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BX TRUST 2019 OC11 BX 2019 OC11 A 144A (BX TRUST 2019-OC11) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX TRUST BX 2021 21M A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-21M) | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| BX TRUST BX 2021 MFM1 A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-MFM1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX TRUST BX 2022 FOX2 A2 144A (BX TRUST 2022-FOX2) | Long | ABS-mortgage backed security | US | $26M | – | 0.05 |
| CADILLAC FAIRVIEW PRP TR SR UNSECURED 144A 02/29 4.125 (ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTIES TRUST) | Long | Debt | CA | $4M | – | 0.01 |
| CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A) | Long | ABS-collateralized bond/debt obligation | IE | $28M | – | 0.05 |
| CAIXABANK SA SR UNSECURED 144A 03/30 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $3M | – | 0.01 |
| CALIFORNIA ST CAS 04/34 FIXED 7.5 (CALIFORNIA STATE) | Long | Debt | US | $2K | – | 0.00 |
| CALIFORNIA ST HLTH FACS FING A CASMED 06/25 FIXED 2.211 (CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY) | Long | Debt | US | $4M | – | 0.01 |
| CALIFORNIA ST HLTH FACS FING A CASMED 06/28 FIXED 2.534 (CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY) | Long | Debt | US | $5M | – | 0.01 |
| CALIFORNIA ST HLTH FACS FING A CASMED 06/29 FIXED 2.584 (CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY) | Long | Debt | US | $3M | – | 0.01 |
| CALIFORNIA ST HLTH FACS FING A CASMED 06/30 FIXED 2.704 (CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY) | Long | Debt | US | $5M | – | 0.01 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $3M | – | 0.01 | |
| CANTOR COMMERCIAL REAL ESTATE CF 2019 CF2 A5 (CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF2) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/29 VAR | Long | Debt | BM | $56M | – | 0.11 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $39M | – | 0.08 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 03/26 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $7M | – | 0.01 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 05/28 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $22M | – | 0.04 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 07/26 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $12M | – | 0.02 |
| CARBONE CLO, LTD CRBN 2017 1A A1 144A (CARBONE CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2012 4A A1R3 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.05 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A A1R2 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.04 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.02 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A) | Long | ABS-collateralized bond/debt obligation | IE | $25M | – | 0.05 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A (CARLYLE EURO CLO 2017-2 DAC 17-2A) | Long | ABS-collateralized bond/debt obligation | IE | $636K | – | 0.00 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A) | Long | ABS-collateralized bond/debt obligation | IE | $30M | – | 0.06 |
| CARMAX AUTO OWNER TRUST CARMX 2023 3 A2A (CARMAX AUTO OWNER TRUST 2023-3) | Long | ABS-other | US | $5M | – | 0.01 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 FRE2 A3 (CARRINGTON MTGE LOAN TRUST 2006-FRE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2006 FRE2 A4 (CARRINGTON MTGE LOAN TRUST 2006-FRE2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 (CARRINGTON MTGE LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $30M | – | 0.06 |
| CARVAL CLO LTD CARVL 2018 1A AR 144A (CARVAL CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| CASTLELAKE LP FIRST LIEN TERM LOAN (ALT-2 STRUCTURED TRUST) | Long | Loan | US | $76M | – | 0.15 |
| CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A (CATAMARAN CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| CATHOLIC HEALTH SERVICES SECURED 07/50 3.368 (CATHOLIC HEALTH SERVICES OF LONG ISLAND OBLIGATED GROUP) | Long | Debt | US | $8M | – | 0.01 |
| CBAM CLO MANAGEMENT CBAM 2019 9A AR 144A (CBAM-2019-9A) | Long | ABS-collateralized bond/debt obligation | KY | $39M | – | 0.08 |
| CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A (CBAM LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| CBL + ASSOCIATES PROPERTIES REIT USD.01 (CBL & ASSOCIATES PROPERTIES INC) | Long | Equity-common | US | $627K | 27K | 0.00 |
| CD COMMERCIAL MORTGAGE TRUST CD 2017 CD5 A4 (CD 2017-CD5 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| CDC MORTGAGE CAPITAL TRUST CDCMC 2004 HE2 M1 (CDC MORTGAGE CAPITAL TRUST 2004-HE2) | Long | ABS-mortgage backed security | US | $357K | – | 0.00 |
| CDX IG40 5Y ICE | Derivative-credit | US | $23K | – | 0.00 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $109K | – | 0.00 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $1M | – | 0.00 | |
| CDX ITRAXX EXJP IG41 5Y ICE | Derivative-credit | US | $10K | – | 0.00 | |
| CDX ITRAXX XOV38 5Y 35-100% SP GST | Derivative-credit | $16M | – | 0.03 | ||
| CDX ITRAXX XOV40 5Y 35-100% SP BOA | Derivative-credit | $8M | – | 0.02 | ||
| CDX ITRAXX XOV40 5Y 35-100% SP JPM | Derivative-credit | $9M | – | 0.02 | ||
| CENT CLO LP CECLO 2014 21A A1R3 144A (CENT CLO LTD 2014-21A) | Long | ABS-collateralized bond/debt obligation | KY | $507K | – | 0.00 |
| CENTENE CORP SR UNSECURED 12/27 4.25 (CENTENE CORPORATION) | Long | Debt | US | $5M | – | 0.01 |
| CENTENE CORP SR UNSECURED 12/29 4.625 (CENTENE CORPORATION) | Long | Debt | US | $7M | – | 0.01 |
| CENTERPOINT ENER HOUSTON GENL REF MOR 10/28 5.2 (CENTERPOINT ENERGY HOUSTON ELECTRIC LLC) | Long | Debt | US | $7M | – | 0.01 |
| CENTERPOINT ENERGY RES SR UNSECURED 10/30 1.75 (CENTERPOINT ENERGY RESOURCES CORP) | Long | Debt | US | $7M | – | 0.01 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $2M | 2M | 0.00 |
| CHARTER COMM OPT LLC/CAP SR SECURED 01/29 2.25 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.00 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/33 4.4 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.00 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.00 |
| CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.00 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/29 6.1 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $7M | – | 0.01 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $5M | – | 0.01 |
| CHARTER COMM OPT LLC/CAP SR SECURED 07/25 4.908 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $9M | – | 0.02 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $1M | – | 0.00 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 3 2A1 (CHASE FUNDING MTGE LN ASSET BK 2002-3) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 1 2A2 (CHASE FUNDING MTGE LN ASSET-BKD 2003-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 2 2A2 (CHASE FUND MTGE LN ASSET-BACKED 2003-2) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A1 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A3 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 3A1 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $591K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A2 3A4 (CHASE MORGAGE FINANCE CORP 2005-A2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 1A2 (CHASE MORTGAGE FINANCE CORP 2006-A1) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 2A3 (CHASE MORTGAGE FINANCE CORP 2006-A1) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S3 1A1 (CHASE MORTGAGE FINANCE CORP 2006-S3) | Long | ABS-mortgage backed security | US | $418K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 10A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $632K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 12M3 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 13A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A3 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 2A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 5A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A7 (CHASE MORTGAGE FINANCE CORP 2007-S1) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S2 1A8 (CHASE MORTGAGE FINANCE CORP 2007-S2) | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S2 2A1 (CHASE MORTGAGE FINANCE CORP 2007-S2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| CHASEFLEX TRUST CFLX 2005 2 3A2 (CHASEFLEX TRUST 2005-2) | Long | ABS-mortgage backed security | US | $558K | – | 0.00 |
| CHASEFLEX TRUST CFLX 2007 1 2A6 (CHASEFLEX TRUST 2007-1) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| CHASEFLEX TRUST CFLX 2007 3 1A1 (CHASEFLEX TRUST 2007-3) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| CHASEFLEX TRUST CFLX 2007 M1 1A1 (CHASEFLEX TRUST 2007-M1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CHASEFLEX TRUST CFLX 2007 M1 1A3 (CHASEFLEX TRUST 2007-M1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CHASEFLEX TRUST CFLX 2007 M1 2F4 (CHASEFLEX TRUST 2007-M1) | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| CHENIERE ENERGY INC SR UNSECURED 144A 04/34 5.65 | Long | Debt | US | $7M | – | 0.01 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3X A1 REGS (CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2004-3X) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 1A A1 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-1A) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A1 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-2A) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A1 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-3A) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| CHILEAN GOVT LA SP BPS | Derivative-credit | US | $432K | – | 0.00 | |
| CHILEAN GOVT LA SP BRC | Derivative-credit | US | $938K | – | 0.00 | |
| CHILEAN GOVT LA SP GST | Derivative-credit | US | $604K | – | 0.00 | |
| CHILEAN GOVT LA SP MYC | Derivative-credit | US | $770K | – | 0.00 | |
| CHOICE HOTELS INTL INC SR UNSECURED 12/29 3.7 (CHOICE HOTELS INTERNATIONAL INC) | Long | Debt | US | $5M | – | 0.01 |
| CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5 | Long | Debt | CA | $8M | – | 0.02 |
| CIFC FUNDING LTD CIFC 2014 2RA A1 144A (CIFC FUNDING LTD 2014-2RA) | Long | ABS-collateralized bond/debt obligation | KY | $924K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2017 2A AR 144A (CIFC FUNDING LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $437K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $28M | – | 0.06 |
| CIGNA GROUP/THE COMPANY GUAR 10/28 4.375 | Long | Debt | US | $1M | – | 0.00 |
| CIGNA GROUP/THE SR UNSECURED 05/29 5 | Long | Debt | US | $847K | – | 0.00 |
| CIT GROUP HOME EQUITY LOAN TRU CITHE 2002 1 MV1 (CIT GROUP HOME EQUITY LOAN TRUST 2002-1) | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| CITIBANK NA SR UNSECURED 04/26 VAR | Long | Debt | US | $7M | – | 0.01 |
| CITICORP MORTGAGE SECURITIES, CMSI 2006 1 5A1 (CITICORP MORTGAGE SEC INC 2006-1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CITICORP MORTGAGE SECURITIES, CMSI 2006 4 1A9 (CITICORP MORTGAGE SECURITIES INC 2006-4) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| CITICORP MORTGAGE SECURITIES, CMSI 2007 3 1A4 (CITICORP MORTGAGE SECURITIES 2007-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CITICORP MORTGAGE SECURITIES, CMSI 2007 3 3A1 (CITICORP MORTGAGE SECURITIES 2007-3) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC33 A4 (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC33) | Long | ABS-mortgage backed security | US | $21M | – | 0.04 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 C1 A4 (CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1) | Long | ABS-mortgage backed security | US | $17M | – | 0.03 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS A 144A (CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2022 GC48 A5 (CITIGROUP COMMERCIAL MORTGAGE TRUST 2022-GC48) | Long | ABS-mortgage backed security | US | $35M | – | 0.07 |
| CITIGROUP INC SR UNSECURED 01/26 VAR | Long | Debt | US | $5M | – | 0.01 |
| CITIGROUP INC SR UNSECURED 01/26 VAR | Long | Debt | US | $4M | – | 0.01 |
| CITIGROUP INC SR UNSECURED 02/28 VAR | Long | Debt | US | $68M | – | 0.13 |
| CITIGROUP INC SR UNSECURED 02/30 VAR | Long | Debt | US | $28M | – | 0.05 |
| CITIGROUP INC SR UNSECURED 05/28 VAR | Long | Debt | US | $2M | – | 0.00 |
| CITIGROUP INC SR UNSECURED 06/31 VAR | Long | Debt | US | $33M | – | 0.06 |
| CITIGROUP INC SR UNSECURED 07/26 VAR | Long | Debt | US | $7M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB1 A31 (CITIGROUP MORTGAGE LOAN TR 2004-HYB1) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 10 1A2A (CITIGROUP MORTGAGE LOAN TRUST 2005-10) | Long | ABS-mortgage backed security | US | $534K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 12 2A1 144A (CITIGROUP MTGE LOAN TRUST INC 2005-12) | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 2 1A4 (CITIGROUP MTGE LOAN TRUST INC 2005-2) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 2A5A (CITIGROUP MTGE LOAN TRUST INC 2005-7) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 9 21A2 (CITIGROUP MTGE LOAN TRUST INC 2005-9) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M3 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A (CITIGROUP MTGE LOAN TR INC 2006-AR7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC1 A2D (CITIGROUP MTGE LOAN TR INC 2006-NC1) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A2E (CITIGROUP MORTGAGE LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $761K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 6 1A3A (CITIGROUP MTGE LOAN TR INC 2007-6) | Long | ABS-mortgage backed security | US | $855K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AHL2) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3B (CITIGROUP MTGE LOAN TR INC 2007-AHL3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3C (CITIGROUP MTGE LOAN TR INC 2007-AHL3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AMC1) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 A2D (CITIGROUP MTGE LN TR INC 2007-AMC4) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A2A (CITIGROUP MTGE LOAN TR INC 2007-AR4) | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A (CITIGROUP MTGE LOAN TR INC 2007-AR5) | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 FS1 1A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2007-FS1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 OPX1 A5A (CITIGROUP MTGE LOAN TR INC 2007-OPX1) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A (CITIGROUP MTGE LOAN TR INC 2008-RR1) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 2 7A2A 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2010-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 4 3A6 144A (CITIGROUP MORTGAGE LOAN TRUST 2010-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2017 RP1 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2017-RP1) | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2017 RP1 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2017-RP1) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 AIO1 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-other | US | $282.81 | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 AIO2 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-other | US | $276K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 AIOS 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-other | US | $81K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 B1 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-mortgage backed security | US | $979K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 B2 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 B3 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 B4 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 B5 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 C 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-other | US | $1K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 M1 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 M2 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 M3 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP2 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2018-RP2) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A (CITIGROUP MORTGAGE LOAN TRUST 2024-RP3) | Long | ABS-mortgage backed security | US | $295M | – | 0.58 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 SA 144A (CITIGROUP MORTGAGE LOAN TRUST 2024-RP3) | Long | ABS-mortgage backed security | US | $702K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A4 1A9 (CITIMORTGAGE ALTERNATIVE LOAN TR 2006-A4) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| CITRUS RE LTD UNSECURED 144A 06/29 VAR | Long | Debt | BM | $30M | – | 0.06 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 (CLEARWAY ENERGY OPERATING LLC) | Long | Debt | US | $9M | – | 0.02 |
| CNA FINANCIAL CORP SR UNSECURED 08/30 2.05 (CNA FINANCIAL CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| COBANK ACB JR SUBORDINA 12/99 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $5M | 5M | 0.01 |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-62K | – | -0.00 | |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-120K | – | -0.00 | |
| COLOMBIA LA SP BRC | Derivative-credit | US | $-39K | – | -0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-34K | – | -0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-45K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-213K | – | -0.00 | |
| COLOMBIA LA SP GST | Derivative-credit | US | $-259K | – | -0.00 | |
| COLOMBIA LA SP JPM | Derivative-credit | US | $-23K | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-83K | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-235K | – | -0.00 | |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/30 5.927 (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $8M | – | 0.02 |
| COMM MORTGAGE TRUST COMM 2014 277P A 144A (COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2014-277P) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| COMM MORTGAGE TRUST COMM 2014 CR20 A4 (COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2014-CR20) | Long | ABS-mortgage backed security | US | $21M | – | 0.04 |
| COMM MORTGAGE TRUST COMM 2016 787S A 144A (COMM MORTGAGE TRUST 2016-787S) | Long | ABS-mortgage backed security | US | $38M | – | 0.07 |
| COMM MORTGAGE TRUST COMM 2016 COR1 A4 (COMMERCIAL MORTGAGE PASS THRU CERTIFICATIONS 2016-COR1) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| COMM MORTGAGE TRUST COMM 2017 COR2 A3 (COMM MORTGAGE TRUST 2017-COR2) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| COMM MORTGAGE TRUST COMM 2018 COR3 A3 (COMM MORTGAGE TRUST 2018-COR3) | Long | ABS-mortgage backed security | US | $42M | – | 0.08 |
| COMM MORTGAGE TRUST COMM 2019 GC44 A5 (COMM MORTGAGE TRUST 2019-GC44) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A1 144A (COMMONBOND STUDENT LOAN TRUST 2017-AGS) | Long | ABS-other | US | $1M | – | 0.00 |
| COMMONSPIRIT HEALTH SR SECURED 10/50 3.91 | Long | Debt | US | $19M | – | 0.04 |
| COMMUNITY PROGRAM LOAN TRUST CPLT 1987 A A5 (COMMUNITY PROGRAM LOAN TRUST-1987-A) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| CONAGRA BRANDS INC SR UNSECURED 11/27 1.375 | Long | Debt | US | $11M | – | 0.02 |
| CONSECO FINANCE SECURITIZATION CNF 2001 1 A5 (CONSECO FINANCE SECUR CORP 2001-1) | Long | ABS-other | US | $97K | – | 0.00 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $8M | – | 0.02 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $3M | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $3M | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $2M | – | 0.00 |
| CONSTELLATION BRANDS INC COMPANY GUAR 12/26 3.7 | Long | Debt | US | $3M | – | 0.01 |
| CONSTELLATION EN GEN LLC SR UNSECURED 06/25 3.25 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $9M | – | 0.02 |
| CONSTELLATION ENERGY GENERATIO 07/24 ZCP (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $1M | – | 0.00 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A1 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $55M | – | 0.11 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A A2 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $45M | – | 0.09 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A B 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $17M | – | 0.03 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A C 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $17M | – | 0.03 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A D 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $10M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A E 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $8M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 1A R 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-1A) | Long | ABS-other | US | $17M | – | 0.03 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A1 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $56M | – | 0.11 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A A2 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $45M | – | 0.09 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A B 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $17M | – | 0.03 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A C 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $17M | – | 0.03 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A D 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $10M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A E 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $8M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 2A R 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-2A) | Long | ABS-other | US | $18M | – | 0.03 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A1 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $56M | – | 0.11 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A A2 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $45M | – | 0.09 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A B 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $17M | – | 0.03 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A C 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $17M | – | 0.03 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A D 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $10M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A E 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $8M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 3A R 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-3A) | Long | ABS-other | US | $17M | – | 0.03 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A1 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $21M | – | 0.04 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A A2 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $17M | – | 0.03 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A B 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $6M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A C 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $6M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A D 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $4M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A E 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $3M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 4A R 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-4A) | Long | ABS-other | US | $7M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A1 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $37M | – | 0.07 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A A2 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $30M | – | 0.06 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A B 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $11M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A C 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $11M | – | 0.02 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A D 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $6M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A E 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $6M | – | 0.01 |
| CONSUMER LOAN FINANCE ISSUER T CLFT 2023 5A R 144A (CONSUMER LOAN FINANCE ISSUER TRUST 2023-5A) | Long | ABS-other | US | $11M | – | 0.02 |
| CONSUMERS 23 SECURE FUND SR SECURED 03/28 5.55 (CONSUMERS 2023 SECURITIZATION FUNDING LLC) | Long | Debt | US | $34M | – | 0.07 |
| CONSUMERS 23 SECURE FUND SR SECURED 09/31 5.21 (CONSUMERS 2023 SECURITIZATION FUNDING LLC) | Long | Debt | US | $3M | – | 0.01 |
| CONTINENTAL RESOURCES COMPANY GUAR 01/28 4.375 (CONTINENTAL RESOURCES INC) | Long | Debt | US | $5M | – | 0.01 |
| COOPERATIEVE RABOBANK UA 144A 09/26 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $6M | – | 0.01 |
| COOPERATIEVE RABOBANK UA COMPANY GUAR 08/25 4.375 (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $22M | – | 0.04 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/27 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $23M | – | 0.05 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 03/30 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $15M | – | 0.03 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 08/28 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $31M | – | 0.06 |
| COPT DEFENSE PROP LP COMPANY GUAR 03/26 2.25 (COPT DEFENSE PROPERTIES LP) | Long | Debt | US | $5M | – | 0.01 |
| COPT DEFENSE PROP LP COMPANY GUAR 04/31 2.75 (COPT DEFENSE PROPERTIES LP) | Long | Debt | US | $2M | – | 0.00 |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $46M | – | 0.09 |
| CORDATUS CLO PLC CORDA 3A A1RR 144A (CVC CORDATUS LOAN FUND III LTD CORDA-A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.00 |
| CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.01 |
| COREBRIDGE GLOB FUNDING SR SECURED 144A 07/26 5.75 (COREBRIDGE GLOBAL FUNDING) | Long | Debt | US | $3M | – | 0.00 |
| COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN (COREWEAVE COMPUTE ACQUISITION CO II LLC) | Long | Loan | US | $3M | – | 0.00 |
| COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8 | Long | Debt | US | $8M | – | 0.02 |
| COTIVITI CORPORATION 2024 TERM LOAN (COTIVITI INC) | Long | Loan | US | $32M | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J2 A1 (COUNTRYWIDE ALT LOAN TRUST 2003-J2) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J3 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2003-J3) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 14T2 A13 (COUNTRYWIDE ALT LOAN TRUST 2004-14T2) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 8CB M2 (COUNTRYWIDE ALTERNATIVE LN TR 2004-8CB) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 J4 2A1 (COUNTRYWIDE ALT LOAN TR 2004-J4) | Long | ABS-mortgage backed security | US | $769K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-14) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A1 (COUNTRYWIDE ALT LN TRUST 2005-1CB) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-21CB) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A3 (COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 24 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-24) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 41 1A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-41) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 42CB A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-42CB) | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-43) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 46CB A10 (COUNTRYWIDE ALTERNATIVE LN TR 2005-46CB) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 46CB A12 (COUNTRYWIDE ALTERNATIVE LN TR 2005-46CB) | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1) | Long | ABS-mortgage backed security | US | $624K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-53T2) | Long | ABS-mortgage backed security | US | $756K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 54CB 2A4 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-54CB) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 54CB 2A5 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-54CB) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-61) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-61) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 64CB 1A12 (COUNTRYWIDE ALTERNATIVE LN TR 2005-64CB) | Long | ABS-mortgage backed security | US | $602K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 72 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-72) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-76) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-76) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 85CB 2A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-85CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A11 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-86CB) | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A12 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J11) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J14 A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J14) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J7 1A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J7) | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 11CB 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-11CB) | Long | ABS-mortgage backed security | US | $811K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A10 (COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB) | Long | ABS-mortgage backed security | US | $814K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A5 (COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-14CB) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 14CB A7 (COUNTRYWIDE ALTERNATIVE LN TR 2006-14CB) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A15 (COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB) | Long | ABS-mortgage backed security | US | $805K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4 (COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB) | Long | ABS-mortgage backed security | US | $438K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 22R 1A9 (COUNTRYWIDE ALTERNATIVE LN TR 2006-22R) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A13 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 29T1 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-29T1) | Long | ABS-mortgage backed security | US | $730K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A3 (COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 33CB 2A1 (COUNTRYWIDE ALT LOAN TRUST 2006-33CB) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 43CB 1A10 (COUNTRYWIDE ALT LOAN TRUST 2006-43CB) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A10 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1) | Long | ABS-mortgage backed security | US | $946K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1) | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A16 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1) | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A7 (COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J5 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J5) | Long | ABS-mortgage backed security | US | $344K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A2 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1C (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $675K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12) | Long | ABS-mortgage backed security | US | $574K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A3 (COUNTRYWIDE ALT LOAN TRUST 2006-OA16) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8) | Long | ABS-mortgage backed security | US | $539K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A4 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC10 2A2A (COUNTRYWIDE ALTERNATIVE LN TR 2006-OC10) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC2 2A3 (COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC2) | Long | ABS-mortgage backed security | US | $757K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC4 2A3 (COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC4) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12 (COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 15CB A25 (COUNTRYWIDE ALTERNATIVE LN TR 2007-15CB) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB) | Long | ABS-mortgage backed security | US | $783K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 18CB 2A25 (COUNTRYWIDE ALTERNATIVE LN TR 2007-18CB) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-19) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22) | Long | ABS-mortgage backed security | US | $528K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB) | Long | ABS-mortgage backed security | US | $621K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A8 (COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2) | Long | ABS-mortgage backed security | US | $647K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 1A6 (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1A (COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2007-OH1) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2008-2R) | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2008-2R) | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 15 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2004-15) | Long | ABS-mortgage backed security | US | $869K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 3 2A (COUNTRYWIDE ASSET-BACKED CERT 2004-3) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 5 1A (COUNTRYWIDE ASSET-BACKED CERT 2004-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A2 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 11 MV4 (COUNTRYWIDE ASSET-BACKED CERT 2005-11) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 15 M1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-15) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-17) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 MF1 (COUNTRYWIDE ASSET-BACKED CERT 2005-3) | Long | ABS-mortgage backed security | US | $17M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 2AV (COUNTRYWIDE ASSET-BACKED CERT 2006-13) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-14) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 18 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-18) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 3 M2 (COUNTRYWIDE ASSET-BACKED CERT 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 9 1AF3 (COUNTRYWIDE ASSET-BACKED CERT 2006-9) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 SD4 A1 144A (COUNTRYWIDE ASSET-BACKED CERT 2006-SD4) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-2) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-2) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 4 A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-4) | Long | ABS-mortgage backed security | US | $584K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-5) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-7) | Long | ABS-mortgage backed security | US | $893K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 1A (COUNTRYWIDE ASSET BACKED CERTIFICATES 2007-BC3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 2A1 (COUNTRYWIDE HOME LOANS 2001-HYB1) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 3A2 (COUNTRYWIDE HOME LOANS 2001-HYB1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 48 2A2 (COUNTRYWIDE HOME LOANS 2003-48) | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 49 A9 (COUNTRYWIDE HOME LOANS 2003-49) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 60 1A1 (COUNTRYWIDE HOME LOANS 2003-60) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 R4 2A 144A (COUNTRYWIDE HOME LOANS 2003-R4) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 11 2A1 (COUNTRYWIDE HOME LOANS 2004-11) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 12 10A1 (COUNTRYWIDE HOME LOANS 2004-12) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A (COUNTRYWIDE HOME LOANS 2004-16) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 2A1 (COUNTRYWIDE HOME LOANS 2004-29) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB2 6A (COUNTRYWIDE HOME LOANS 2004-HYB2) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB3 2A (COUNTRYWIDE HOME LOANS 2004-HYB3) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB5 3A1 (COUNTRYWIDE HOME LOANS 2004-HYB5) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB6 A1 (COUNTRYWIDE HOME LOANS 2004-HYB6) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A2 (COUNTRYWIDE HOME LOANS 2004-HYB7) | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 R1 2A 144A (COUNTRYWIDE HOME LOANS 2004-R1) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 R1 3A 144A (COUNTRYWIDE HOME LOANS 2004-R1) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 2A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 3A3 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 16 A10 (COUNTRYWIDE HOME LOANS 2005-16) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 16 A5 (COUNTRYWIDE HOME LOANS 2005-16) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 17 1A1 (COUNTRYWIDE HOME LOANS 2005-17) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 17 1A6 (COUNTRYWIDE HOME LOANS 2005-17) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 20 A6 (COUNTRYWIDE HOME LOANS 2005-20) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 21 2A2 (COUNTRYWIDE HOME LOANS 2005-21) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 21 A1 (COUNTRYWIDE HOME LOANS 2005-21) | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 22 3A1 (COUNTRYWIDE HOME LOANS 2005-22) | Long | ABS-mortgage backed security | US | $975K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 24 A1 (COUNTRYWIDE HOME LOANS 2005-24) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 25 A11 (COUNTRYWIDE HOME LOANS 2005-25) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 26 1A2 (COUNTRYWIDE HOME LOANS 2005-26) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 29 A1 (COUNTRYWIDE HOME LOANS 2005-29) | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 7 1A1 (COUNTRYWIDE HOME LOANS 2005-7) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB6) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 2A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 J3 2A4 (COUNTRYWIDE HOME LOANS 2005-J3) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R2) | Long | ABS-mortgage backed security | US | $568K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R2 2A2 144A (COUNTRYWIDE HOME LOANS 2005-R2) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 12 A1 (CHL MORTGAGE PASS-THROUGH TRUST 2006-12) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 13 1A24 (COUNTRYWIDE HOME LOANS 2006-13) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 17 A6 (COUNTRYWIDE HOME LOANS 2006-17) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 20 1A35 (COUNTRYWIDE HOME LOANS 2006-20) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 20 1A36 (COUNTRYWIDE HOME LOANS 2006-20) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2 (COUNTRYWIDE HOME LOANS 2006-3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 3A2 (COUNTRYWIDE HOME LOANS 2006-3) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 9 A12 (COUNTRYWIDE HOME LOANS 2006-9) | Long | ABS-mortgage backed security | US | $539K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 2AB3 (COUNTRYWIDE HOME LOANS 2006-HYB3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 3A1B (COUNTRYWIDE HOME LOANS 2006-HYB3) | Long | ABS-mortgage backed security | US | $558K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A1 (COUNTRYWIDE HOME LOANS 2006-OA4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 10 A5 (COUNTRYWIDE HOME LOANS 2007-10) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 14 A8 (COUNTRYWIDE HOME LOANS 2007-14) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 21 1A1 (COUNTRYWIDE HOME LOANS 2007-21) | Long | ABS-mortgage backed security | US | $391K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 9 A13 (COUNTRYWIDE HOME LOANS 2007-9) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 (COUNTRYWIDE HOME LOANS 2007-HY4) | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY6 1A1 (COUNTRYWIDE HOME LOANS 2007-HY6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1 (COUNTRYWIDE HOME LOANS 2007-HYB1) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1 (COUNTRYWIDE HOME LOANS 2007-HYB2) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 J1 1A1 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| COX COMMUNICATIONS INC COMPANY GUAR 144A 10/50 2.95 | Long | Debt | US | $3M | – | 0.01 |
| CPI PROPERTY GROUP SA SR UNSECURED REGS 01/31 1.5 | Long | Debt | LU | $2M | – | 0.00 |
| CPI PROPERTY GROUP SA SR UNSECURED REGS 04/27 VAR | Long | Debt | LU | $28M | – | 0.05 |
| CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A (CQS US CLO 2022-2A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $51M | – | 0.10 |
| CREDIT AGRICOLE LONDON SR UNSECURED 144A 06/26 VAR (CREDIT AGRICOLE SA/LONDON BRANCH) | Long | Debt | FR | $13M | – | 0.02 |
| CREDIT AGRICOLE SA 144A 10/29 VAR | Long | Debt | FR | $21M | – | 0.04 |
| CREDIT AGRICOLE SA SR UNSECURED 144A 01/27 VAR | Long | Debt | FR | $7M | – | 0.01 |
| CREDIT AGRICOLE SA SR UNSECURED 144A 03/27 VAR | Long | Debt | FR | $22M | – | 0.04 |
| CREDIT BASED ASSET SERVICING A CBASS 2004 CB4 A5 (CREDIT-BASED ASSET SERV & SEC 2004-CB4) | Long | ABS-mortgage backed security | US | $620K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A3 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB3 A3 (CREDIT-BACKED ASSET SERVICING 2007-CB3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB5 A3 (CREDIT BASED ASSET SRVC & SEC 2007-CB5) | Long | ABS-mortgage backed security | US | $412K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| CREDIT SUISSE COMMERCIAL MORTG CSWF 2021 SOP2 A 144A (CSWF 2021-SOP2) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 10 2A1 (CS FIRST BOSTON MTGE SEC CORP 2002-10) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 34 1A1 (CS FIRST BOSTON MTGE SEC CORP 2002-34) | Long | ABS-mortgage backed security | US | $814.96 | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 1A1 (CS FIRST BOSTON MTGE SEC CORP 2002-AR21) | Long | ABS-mortgage backed security | US | $833.12 | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 HE1 A2 (CS FIRST BOSTON MTG SEC CORP 2002-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR24 3A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR24) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR4 2A1 (CS FIRST BOSTON MTGE SEC CORP 2004-AR4) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR8 8M1 (CS FIRST BOSTON MTGE SEC CORP 2004-AR8) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 10 8A3 (CS FIRST BOSTON MTGE SEC CORP 2005-10) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 9A13 (CSFB MORTGAGE SECURITIES CORP 2005 8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 2A1 (CSFB MORTGAGE SECURITIES CORP 2005-9) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A11 (CREDIT SUISSE MRTG CAPITAL CERT 2006-6) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 1 1A6A (CREDIT SUISSE MORTGAGE CAP CERT 2007-1) | Long | ABS-mortgage backed security | US | $560K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A1A (CREDIT SUISSE MORTGAGE CAP CERT 2007-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A6A (CREDIT SUISSE MORTGAGE CAP CERT 2007-3) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 2A19 (CREDIT SUISSE MORTGAGE CAP CERT 2007-3) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 5 1A11 (CREDIT SUISSE MORTGAGE CAP CERT 2007-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 18R 4A4 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2010-18R) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2011 6R 4A2 144A (CSMC SERIES 2011-6R) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2012 3R 1A11 144A (CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2012-3R) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI A 144A (CSMC TRUST 2017) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP A 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP) | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL1 A1 144A (CSMC TRUST 2017-RPL1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2) | Long | ABS-mortgage backed security | US | $160M | – | 0.31 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2) | Long | ABS-mortgage backed security | US | $54M | – | 0.11 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2) | Long | ABS-mortgage backed security | US | $48M | – | 0.09 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B3 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2) | Long | ABS-mortgage backed security | US | $22M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 SA 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-RPL2) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 A1 144A (CSMC TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $149M | – | 0.29 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B1 144A (CSMC TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $44M | – | 0.09 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B2 144A (CSMC TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $35M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 B3 144A (CSMC TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $22M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 SA 144A (CSMC TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL3 PT 144A (CSMC TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $79M | – | 0.16 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL3 SA 144A (CSMC TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 PT 144A (CSMC TRUST 2018-RPL4) | Long | ABS-mortgage backed security | US | $160M | – | 0.31 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 SA 144A (CSMC TRUST 2018-RPL4) | Long | ABS-other | US | $7K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2018-SP2) | Long | ABS-mortgage backed security | US | $319M | – | 0.63 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP3 PT 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2018-SP3) | Long | ABS-mortgage backed security | US | $290M | – | 0.57 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 FACT A 144A (CSMC 2020-FACT TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 NET A 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-NET) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A (CSMC 2021-ADV TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV2 A3 144A (CSMC 2021-INV2 TRUST) | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $35M | – | 0.07 |
| CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A (CRESTLINE DENALI CLO XV 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| CRH AMERICA FINANCE INC COMPANY GUAR 144A 05/27 3.4 | Long | Debt | US | $2M | – | 0.00 |
| CROSS MORTGAGE TRUST CROSS 2023 H1 A1 144A (CROSS 2023-H1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $23M | – | 0.04 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.00 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $18M | – | 0.04 |
| CROWN CASTLE INC SR UNSECURED 03/27 2.9 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $469K | – | 0.00 |
| CROWN CASTLE INC SR UNSECURED 06/26 3.7 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $580K | – | 0.00 |
| CROWN CASTLE INC SR UNSECURED 06/29 5.6 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $8M | – | 0.02 |
| CROWN CASTLE INC SR UNSECURED 09/28 4.8 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $4M | – | 0.01 |
| CRSNT TRUST CRSNT 2021 MOON A 144A (CRSNT TRUST 2021-MOON) | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $528K | – | 0.00 |
| CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $240K | – | 0.00 |
| CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $444K | – | 0.00 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $1M | – | 0.00 |
| CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $132K | – | 0.00 |
| CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $492K | – | 0.00 |
| CS AT1 CLAIMS XS1076957700 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $49K | – | 0.00 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A (CSAB MTGE BACKED PASS-THRU CERTS 2006-1) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 2 A6A (CSAB MORTGAGE BACKED TR 2006-2) | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A6A (CSAB MORTGAGE BACKED TR 2006-4) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2019 C15 ASB (CSAIL COMMERCIAL MORTGAGE TRUST 2019-C15) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2019 C16 A3 (CSAIL COMMERCIAL MORTGAGE TRUST 2019-C16) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| CSMCM TRUST CERTIFICATES CSMCM 2018 RPL1 CERT 144A (CSMCM TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| CUBESMART LP COMPANY GUAR 02/32 2.5 | Long | Debt | US | $3M | – | 0.01 |
| CVS HEALTH CORP SR UNSECURED 08/29 3.25 (CVS HEALTH CORPORATION) | Long | Debt | US | $8M | – | 0.02 |
| CVS HEALTH CORP SR UNSECURED 09/31 2.125 (CVS HEALTH CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353 (CVS PASS-THROUGH TRUST SERIES 2009) | Long | Debt | US | $155K | – | 0.00 |
| DALLAS FORT WORTH TX INTERNATI DALAPT 11/25 FIXED 1.329 (DALLAS FORT WORTH INTERNATIONAL AIRPORT) | Long | Debt | US | $948K | – | 0.00 |
| DALLAS FORT WORTH TX INTERNATI DALAPT 11/28 FIXED 1.946 (DALLAS FORT WORTH INTERNATIONAL AIRPORT) | Long | Debt | US | $2M | – | 0.00 |
| DALLAS FORT WORTH TX INTERNATI DALAPT 11/29 FIXED 2.046 (DALLAS FORT WORTH INTERNATIONAL AIRPORT) | Long | Debt | US | $1M | – | 0.00 |
| DALLAS FORT WORTH TX INTERNATI DALAPT 11/30 FIXED 2.096 (DALLAS FORT WORTH INTERNATIONAL AIRPORT) | Long | Debt | US | $1M | – | 0.00 |
| DANSKE BANK A/S 144A 03/28 VAR | Long | Debt | DK | $4M | – | 0.01 |
| DANSKE BANK A/S 144A 03/30 VAR | Long | Debt | DK | $6M | – | 0.01 |
| DANSKE BANK A/S 144A 04/28 VAR | Long | Debt | DK | $18M | – | 0.04 |
| DANSKE BANK A/S 144A 09/26 VAR | Long | Debt | DK | $12M | – | 0.02 |
| DANSKE BANK A/S 144A 09/26 VAR | Long | Debt | DK | $9M | – | 0.02 |
| DBCG MORTGAGE TRUST DBCG 2017 BBG A 144A (DBCG 2017-BBG MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| DBGS MORTGAGE TRUST DBGS 2018 5BP A 144A (DBGS MORTGAGE TRUST 2018-5BP) | Long | ABS-mortgage backed security | US | $21M | – | 0.04 |
| DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A (DBGS 2021-W52 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $7M | – | 0.01 |
| DELTA AIR LINES 2020 AA PASS THRU CE 12/29 2 (DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.00 |
| DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A (DELTA FUNDING HOME EQ LN TR 1999-3) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| DENALI CAPITAL CLO XII LTD DEN12 2016 1A A1R 144A (DENALI CAPITAL CLO XII LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| DESARROLLADORA HOMEX SAB DE COMMON STOCK (DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX)) | Long | Equity-common | MX | $338.94 | 775K | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-6) | Long | ABS-mortgage backed security | US | $418K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3) | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1A (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1B1 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A1 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A2 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR1 1A3 (DEUTSCHE ALT-A SECURITIES INC 2006-AR1) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR3 A2 (DEUTSCHE ALT-A SECURITIES INC 2006-AR3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 1 2A1 (DEUTSCHE ALT-A SECURITIES LN TR 2007-1) | Long | ABS-mortgage backed security | US | $943K | – | 0.00 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A5 (DEUTSCHE ALT-A SECURITIES INC 2007-AR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| DEUTSCHE BANK AG REGS 01/27 1.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $48M | – | 0.09 |
| DEUTSCHE BANK AG REGS 01/28 1.75 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $12M | – | 0.02 |
| DEUTSCHE BANK AG REGS 09/26 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $21M | – | 0.04 |
| DEUTSCHE BANK AG REGS 12/24 2.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $9M | – | 0.02 |
| DEUTSCHE BANK NY 05/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $336K | – | 0.00 |
| DEUTSCHE BANK NY 07/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $6M | – | 0.01 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $44M | – | 0.09 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $284M | – | 0.56 |
| DEUTSCHE BANK NY 11/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $22M | – | 0.04 |
| DEUTSCHE BANK NY 11/27 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $28M | – | 0.06 |
| DEUTSCHE BANK NY 11/27 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $18M | – | 0.04 |
| DEUTSCHE BANK NY SUBORDINATED 01/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $675K | – | 0.00 |
| DEUTSCHE MORTGAGE AND ASSET RE DMARC 2014 RS1 4A1 144A (DEUTSCHE MORTGAGE AND ASSET RECEIVING CORP 2014-RS1) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A (DIAMOND INFRASTRUCTURE FUNDING LLC 2021 1A) | Long | ABS-other | US | $993K | – | 0.00 |
| DIGITAL REALTY TRUST LP COMPANY GUAR 07/28 4.45 | Long | Debt | US | $42M | – | 0.08 |
| DIGITAL REALTY TRUST LP COMPANY GUAR 07/29 3.6 | Long | Debt | US | $25M | – | 0.05 |
| DISCOVER FINANCIAL SVS JR SUBORDINA 12/99 VAR (DISCOVER FINANCIAL SERVICES) | Long | Equity-preferred | US | $20M | 20M | 0.04 |
| DNB BANK ASA SR UNSECURED 144A 09/26 VAR | Long | Debt | NO | $11M | – | 0.02 |
| DOC DR LLC COMPANY GUAR 01/28 3.95 | Long | Debt | US | $4M | – | 0.01 |
| DOLP TRUST DOLP 2021 NYC A 144A (DOLP TRUST 2021-NYC) | Long | ABS-mortgage backed security | US | $47M | – | 0.09 |
| DOMINION ENERGY INC SR UNSECURED 08/31 2.25 | Long | Debt | US | $8M | – | 0.02 |
| DOMINION RESOURCES (DOMINION ENERGY INC) | Long | Debt | US | $4M | – | 0.01 |
| DRILLCO HLDG LUX S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $4M | 176K | 0.01 |
| DRILLCO HLDG LUX SA COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $457K | 20K | 0.00 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 (DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $16M | – | 0.03 |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A (DROP MORTGAGE TRUST 2021-FILE) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| DRYDEN EURO CLO DRYD 2017 52A AR 144A (DRYDEN 52 EURO CLO 2017 17-52A) | Long | ABS-collateralized bond/debt obligation | IE | $25M | – | 0.05 |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A (DRYDEN XXVII-R EURO CLO BV 2017-27A) | Long | ABS-collateralized bond/debt obligation | IE | $40M | – | 0.08 |
| DRYDEN SENIOR LOAN FUND DRSLF 2014 36A AR3 144A (DRYDEN 36 SENIOR LOAN FUND 2014-36A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 47A A1R 144A (DRYDEN 47 SENIOR LOAN FUND 2017-47A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A (DRYDEN 60 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.03 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 61A A1R 144A (DRYDEN 61 CLO LTD 2018-61A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR1 A2A (DSLA MORTGAGE LOAN TRUST 2004-AR1) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR3 2A1 (DSLA MORTGAGE LOAN TRUST 2004-AR3) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2007 AR1 2A1B (DSLA MORTGAGE LOAN TRUST 2007-AR1) | Long | ABS-mortgage backed security | US | $559K | – | 0.00 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 04/31 2.55 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $6M | – | 0.01 |
| DUKE ENERGY CORP SR UNSECURED 06/30 2.45 (DUKE ENERGY CORPORATION) | Long | Debt | US | $7M | – | 0.01 |
| DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/31 2 (DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)) | Long | Debt | US | $18M | – | 0.04 |
| DUKE UNIVERSITY UNSECURED 10/55 2.832 | Long | Debt | US | $20M | – | 0.04 |
| EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR | Long | Debt | KY | $13M | – | 0.03 |
| EASTERN ENERGY GAS SR UNSECURED 11/24 2.5 (EASTERN ENERGY GAS HOLDINGS LLC) | Long | Debt | US | $8M | – | 0.02 |
| EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | Long | Debt | US | $5M | – | 0.01 |
| EDISON INTERNATIONAL SR UNSECURED 06/29 5.45 | Long | Debt | US | $18M | – | 0.04 |
| EDP FINANCE BV SR UNSECURED 144A 01/28 1.71 | Long | Debt | NL | $34M | – | 0.07 |
| ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $15M | – | 0.03 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/28 5.7 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $5M | – | 0.01 |
| ELEVANCE HEALTH INC SR UNSECURED 01/25 2.375 | Long | Debt | US | $2M | – | 0.00 |
| ELEVATION CLO LTD AWPT 2017 8A A1R2 144A (ELEVATION CLO LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $29M | – | 0.06 |
| EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A (EMCM MORTGAGE LOAN TRUST 2001-A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| EMF NL BV EMFNL 2008 APRX A2 REGS (EMF-NL BV 2008-APRX) | Long | ABS-mortgage backed security | NL | $2M | – | 0.00 |
| EMORY UNIVERSITY UNSECURED 09/25 1.566 | Long | Debt | US | $2M | – | 0.00 |
| EMORY UNIVERSITY UNSECURED 09/30 2.143 | Long | Debt | US | $11M | – | 0.02 |
| EMPOWER FINANCE 2020 LP COMPANY GUAR 144A 03/31 1.776 | Long | Debt | US | $3M | – | 0.01 |
| EMPOWER FINANCE 2020 LP COMPANY GUAR 144A 09/27 1.357 | Long | Debt | US | $14M | – | 0.03 |
| ENBRIDGE INC COMPANY GUAR 04/27 5.25 | Long | Debt | CA | $5M | – | 0.01 |
| ENBRIDGE INC COMPANY GUAR 11/26 5.9 | Long | Debt | CA | $2M | – | 0.00 |
| ENBRIDGE INC COMPANY GUAR 11/28 6 | Long | Debt | CA | $22M | – | 0.04 |
| ENCINA PRIVATE CREDIT LLC NOTE (ENCINA SPV) | Long | Debt | US | $7M | – | 0.01 |
| ENCINA PRIVATE CREDIT PFD PFD0 PFD0ENCN8 (ENCINA SPV) | Long | Equity-preferred | US | $0.03 | 3K | – |
| ENEL FINANCE AMERICA LLC COMPANY GUAR 144A 07/41 2.875 | Long | Debt | US | $2M | – | 0.00 |
| ENEL FINANCE AMERICA LLC COMPANY GUAR 144A 10/27 7.1 | Long | Debt | US | $14M | – | 0.03 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $7M | – | 0.01 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $16M | – | 0.03 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/28 1.875 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $10M | – | 0.02 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $653K | – | 0.00 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $177M | – | 0.35 |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $35M | – | 0.07 |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/32 5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $12M | – | 0.02 |
| ENERGY TRANSFER LP SNR S* ICE | Derivative-credit | US | $34K | – | 0.00 | |
| ENERGY TRANSFER LP SR UNSECURED 05/25 2.9 | Long | Debt | US | $1M | – | 0.00 |
| ENERGY TRANSFER LP SR UNSECURED 05/28 4.95 | Long | Debt | US | $4M | – | 0.01 |
| ENERGY TRANSFER LP SR UNSECURED 05/34 5.55 | Long | Debt | US | $10M | – | 0.02 |
| ENERGY TRANSFER LP SR UNSECURED 05/50 5 | Long | Debt | US | $170K | – | 0.00 |
| ENERGY TRANSFER LP SR UNSECURED 06/28 4.95 | Long | Debt | US | $1M | – | 0.00 |
| ENERGY TRANSFER LP SR UNSECURED 12/26 6.05 | Long | Debt | US | $6M | – | 0.01 |
| ENERGY TRANSFER LP SR UNSECURED 12/28 6.1 | Long | Debt | US | $2M | – | 0.00 |
| ENERGY TRANSFER LP SR UNSECURED 12/30 6.4 | Long | Debt | US | $4M | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $7M | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $3M | – | 0.00 |
| ENTERGY CORP SR UNSECURED 06/28 1.9 (ENTERGY CORPORATION) | Long | Debt | US | $2M | – | 0.00 |
| ENTERGY CORP SR UNSECURED 06/30 2.8 (ENTERGY CORPORATION) | Long | Debt | US | $5M | – | 0.01 |
| ENTERGY CORP SR UNSECURED 06/50 3.75 (ENTERGY CORPORATION) | Long | Debt | US | $5M | – | 0.01 |
| ENTERGY LOUISIANA LLC 1ST MORTGAGE 12/30 1.6 | Long | Debt | US | $3M | – | 0.01 |
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A1 144A (ENTERPRISE FLEET FINANCING 2024-2 LLC) | Long | ABS-other | US | $3M | – | 0.01 |
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A (ENTERPRISE FLEET FINANCING 2024-2 LLC) | Long | ABS-other | US | $16M | – | 0.03 |
| EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651 (EPH FINANCING INTERNATIONAL AS) | Long | Debt | CZ | $18M | – | 0.04 |
| EPR PROPERTIES COMPANY GUAR 04/28 4.95 | Long | Debt | US | $24M | – | 0.05 |
| EPR PROPERTIES COMPANY GUAR 06/27 4.5 | Long | Debt | US | $7M | – | 0.01 |
| EPR PROPERTIES SR UNSECURED 08/29 3.75 | Long | Debt | US | $13M | – | 0.03 |
| EPR PROPERTIES SR UNSECURED 11/31 3.6 | Long | Debt | US | $13M | – | 0.02 |
| EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 07/25 6 (EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)) | Long | Debt | US | $3M | – | 0.01 |
| EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 07/27 6.5 (EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)) | Long | Debt | US | $5M | – | 0.01 |
| EQUIFAX INC SR UNSECURED 05/30 3.1 | Long | Debt | US | $2M | – | 0.00 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2004 1 M1 (EQUIFIRST MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| EQUINIX INC SR UNSECURED 03/28 1.55 | Long | Debt | US | $33M | – | 0.07 |
| EQUINIX INC SR UNSECURED 05/31 2.5 | Long | Debt | US | $12M | – | 0.02 |
| EQUINIX INC SR UNSECURED 09/25 1 | Long | Debt | US | $55M | – | 0.11 |
| EQUINIX INC SR UNSECURED 11/29 3.2 | Long | Debt | US | $4M | – | 0.01 |
| EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35 | Long | Debt | US | $3M | – | 0.01 |
| ESSENTIAL UTILITIES INC SR UNSECURED 04/50 3.351 | Long | Debt | US | $1M | – | 0.00 |
| ESSENTIAL UTILITIES INC SR UNSECURED 05/31 2.4 | Long | Debt | US | $2M | – | 0.00 |
| ESSEX PORTFOLIO LP COMPANY GUAR 01/31 1.65 | Long | Debt | US | $5M | – | 0.01 |
| ESSEX PORTFOLIO LP COMPANY GUAR 04/25 3.5 | Long | Debt | US | $6M | – | 0.01 |
| ESSEX PORTFOLIO LP COMPANY GUAR 04/26 3.375 | Long | Debt | US | $850K | – | 0.00 |
| ESSEX PORTFOLIO LP COMPANY GUAR 06/31 2.55 | Long | Debt | US | $986K | – | 0.00 |
| EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A (EURO-GALAXY III CLO BV 13-3A) | Long | ABS-collateralized bond/debt obligation | IE | $28M | – | 0.06 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-2M | – | -0.00 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-3M | – | -0.01 | |
| EUROPEAN BK RECON + DEV SR UNSECURED 09/24 1.625 (EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD)) | Long | Debt | $11M | – | 0.02 | |
| EUROPEAN INVESTMENT BANK SR UNSECURED 144A 06/25 2.875 (EUROPEAN INVESTMENT BANK (EIB)) | Long | Debt | $4M | – | 0.01 | |
| EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $3M | – | 0.01 |
| EVERGY METRO 1ST MORTGAGE 06/30 2.25 (EVERGY METRO INC) | Long | Debt | US | $11M | – | 0.02 |
| EXELON CORP SR UNSECURED 03/27 2.75 (EXELON CORPORATION) | Long | Debt | US | $722K | – | 0.00 |
| EXELON CORP SR UNSECURED 06/25 3.95 (EXELON CORPORATION) | Long | Debt | US | $918K | – | 0.00 |
| EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25 | Long | Debt | US | $7M | – | 0.01 |
| EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625 | Long | Debt | US | $5M | – | 0.01 |
| EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25 | Long | Debt | US | $17M | – | 0.03 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $121M | – | 0.24 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 06/29 4 | Long | Debt | US | $469K | – | 0.00 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 07/26 3.5 | Long | Debt | US | $5M | – | 0.01 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 10/30 2.2 | Long | Debt | US | $3M | – | 0.01 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 10/31 2.4 | Long | Debt | US | $3M | – | 0.01 |
| F+G ANNUITIES + LIFE INC COMPANY GUAR 06/29 6.5 (F&G ANNUITIES & LIFE INC) | Long | Debt | US | $897K | – | 0.00 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 04/28 4.85 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $6M | – | 0.01 |
| FANNIE MAE FNR 1997 34 PK (FANNIE MAE 1997-34) | Long | ABS-mortgage backed security | US | $85.5 | – | 0.00 |
| FANNIE MAE FNR 1997 38 PH (FANNIE MAE-1997-38) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FANNIE MAE FNR 1997 42 ZC (FANNIE MAE-1997-42) | Long | ABS-mortgage backed security | US | $376.96 | – | 0.00 |
| FANNIE MAE FNR 1997 43 ZC (FANNIE MAE 1997-43) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FANNIE MAE FNR 1997 45 CD (FANNIE MAE 1997-45) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE FNR 1997 53 PI (FANNIE MAE REMIC 1997-53) | Long | ABS-mortgage backed security | US | $13.9 | – | – |
| FANNIE MAE FNR 1997 57 PN (FANNIE MAE 1997-57) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE FNR 1997 58 JZ (FANNIE MAE 1997-58) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE FNR 1997 66 Z (FANNIE MAE 1997-66) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FANNIE MAE FNR 1997 89 Z (FANNIE MAE 1997-89) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FANNIE MAE FNR 1997 89 ZA (FANNIE MAE 1997-89) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FANNIE MAE FNR 1998 22 FA (FANNIE MAE 1998-22) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 1998 36 ZB (FANNIE MAE 1998-36) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FANNIE MAE FNR 1998 40 D (FANNIE MAE 1998-40) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| FANNIE MAE FNR 1998 57 DT (FANNIE MAE 1998-57) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FANNIE MAE FNR 1998 58 ZB (FANNIE MAE 1998-58) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 1998 73 MZ (FANNIE MAE 1998-73) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FANNIE MAE FNR 1999 19 PH (FANNIE MAE SERIES 1999-19) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 1999 37 F (FANNIE MAE 1999-37) | Long | ABS-mortgage backed security | US | $114.49 | – | 0.00 |
| FANNIE MAE FNR 2000 26 FP (FANNIE MAE REMIC 2000-26) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FANNIE MAE FNR 2000 32 FM (FANNIE MAE 2000-32) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FANNIE MAE FNR 2000 34 F (FANNIE MAE 2000-34) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2000 39 Z (FANNIE MAE-2000-39) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FANNIE MAE FNR 2001 14 Z (FANNIE MAE 2001-14) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2001 22 F (FANNIE MAE 2001-22) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FANNIE MAE FNR 2001 28 PZ (FANNIE MAE 2001-28) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FANNIE MAE FNR 2001 35 ZC (FANNIE MAE 2001-35) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| FANNIE MAE FNR 2001 43 PZ (FANNIE MAE 2001-43) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FANNIE MAE FNR 2001 55 PC (FANNIE MAE 2001-55) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2001 62 PZ (FANNIE MAE 2001-62) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FANNIE MAE FNR 2001 63 FA (FANNIE MAE 2001-63) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE FNR 2001 64 ZG (FANNIE MAE 2001-64) | Long | ABS-mortgage backed security | US | $592K | – | 0.00 |
| FANNIE MAE FNR 2002 21 FC (FANNIE MAE 2002-21) | Long | ABS-mortgage backed security | US | $797.14 | – | 0.00 |
| FANNIE MAE FNR 2002 21 FD (FANNIE MAE 2002-21) | Long | ABS-mortgage backed security | US | $159.43 | – | 0.00 |
| FANNIE MAE FNR 2002 23 FA (FANNIE MAE 2002-23) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FANNIE MAE FNR 2002 26 A1 (FANNIE MAE 2002-26) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2002 28 PK (FANNIE MAE 2002-28) | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| FANNIE MAE FNR 2002 3 FE (FANNIE MAE 2002-3) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FANNIE MAE FNR 2002 4 FJ (FANNIE MAE 2002-4) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIE MAE FNR 2002 45 ZA (FANNIE MAE 2002-45) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FANNIE MAE FNR 2002 57 ZF (FANNIE MAE 2002 57) | Long | ABS-mortgage backed security | US | $974K | – | 0.00 |
| FANNIE MAE FNR 2002 60 F1 (FANNIE MAE 2002-60) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE FNR 2002 77 F (FANNIE MAE REMICS 2002-77) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| FANNIE MAE FNR 2002 82 PE (FANNIE MAE 2002-82) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FANNIE MAE FNR 2002 89 F (FANNIE MAE REMICS 2002-89) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FANNIE MAE FNR 2003 106 FA (FANNIE MAE 2003-106) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| FANNIE MAE FNR 2003 120 ZH (FANNIE MAE 2003-120) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FANNIE MAE FNR 2003 25 KP (FANNIE MAE 2003-25) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FANNIE MAE FNR 2003 32 BZ (FANNIE MAE 2003-32) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FANNIE MAE FNR 2003 34 A1 (FANNIE MAE 2003-34) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2003 4 F (FANNIE MAE REMICS 2003-4) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2004 12 ZX (FANNIE MAE 2004-12) | Long | ABS-mortgage backed security | US | $712K | – | 0.00 |
| FANNIE MAE FNR 2004 18 EZ (FANNIE MAE 2004-18) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FANNIE MAE FNR 2004 38 FK (FANNIE MAE REMICS 2004-38) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FANNIE MAE FNR 2004 49 FM (FANNIE MAE 2004-49) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FANNIE MAE FNR 2004 63 FA (FANNIE MAE 2004-63) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2004 68 LC (FANNIE MAE 2004-68) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2004 97 ZH (FANNIE MAE 2004-97) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FANNIE MAE FNR 2005 13 FA (FNR-2005-13) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| FANNIE MAE FNR 2005 24 ZE (FANNIE MAE 2005-24) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FANNIE MAE FNR 2005 75 AF (FANNIE MAE-2005-75) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FANNIE MAE FNR 2005 79 NF (FANNIE MAE 2005-79) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE FNR 2006 104 FG (FANNIE MAE 2006-104) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2006 104 GF (FANNIE MAE 2006-104) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FANNIE MAE FNR 2006 116 S (FANNIE MAE 2006-116) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2006 117 DZ (FANNIE MAE 2006-117) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FANNIE MAE FNR 2006 117 GF (FANNIE MAE 2006-117) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FANNIE MAE FNR 2006 117 SA (FANNIE MAE 2006-117) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2006 124 FB (FANNIE MAE REMICS 2006-124) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FANNIE MAE FNR 2006 15 FC (FANNIE MAE 2006-15) | Long | ABS-mortgage backed security | US | $265K | – | 0.00 |
| FANNIE MAE FNR 2006 32 FP (FANNIE MAE REMICS 2006-32) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FANNIE MAE FNR 2006 42 LF (FANNIE MAE 2006-42) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FANNIE MAE FNR 2006 49 PF (FANNIE MAE 2006-49) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FANNIE MAE FNR 2006 58 FL (FANNIE MAE-2006-58) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| FANNIE MAE FNR 2006 61 SE (FANNIE MAE-2006-61) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE FNR 2006 76 QF (FANNIE MAE 2006-76) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FANNIE MAE FNR 2006 79 PF (FANNIE MAE REMICS 2006-79) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FANNIE MAE FNR 2006 93 FN (FANNIE MAE REMICS 2006-93) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FANNIE MAE FNR 2007 116 PB (FANNIE MAE 2007-116) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FANNIE MAE FNR 2007 14 F (FANNIE MAE 2007-14) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2007 15 AI (FANNIE MAE 2007-15) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2007 20 FP (FANNIE MAE 2007-20) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FANNIE MAE FNR 2007 3 SH (FANNIE MAE 2007-3) | Long | ABS-mortgage backed security | US | $481.78 | – | 0.00 |
| FANNIE MAE FNR 2007 33 HF (FANNIE MAE 2007-33) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FANNIE MAE FNR 2007 35 PF (FANNIE MAE REMICS 2007-35) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FANNIE MAE FNR 2007 36 FL (FANNIE MAE 2007-36) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FANNIE MAE FNR 2007 39 PI (FANNIE MAE 2007-39) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2007 42 AF (FANNIE MAE 2007-42) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2007 53 SA (FANNIE MAE 2007-53) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2007 58 FG (FANNIE MAE 2007-58) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FANNIE MAE FNR 2007 65 KF (FANNIE MAE 2007-65) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FANNIE MAE FNR 2007 73 A1 (FANNIE MAE 2007-73) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FANNIE MAE FNR 2007 80 FA (FANNIE MAE 2007-80) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FANNIE MAE FNR 2007 81 AF (FANNIE MAE 2007-81) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| FANNIE MAE FNR 2007 86 FA (FANNIE MAE 2007-86) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FANNIE MAE FNR 2007 96 AF (FANNIE MAE 2007-96) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FANNIE MAE FNR 2008 1 AI (FANNIE MAE 2008-1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE FNR 2008 1 NI (FANNIE MAE 2008-1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2008 10 PI (FANNIE MAE 2008-10) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2008 12 FA (FANNIE MAE 2008-12) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FANNIE MAE FNR 2008 8 FB (FANNIE MAE 2008-8) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FANNIE MAE FNR 2008 93 OA (FANNIE MAE REMICS 2008-93) | Long | ABS-mortgage backed security | US | $579K | – | 0.00 |
| FANNIE MAE FNR 2009 106 SL (FANNIE MAE 2009-106) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2009 106 SN (FANNIE MAE 2009-106) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2009 111 FC (FANNIE MAE 2009-111) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2009 12 LK (FANNIE MAE 2009-12) | Long | ABS-mortgage backed security | US | $446.32 | – | 0.00 |
| FANNIE MAE FNR 2009 47 MT (FANNIE MAE 2009-47) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE FNR 2009 87 FX (FANNIE MAE 2009-87) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FANNIE MAE FNR 2010 107 JI (FANNIE MAE REMICS 2010-107) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FANNIE MAE FNR 2010 109 N (FANNIE MAE REMICS 2010-109) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FANNIE MAE FNR 2010 109 Q (FANNIE MAE REMICS 2010-109) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FANNIE MAE FNR 2010 111 FC (FANNIE MAE 2010-111) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIE MAE FNR 2010 112 PD (FANNIE MAE REMICS 2010-112) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FANNIE MAE FNR 2010 123 FL (FANNIE MAE 2010-123) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FANNIE MAE FNR 2010 123 PM (FANNIE MAE 2010-123) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FANNIE MAE FNR 2010 124 JZ (FANNIE MAE REMICS 2010-124) | Long | ABS-mortgage backed security | US | $28M | – | 0.05 |
| FANNIE MAE FNR 2010 142 PL (FANNIE MAE REMICS 2010-142) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FANNIE MAE FNR 2010 150 KF (FANNIE MAE REMICS 2010-150) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FANNIE MAE FNR 2010 20 FB (FANNIE MAE REMICS 2010-20) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FANNIE MAE FNR 2010 35 ZV (FANNIE MAE 2010-35) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FANNIE MAE FNR 2010 39 MZ (FANNIE MAE 2010-39) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FANNIE MAE FNR 2010 74 WF (FANNIE MAE 2010-74) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FANNIE MAE FNR 2010 99 NP (FANNIE MAE REMICS 2010-99) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FANNIE MAE FNR 2011 40 SX (FANNIE MAE REMICS 2011-40) | Long | ABS-mortgage backed security | US | $847.18 | – | 0.00 |
| FANNIE MAE FNR 2011 86 NF (FANNIE MAE 2011-86) | Long | ABS-mortgage backed security | US | $328K | – | 0.00 |
| FANNIE MAE FNR 2012 103 LF (FANNIE MAE REMICS 2012-103) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FANNIE MAE FNR 2012 134 FD (FANNIE MAE REMICS 2012-134) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FANNIE MAE FNR 2012 141 FA (FANNIE MAE REMICS 2012-141) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| FANNIE MAE FNR 2012 35 QF (FANNIE MAE REMICS 2012-35) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FANNIE MAE FNR 2012 60 JZ (FANNIE MAE REMICS 2012-60) | Long | ABS-mortgage backed security | US | $40M | – | 0.08 |
| FANNIE MAE FNR 2012 7 QF (FANNIE MAE REMICS 2012-7) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FANNIE MAE FNR 2012 87 SQ (FANNIE MAE REMICS 2012-87) | Long | ABS-mortgage backed security | US | $668K | – | 0.00 |
| FANNIE MAE FNR 2012 89 DZ (FANNIE MAE REMICS 2012-89) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FANNIE MAE FNR 2013 101 SB (FANNIE MAE REMICS 2013-101) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FANNIE MAE FNR 2013 26 FE (FANNIE MAE REMICS 2013-26) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FANNIE MAE FNR 2013 34 WF (FANNIE MAE REMICS 2013-34) | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| FANNIE MAE FNR 2013 6 SN (FANNIE MAE REMICS 2013-6) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FANNIE MAE FNR 2013 81 ES (FANNIE MAE REMICS 2013-81) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FANNIE MAE FNR 2014 14 SC (FANNIE MAE REMICS 2014-14) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FANNIE MAE FNR 2014 29 BS (FANNIE MAE REMICS 2014-29) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FANNIE MAE FNR 2015 38 DS (FANNIE MAE REMICS 2015-38) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FANNIE MAE FNR 2016 106 FT (FANNIE MAE REMICS 2016-106) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FANNIE MAE FNR 2016 67 AF (FANNIE MAE REMICS 2016-67) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FANNIE MAE FNR 2016 76 FA (FANNIE MAE REMICS 2016-76) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FANNIE MAE FNR 2017 16 CF (FANNIE MAE REMICS 2017-16) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FANNIE MAE FNR 2017 16 FM (FANNIE MAE REMICS 2017-16) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FANNIE MAE FNR 2017 18 AF (FANNIE MAE REMICS 2017-18) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FANNIE MAE FNR 2017 18 FA (FANNIE MAE REMICS 2017-18) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FANNIE MAE FNR 2017 27 FA (FANNIE MAE REMICS 2017-27) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FANNIE MAE FNR 2017 3 FA (FANNIE MAE REMICS 2017-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FANNIE MAE FNR 2017 39 FT (FANNIE MAE REMICS 2017-39) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FANNIE MAE FNR 2017 47 FE (FANNIE MAE REMICS 2017-47) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FANNIE MAE FNR 2018 32 F (FANNIE MAE REMICS 2018-32) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FANNIE MAE FNR 2019 81 QF (FANNIE MAE REMICS 2019-81) | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| FANNIE MAE FNR 2024 10 AF (FANNIE MAE REMICS 2024-10) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FANNIE MAE FNR 2024 38 FA (FANNIE MAE REMICS 2024-38) | Long | ABS-mortgage backed security | US | $27M | – | 0.05 |
| FANNIE MAE FNR G97 2 ZA (FANNIE MAE-G97-2) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FANNIEMAE GRANTOR TRUST FNGT 2001 T1 A1 (FANNIE MAE GRANTOR TRUST 2001-T1) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2001 T10 A1 (FANNIEMAE GRANTOR TRUST 2001-T10) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2001 T5 A3 (FANNIE MAE GRANTOR TRUST 2001-T5) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2001 T8 A1 (FANNIE MAE GRANTOR TRUST 2001-T8) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2002 T10 A1 (FANNIEMAE GRANTOR TRUST 2002-T10) | Long | ABS-mortgage backed security | US | $128.74 | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2002 T19 A1 (FANNIEMAE GRANTOR TRUST 2002-T19) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2004 T1 1A1 (FANNIE MAE GRANTOR TR 2004-T1) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 1996 W2 A7 (FANNIEMAE WHOLE LOAN-1996-W2) | Long | ABS-mortgage backed security | US | $112.21 | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 1998 W2 A8 (FANNIE MAE WHOLE LOAN) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 1999 W4 A9 (FANNIEMAE WHOLE LOAN 1999-W4) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W7 A5 (FANNIEMAE WHOLE LOAN 2002-W7) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 (FANNIEMAE WHOLE LOAN 2003-W1) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FANNIEMAE WHOLE LOAN FNW 2003 W15 1A (FANNIEMAE WHOLE LOAN 2003-W15) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W4 2A (FANNIE MAE WHOLE LOAN 2003-W4) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2 (FANNIEMAE WHOLE LOAN 2003-W-8) | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2004 W10 A6 (FANNIEMAE WHOLE LOAN 2004-W10) | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF (FANNIEMAE WHOLE LOAN 2004-W2) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2004 W8 2A (FANNIEMAE WHOLE LOAN 2004-W8) | Long | ABS-mortgage backed security | US | $821K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2005 W1 1A1 (FANNIEMAE WHOLE LOAN 2005-W1) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2006 W1 1A2 (FANNIEMAE WHOLE LOAN 2006-W1) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2007 W6 4A2 (FANNIE MAE REMIC TRUST 2007-W6) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2007 W9 AC (FANNIEMAE WHOLE LOAN 2007-W9) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $14M | 14M | 0.03 |
| FED CAISSES DESJARDINS SR UNSECURED 144A 08/25 4.4 (FEDERATION DES CAISSES DESJARDINS DU QUEBEC) | Long | Debt | CA | $10M | – | 0.02 |
| FED HM LN PC POOL 1B0349 FH 07/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 1B2281 FH 07/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL 1B2363 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $396K | – | 0.00 |
| FED HM LN PC POOL 1G0113 FH 03/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FED HM LN PC POOL 1G0361 FH 10/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FED HM LN PC POOL 1G0368 FH 10/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| FED HM LN PC POOL 1G0371 FH 11/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $545K | – | 0.00 |
| FED HM LN PC POOL 1G0382 FH 10/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL 1G0393 FH 11/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FED HM LN PC POOL 1G0546 FH 05/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| FED HM LN PC POOL 1G0862 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FED HM LN PC POOL 1G0867 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 1G0872 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 1G0959 FH 05/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL 1G1028 FH 07/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $412.79 | – | 0.00 |
| FED HM LN PC POOL 1G1545 FH 01/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FED HM LN PC POOL 1G1744 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 1G1753 FH 10/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $744K | – | 0.00 |
| FED HM LN PC POOL 1G1913 FH 05/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL 1H2524 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 1H2545 FH 11/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| FED HM LN PC POOL 1J0045 FH 01/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $358.53 | – | 0.00 |
| FED HM LN PC POOL 1J1214 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL 1J1219 FH 10/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL 1J1279 FH 04/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FED HM LN PC POOL 1J1317 FH 04/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 1L0174 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $887K | – | 0.00 |
| FED HM LN PC POOL 1N1447 FH 02/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $624.65 | – | 0.00 |
| FED HM LN PC POOL 1N1463 FH 05/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 1N1582 FH 05/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL 1Q0200 FH 02/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL 1Q0313 FH 09/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $586.83 | – | 0.00 |
| FED HM LN PC POOL 1Q0365 FH 06/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $738.97 | – | 0.00 |
| FED HM LN PC POOL 1Q0369 FH 02/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 610598 FH 10/26 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $641.69 | – | 0.00 |
| FED HM LN PC POOL 780605 FH 06/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL 785575 FH 02/26 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL 786190 FH 07/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $665.77 | – | 0.00 |
| FED HM LN PC POOL 786223 FH 01/28 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $898.82 | – | 0.00 |
| FED HM LN PC POOL 786604 FH 11/28 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FED HM LN PC POOL 786625 FH 09/28 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82.15 | – | 0.00 |
| FED HM LN PC POOL 787239 FH 07/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FED HM LN PC POOL 788290 FH 06/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FED HM LN PC POOL 789595 FH 07/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94.78 | – | 0.00 |
| FED HM LN PC POOL 846093 FH 10/24 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15.07 | – | – |
| FED HM LN PC POOL 846245 FH 02/25 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3.28 | – | – |
| FED HM LN PC POOL 847340 FH 11/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL 847534 FH 03/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL 972136 FH 01/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FED HM LN PC POOL 972159 FH 03/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A14706 FG 10/33 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A16175 FG 08/29 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A27671 FG 10/34 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL A38713 FG 01/35 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL A41774 FG 01/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL A48133 FG 12/35 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL A53285 FG 10/36 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL A71059 FG 01/38 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL A71283 FG 01/38 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL A74236 FG 03/38 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL A84409 FG 02/39 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL A84999 FG 03/39 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FED HM LN PC POOL A86344 FG 05/39 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL A87714 FG 08/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL A89343 FG 10/39 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL A93655 FG 09/40 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FED HM LN PC POOL A97301 FG 03/41 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FED HM LN PC POOL C00358 FG 08/24 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68.13 | – | 0.00 |
| FED HM LN PC POOL C00373 FG 11/24 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13.82 | – | – |
| FED HM LN PC POOL C00895 FG 12/29 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $332.02 | – | 0.00 |
| FED HM LN PC POOL C00921 FG 02/30 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $453.26 | – | 0.00 |
| FED HM LN PC POOL C01024 FG 07/30 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $231.27 | – | 0.00 |
| FED HM LN PC POOL C01079 FG 10/30 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $331.53 | – | 0.00 |
| FED HM LN PC POOL C01095 FG 11/30 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195.86 | – | 0.00 |
| FED HM LN PC POOL C01197 FG 07/31 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $171.75 | – | 0.00 |
| FED HM LN PC POOL C01220 FG 09/31 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL C27091 FG 06/29 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $395.67 | – | 0.00 |
| FED HM LN PC POOL C32912 FG 11/29 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $719.78 | – | 0.00 |
| FED HM LN PC POOL C33049 FG 12/29 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $466.72 | – | 0.00 |
| FED HM LN PC POOL C36445 FG 02/30 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $547.05 | – | 0.00 |
| FED HM LN PC POOL C39323 FG 06/30 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86.94 | – | 0.00 |
| FED HM LN PC POOL C47272 FG 10/29 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL C55867 FG 02/30 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56.61 | – | 0.00 |
| FED HM LN PC POOL C55998 FG 10/29 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL C61507 FG 12/31 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL C62541 FG 01/32 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL C64710 FG 03/32 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $666.62 | – | 0.00 |
| FED HM LN PC POOL C65842 FG 04/32 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL C69448 FG 07/32 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $213.29 | – | 0.00 |
| FED HM LN PC POOL C76398 FG 02/33 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL C76699 FG 02/33 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL C80266 FG 02/25 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3.33 | – | – |
| FED HM LN PC POOL C80304 FG 06/25 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84.38 | – | 0.00 |
| FED HM LN PC POOL C80398 FG 05/26 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10.9 | – | – |
| FED HM LN PC POOL C90875 FG 01/25 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $602.74 | – | 0.00 |
| FED HM LN PC POOL C90879 FG 12/24 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $274.79 | – | 0.00 |
| FED HM LN PC POOL C90916 FG 06/25 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $552.18 | – | 0.00 |
| FED HM LN PC POOL C90961 FG 01/26 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $462.9 | – | 0.00 |
| FED HM LN PC POOL C90986 FG 06/26 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $490.28 | – | 0.00 |
| FED HM LN PC POOL C90994 FG 10/26 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL C91034 FG 06/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FED HM LN PC POOL C91065 FG 07/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL C91093 FG 09/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL C91112 FG 10/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL C91116 FG 11/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL C91129 FG 12/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $743.61 | – | 0.00 |
| FED HM LN PC POOL C91149 FG 01/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $557.76 | – | 0.00 |
| FED HM LN PC POOL C91177 FG 03/28 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FED HM LN PC POOL C91196 FG 05/28 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL C91208 FG 07/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL C91211 FG 08/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL C91213 FG 10/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL C91218 FG 11/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL C91236 FG 02/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL C91239 FG 03/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FED HM LN PC POOL C91240 FG 01/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FED HM LN PC POOL C91244 FG 04/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| FED HM LN PC POOL C91249 FG 05/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FED HM LN PC POOL C91261 FG 08/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL C91270 FG 10/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL C91284 FG 01/30 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL C91288 FG 02/30 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL C91302 FG 05/30 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL C91349 FG 12/30 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL C91370 FG 05/31 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL D78440 FG 02/27 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL D80490 FG 06/27 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $223.13 | – | 0.00 |
| FED HM LN PC POOL D97050 FG 08/26 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FED HM LN PC POOL D97065 FG 09/26 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL D97161 FG 01/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL D97410 FG 09/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL D97473 FG 12/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FED HM LN PC POOL D97500 FG 12/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL D97898 FG 11/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL D98131 FG 04/29 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL D98559 FG 02/31 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FED HM LN PC POOL D98582 FG 04/31 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FED HM LN PC POOL G00345 FG 05/25 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85.19 | – | 0.00 |
| FED HM LN PC POOL G00365 FG 06/25 FIXED 8 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6.91 | – | – |
| FED HM LN PC POOL G00379 FG 07/25 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132.36 | – | 0.00 |
| FED HM LN PC POOL G00683 FG 12/25 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $375.08 | – | 0.00 |
| FED HM LN PC POOL G00723 FG 05/27 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $647.1 | – | 0.00 |
| FED HM LN PC POOL G00886 FG 11/27 FIXED 8.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $439.88 | – | 0.00 |
| FED HM LN PC POOL G00921 FG 04/28 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157.11 | – | 0.00 |
| FED HM LN PC POOL G01109 FG 03/30 FIXED 7.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36.35 | – | 0.00 |
| FED HM LN PC POOL G01311 FG 09/31 FIXED 7 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G02366 FG 10/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FED HM LN PC POOL G02461 FG 11/36 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $444.34 | – | 0.00 |
| FED HM LN PC POOL G02554 FG 11/34 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G03249 FG 09/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G03620 FG 10/37 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G03916 FG 02/38 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL G04021 FG 02/38 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL G04614 FG 02/34 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G04626 FG 05/31 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $321.71 | – | 0.00 |
| FED HM LN PC POOL G05119 FG 09/38 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL G05676 FG 11/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| FED HM LN PC POOL G05936 FG 07/40 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G07203 FG 06/41 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G08023 FG 11/34 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G08064 FG 04/35 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $584.15 | – | 0.00 |
| FED HM LN PC POOL G08669 FG 09/45 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G08696 FG 02/46 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FED HM LN PC POOL G08793 FG 12/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL G08809 FG 04/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL G30290 FG 03/26 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37.4 | – | 0.00 |
| FED HM LN PC POOL G30304 FG 02/26 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL G30307 FG 01/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $534.94 | – | 0.00 |
| FED HM LN PC POOL G30315 FG 01/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $948.88 | – | 0.00 |
| FED HM LN PC POOL G30357 FG 09/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| FED HM LN PC POOL G30363 FG 10/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL G30376 FG 12/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL G30377 FG 12/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $447.5 | – | 0.00 |
| FED HM LN PC POOL G30381 FG 12/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL G30391 FG 04/28 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL G30393 FG 05/28 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL G30438 FG 11/27 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G30450 FG 01/29 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL G30482 FG 05/30 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FED HM LN PC POOL G60799 FG 11/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL G61032 FG 06/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FED HM LN PC POOL H09174 FG 03/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL H09207 FG 08/38 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL P50049 FG 08/29 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL P51350 FG 03/36 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FED HM LN PC POOL Q03721 FG 10/41 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FED HM LN PC POOL Q05597 FG 01/42 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FED HM LN PC POOL Q06448 FG 02/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| FED HM LN PC POOL Q23236 FG 11/43 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FED HM LN PC POOL Q23258 FG 11/43 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FED HM LN PC POOL Q24305 FG 01/44 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FED HM LN PC POOL Q25184 FG 03/44 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FED HM LN PC POOL Q28789 FG 08/44 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL Q29279 FG 10/44 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL Q30092 FG 06/40 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FED HM LN PC POOL Q42458 FG 06/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FED HM LN PC POOL Q46361 FG 02/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $995K | – | 0.00 |
| FED HM LN PC POOL Q46455 FG 03/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL Q46777 FG 03/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| FED HM LN PC POOL Q46794 FG 03/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $767K | – | 0.00 |
| FED HM LN PC POOL Q47088 FG 03/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| FED HM LN PC POOL Q47956 FG 05/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL Q50032 FG 08/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FED HM LN PC POOL Q50249 FG 08/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL Q51328 FG 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL Q52473 FG 12/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FED HM LN PC POOL Q55429 FG 04/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FED HM LN PC POOL Q55997 FG 05/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FED HM LN PC POOL QA2045 FR 08/49 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $928K | – | 0.00 |
| FED HM LN PC POOL QA2955 FR 09/49 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QA8274 FR 03/50 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FED HM LN PC POOL QA9929 FR 06/50 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $651K | – | 0.00 |
| FED HM LN PC POOL QB3375 FR 09/50 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL QC0484 FR 04/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL QC4071 FR 07/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $816K | – | 0.00 |
| FED HM LN PC POOL QC4415 FR 07/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $778K | – | 0.00 |
| FED HM LN PC POOL QC5962 FR 08/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FED HM LN PC POOL QC6456 FR 09/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QC7486 FR 09/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FED HM LN PC POOL QC7504 FR 09/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QD8103 FR 03/52 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FED HM LN PC POOL QD8105 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QD8395 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FED HM LN PC POOL QD8408 FR 03/52 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL QD8806 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $426K | – | 0.00 |
| FED HM LN PC POOL QD8817 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $521K | – | 0.00 |
| FED HM LN PC POOL QD8832 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FED HM LN PC POOL QD9155 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FED HM LN PC POOL QD9327 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| FED HM LN PC POOL QD9717 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $550K | – | 0.00 |
| FED HM LN PC POOL QE0001 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FED HM LN PC POOL QE0616 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QE0959 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FED HM LN PC POOL QE1248 FR 05/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $875K | – | 0.00 |
| FED HM LN PC POOL QE1796 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FED HM LN PC POOL QE2221 FR 05/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL QE3828 FR 06/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| FED HM LN PC POOL QE5132 FR 07/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL QE5203 FR 06/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QE6052 FR 07/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL QE7224 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL QE7272 FR 07/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QE7273 FR 08/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $953K | – | 0.00 |
| FED HM LN PC POOL QE7680 FR 07/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QE7891 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $897K | – | 0.00 |
| FED HM LN PC POOL QE7951 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $471K | – | 0.00 |
| FED HM LN PC POOL QE8999 FR 08/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QE9368 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $853K | – | 0.00 |
| FED HM LN PC POOL QE9529 FR 09/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $466K | – | 0.00 |
| FED HM LN PC POOL QE9564 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FED HM LN PC POOL QE9573 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FED HM LN PC POOL QE9613 FR 09/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| FED HM LN PC POOL QE9621 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL QE9625 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| FED HM LN PC POOL QF0109 FR 09/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FED HM LN PC POOL QF0671 FR 09/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QF0981 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| FED HM LN PC POOL QF1212 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| FED HM LN PC POOL QF1395 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| FED HM LN PC POOL QF1464 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.04 |
| FED HM LN PC POOL QF1489 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| FED HM LN PC POOL QF1560 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $511K | – | 0.00 |
| FED HM LN PC POOL QF1574 FR 10/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QF1742 FR 09/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FED HM LN PC POOL QF1862 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FED HM LN PC POOL QF1988 FR 10/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QF2136 FR 10/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QF2182 FR 10/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FED HM LN PC POOL QF2221 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FED HM LN PC POOL QF2890 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FED HM LN PC POOL QF3165 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FED HM LN PC POOL QF3167 FR 11/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FED HM LN PC POOL QF3224 FR 10/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FED HM LN PC POOL QF3364 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57M | – | 0.11 |
| FED HM LN PC POOL QF3907 FR 11/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FED HM LN PC POOL QF4190 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $413K | – | 0.00 |
| FED HM LN PC POOL QF5251 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FED HM LN PC POOL QF5898 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FED HM LN PC POOL QF6127 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FED HM LN PC POOL QF6139 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| FED HM LN PC POOL QF7048 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FED HM LN PC POOL QF7073 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FED HM LN PC POOL QF7451 FR 02/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $680K | – | 0.00 |
| FED HM LN PC POOL QF7483 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL QF7557 FR 02/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| FED HM LN PC POOL QF7774 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FED HM LN PC POOL QF8267 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FED HM LN PC POOL QF8301 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| FED HM LN PC POOL QF8552 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FED HM LN PC POOL QF9526 FR 03/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QF9611 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FED HM LN PC POOL QF9944 FR 03/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $374K | – | 0.00 |
| FED HM LN PC POOL QG0088 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FED HM LN PC POOL QG0442 FR 03/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QG0598 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QG0809 FR 04/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| FED HM LN PC POOL QG1074 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FED HM LN PC POOL QG1381 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QG1386 FR 04/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FED HM LN PC POOL QG1387 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FED HM LN PC POOL QG1836 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FED HM LN PC POOL QG2197 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| FED HM LN PC POOL QG2242 FR 04/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL QG2650 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FED HM LN PC POOL QG2926 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QG3235 FR 04/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QG3358 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL QG3596 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL QG3948 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FED HM LN PC POOL QG3950 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $701K | – | 0.00 |
| FED HM LN PC POOL QG3999 FR 06/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FED HM LN PC POOL QG4158 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL QG4214 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL QG4791 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL QG5126 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QG5482 FR 06/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FED HM LN PC POOL QG5623 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QG5830 FR 07/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FED HM LN PC POOL QG5960 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QG6165 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FED HM LN PC POOL QG6218 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $778K | – | 0.00 |
| FED HM LN PC POOL QG6222 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL QG6242 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FED HM LN PC POOL QG6246 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FED HM LN PC POOL QG6305 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31M | – | 0.06 |
| FED HM LN PC POOL QG6429 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QG6558 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL QG6639 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $948K | – | 0.00 |
| FED HM LN PC POOL QG6788 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FED HM LN PC POOL QG7078 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FED HM LN PC POOL QG7551 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QG7630 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $979K | – | 0.00 |
| FED HM LN PC POOL QG7959 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $970K | – | 0.00 |
| FED HM LN PC POOL QG8243 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QG8401 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QG8413 FR 08/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| FED HM LN PC POOL QG9525 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FED HM LN PC POOL QG9541 FR 08/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| FED HM LN PC POOL QH0398 FR 09/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL QH0440 FR 09/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QH0855 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $978K | – | 0.00 |
| FED HM LN PC POOL QH0856 FR 09/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| FED HM LN PC POOL QH1062 FR 09/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FED HM LN PC POOL QH1065 FR 09/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FED HM LN PC POOL QH1172 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QH1220 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FED HM LN PC POOL QH1309 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| FED HM LN PC POOL QH2176 FR 10/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL QH2235 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $901K | – | 0.00 |
| FED HM LN PC POOL QH2482 FR 10/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL QH3800 FR 11/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $803K | – | 0.00 |
| FED HM LN PC POOL QH4289 FR 11/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FED HM LN PC POOL QH4481 FR 10/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FED HM LN PC POOL QH7815 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $990K | – | 0.00 |
| FED HM LN PC POOL QH9775 FR 02/54 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FED HM LN PC POOL QK0114 FR 11/39 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FED HM LN PC POOL RA6808 FR 02/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL RA6989 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL RA7041 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71M | – | 0.14 |
| FED HM LN PC POOL RA7130 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 0.06 |
| FED HM LN PC POOL RA7374 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL RA7589 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FED HM LN PC POOL RA7617 FR 07/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| FED HM LN PC POOL RA7724 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $748K | – | 0.00 |
| FED HM LN PC POOL RA9057 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116M | – | 0.23 |
| FED HM LN PC POOL RA9307 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL RA9799 FR 09/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FED HM LN PC POOL RB5001 FR 07/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FED HM LN PC POOL RB5009 FR 08/39 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FED HM LN PC POOL RB5011 FR 10/39 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FED HM LN PC POOL RB5015 FR 09/39 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL RB5022 FR 11/39 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FED HM LN PC POOL RB5027 FR 01/40 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL RB5033 FR 02/40 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL RB5038 FR 03/40 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FED HM LN PC POOL RB5050 FR 05/40 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL RC1907 FR 02/36 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FED HM LN PC POOL RJ0052 FR 10/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL SA0005 FR 03/28 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101.61 | – | 0.00 |
| FED HM LN PC POOL SB0019 FR 06/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL SB0031 FR 10/27 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $689K | – | 0.00 |
| FED HM LN PC POOL SB0355 FR 06/35 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FED HM LN PC POOL SB0590 FR 08/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FED HM LN PC POOL SB8003 FR 08/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FED HM LN PC POOL SB8007 FR 09/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL SB8033 FR 02/35 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $680K | – | 0.00 |
| FED HM LN PC POOL SB8042 FR 04/35 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FED HM LN PC POOL SD0761 FR 11/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $808K | – | 0.00 |
| FED HM LN PC POOL SD0883 FR 02/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL SD0935 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FED HM LN PC POOL SD1122 FR 06/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL SD2064 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL SD2079 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL SD2524 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.03 |
| FED HM LN PC POOL SD3195 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| FED HM LN PC POOL SD3275 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FED HM LN PC POOL SD8152 FR 06/51 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| FED HM LN PC POOL SD8190 FR 01/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL SD8195 FR 02/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL SD8201 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FED HM LN PC POOL SD8206 FR 04/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80M | – | 0.16 |
| FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FED HM LN PC POOL SD8256 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103M | – | 0.20 |
| FED HM LN PC POOL SD8257 FR 10/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35M | – | 0.07 |
| FED HM LN PC POOL SD8261 FR 09/52 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| FED HM LN PC POOL SD8274 FR 12/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED HM LN PC POOL SD8275 FR 12/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62M | – | 0.12 |
| FED HM LN PC POOL SD8279 FR 11/52 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FED HM LN PC POOL SD8286 FR 01/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108M | – | 0.21 |
| FED HM LN PC POOL SD8287 FR 01/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61M | – | 0.12 |
| FED HM LN PC POOL SD8289 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108M | – | 0.21 |
| FED HM LN PC POOL SD8297 FR 02/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64M | – | 0.13 |
| FED HM LN PC POOL SD8298 FR 02/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83M | – | 0.16 |
| FED HM LN PC POOL SD8300 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| FED HM LN PC POOL SD8306 FR 03/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32M | – | 0.06 |
| FED HM LN PC POOL SD8314 FR 04/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65M | – | 0.13 |
| FED HM LN PC POOL SD8316 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30M | – | 0.06 |
| FED HM LN PC POOL SD8322 FR 05/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90M | – | 0.18 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35M | – | 0.07 |
| FED HM LN PC POOL SD8325 FR 05/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| FED HM LN PC POOL SD8328 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109M | – | 0.21 |
| FED HM LN PC POOL SD8340 FR 07/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FED HM LN PC POOL SD8342 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FED HM LN PC POOL SD8343 FR 07/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| FED HM LN PC POOL SD8347 FR 08/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119M | – | 0.23 |
| FED HM LN PC POOL SD8349 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $825K | – | 0.00 |
| FED HM LN PC POOL SD8350 FR 08/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45M | – | 0.09 |
| FED HM LN PC POOL SD8360 FR 09/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37M | – | 0.07 |
| FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FED HM LN PC POOL SD8367 FR 10/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| FED HM LN PC POOL SD8372 FR 11/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216M | – | 0.42 |
| FED HM LN PC POOL SD8373 FR 11/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FED HM LN PC POOL SD8383 FR 12/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FED HM LN PC POOL SD8384 FR 12/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 0.09 |
| FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74M | – | 0.14 |
| FED HM LN PC POOL SD8396 FR 01/54 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 0.09 |
| FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL SD8401 FR 02/54 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL SD8422 FR 04/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45M | – | 0.09 |
| FED HM LN PC POOL U40194 FG 03/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL U79040 FG 07/29 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FED HM LN PC POOL U91254 FG 04/43 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FED HM LN PC POOL U99114 FG 02/44 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FED HM LN PC POOL V80642 FG 11/43 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FED HM LN PC POOL W30008 FG 05/25 FIXED 7.645 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $731K | – | 0.00 |
| FED HM LN PC POOL ZA2468 FR 08/37 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| FED HM LN PC POOL ZA2501 FR 04/38 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL ZA2623 FR 05/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FED HM LN PC POOL ZA2624 FR 05/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FED HM LN PC POOL ZA2637 FR 06/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FED HM LN PC POOL ZA2638 FR 06/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FED HM LN PC POOL ZA2653 FR 08/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL ZA2657 FR 09/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FED HM LN PC POOL ZA2710 FR 04/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FED HM LN PC POOL ZA5451 FR 05/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $547K | – | 0.00 |
| FED HM LN PC POOL ZA6402 FR 03/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $690K | – | 0.00 |
| FED HM LN PC POOL ZA6859 FR 05/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FED HM LN PC POOL ZA7078 FR 06/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FED HM LN PC POOL ZA7080 FR 06/39 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FED HM LN PC POOL ZI5482 FR 10/32 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL ZK2622 FR 10/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FED HM LN PC POOL ZK2641 FR 10/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FED HM LN PC POOL ZK2700 FR 11/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FED HM LN PC POOL ZK2723 FR 11/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FED HM LN PC POOL ZK2724 FR 11/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL ZK2767 FR 12/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FED HM LN PC POOL ZK2785 FR 12/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL ZK2799 FR 12/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FED HM LN PC POOL ZK2801 FR 01/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL ZK2805 FR 12/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $517.31 | – | 0.00 |
| FED HM LN PC POOL ZK2807 FR 12/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FED HM LN PC POOL ZK2808 FR 12/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| FED HM LN PC POOL ZK2813 FR 12/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FED HM LN PC POOL ZK2839 FR 12/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL ZK2911 FR 01/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FED HM LN PC POOL ZK2912 FR 01/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FED HM LN PC POOL ZK2981 FR 02/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FED HM LN PC POOL ZK2983 FR 02/26 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $516.77 | – | 0.00 |
| FED HM LN PC POOL ZK3030 FR 03/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FED HM LN PC POOL ZK3049 FR 03/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FED HM LN PC POOL ZK3059 FR 03/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL ZK3101 FR 03/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FED HM LN PC POOL ZK3162 FR 04/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FED HM LN PC POOL ZK3320 FR 06/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL ZK3361 FR 07/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL ZK3402 FR 07/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FED HM LN PC POOL ZK3461 FR 08/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZK3471 FR 08/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FED HM LN PC POOL ZK3501 FR 09/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FED HM LN PC POOL ZK3503 FR 09/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FED HM LN PC POOL ZK3541 FR 09/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZK3544 FR 09/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FED HM LN PC POOL ZK3616 FR 10/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FED HM LN PC POOL ZK3619 FR 10/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| FED HM LN PC POOL ZK3704 FR 11/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| FED HM LN PC POOL ZK4118 FR 05/27 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL ZK4375 FR 08/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FED HM LN PC POOL ZK5983 FR 09/28 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FED HM LN PC POOL ZK6024 FR 09/28 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FED HM LN PC POOL ZK6213 FR 11/28 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL ZK6914 FR 04/29 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FED HM LN PC POOL ZK8746 FR 05/32 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| FED HM LN PC POOL ZM2479 FR 01/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FED HM LN PC POOL ZM4372 FR 10/47 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FED HM LN PC POOL ZM5332 FR 01/48 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FED HM LN PC POOL ZM8819 FR 09/48 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| FED HM LN PC POOL ZN2513 FR 01/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| FED HM LN PC POOL ZN3121 FR 02/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FED HM LN PC POOL ZN6440 FR 05/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL ZS3951 FR 04/35 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FED HM LN PC POOL ZS4017 FR 09/27 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL ZS4714 FR 04/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FED HM LN PC POOL ZS4718 FR 05/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FED HM LN PC POOL ZS4746 FR 12/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FED HM LN PC POOL ZS4771 FR 06/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FED HM LN PC POOL ZS6154 FR 11/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL ZS6255 FR 05/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FED HM LN PC POOL ZS6483 FR 10/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FED HM LN PC POOL ZS6518 FR 10/25 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL ZS6534 FR 08/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FED HM LN PC POOL ZS6704 FR 04/28 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FED HM LN PC POOL ZS6743 FR 09/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FED HM LN PC POOL ZS6769 FR 10/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FED HM LN PC POOL ZS6861 FR 01/29 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FED HM LN PC POOL ZS6883 FR 12/28 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FED HM LN PC POOL ZS6957 FR 10/28 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FED HM LN PC POOL ZS7011 FR 08/29 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FED HM LN PC POOL ZS7056 FR 12/29 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FED HM LN PC POOL ZS7081 FR 01/30 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FED HM LN PC POOL ZS7106 FR 02/30 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL ZS7122 FR 08/27 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL ZS7136 FR 02/30 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FED HM LN PC POOL ZS7386 FR 12/30 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FED HM LN PC POOL ZS7442 FR 03/26 FIXED 2 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL ZS7613 FR 07/30 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FED HM LN PC POOL ZS7695 FR 01/27 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FED HM LN PC POOL ZS7926 FR 08/32 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FED HM LN PC POOL ZS7974 FR 09/32 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| FED HM LN PC POOL ZS8412 FR 09/25 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL ZS8423 FR 03/26 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL ZS8448 FR 11/26 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL ZS8518 FR 02/29 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FED HM LN PC POOL ZS8545 FR 11/29 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| FED HM LN PC POOL ZS8647 FR 02/32 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FED HM LN PC POOL ZS8652 FR 04/32 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FED HM LN PC POOL ZS8658 FR 06/32 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FED HM LN PC POOL ZS8666 FR 08/32 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FED HM LN PC POOL ZS8701 FR 06/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FED HM LN PC POOL ZS8705 FR 07/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| FED HM LN PC POOL ZS8711 FR 08/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $413K | – | 0.00 |
| FED HM LN PC POOL ZS8716 FR 09/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FED HM LN PC POOL ZS9972 FR 03/42 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FED HM LN PC POOL ZT0717 FR 10/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $725K | – | 0.00 |
| FED HM LN PC POOL ZT1345 FR 11/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FED HM LN PC POOL ZT1566 FR 12/33 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FED HM LN PC POOL ZT1610 FR 01/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FED HM LN PC POOL ZT1732 FR 02/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FED HM LN PC POOL ZT1799 FR 03/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FED HM LN PC POOL ZT1872 FR 04/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| FED HM LN PC POOL ZT2021 FR 05/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| FED HM LN PC POOL ZT2092 FR 06/34 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125 (BRAZIL GOVT) | Long | Debt | BR | $15M | – | 0.03 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 05/54 7.125 (BRAZIL GOVT) | Long | Debt | BR | $54M | – | 0.11 |
| FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046 (FELLS POINT FUNDING TRUST) | Long | Debt | US | $8M | – | 0.02 |
| FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25 | Long | Debt | GB | $4M | – | 0.01 |
| FHLMC GNMA FHG 56 Z (FHLMC-GNMA-56) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FHLMC GNMA FHG 62 Z (FHG-62-B) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG01 A10 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG01 A7 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG01) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FHLMC STRUCTURED PASS THROUGH FSPC E3 A (FHLMC STRUCTURED P/T SECURITIES E3) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 11 A8 (FREDDIE MAC STRUCTURED P/T CERT T-11) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1 (FHLMC STRUCTURED PASS THRU SEC T-32) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 42 A4 (FHLMC STRUCTURED PASS THRU SEC T-42) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 54 2A (FHLMC STRUCTURED PASS THRU SEC T-54) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 56 3AF (FHLMC STRUCTURED PASS THRU SEC T-56) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1 (FHLMC STRUCTURED PASS THRU SEC T-57) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1 (FHLMC STRUCTURED PASS THRU SEC T-59) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A2 (FHLMC STRUCTURED PASS THRU SEC T-59) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $596K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 66 2A1 (FHLMC STRUCTURED PASS THROUGH SECURITIES T-66) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 8 A8 (FHLMC STRUCTURED P/T SECURITIES -T-8) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FIDELITY NATL FINANCIAL COMPANY GUAR 03/31 2.45 (FIDELITY NATIONAL FINANCIAL INC) | Long | Debt | US | $4M | – | 0.01 |
| FIDELITY NATL FINANCIAL SR UNSECURED 06/30 3.4 (FIDELITY NATIONAL FINANCIAL INC) | Long | Debt | US | $2M | – | 0.00 |
| FIDELITY NATL INFO SERV SR UNSECURED 03/26 1.15 (FIDELITY NATIONAL INFORMATION SERVICES INC) | Long | Debt | US | $4M | – | 0.01 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 1 A2 (FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A3 (FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M2 (FINANCE AMERICA MTGE LOAN TRUST 2004-2) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FIRST AMERICAN FINANCIAL SR UNSECURED 05/30 4 (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Debt | US | $7M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF11 M4 (FIRST FRANKLIN MTG LOAN 2004-FF11) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF8 M3 (FIRST FRANKLIN MTG LN ASSET CERT2004-FF8) | Long | ABS-mortgage backed security | US | $592K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF11 2A4 (FIRST FRANKLIN MTG LOAN ABS 2006-FF11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A2D (FIRST FRANKLIN MTG LOAN ABS 2006-FF13) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A6 (FIRST FRANKLIN MTG LOAN 2006-FF14) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 (FIRST FRANKLIN MTG LOAN 2006-FF5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA2 2A1 (FIRST HORIZON ALT MTGE SEC 2004-AA2) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA1 1A1 (FIRST HORIZON ALT MTGE SEC 2005-AA1) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA6 3A1 (FIRST HORIZON ALT MTG SEC 2005-AA6) | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A8 (FIRST HORIZON ALT MTG SEC 2006-FA8) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 RE1 A1 (FIRST HORIZON ALT MTG SEC 2006-RE1) | Long | ABS-mortgage backed security | US | $671K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2007 FA4 1A8 (FIRST HORIZON ALTER MTGE SEC 2007-FA4) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2004 FL1 1A1 (FIRST HORIZON MTGE PASS-THRU TR 2004-FL1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR3) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR4 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR4 4A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR4) | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR5 4A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR5) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2006 AR3 3A1 (FIRST HORIZON MTGE PT TR 2006-AR3) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2006 AR4 1A2 (FIRST HORIZON MTGE PT TR 2006-AR4) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 1A1 (FIRST HORIZON MTGE PT TR 2007-AR3) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FIRST INVESTORS AUTO OWNER TRU FIAOT 2023 1A A 144A (FIRST INVESTORS AUTO OWNER TRUST 2023-1A) | Long | ABS-other | US | $7M | – | 0.01 |
| FIRST NATIONWIDE TRUST FNT 2001 3 1A1 (FIRST NATIONWIDE TRUST 2001-3) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FIRST NLC TRUST FNLC 2005 1 A (FIRST NLC TRUST 2005-1) | Long | ABS-mortgage backed security | US | $832K | – | 0.00 |
| FIRST NLC TRUST FNLC 2007 1 A2 144A (FIRST NLC TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FIRST NLC TRUST FNLC 2007 1 A4 144A (FIRST NLC TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FIRSTENERGY CORP SR UNSECURED 01/26 1.6 | Long | Debt | US | $5M | – | 0.01 |
| FIRSTENERGY CORP SR UNSECURED 07/27 4.15 | Long | Debt | US | $2M | – | 0.00 |
| FIRSTENERGY CORP SR UNSECURED 09/30 2.25 | Long | Debt | US | $10M | – | 0.02 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 01/29 4.3 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.00 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 03/28 3.25 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $562K | – | 0.00 |
| FISERV INC SR UNSECURED 03/27 5.15 | Long | Debt | US | $22M | – | 0.04 |
| FISERV INC SR UNSECURED 03/34 5.45 | Long | Debt | US | $3M | – | 0.01 |
| FISERV INC SR UNSECURED 06/30 2.65 | Long | Debt | US | $41M | – | 0.08 |
| FISH POND RE LTD UNSECURED 144A 01/27 VAR | Long | Debt | KY | $1M | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $8M | – | 0.02 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2022 2 A3 144A (FLAGSHIP CREDIT AUTO TRUST 2022-2) | Long | ABS-other | US | $9M | – | 0.02 |
| FLEX LTD SR UNSECURED 05/30 4.875 (FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)) | Long | Debt | SG | $26M | – | 0.05 |
| FLORIDA POWER + LIGHT CO 1ST MORTGAGE 12/47 3.7 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $457K | – | 0.00 |
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/34 FIXED 5.526 (FLORIDA HURRICANE CATASTROPHE FD FIN COR) | Long | Debt | US | $5M | – | 0.01 |
| FNMA POOL 060680 FN 02/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $753.4 | – | 0.00 |
| FNMA POOL 070153 FN 08/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 070499 FN 02/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29.18 | – | 0.00 |
| FNMA POOL 190274 FN 10/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18.31 | – | – |
| FNMA POOL 190297 FN 02/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222.97 | – | 0.00 |
| FNMA POOL 190308 FN 09/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168.7 | – | 0.00 |
| FNMA POOL 190314 FN 07/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 190322 FN 04/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 190361 FN 10/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| FNMA POOL 190370 FN 06/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL 190399 FN 11/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL 190405 FN 10/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 238575 FN 03/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 250189 FN 01/25 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38.81 | – | 0.00 |
| FNMA POOL 250255 FN 05/25 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16.45 | – | – |
| FNMA POOL 250330 FN 09/25 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52.91 | – | 0.00 |
| FNMA POOL 250547 FN 03/26 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $254.53 | – | 0.00 |
| FNMA POOL 250641 FN 08/26 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83.02 | – | 0.00 |
| FNMA POOL 250653 FN 08/26 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104.58 | – | 0.00 |
| FNMA POOL 251752 FN 06/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29.43 | – | 0.00 |
| FNMA POOL 252254 FN 02/29 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 252334 FN 02/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $931.97 | – | 0.00 |
| FNMA POOL 252405 FN 03/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $922.71 | – | 0.00 |
| FNMA POOL 252409 FN 03/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 252874 FN 11/29 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 253267 FN 05/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 253348 FN 06/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $299.37 | – | 0.00 |
| FNMA POOL 253397 FN 08/30 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $308.74 | – | 0.00 |
| FNMA POOL 253398 FN 08/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $898.52 | – | 0.00 |
| FNMA POOL 253399 FN 08/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $169.22 | – | 0.00 |
| FNMA POOL 253438 FN 09/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $433.71 | – | 0.00 |
| FNMA POOL 253481 FN 10/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $973.67 | – | 0.00 |
| FNMA POOL 253713 FN 03/31 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 253735 FN 03/31 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 253872 FN 05/31 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 253947 FN 08/31 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 253974 FN 08/31 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 254016 FN 09/31 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $350.25 | – | 0.00 |
| FNMA POOL 254091 FN 12/31 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 254107 FN 11/31 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $689.29 | – | 0.00 |
| FNMA POOL 254198 FN 02/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $745.98 | – | 0.00 |
| FNMA POOL 254262 FN 04/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118.08 | – | 0.00 |
| FNMA POOL 254377 FN 07/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227.48 | – | 0.00 |
| FNMA POOL 254478 FN 10/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $261.81 | – | 0.00 |
| FNMA POOL 254595 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 254638 FN 02/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165.24 | – | 0.00 |
| FNMA POOL 254676 FN 03/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $317.94 | – | 0.00 |
| FNMA POOL 254694 FN 04/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $243.6 | – | 0.00 |
| FNMA POOL 255189 FN 05/34 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 255577 FN 12/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59 | – | 0.00 |
| FNMA POOL 255627 FN 02/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 255667 FN 03/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 255701 FN 04/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 255713 FN 04/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 255741 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 255771 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 255810 FN 08/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 255834 FN 06/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 255844 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL 255873 FN 06/35 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL 255884 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL 255892 FN 09/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL 255894 FN 10/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 255900 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 255912 FN 09/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 255934 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 255935 FN 11/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 255955 FN 10/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 255984 FN 11/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 256023 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 256030 FN 11/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 256045 FN 12/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 256085 FN 12/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $623.07 | – | 0.00 |
| FNMA POOL 256086 FN 12/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 256125 FN 01/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 256169 FN 02/26 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 256461 FN 10/26 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 256464 FN 09/26 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 256639 FN 02/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 256675 FN 04/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 256713 FN 05/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 256750 FN 06/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 256820 FN 07/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 257025 FN 12/27 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $507.18 | – | 0.00 |
| FNMA POOL 257041 FN 01/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL 257101 FN 02/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 257238 FN 06/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 257573 FN 02/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| FNMA POOL 257595 FN 03/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 257713 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 259006 FN 03/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 295790 FN 08/24 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $193.29 | – | 0.00 |
| FNMA POOL 300309 FN 12/24 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95.58 | – | 0.00 |
| FNMA POOL 303022 FN 09/24 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12.84 | – | – |
| FNMA POOL 303062 FN 10/24 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48.25 | – | 0.00 |
| FNMA POOL 303192 FN 03/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96.15 | – | 0.00 |
| FNMA POOL 303339 FN 05/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $899.21 | – | 0.00 |
| FNMA POOL 303959 FN 05/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $139.57 | – | 0.00 |
| FNMA POOL 308499 FN 05/25 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1.68 | – | – |
| FNMA POOL 310129 FN 07/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 310139 FN 11/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FNMA POOL 313182 FN 10/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7.06 | – | – |
| FNMA POOL 313219 FN 11/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59 | – | 0.00 |
| FNMA POOL 313343 FN 02/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 313449 FN 04/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 313454 FN 12/24 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24.57 | – | – |
| FNMA POOL 313721 FN 08/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 313968 FN 12/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL 317821 FN 06/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170.4 | – | 0.00 |
| FNMA POOL 323159 FN 04/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53.73 | – | 0.00 |
| FNMA POOL 323424 FN 12/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121.1 | – | 0.00 |
| FNMA POOL 323465 FN 08/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31.83 | – | 0.00 |
| FNMA POOL 323702 FN 05/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $296.06 | – | 0.00 |
| FNMA POOL 323812 FN 07/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91.91 | – | 0.00 |
| FNMA POOL 323908 FN 09/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $285.65 | – | 0.00 |
| FNMA POOL 323990 FN 10/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $813.62 | – | 0.00 |
| FNMA POOL 323995 FN 10/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 331427 FN 11/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 337708 FN 11/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 338358 FN 11/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221.22 | – | 0.00 |
| FNMA POOL 344482 FN 12/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 347028 FN 06/26 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69.38 | – | 0.00 |
| FNMA POOL 351217 FN 07/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $572.2 | – | 0.00 |
| FNMA POOL 352376 FN 07/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 356318 FN 10/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $611.28 | – | 0.00 |
| FNMA POOL 356339 FN 12/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 357140 FN 07/31 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $415.03 | – | 0.00 |
| FNMA POOL 357628 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 357739 FN 03/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL 357746 FN 04/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $485.64 | – | 0.00 |
| FNMA POOL 357821 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 357829 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $365.88 | – | 0.00 |
| FNMA POOL 357842 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 357843 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 357944 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 357957 FN 09/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL 362969 FN 11/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 366212 FN 12/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 373358 FN 03/27 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $306.55 | – | 0.00 |
| FNMA POOL 390313 FN 06/27 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 394854 FN 05/27 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 398058 FN 12/26 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 399907 FN 08/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 400975 FN 09/27 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 405212 FN 06/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $251.92 | – | 0.00 |
| FNMA POOL 407956 FN 10/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 412543 FN 01/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105.56 | – | 0.00 |
| FNMA POOL 429813 FN 08/25 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 440719 FN 11/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 440744 FN 12/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $639.75 | – | 0.00 |
| FNMA POOL 443096 FN 12/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55.17 | – | 0.00 |
| FNMA POOL 444538 FN 09/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA POOL 444850 FN 11/25 FIXED 9 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 447858 FN 12/28 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51.7 | – | 0.00 |
| FNMA POOL 479210 FN 01/29 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71.27 | – | 0.00 |
| FNMA POOL 481417 FN 01/29 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $841.53 | – | 0.00 |
| FNMA POOL 487447 FN 08/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 489757 FN 04/29 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 505121 FN 07/29 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77.59 | – | 0.00 |
| FNMA POOL 512030 FN 11/29 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 514230 FN 09/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 520031 FN 10/29 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 527278 FN 11/29 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $415.77 | – | 0.00 |
| FNMA POOL 535126 FN 12/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL 535145 FN 02/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL 535148 FN 02/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 535281 FN 04/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL 535332 FN 04/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 535342 FN 05/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5.41 | – | – |
| FNMA POOL 535415 FN 05/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $985.86 | – | 0.00 |
| FNMA POOL 535441 FN 03/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19.48 | – | – |
| FNMA POOL 535488 FN 09/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 535533 FN 10/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL 535909 FN 05/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $551.19 | – | 0.00 |
| FNMA POOL 535922 FN 03/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 540913 FN 06/31 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150.69 | – | 0.00 |
| FNMA POOL 542100 FN 05/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75.8 | – | 0.00 |
| FNMA POOL 543271 FN 07/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $667.46 | – | 0.00 |
| FNMA POOL 543432 FN 06/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 544260 FN 08/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 544444 FN 09/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $257.52 | – | 0.00 |
| FNMA POOL 544860 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 544861 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 545191 FN 09/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $508.85 | – | 0.00 |
| FNMA POOL 545382 FN 11/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $550.09 | – | 0.00 |
| FNMA POOL 545993 FN 11/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 549604 FN 08/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98.6 | – | 0.00 |
| FNMA POOL 553163 FN 09/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $568.19 | – | 0.00 |
| FNMA POOL 554866 FN 11/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 555051 FN 11/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 555080 FN 11/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160.26 | – | 0.00 |
| FNMA POOL 555281 FN 03/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 555285 FN 03/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL 555436 FN 05/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 555541 FN 04/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 555570 FN 06/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 555864 FN 09/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $472.67 | – | 0.00 |
| FNMA POOL 555952 FN 11/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 557247 FN 08/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 557449 FN 10/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 559802 FN 09/40 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 559803 FN 09/40 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FNMA POOL 559804 FN 10/40 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 559805 FN 10/40 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL 559806 FN 10/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL 559812 FN 10/40 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 567843 FN 09/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL 569095 FN 03/31 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 575690 FN 11/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 576567 FN 02/31 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| FNMA POOL 581625 FN 06/31 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 589456 FN 07/31 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175.42 | – | 0.00 |
| FNMA POOL 591441 FN 08/31 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 591475 FN 08/31 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 594243 FN 12/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 594652 FN 06/31 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL 594742 FN 07/31 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 595556 FN 05/31 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 596683 FN 10/31 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $455.27 | – | 0.00 |
| FNMA POOL 601856 FN 01/31 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 602153 FN 09/31 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 612197 FN 11/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 615542 FN 11/31 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208.86 | – | 0.00 |
| FNMA POOL 620210 FN 12/31 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $892.08 | – | 0.00 |
| FNMA POOL 622633 FN 06/31 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 622638 FN 03/31 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 625281 FN 02/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114.51 | – | 0.00 |
| FNMA POOL 627292 FN 04/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 639055 FN 05/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 639127 FN 09/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $191.11 | – | 0.00 |
| FNMA POOL 643225 FN 03/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $334.37 | – | 0.00 |
| FNMA POOL 644473 FN 05/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 647903 FN 04/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $799.67 | – | 0.00 |
| FNMA POOL 651267 FN 07/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 653819 FN 02/33 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187.6 | – | 0.00 |
| FNMA POOL 654789 FN 08/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $202 | – | 0.00 |
| FNMA POOL 654952 FN 07/42 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $639K | – | 0.00 |
| FNMA POOL 655819 FN 08/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 656423 FN 08/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $476.2 | – | 0.00 |
| FNMA POOL 658732 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 658744 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 660670 FN 09/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 660991 FN 07/32 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $255.49 | – | 0.00 |
| FNMA POOL 665612 FN 06/30 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 673596 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7.95 | – | – |
| FNMA POOL 676699 FN 12/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 677431 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 678879 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 679708 FN 09/41 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL 684026 FN 02/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL 684199 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41.71 | – | 0.00 |
| FNMA POOL 684200 FN 01/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $619.17 | – | 0.00 |
| FNMA POOL 684459 FN 03/26 FIXED 9.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $634.54 | – | 0.00 |
| FNMA POOL 685321 FN 02/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 687284 FN 02/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $505.43 | – | 0.00 |
| FNMA POOL 687712 FN 02/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 688233 FN 02/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $427.14 | – | 0.00 |
| FNMA POOL 688772 FN 03/33 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 691218 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNMA POOL 694376 FN 03/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 695403 FN 06/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNMA POOL 696385 FN 03/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 702901 FN 05/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 702902 FN 05/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 704454 FN 05/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 711504 FN 05/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 721044 FN 06/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 723258 FN 07/32 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $966.1 | – | 0.00 |
| FNMA POOL 724254 FN 08/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 725057 FN 01/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL 725187 FN 07/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $596.18 | – | 0.00 |
| FNMA POOL 725690 FN 08/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 725704 FN 08/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 725975 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $787K | – | 0.00 |
| FNMA POOL 725979 FN 03/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $354K | – | 0.00 |
| FNMA POOL 726912 FN 08/33 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 726951 FN 08/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 728868 FN 07/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA POOL 729296 FN 07/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 730553 FN 08/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL 730669 FN 08/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 730727 FN 08/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $434.53 | – | 0.00 |
| FNMA POOL 732218 FN 06/43 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $921K | – | 0.00 |
| FNMA POOL 735060 FN 11/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $315.62 | – | 0.00 |
| FNMA POOL 735061 FN 11/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 735207 FN 04/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 735228 FN 02/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 735269 FN 02/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 735313 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNMA POOL 735341 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 735348 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| FNMA POOL 735362 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 735457 FN 04/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 735501 FN 05/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 735503 FN 04/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $289.26 | – | 0.00 |
| FNMA POOL 735504 FN 04/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 735580 FN 06/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 735649 FN 12/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 735653 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 735654 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 735718 FN 07/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $736.33 | – | 0.00 |
| FNMA POOL 735883 FN 03/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL 735896 FN 09/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL 735929 FN 08/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL 735943 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| FNMA POOL 735961 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 735962 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA POOL 736069 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 736997 FN 11/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 737999 FN 09/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 742918 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 743877 FN 11/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA POOL 744521 FN 09/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 745000 FN 10/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA POOL 745174 FN 12/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| FNMA POOL 745246 FN 02/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 745281 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL 745290 FN 02/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 745327 FN 03/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 745418 FN 04/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 745423 FN 04/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 745480 FN 04/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63.81 | – | 0.00 |
| FNMA POOL 745564 FN 02/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FNMA POOL 745640 FN 06/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $600.62 | – | 0.00 |
| FNMA POOL 745729 FN 08/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA POOL 745822 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNMA POOL 745849 FN 04/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 745937 FN 09/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 747536 FN 11/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 750546 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 753514 FN 11/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 753994 FN 12/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 754031 FN 12/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA POOL 754203 FN 12/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL 754218 FN 12/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 754784 FN 04/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 755702 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 756142 FN 01/30 FIXED 7.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39.48 | – | 0.00 |
| FNMA POOL 756143 FN 07/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 756236 FN 01/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $981.11 | – | 0.00 |
| FNMA POOL 756241 FN 01/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 756459 FN 10/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 758900 FN 12/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA POOL 761825 FN 08/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 762043 FN 12/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $629.14 | – | 0.00 |
| FNMA POOL 763689 FN 01/34 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 764693 FN 08/28 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 766027 FN 02/34 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 766366 FN 02/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 766605 FN 03/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 767043 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 767726 FN 11/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 770439 FN 04/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 770846 FN 04/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177.26 | – | 0.00 |
| FNMA POOL 771019 FN 04/34 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL 772255 FN 11/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $724.22 | – | 0.00 |
| FNMA POOL 773385 FN 05/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 774991 FN 05/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 775075 FN 05/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 775452 FN 05/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 775852 FN 03/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA POOL 776486 FN 03/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 776488 FN 03/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FNMA POOL 777737 FN 05/34 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 778961 FN 06/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $565.26 | – | 0.00 |
| FNMA POOL 781290 FN 06/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 781603 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $242.17 | – | 0.00 |
| FNMA POOL 782423 FN 07/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FNMA POOL 783338 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 783355 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 783357 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 783619 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $723K | – | 0.00 |
| FNMA POOL 786202 FN 07/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 789606 FN 08/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL 791369 FN 09/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 793816 FN 08/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 794887 FN 10/34 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 795134 FN 10/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL 796183 FN 11/34 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 796272 FN 12/34 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 796823 FN 09/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 797393 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 797544 FN 04/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 797649 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $737.46 | – | 0.00 |
| FNMA POOL 797873 FN 02/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 799903 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL 800071 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 800158 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 800171 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 802380 FN 12/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 802467 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA POOL 802648 FN 10/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL 802714 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL 803338 FN 09/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL 803597 FN 10/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA POOL 804137 FN 11/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 804437 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA POOL 804565 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $528K | – | 0.00 |
| FNMA POOL 804641 FN 12/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 804701 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| FNMA POOL 804762 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL 804850 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 804965 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 805530 FN 11/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL 805594 FN 10/34 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL 806541 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA POOL 807392 FN 10/31 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $489.73 | – | 0.00 |
| FNMA POOL 807963 FN 01/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 809324 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 809492 FN 02/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL 809591 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL 810426 FN 03/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $451.87 | – | 0.00 |
| FNMA POOL 811801 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 811860 FN 03/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 811937 FN 04/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| FNMA POOL 813586 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 813596 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| FNMA POOL 813599 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL 813629 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA POOL 813630 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA POOL 814035 FN 02/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 814577 FN 04/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 815195 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 815502 FN 03/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 815745 FN 02/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 815799 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 815859 FN 02/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL 816338 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA POOL 816594 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA POOL 816738 FN 01/30 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL 817452 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 817468 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FNMA POOL 817547 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 817767 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 817777 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 818063 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 819277 FN 07/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 820058 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 820207 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 820348 FN 09/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 820401 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 820650 FN 04/25 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 821068 FN 03/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 821213 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 821348 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 821365 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 821433 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 821584 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 821638 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 821677 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $341.85 | – | 0.00 |
| FNMA POOL 821936 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL 822475 FN 05/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 822494 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 822816 FN 04/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 823358 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA POOL 823576 FN 08/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $860.01 | – | 0.00 |
| FNMA POOL 823688 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL 824324 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 824337 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL 824721 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FNMA POOL 825405 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 826082 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 826128 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL 826289 FN 09/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 826486 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 826818 FN 08/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $919.38 | – | 0.00 |
| FNMA POOL 827582 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL 828064 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 828105 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 828982 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL 829139 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 829398 FN 11/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 829690 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 829708 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 829873 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 829987 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 830083 FN 07/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL 830188 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 830492 FN 06/35 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL 830681 FN 06/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 830989 FN 08/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $792.16 | – | 0.00 |
| FNMA POOL 831019 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 831149 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA POOL 831215 FN 01/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 831349 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| FNMA POOL 831468 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 831469 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 831540 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $449.51 | – | 0.00 |
| FNMA POOL 831541 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 831547 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $524.28 | – | 0.00 |
| FNMA POOL 831599 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| FNMA POOL 831740 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL 831808 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA POOL 831811 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 831927 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| FNMA POOL 831934 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA POOL 831936 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 832435 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 832741 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 832890 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 833084 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| FNMA POOL 833337 FN 08/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 834381 FN 08/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 835058 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 835509 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL 835746 FN 08/35 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 835817 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 836117 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 836133 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $437.17 | – | 0.00 |
| FNMA POOL 836328 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| FNMA POOL 837016 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| FNMA POOL 837321 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL 837370 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 837925 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| FNMA POOL 838578 FN 10/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 838769 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 838927 FN 08/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL 839057 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 839090 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 839175 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA POOL 839307 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL 840123 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 840220 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 840267 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 840584 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $348K | – | 0.00 |
| FNMA POOL 840883 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 840927 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 841027 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FNMA POOL 841035 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $597K | – | 0.00 |
| FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FNMA POOL 841775 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 841782 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA POOL 842283 FN 09/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 843134 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNMA POOL 843855 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL 843863 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 843968 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 844000 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL 844006 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA POOL 844030 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL 844229 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 844253 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA POOL 844270 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 844435 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 844532 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| FNMA POOL 844552 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 844719 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 844773 FN 12/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 845052 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 845188 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA POOL 845355 FN 01/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 845420 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $893.6 | – | 0.00 |
| FNMA POOL 846229 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA POOL 846399 FN 05/29 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNMA POOL 846597 FN 12/35 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 846704 FN 01/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 846937 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 847032 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA POOL 847892 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $252.69 | – | 0.00 |
| FNMA POOL 847995 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 847996 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 848099 FN 10/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 848223 FN 11/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL 848408 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $746.62 | – | 0.00 |
| FNMA POOL 848562 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 848585 FN 12/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL 848895 FN 01/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 849272 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $689.13 | – | 0.00 |
| FNMA POOL 849972 FN 02/29 FIXED 8 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 850616 FN 02/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA POOL 850655 FN 02/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL 850662 FN 03/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 850761 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 850985 FN 02/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL 852234 FN 12/35 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL 852347 FN 01/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL 852487 FN 12/35 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 852652 FN 03/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 852684 FN 03/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 865115 FN 02/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 865174 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 865959 FN 03/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL 866057 FN 03/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $779.07 | – | 0.00 |
| FNMA POOL 866066 FN 03/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA POOL 866888 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 867556 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $730.03 | – | 0.00 |
| FNMA POOL 867653 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 867746 FN 03/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 868936 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 870025 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 870075 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNMA POOL 870702 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FNMA POOL 870713 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 870747 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 870946 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 870962 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA POOL 870966 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL 871232 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 871309 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA POOL 871976 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $629.44 | – | 0.00 |
| FNMA POOL 872133 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 872277 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221.72 | – | 0.00 |
| FNMA POOL 872489 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $284.6 | – | 0.00 |
| FNMA POOL 877000 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL 878210 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 878337 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL 878476 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 878498 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 878534 FN 02/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 879680 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA POOL 880217 FN 02/36 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA POOL 880330 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 880477 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 880500 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 880913 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA POOL 881829 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 881960 FN 02/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 882040 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 882307 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL 882566 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 882576 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL 883594 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 883947 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 883974 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 884089 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 884823 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 884826 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 884977 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $277.14 | – | 0.00 |
| FNMA POOL 885273 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 885275 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 885283 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 885395 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $588.62 | – | 0.00 |
| FNMA POOL 885404 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 885411 FN 06/36 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 885413 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL 885463 FN 06/36 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 885569 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 885666 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL 885674 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $686.37 | – | 0.00 |
| FNMA POOL 885680 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 885823 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 885865 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 885866 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 886002 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 886112 FN 07/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL 886176 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 886220 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 886278 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL 886364 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 886394 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 886495 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 886628 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 886653 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 886737 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 887271 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA POOL 887378 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 887379 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 887577 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 887598 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 887612 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL 887675 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| FNMA POOL 887676 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 887695 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 888021 FN 12/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 888086 FN 02/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA POOL 888205 FN 02/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 888222 FN 02/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 888276 FN 11/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $501.13 | – | 0.00 |
| FNMA POOL 888292 FN 03/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 888743 FN 01/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL 888757 FN 09/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $585.95 | – | 0.00 |
| FNMA POOL 888912 FN 11/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 888967 FN 12/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 889057 FN 09/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL 889117 FN 10/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 889299 FN 04/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $913.46 | – | 0.00 |
| FNMA POOL 889365 FN 01/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| FNMA POOL 889380 FN 04/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $922.88 | – | 0.00 |
| FNMA POOL 889441 FN 05/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 889451 FN 05/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $522K | – | 0.00 |
| FNMA POOL 889452 FN 05/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA POOL 889466 FN 05/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA POOL 889506 FN 03/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $477.72 | – | 0.00 |
| FNMA POOL 889529 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 889533 FN 06/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $787.28 | – | 0.00 |
| FNMA POOL 889561 FN 06/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA POOL 889576 FN 04/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $921K | – | 0.00 |
| FNMA POOL 889579 FN 05/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL 889588 FN 06/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 889602 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 889643 FN 03/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 889685 FN 07/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL 889719 FN 07/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA POOL 889829 FN 07/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 889955 FN 10/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA POOL 889959 FN 05/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 889982 FN 11/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA POOL 890272 FN 12/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| FNMA POOL 890296 FN 02/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL 890337 FN 01/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3.93 | – | – |
| FNMA POOL 890357 FN 04/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30.68 | – | 0.00 |
| FNMA POOL 890361 FN 07/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA POOL 890395 FN 02/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $749K | – | 0.00 |
| FNMA POOL 890405 FN 01/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 890446 FN 06/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 890502 FN 11/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 890530 FN 02/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 890566 FN 12/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| FNMA POOL 890653 FN 01/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 890870 FN 08/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FNMA POOL 891271 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL 891332 FN 04/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 891439 FN 03/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 891565 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $423.2 | – | 0.00 |
| FNMA POOL 891805 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 892332 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL 892333 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 892697 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA POOL 892758 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 892814 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 892886 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL 892902 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 892918 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 892937 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 892980 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 893143 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $662.97 | – | 0.00 |
| FNMA POOL 893148 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 893318 FN 08/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 893373 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 893451 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 893468 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 893479 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 893589 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA POOL 893805 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 893842 FN 10/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $453.07 | – | 0.00 |
| FNMA POOL 893878 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FNMA POOL 894072 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $260.49 | – | 0.00 |
| FNMA POOL 894624 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 894782 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 894807 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 894843 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 894849 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 894865 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA POOL 894881 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 894912 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL 895005 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 895008 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 895110 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 895136 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 895272 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 895295 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 895304 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL 895652 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FNMA POOL 895740 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $751.29 | – | 0.00 |
| FNMA POOL 896002 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 896006 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 896032 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 896095 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 896247 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 896316 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL 896344 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 896519 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 896541 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 896542 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 896573 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 896824 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 896825 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 896834 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL 897135 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 897160 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 897161 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 897223 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 897253 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL 897472 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 897484 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 897545 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 897736 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FNMA POOL 897984 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 898493 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 898602 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL 898810 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| FNMA POOL 898851 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 899892 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| FNMA POOL 900112 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 900130 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL 900507 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 900511 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 900518 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 900526 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL 900652 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA POOL 900867 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL 900870 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 900883 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL 901006 FN 09/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125.02 | – | 0.00 |
| FNMA POOL 901087 FN 08/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FNMA POOL 901193 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 901361 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 901386 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 901486 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL 901565 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $997.26 | – | 0.00 |
| FNMA POOL 901601 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL 901720 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL 902067 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA POOL 902116 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 902237 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL 902336 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL 902551 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL 902638 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL 902773 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 902784 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 903132 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 903182 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 903247 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 903261 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 903263 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL 903313 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 903530 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 903546 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 903779 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL 903816 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 903877 FN 10/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 904128 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 904453 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 904655 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 904674 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA POOL 904700 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 904749 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 904864 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 905097 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 905116 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $390.68 | – | 0.00 |
| FNMA POOL 905323 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 905334 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 905759 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 905865 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL 906073 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 906078 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $473.52 | – | 0.00 |
| FNMA POOL 906236 FN 01/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 906472 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL 906630 FN 11/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 906874 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 906885 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL 907337 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 907352 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 907385 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 907500 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 908103 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL 908197 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $708.8 | – | 0.00 |
| FNMA POOL 908199 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 908251 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 908259 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL 908666 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 908691 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL 908808 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 908962 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 909092 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $771K | – | 0.00 |
| FNMA POOL 909462 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 909856 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 910067 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 910589 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 910653 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 910689 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 910855 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL 911402 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL 911568 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA POOL 912069 FN 02/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 912276 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 912277 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 912590 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL 913121 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA POOL 914048 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 914458 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $382.65 | – | 0.00 |
| FNMA POOL 914700 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 914868 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $546.11 | – | 0.00 |
| FNMA POOL 914939 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 914984 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| FNMA POOL 915016 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FNMA POOL 915184 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL 915664 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL 915672 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 915876 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL 917021 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 917061 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| FNMA POOL 917554 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 917595 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 917939 FN 05/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 918293 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 918407 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| FNMA POOL 918546 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 918622 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 918653 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 919372 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL 920180 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL 920184 FN 12/36 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL 920310 FN 05/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 920324 FN 06/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 922067 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 922070 FN 02/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 922275 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 922277 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 922278 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 922504 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL 922569 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FNMA POOL 922572 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA POOL 922668 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 922830 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA POOL 922989 FN 12/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 923105 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292.24 | – | 0.00 |
| FNMA POOL 923135 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 923142 FN 04/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 923875 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 923935 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FNMA POOL 925147 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL 928027 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA POOL 928076 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 928141 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA POOL 928205 FN 04/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 928210 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $872.35 | – | 0.00 |
| FNMA POOL 928220 FN 04/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| FNMA POOL 928274 FN 08/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 928401 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 928412 FN 06/37 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| FNMA POOL 928481 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 928482 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA POOL 928561 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| FNMA POOL 928904 FN 12/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA POOL 929311 FN 04/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 929413 FN 05/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $162.16 | – | 0.00 |
| FNMA POOL 929838 FN 08/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA POOL 929839 FN 08/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL 929940 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FNMA POOL 929962 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $783.64 | – | 0.00 |
| FNMA POOL 929963 FN 08/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FNMA POOL 930112 FN 11/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 930678 FN 03/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL 930965 FN 04/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FNMA POOL 931109 FN 05/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL 931439 FN 06/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNMA POOL 931665 FN 07/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 931743 FN 08/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17.65 | – | – |
| FNMA POOL 931802 FN 08/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 931875 FN 09/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71.9 | – | 0.00 |
| FNMA POOL 932198 FN 11/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $596.6 | – | 0.00 |
| FNMA POOL 932561 FN 02/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA POOL 932562 FN 02/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 932639 FN 03/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 932661 FN 03/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20.09 | – | – |
| FNMA POOL 932837 FN 12/25 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 932840 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 932842 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL 932843 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL 933032 FN 10/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 933385 FN 02/38 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 933554 FN 03/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 934281 FN 06/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 934433 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL 934577 FN 10/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 934902 FN 08/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126.26 | – | 0.00 |
| FNMA POOL 935193 FN 06/39 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 935438 FN 01/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20.39 | – | – |
| FNMA POOL 935681 FN 10/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4.7 | – | – |
| FNMA POOL 935741 FN 10/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 936154 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $759.9 | – | 0.00 |
| FNMA POOL 936526 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 937612 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $527.87 | – | 0.00 |
| FNMA POOL 937645 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 937665 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 937666 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 937715 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA POOL 937759 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 937822 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 937937 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 938012 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL 938246 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 938491 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 938578 FN 09/36 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 938805 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL 938838 FN 05/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL 939492 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 940102 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL 940639 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 940642 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 940717 FN 10/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL 940804 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 940878 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL 941341 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 941428 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 941609 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 941910 FN 06/40 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL 942040 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL 942283 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 942320 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL 942351 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FNMA POOL 942569 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $411.49 | – | 0.00 |
| FNMA POOL 942786 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 942867 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA POOL 942869 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 942912 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL 942980 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL 944126 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA POOL 944625 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 946206 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 946272 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL 946310 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 946382 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FNMA POOL 946580 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL 946606 FN 09/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 947087 FN 10/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 947543 FN 10/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL 947893 FN 11/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 948843 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 948914 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 948989 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FNMA POOL 952215 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $838.74 | – | 0.00 |
| FNMA POOL 952633 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA POOL 952931 FN 09/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 953591 FN 01/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 953898 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL 954870 FN 11/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 956517 FN 10/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 959614 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 959879 FN 11/37 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| FNMA POOL 960150 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $689.41 | – | 0.00 |
| FNMA POOL 960223 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 960241 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL 960569 FN 01/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL 961099 FN 04/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 962062 FN 03/38 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $741.8 | – | 0.00 |
| FNMA POOL 962073 FN 03/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 962129 FN 03/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FNMA POOL 962371 FN 03/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL 962491 FN 04/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $266.17 | – | 0.00 |
| FNMA POOL 962538 FN 04/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA POOL 962875 FN 05/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 964072 FN 07/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 965509 FN 12/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL 965682 FN 02/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 965929 FN 12/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 967472 FN 01/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 967503 FN 01/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 970320 FN 02/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 970338 FN 02/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL 970672 FN 11/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL 970807 FN 11/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL 970866 FN 12/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL 972296 FN 02/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 972414 FN 02/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL 972559 FN 03/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL 972607 FN 04/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 973771 FN 03/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 975105 FN 06/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 975601 FN 06/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 975942 FN 11/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL 976172 FN 04/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL 976967 FN 02/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL 977164 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| FNMA POOL 981038 FN 04/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 981444 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 981982 FN 07/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL 983835 FN 10/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 984832 FN 07/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 984992 FN 08/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL 985153 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA POOL 985160 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $431.86 | – | 0.00 |
| FNMA POOL 985499 FN 08/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA POOL 985526 FN 06/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 985558 FN 06/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 985896 FN 08/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $194.35 | – | 0.00 |
| FNMA POOL 986861 FN 08/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL 986946 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 987404 FN 10/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 987819 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 988459 FN 10/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL 990517 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 990543 FN 09/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL 991525 FN 11/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| FNMA POOL 991576 FN 11/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 992144 FN 10/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 992314 FN 10/38 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $728.33 | – | 0.00 |
| FNMA POOL 993926 FN 01/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL 994013 FN 10/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL 994897 FN 09/33 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL 995002 FN 07/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 995011 FN 10/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA POOL 995051 FN 03/37 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL 995069 FN 10/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL 995112 FN 07/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $729.47 | – | 0.00 |
| FNMA POOL 995251 FN 11/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL 995705 FN 01/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL 995883 FN 06/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA POOL 995903 FN 03/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 995938 FN 01/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL AA0893 FN 12/38 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL AA1325 FN 11/32 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL AA1327 FN 01/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AA1641 FN 01/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL AA1647 FN 02/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL AA1730 FN 01/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AA1830 FN 01/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL AA4281 FN 04/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL AA4484 FN 04/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AA4742 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL AA5816 FN 05/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AA6778 FN 08/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47.66 | – | 0.00 |
| FNMA POOL AA6798 FN 10/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40.41 | – | 0.00 |
| FNMA POOL AA8084 FN 06/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AA8172 FN 06/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AA8231 FN 07/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AA8753 FN 06/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL AA9747 FN 07/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $365.59 | – | 0.00 |
| FNMA POOL AA9781 FN 07/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59.07 | – | 0.00 |
| FNMA POOL AB0057 FN 04/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA POOL AB0124 FN 02/33 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AB0194 FN 01/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| FNMA POOL AB0259 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL AB0282 FN 01/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL AB0534 FN 11/38 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AB1064 FN 05/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AB1146 FN 06/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL AB1364 FN 08/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL AB1365 FN 08/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AB1496 FN 09/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA POOL AB1600 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $736K | – | 0.00 |
| FNMA POOL AB1775 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL AB1776 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AB1781 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AB1939 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL AB2054 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| FNMA POOL AB2129 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $571K | – | 0.00 |
| FNMA POOL AB2173 FN 01/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $426K | – | 0.00 |
| FNMA POOL AB2252 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $435K | – | 0.00 |
| FNMA POOL AB2256 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL AB2296 FN 02/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AB2300 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AB2302 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FNMA POOL AB2304 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL AB2333 FN 02/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AB2444 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FNMA POOL AB2446 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $549.89 | – | 0.00 |
| FNMA POOL AB2753 FN 04/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AB2858 FN 01/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AB3084 FN 06/31 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FNMA POOL AB3253 FN 07/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AB3254 FN 07/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AB3355 FN 08/41 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AB3378 FN 08/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL AB3495 FN 09/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AB3674 FN 10/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL AB4815 FN 04/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AB6018 FN 08/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AB8609 FN 03/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AB8897 FN 04/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $510K | – | 0.00 |
| FNMA POOL AB9435 FN 05/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AB9558 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL AB9560 FN 05/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA POOL AB9663 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| FNMA POOL AB9752 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AB9809 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FNMA POOL AC0543 FN 09/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $637.68 | – | 0.00 |
| FNMA POOL AC0715 FN 09/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98.8 | – | 0.00 |
| FNMA POOL AC0756 FN 09/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $487.76 | – | 0.00 |
| FNMA POOL AC0769 FN 09/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AC1465 FN 09/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137.78 | – | 0.00 |
| FNMA POOL AC1529 FN 09/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178.01 | – | 0.00 |
| FNMA POOL AC2861 FN 08/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AC3165 FN 10/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AC3290 FN 10/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AC3561 FN 10/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AC3654 FN 10/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AC3907 FN 12/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AC3991 FN 10/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $562.55 | – | 0.00 |
| FNMA POOL AC4799 FN 10/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137.54 | – | 0.00 |
| FNMA POOL AC4874 FN 11/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AC5066 FN 10/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AC5332 FN 11/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL AC5396 FN 10/39 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL AC5413 FN 10/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AC5445 FN 11/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AC5481 FN 11/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $497.24 | – | 0.00 |
| FNMA POOL AC5504 FN 11/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AC6076 FN 10/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AC6211 FN 11/39 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AC6685 FN 01/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AC7681 FN 12/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AC8540 FN 12/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AC8594 FN 01/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL AC8608 FN 12/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AC8868 FN 12/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AC8938 FN 01/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AC8939 FN 01/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $757.38 | – | 0.00 |
| FNMA POOL AC9339 FN 01/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AC9432 FN 12/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AC9692 FN 02/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $675.12 | – | 0.00 |
| FNMA POOL AD0361 FN 09/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FNMA POOL AD0385 FN 12/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AD0440 FN 10/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AD0527 FN 06/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA POOL AD0577 FN 01/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AD0649 FN 08/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA POOL AD0686 FN 02/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210.89 | – | 0.00 |
| FNMA POOL AD0926 FN 04/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL AD1671 FN 01/40 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| FNMA POOL AD1972 FN 02/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AD2348 FN 02/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $657.8 | – | 0.00 |
| FNMA POOL AD2470 FN 08/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL AD2722 FN 02/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AD3775 FN 03/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AD3815 FN 04/40 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AD3831 FN 04/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AD5093 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $459.17 | – | 0.00 |
| FNMA POOL AD5101 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $601.14 | – | 0.00 |
| FNMA POOL AD5474 FN 05/30 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AD5980 FN 05/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL AD7047 FN 05/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AD7071 FN 06/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AD7712 FN 02/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AD8196 FN 09/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL AD8269 FN 09/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AD8695 FN 06/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AD9144 FN 08/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AD9208 FN 06/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL AD9339 FN 09/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL AD9746 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL AE0103 FN 05/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA POOL AE0154 FN 07/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA POOL AE0349 FN 04/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| FNMA POOL AE0368 FN 12/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $838K | – | 0.00 |
| FNMA POOL AE0392 FN 12/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA POOL AE0408 FN 03/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123.87 | – | 0.00 |
| FNMA POOL AE0415 FN 07/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $559.76 | – | 0.00 |
| FNMA POOL AE0603 FN 05/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL AE0703 FN 12/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AE0710 FN 12/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL AE0720 FN 01/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AE1188 FN 09/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL AE1212 FN 12/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA POOL AE1252 FN 07/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL AE1265 FN 09/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL AE1417 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $424.06 | – | 0.00 |
| FNMA POOL AE1529 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL AE1743 FN 09/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AE1842 FN 08/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL AE2771 FN 08/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AE3066 FN 09/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL AE3069 FN 09/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AE3202 FN 10/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AE3212 FN 11/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $436.77 | – | 0.00 |
| FNMA POOL AE3392 FN 08/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AE4673 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AE4704 FN 09/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AE4718 FN 09/25 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AE4902 FN 09/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $164.11 | – | 0.00 |
| FNMA POOL AE4965 FN 09/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL AE5293 FN 09/39 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AE5487 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AE7095 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AE7236 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $443.95 | – | 0.00 |
| FNMA POOL AE7237 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL AE7597 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| FNMA POOL AE7758 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| FNMA POOL AE7870 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $445.23 | – | 0.00 |
| FNMA POOL AE7919 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AE7929 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AE8048 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AE8226 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL AE8247 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AE8349 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AE8410 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA POOL AE8417 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AE8426 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AE9030 FN 06/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AE9188 FN 11/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AE9697 FN 11/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL AE9741 FN 12/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AE9790 FN 11/40 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL AE9914 FN 12/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AH0414 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH0498 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA POOL AH0921 FN 12/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH0930 FN 12/40 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA POOL AH0969 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AH0981 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $455.5 | – | 0.00 |
| FNMA POOL AH0996 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL AH1055 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AH1183 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH1231 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AH1519 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AH2113 FN 01/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AH2569 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL AH2718 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AH3204 FN 01/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AH3428 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AH3430 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AH3431 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $899K | – | 0.00 |
| FNMA POOL AH3487 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA POOL AH3552 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AH3614 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA POOL AH3784 FN 01/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AH4088 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AH4450 FN 01/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AH4587 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AH4629 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AH4749 FN 01/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AH4907 FN 10/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AH5029 FN 02/41 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL AH5228 FN 01/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AH5604 FN 02/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL AH5613 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AH5614 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AH5616 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL AH6247 FN 04/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL AH6297 FN 05/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AH6500 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL AH6736 FN 02/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AH6772 FN 03/41 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AH6822 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AH6976 FN 11/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AH7039 FN 03/41 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AH7624 FN 06/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL AH9031 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL AH9345 FN 04/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL AH9914 FN 04/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AI0589 FN 05/41 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AI0892 FN 04/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AI2773 FN 05/26 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AI4896 FN 06/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AI5292 FN 01/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AI7594 FN 11/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL AI8442 FN 07/41 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL AI8599 FN 09/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AI9793 FN 08/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL AI9806 FN 08/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AJ1441 FN 09/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AJ1500 FN 10/26 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AJ1992 FN 10/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AJ3177 FN 10/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AJ3179 FN 10/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AJ3897 FN 10/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA POOL AJ4091 FN 10/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL AJ5222 FN 11/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AJ5319 FN 11/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AJ5341 FN 11/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AJ6943 FN 11/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AJ7533 FN 01/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA POOL AJ7610 FN 11/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| FNMA POOL AJ7689 FN 12/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL AJ7807 FN 12/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AJ8147 FN 12/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AJ8216 FN 01/27 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AJ9282 FN 12/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FNMA POOL AJ9360 FN 01/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL AJ9545 FN 01/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL AJ9821 FN 12/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AK0498 FN 01/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AK0798 FN 01/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FNMA POOL AK1500 FN 03/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FNMA POOL AK1743 FN 01/42 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AK3670 FN 12/41 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AK4927 FN 02/32 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL AK5586 FN 04/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL AK6349 FN 03/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA POOL AK6788 FN 03/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AK6972 FN 03/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AK9469 FN 03/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AK9608 FN 05/27 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AL0000 FN 03/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AL0082 FN 10/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA POOL AL0091 FN 07/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AL0238 FN 03/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FNMA POOL AL0443 FN 04/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL AL0474 FN 05/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL AL0484 FN 05/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL AL0520 FN 07/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $509K | – | 0.00 |
| FNMA POOL AL0562 FN 04/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $264.29 | – | 0.00 |
| FNMA POOL AL0573 FN 08/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL AL0586 FN 07/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AL0675 FN 09/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| FNMA POOL AL0774 FN 09/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA POOL AL0787 FN 08/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL AL0802 FN 04/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $302.12 | – | 0.00 |
| FNMA POOL AL0898 FN 02/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNMA POOL AL0914 FN 02/41 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AL0958 FN 10/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $699K | – | 0.00 |
| FNMA POOL AL1005 FN 11/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| FNMA POOL AL1006 FN 09/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FNMA POOL AL1121 FN 12/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| FNMA POOL AL1312 FN 05/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AL1453 FN 01/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA POOL AL1553 FN 04/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29.54 | – | 0.00 |
| FNMA POOL AL1743 FN 09/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AL1746 FN 03/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL AL1799 FN 04/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL AL1839 FN 05/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AL2224 FN 07/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL AL2299 FN 04/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $409K | – | 0.00 |
| FNMA POOL AL2688 FN 10/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $774K | – | 0.00 |
| FNMA POOL AL2877 FN 01/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL AL2940 FN 11/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL AL3039 FN 10/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA POOL AL3063 FN 01/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL AL3191 FN 02/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| FNMA POOL AL3247 FN 02/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AL3470 FN 01/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $168.57 | – | 0.00 |
| FNMA POOL AL3511 FN 03/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AL3615 FN 12/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AL3627 FN 04/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL AL3645 FN 05/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AL3681 FN 10/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA POOL AL3763 FN 05/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AL3764 FN 05/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| FNMA POOL AL3770 FN 02/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AL3938 FN 07/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AL4017 FN 08/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FNMA POOL AL4082 FN 10/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA POOL AL4180 FN 09/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| FNMA POOL AL4190 FN 04/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL AL4192 FN 10/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FNMA POOL AL4195 FN 06/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FNMA POOL AL5213 FN 04/44 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL AL5742 FN 07/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FNMA POOL AL5851 FN 10/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| FNMA POOL AL5931 FN 09/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| FNMA POOL AL6289 FN 02/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| FNMA POOL AL6453 FN 10/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL6715 FN 02/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL AL7205 FN 12/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AL7206 FN 08/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AL7277 FN 07/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| FNMA POOL AL7549 FN 10/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AL7567 FN 07/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL AL7568 FN 03/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL AL7963 FN 12/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FNMA POOL AL8046 FN 01/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL AL8198 FN 02/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA POOL AL8349 FN 04/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| FNMA POOL AL8387 FN 03/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| FNMA POOL AL8511 FN 05/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNMA POOL AL8561 FN 06/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL AL8841 FN 02/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FNMA POOL AL9027 FN 09/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL AL9046 FN 08/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL AL9109 FN 01/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AL9130 FN 04/46 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AL9258 FN 10/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FNMA POOL AL9288 FN 03/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL AL9380 FN 04/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA POOL AL9381 FN 06/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL AL9410 FN 12/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL AL9419 FN 07/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $538K | – | 0.00 |
| FNMA POOL AL9585 FN 01/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL AL9620 FN 10/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AL9983 FN 02/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA POOL AO2816 FN 05/27 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AO4595 FN 06/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $818K | – | 0.00 |
| FNMA POOL AO6757 FN 06/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL AO6792 FN 06/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AO9716 FN 07/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AO9769 FN 08/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AP1114 FN 09/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $215.9 | – | 0.00 |
| FNMA POOL AP2593 FN 08/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL AP3982 FN 09/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL AP4750 FN 08/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AP6060 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| FNMA POOL AP6115 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FNMA POOL AP6681 FN 09/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FNMA POOL AP8746 FN 10/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL AQ1374 FN 11/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AQ3310 FN 11/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL AQ7082 FN 01/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AQ7192 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL AQ8104 FN 05/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL AQ8107 FN 05/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AQ9776 FN 12/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| FNMA POOL AQ9892 FN 02/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $945.26 | – | 0.00 |
| FNMA POOL AQ9970 FN 01/28 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AR0355 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AR0693 FN 12/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL AR2420 FN 01/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| FNMA POOL AR4350 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| FNMA POOL AR4430 FN 03/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL AR5993 FN 03/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AR7400 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AR7441 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FNMA POOL AR7540 FN 03/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AR7568 FN 03/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AR8240 FN 04/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL AR9856 FN 04/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL AS0038 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AS0107 FN 08/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL AS0247 FN 08/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA POOL AS0305 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL AS0317 FN 08/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AS0330 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FNMA POOL AS0379 FN 09/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AS0416 FN 09/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| FNMA POOL AS0517 FN 09/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AS0765 FN 10/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL AS0795 FN 10/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA POOL AS0863 FN 10/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AS1538 FN 01/44 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FNMA POOL AS1560 FN 01/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL AS1867 FN 03/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AS2117 FN 04/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FNMA POOL AS2253 FN 04/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA POOL AS3154 FN 08/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AS3294 FN 09/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL AS3470 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FNMA POOL AS3713 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FNMA POOL AS3757 FN 11/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA POOL AS3869 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL AS3892 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AS4073 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL AS4168 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FNMA POOL AS4169 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AS4209 FN 01/25 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AS4243 FN 11/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $573K | – | 0.00 |
| FNMA POOL AS4301 FN 01/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| FNMA POOL AS4302 FN 01/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $879K | – | 0.00 |
| FNMA POOL AS4515 FN 02/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $401K | – | 0.00 |
| FNMA POOL AS4899 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $833K | – | 0.00 |
| FNMA POOL AS5018 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNMA POOL AS5069 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $639K | – | 0.00 |
| FNMA POOL AS5211 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| FNMA POOL AS5260 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL AS5386 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AS5598 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA POOL AS5599 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AS5600 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AS5666 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNMA POOL AS5668 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AS5760 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL AS5775 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $799K | – | 0.00 |
| FNMA POOL AS5781 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AS5836 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL AS5838 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL AS5839 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $733K | – | 0.00 |
| FNMA POOL AS5888 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL AS5936 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AS5942 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL AS5943 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AS6064 FN 10/45 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA POOL AS6075 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FNMA POOL AS6111 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AS6121 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA POOL AS6304 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AS6356 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AS6386 FN 12/45 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL AS6400 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FNMA POOL AS6405 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AS6406 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AS6489 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL AS6515 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL AS6516 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL AS6527 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA POOL AS6528 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| FNMA POOL AS6672 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA POOL AS6673 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| FNMA POOL AS6796 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL AS7028 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| FNMA POOL AS7188 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL AS7247 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| FNMA POOL AS7400 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FNMA POOL AS7493 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL AS7559 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA POOL AS7601 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA POOL AS7838 FN 08/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AS7882 FN 09/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AS8142 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FNMA POOL AS8359 FN 11/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AS8415 FN 11/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AS8532 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AS8784 FN 02/47 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AS8823 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL AS8966 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AS9830 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL AS9972 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AT0129 FN 04/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| FNMA POOL AT0181 FN 03/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AT0682 FN 04/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FNMA POOL AT0859 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FNMA POOL AT0861 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AT1307 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL AT1572 FN 05/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AT1696 FN 04/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL AT2014 FN 04/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL AT2037 FN 04/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| FNMA POOL AT2397 FN 04/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AT2435 FN 05/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AT2613 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA POOL AT2619 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AT2724 FN 05/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AT2725 FN 05/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AT3164 FN 04/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AT3179 FN 05/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FNMA POOL AT3221 FN 03/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA POOL AT3223 FN 03/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| FNMA POOL AT4355 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AT5180 FN 05/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| FNMA POOL AT5213 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| FNMA POOL AT5519 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $333K | – | 0.00 |
| FNMA POOL AT5897 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AT5898 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL AT5900 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL AT5993 FN 05/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| FNMA POOL AT6424 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $728K | – | 0.00 |
| FNMA POOL AT6764 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AT7057 FN 05/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL AT7306 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| FNMA POOL AT7348 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FNMA POOL AT7623 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNMA POOL AT7726 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FNMA POOL AT8008 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FNMA POOL AT8028 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL AT8043 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FNMA POOL AT8127 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AT8135 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| FNMA POOL AT8419 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $245K | – | 0.00 |
| FNMA POOL AT8459 FN 06/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AT8815 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| FNMA POOL AT8862 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA POOL AT9221 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL AT9282 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AT9346 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA POOL AT9370 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL AT9387 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FNMA POOL AT9842 FN 06/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA POOL AU0163 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AU0336 FN 06/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA POOL AU0809 FN 09/43 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA POOL AU0943 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA POOL AU1628 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FNMA POOL AU1629 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| FNMA POOL AU1944 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| FNMA POOL AU1966 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL AU1974 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AU2032 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| FNMA POOL AU2270 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL AU2496 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA POOL AU3245 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FNMA POOL AU3324 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| FNMA POOL AU3363 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| FNMA POOL AU3374 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| FNMA POOL AU3414 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AU3735 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL AU3736 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| FNMA POOL AU4144 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL AU4279 FN 09/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AU4405 FN 10/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AU4481 FN 07/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AU4920 FN 09/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| FNMA POOL AU5339 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| FNMA POOL AU5340 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AU5341 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AU5387 FN 07/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $748K | – | 0.00 |
| FNMA POOL AU5451 FN 11/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA POOL AU5918 FN 09/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FNMA POOL AU6528 FN 11/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL AU6566 FN 09/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AU6716 FN 09/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FNMA POOL AU6766 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AU6963 FN 10/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL AU7552 FN 10/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AU8933 FN 11/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FNMA POOL AU9640 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AV0199 FN 10/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FNMA POOL AV0200 FN 10/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| FNMA POOL AV0259 FN 11/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| FNMA POOL AV0462 FN 11/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FNMA POOL AV0703 FN 12/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AV0926 FN 12/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNMA POOL AV1739 FN 11/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| FNMA POOL AV1820 FN 12/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AV1823 FN 12/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AV2832 FN 11/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AV2860 FN 12/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA POOL AV3250 FN 12/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AV4576 FN 03/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AV7118 FN 03/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA POOL AV7161 FN 04/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL AV8780 FN 02/44 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $551K | – | 0.00 |
| FNMA POOL AV9272 FN 02/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA POOL AV9274 FN 02/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| FNMA POOL AV9349 FN 03/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FNMA POOL AW0619 FN 05/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA POOL AW2487 FN 06/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AW2882 FN 04/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AW3146 FN 06/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL AW3485 FN 05/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AW3664 FN 04/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| FNMA POOL AW3694 FN 04/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AW4796 FN 04/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AW4831 FN 05/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AW5288 FN 05/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL AW5289 FN 05/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL AW5348 FN 06/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL AW7029 FN 06/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| FNMA POOL AW7396 FN 01/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $617K | – | 0.00 |
| FNMA POOL AW7402 FN 01/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AW7405 FN 01/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL AW7977 FN 09/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AW8957 FN 07/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL AW9005 FN 08/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FNMA POOL AW9006 FN 08/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FNMA POOL AW9034 FN 08/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| FNMA POOL AX1348 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL AX1645 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA POOL AX2147 FN 10/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FNMA POOL AX2491 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL AX2492 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FNMA POOL AX3715 FN 06/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AX4411 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AX4887 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AX4979 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AX5691 FN 10/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| FNMA POOL AX6923 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FNMA POOL AX7198 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AX7220 FN 11/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| FNMA POOL AX7244 FN 11/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA POOL AX7465 FN 11/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL AX7479 FN 11/44 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL AX7497 FN 12/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| FNMA POOL AX7559 FN 01/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AX8452 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $734K | – | 0.00 |
| FNMA POOL AX9093 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL AX9215 FN 12/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| FNMA POOL AX9301 FN 02/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AY0018 FN 01/30 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FNMA POOL AY0276 FN 04/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNMA POOL AY1377 FN 04/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $743K | – | 0.00 |
| FNMA POOL AY1942 FN 01/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $662K | – | 0.00 |
| FNMA POOL AY2120 FN 02/45 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL AY2963 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL AY3873 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AY4195 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FNMA POOL AY4680 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| FNMA POOL AY4702 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $512K | – | 0.00 |
| FNMA POOL AY5005 FN 03/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FNMA POOL AY7004 FN 04/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL AY7770 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL AY8237 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| FNMA POOL AZ0294 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AZ0556 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| FNMA POOL AZ0701 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AZ0832 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL AZ0972 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AZ1338 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AZ2670 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL AZ2680 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL AZ3054 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AZ3285 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| FNMA POOL AZ3297 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL AZ3349 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL AZ4283 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FNMA POOL AZ4422 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL AZ4788 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AZ5277 FN 06/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| FNMA POOL AZ5678 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL AZ6051 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL AZ6575 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| FNMA POOL AZ6669 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL AZ6991 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AZ7362 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $464K | – | 0.00 |
| FNMA POOL AZ8107 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AZ8535 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL AZ8577 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL AZ8885 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA POOL AZ9190 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AZ9244 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AZ9882 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL BA0098 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA POOL BA0681 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $712K | – | 0.00 |
| FNMA POOL BA1011 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| FNMA POOL BA1916 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL BA2010 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| FNMA POOL BA2026 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| FNMA POOL BA2030 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| FNMA POOL BA2076 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FNMA POOL BA2164 FN 11/45 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL BA2815 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL BA2878 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BA2905 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL BA2921 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNMA POOL BA2924 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BA2981 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BA3017 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL BA3533 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BA3580 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BA3779 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| FNMA POOL BA3945 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $854K | – | 0.00 |
| FNMA POOL BA4244 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL BA4302 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL BA4462 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $498K | – | 0.00 |
| FNMA POOL BA4508 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BA4510 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $799K | – | 0.00 |
| FNMA POOL BA4727 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| FNMA POOL BA4737 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL BA4740 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $985.13 | – | 0.00 |
| FNMA POOL BA4766 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| FNMA POOL BA5706 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNMA POOL BA5846 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| FNMA POOL BA6043 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $540K | – | 0.00 |
| FNMA POOL BA6092 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL BA6547 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA POOL BA6554 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL BA6624 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL BA6899 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| FNMA POOL BA7037 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| FNMA POOL BA7070 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $831K | – | 0.00 |
| FNMA POOL BA7220 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BC0214 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $799K | – | 0.00 |
| FNMA POOL BC0298 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL BC0330 FN 12/45 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL BC0536 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA POOL BC0598 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| FNMA POOL BC0835 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BC0907 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $878K | – | 0.00 |
| FNMA POOL BC0992 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL BC1168 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL BC1352 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| FNMA POOL BC1870 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA POOL BC1968 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL BC2717 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $382K | – | 0.00 |
| FNMA POOL BC2723 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $642K | – | 0.00 |
| FNMA POOL BC2734 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $733K | – | 0.00 |
| FNMA POOL BC2838 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| FNMA POOL BC3298 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA POOL BC4029 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BC4043 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL BC4050 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL BC4224 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BC4249 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $666K | – | 0.00 |
| FNMA POOL BC4407 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $681K | – | 0.00 |
| FNMA POOL BC4439 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FNMA POOL BC4501 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BC4729 FN 10/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL BC4857 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FNMA POOL BC4912 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL BC5380 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| FNMA POOL BC5450 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| FNMA POOL BC5640 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BC5973 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA POOL BC6000 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FNMA POOL BC6015 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $569K | – | 0.00 |
| FNMA POOL BC6099 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $519K | – | 0.00 |
| FNMA POOL BC6338 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL BC6356 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| FNMA POOL BC6502 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA POOL BC6520 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| FNMA POOL BC7551 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL BC7590 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL BC7610 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $729K | – | 0.00 |
| FNMA POOL BC7831 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BC7844 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA POOL BC7891 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA POOL BC8075 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $695K | – | 0.00 |
| FNMA POOL BC8105 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FNMA POOL BC8111 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FNMA POOL BC8315 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BC8677 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BC8726 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL BC8935 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BC8948 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $920K | – | 0.00 |
| FNMA POOL BC8965 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BC9261 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BC9365 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL BC9887 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FNMA POOL BD0850 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BD0858 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FNMA POOL BD0907 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FNMA POOL BD2228 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BD2386 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL BD2675 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BD2676 FN 06/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FNMA POOL BD2691 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL BD2707 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $543K | – | 0.00 |
| FNMA POOL BD3292 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FNMA POOL BD3693 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA POOL BD3932 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BD3935 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| FNMA POOL BD4738 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $938K | – | 0.00 |
| FNMA POOL BD4942 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BD6094 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $592K | – | 0.00 |
| FNMA POOL BD6461 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FNMA POOL BD6471 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BD6973 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $990K | – | 0.00 |
| FNMA POOL BD7350 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA POOL BD8944 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL BD9464 FN 11/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA POOL BE0950 FN 11/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| FNMA POOL BE1823 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL BE1920 FN 11/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| FNMA POOL BE2341 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BE2959 FN 01/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BE3702 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| FNMA POOL BE4020 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| FNMA POOL BE4650 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA POOL BE6744 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL BE7189 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL BE7327 FN 04/47 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL BE7553 FN 02/47 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BE8087 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| FNMA POOL BE8342 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL BE8875 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| FNMA POOL BF0217 FN 09/57 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| FNMA POOL BF0336 FN 01/59 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA POOL BH1245 FN 05/47 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL BH5119 FN 08/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL BH5209 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL BH5271 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $417K | – | 0.00 |
| FNMA POOL BH5658 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| FNMA POOL BH6165 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BH6534 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL BH6668 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| FNMA POOL BH9008 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| FNMA POOL BH9036 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BH9389 FN 11/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BH9632 FN 09/47 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BJ0632 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FNMA POOL BJ0639 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FNMA POOL BJ0648 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FNMA POOL BJ0662 FN 03/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| FNMA POOL BJ1069 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BJ1588 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BJ2296 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $724K | – | 0.00 |
| FNMA POOL BJ2692 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL BJ2704 FN 04/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BJ2737 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BJ2758 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL BJ3439 FN 02/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $885K | – | 0.00 |
| FNMA POOL BJ3524 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| FNMA POOL BJ4566 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL BJ4567 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL BJ4764 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FNMA POOL BJ5500 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| FNMA POOL BJ5632 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL BJ5705 FN 03/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL BJ5715 FN 04/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNMA POOL BJ5736 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL BJ5753 FN 05/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FNMA POOL BJ5923 FN 04/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA POOL BJ5987 FN 12/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| FNMA POOL BJ6597 FN 01/48 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BJ7497 FN 12/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| FNMA POOL BJ8578 FN 04/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| FNMA POOL BJ8592 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| FNMA POOL BJ8607 FN 04/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| FNMA POOL BJ9182 FN 05/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| FNMA POOL BJ9184 FN 05/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BJ9234 FN 06/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $551K | – | 0.00 |
| FNMA POOL BJ9315 FN 02/48 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| FNMA POOL BJ9325 FN 02/48 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL BJ9795 FN 10/39 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| FNMA POOL BK0414 FN 12/39 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $926K | – | 0.00 |
| FNMA POOL BK0723 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL BK0742 FN 03/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| FNMA POOL BK0793 FN 04/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| FNMA POOL BK0831 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FNMA POOL BK1475 FN 05/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $584K | – | 0.00 |
| FNMA POOL BK1531 FN 06/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $876K | – | 0.00 |
| FNMA POOL BK1935 FN 03/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| FNMA POOL BK1943 FN 04/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| FNMA POOL BK1997 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA POOL BK3601 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL BK3714 FN 03/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| FNMA POOL BK3888 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| FNMA POOL BK4146 FN 04/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $696K | – | 0.00 |
| FNMA POOL BK4390 FN 04/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| FNMA POOL BK5023 FN 06/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66.99 | – | 0.00 |
| FNMA POOL BK5151 FN 05/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $794K | – | 0.00 |
| FNMA POOL BK6107 FN 06/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL BK6873 FN 06/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BK9855 FN 09/33 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FNMA POOL BK9909 FN 09/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL BM1067 FN 12/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| FNMA POOL BM1231 FN 11/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BM1536 FN 09/24 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $194.01 | – | 0.00 |
| FNMA POOL BM1877 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $829K | – | 0.00 |
| FNMA POOL BM2003 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL BM3075 FN 07/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FNMA POOL BM3369 FN 01/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL BM3910 FN 11/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| FNMA POOL BM3937 FN 09/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50.26 | – | 0.00 |
| FNMA POOL BM3990 FN 03/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL BM4039 FN 03/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $951.9 | – | 0.00 |
| FNMA POOL BM4200 FN 02/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $618K | – | 0.00 |
| FNMA POOL BM4271 FN 11/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44.34 | – | 0.00 |
| FNMA POOL BM4347 FN 09/25 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2.37 | – | – |
| FNMA POOL BM4703 FN 02/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FNMA POOL BM4751 FN 03/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| FNMA POOL BM5340 FN 02/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL BM5490 FN 11/31 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BN6579 FN 04/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| FNMA POOL BN8902 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BO1350 FN 08/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BO1862 FN 08/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 0.03 |
| FNMA POOL BO1869 FN 12/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL BO2975 FN 09/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BO3067 FN 08/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $555K | – | 0.00 |
| FNMA POOL BO5326 FN 11/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $840K | – | 0.00 |
| FNMA POOL BO5339 FN 11/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| FNMA POOL BO8889 FN 01/35 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| FNMA POOL BP5348 FN 05/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $538K | – | 0.00 |
| FNMA POOL BQ3060 FN 09/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA POOL BT2247 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL BT2306 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $680K | – | 0.00 |
| FNMA POOL BT3145 FN 07/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $929K | – | 0.00 |
| FNMA POOL BT5976 FN 08/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| FNMA POOL BT7868 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FNMA POOL BT7922 FN 09/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $594K | – | 0.00 |
| FNMA POOL BT8034 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BT8106 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $563K | – | 0.00 |
| FNMA POOL BT8113 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BU4178 FN 09/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL BU8883 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $407K | – | 0.00 |
| FNMA POOL BV0513 FN 01/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| FNMA POOL BV0592 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FNMA POOL BV0969 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $910K | – | 0.00 |
| FNMA POOL BV1231 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| FNMA POOL BV2562 FN 07/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| FNMA POOL BV2859 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| FNMA POOL BV2918 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FNMA POOL BV3336 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL BV3393 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| FNMA POOL BV4169 FN 03/52 FIXED 2 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA POOL BV5657 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BV7080 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $428K | – | 0.00 |
| FNMA POOL BV7241 FN 05/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| FNMA POOL BV7526 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| FNMA POOL BV7528 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44M | – | 0.09 |
| FNMA POOL BV7554 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL BV8822 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BV8896 FN 06/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL BV8973 FN 06/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $587K | – | 0.00 |
| FNMA POOL BV9613 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL BW1194 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $620K | – | 0.00 |
| FNMA POOL BW1215 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL BW1226 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL BW1310 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA POOL BW1374 FN 11/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.02 |
| FNMA POOL BW1380 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL BW1734 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $630K | – | 0.00 |
| FNMA POOL BW2284 FN 08/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BW3560 FN 06/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL BW5073 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA POOL BW5118 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $531K | – | 0.00 |
| FNMA POOL BW5124 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL BW5251 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $784K | – | 0.00 |
| FNMA POOL BW5286 FN 04/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BW5303 FN 06/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| FNMA POOL BW5663 FN 06/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BW5789 FN 08/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| FNMA POOL BW6044 FN 07/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $924K | – | 0.00 |
| FNMA POOL BW6395 FN 08/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BW7327 FN 08/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $970K | – | 0.00 |
| FNMA POOL BW7604 FN 08/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BW7713 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BW7751 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA POOL BW7769 FN 09/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BW7794 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $989K | – | 0.00 |
| FNMA POOL BW8087 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL BW8866 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $625K | – | 0.00 |
| FNMA POOL BW8981 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BW8996 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $901K | – | 0.00 |
| FNMA POOL BW9490 FN 11/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FNMA POOL BW9775 FN 06/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA POOL BW9823 FN 09/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL BX1202 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL BX1516 FN 11/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA POOL BX1748 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL BX1765 FN 11/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BX2464 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BX2558 FN 11/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL BX2813 FN 11/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX3198 FN 12/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BX3744 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BX3937 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| FNMA POOL BX3994 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL BX4035 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| FNMA POOL BX5626 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA POOL BX5665 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $724K | – | 0.00 |
| FNMA POOL BX5669 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $802K | – | 0.00 |
| FNMA POOL BX5676 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL BX5928 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL BX5930 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| FNMA POOL BX6022 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $775K | – | 0.00 |
| FNMA POOL BX6944 FN 02/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $859K | – | 0.00 |
| FNMA POOL BX7283 FN 05/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BX7342 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $789K | – | 0.00 |
| FNMA POOL BX7555 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX8193 FN 04/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BX8350 FN 04/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FNMA POOL BX8429 FN 04/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BX8435 FN 04/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX8767 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL BX9416 FN 03/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BX9427 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.04 |
| FNMA POOL BX9434 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| FNMA POOL BX9733 FN 04/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| FNMA POOL BX9892 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL BX9941 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BY0178 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BY0367 FN 06/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL BY0385 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $890K | – | 0.00 |
| FNMA POOL BY0544 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| FNMA POOL BY0776 FN 04/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BY0849 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $429K | – | 0.00 |
| FNMA POOL BY1266 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL BY1493 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY1547 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL BY2024 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY3394 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY3520 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $722K | – | 0.00 |
| FNMA POOL BY3808 FN 08/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| FNMA POOL BY4071 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BY4139 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL BY4193 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL BY4219 FN 06/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY4222 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| FNMA POOL BY4223 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL BY4491 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FNMA POOL BY4531 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| FNMA POOL BY4544 FN 09/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL BY4760 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $972K | – | 0.00 |
| FNMA POOL BY4795 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY4990 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| FNMA POOL BY5014 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL BY5121 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $337K | – | 0.00 |
| FNMA POOL BY5876 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL BY6045 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNMA POOL BY6159 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY6165 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY6587 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $929K | – | 0.00 |
| FNMA POOL BY6739 FN 08/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL BY6820 FN 08/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FNMA POOL BY6919 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $914K | – | 0.00 |
| FNMA POOL BY7124 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL BY7306 FN 09/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL BY7681 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $978K | – | 0.00 |
| FNMA POOL BY7682 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL BY8290 FN 08/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL BY8484 FN 08/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| FNMA POOL BY8593 FN 08/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| FNMA POOL BY8985 FN 08/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FNMA POOL BY9003 FN 08/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL BY9172 FN 09/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL BY9433 FN 09/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CA0619 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FNMA POOL CA1174 FN 02/48 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL CA1441 FN 03/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $653K | – | 0.00 |
| FNMA POOL CA1442 FN 03/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| FNMA POOL CA1530 FN 04/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| FNMA POOL CA1551 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA POOL CA2133 FN 07/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| FNMA POOL CA2393 FN 05/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| FNMA POOL CA2483 FN 10/48 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL CA2545 FN 07/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| FNMA POOL CA2680 FN 04/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL CA2921 FN 10/48 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| FNMA POOL CA4041 FN 05/49 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL CA6424 FN 07/50 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL CA6825 FN 04/40 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| FNMA POOL CB0199 FN 04/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $742.14 | – | 0.00 |
| FNMA POOL CB0616 FN 05/36 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL CB1493 FN 06/36 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| FNMA POOL CB2662 FN 01/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL CB2758 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $713K | – | 0.00 |
| FNMA POOL CB2892 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL CB2893 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $153M | – | 0.30 |
| FNMA POOL CB2894 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42M | – | 0.08 |
| FNMA POOL CB3004 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| FNMA POOL CB3061 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $825K | – | 0.00 |
| FNMA POOL CB3122 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL CB3169 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $775K | – | 0.00 |
| FNMA POOL CB3170 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42M | – | 0.08 |
| FNMA POOL CB3230 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| FNMA POOL CB3237 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| FNMA POOL CB3246 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CB3278 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| FNMA POOL CB3363 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $846K | – | 0.00 |
| FNMA POOL CB3364 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA POOL CB3410 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA POOL CB3585 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35M | – | 0.07 |
| FNMA POOL CB3586 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL CB3670 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| FNMA POOL CB3834 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CB4108 FN 07/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CB4358 FN 07/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL CB4531 FN 06/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| FNMA POOL CB5400 FN 12/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| FNMA POOL CB5405 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51M | – | 0.10 |
| FNMA POOL CB5583 FN 11/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FNMA POOL CB6220 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| FNMA POOL CB6228 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22M | – | 0.04 |
| FNMA POOL CB6241 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL CB6396 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL CB6597 FN 04/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $544K | – | 0.00 |
| FNMA POOL CB6622 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77M | – | 0.15 |
| FNMA POOL CB6672 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52M | – | 0.10 |
| FNMA POOL CB6728 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61M | – | 0.12 |
| FNMA POOL CB6821 FN 08/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL CB6841 FN 08/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| FNMA POOL CB6989 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL CB7015 FN 09/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39M | – | 0.08 |
| FNMA POOL CB7198 FN 07/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $691K | – | 0.00 |
| FNMA POOL CB7229 FN 10/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| FNMA POOL DA0571 FN 10/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL DA0868 FN 09/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNMA POOL DA2948 FN 10/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| FNMA POOL DA3518 FN 10/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FNMA POOL DA4230 FN 12/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $295K | – | 0.00 |
| FNMA POOL DA4283 FN 11/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL DA4789 FN 09/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FNMA POOL DA4990 FN 11/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| FNMA POOL DA5932 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL DA6085 FN 12/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL DA7801 FN 01/54 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $552K | – | 0.00 |
| FNMA POOL FM1031 FN 02/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FNMA POOL FM1051 FN 05/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL FM1107 FN 06/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| FNMA POOL FM1217 FN 07/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL FM1549 FN 09/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FNMA POOL FM1628 FN 09/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $772K | – | 0.00 |
| FNMA POOL FM1842 FN 06/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $457K | – | 0.00 |
| FNMA POOL FM2090 FN 05/49 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL FM2164 FN 06/38 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL FM2264 FN 01/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FNMA POOL FM2414 FN 02/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FNMA POOL FM3022 FN 09/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL FM3075 FN 11/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL FM3098 FN 08/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $687K | – | 0.00 |
| FNMA POOL FM3297 FN 05/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $916K | – | 0.00 |
| FNMA POOL FM3326 FN 10/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FNMA POOL FM3340 FN 05/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $942K | – | 0.00 |
| FNMA POOL FM3343 FN 02/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA POOL FM3352 FN 05/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $818K | – | 0.00 |
| FNMA POOL FM3375 FN 02/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| FNMA POOL FM3387 FN 03/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA POOL FM3462 FN 12/33 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FNMA POOL FM3529 FN 06/40 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| FNMA POOL FM3613 FN 05/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| FNMA POOL FM3647 FN 06/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| FNMA POOL FM3703 FN 06/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| FNMA POOL FM3704 FN 07/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FNMA POOL FM4486 FN 09/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL FM4749 FN 07/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL FM6047 FN 05/29 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL FM7133 FN 09/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| FNMA POOL FM7552 FN 07/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL FM7832 FN 05/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL FM8087 FN 03/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $384K | – | 0.00 |
| FNMA POOL FM8138 FN 09/35 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL FM8479 FN 08/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FNMA POOL FM8873 FN 07/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $642K | – | 0.00 |
| FNMA POOL FM9011 FN 09/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $298K | – | 0.00 |
| FNMA POOL FM9098 FN 10/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL FM9793 FN 03/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNMA POOL FM9850 FN 12/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL FS0109 FN 03/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $918K | – | 0.00 |
| FNMA POOL FS0110 FN 02/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FNMA POOL FS0111 FN 02/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNMA POOL FS0124 FN 01/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL FS0135 FN 07/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FNMA POOL FS0344 FN 12/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| FNMA POOL FS0630 FN 02/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL FS0744 FN 02/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| FNMA POOL FS0957 FN 03/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $848K | – | 0.00 |
| FNMA POOL FS1073 FN 03/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| FNMA POOL FS1381 FN 03/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30M | – | 0.06 |
| FNMA POOL FS1877 FN 05/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL FS2190 FN 06/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $493K | – | 0.00 |
| FNMA POOL FS3097 FN 10/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32M | – | 0.06 |
| FNMA POOL FS3519 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| FNMA POOL FS3527 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FNMA POOL FS3640 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL FS3643 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| FNMA POOL FS3904 FN 03/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| FNMA POOL FS4156 FN 09/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 0.05 |
| FNMA POOL FS4437 FN 10/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL FS5335 FN 05/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL FS5885 FN 09/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA POOL FS6053 FN 09/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL FS6668 FN 12/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FNMA POOL FS6786 FN 02/54 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL FS6809 FN 02/54 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 0.04 |
| FNMA POOL MA0073 FN 05/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL MA0130 FN 07/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL MA0153 FN 08/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17.89 | – | – |
| FNMA POOL MA0171 FN 09/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL MA0184 FN 09/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL MA0214 FN 10/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL MA0268 FN 12/29 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL MA0329 FN 02/30 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL MA0384 FN 04/30 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL MA0494 FN 08/30 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| FNMA POOL MA0538 FN 10/30 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL MA0546 FN 10/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL MA0559 FN 09/30 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL MA0586 FN 12/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL MA0612 FN 11/30 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA0644 FN 12/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104.3 | – | 0.00 |
| FNMA POOL MA0777 FN 06/31 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL MA0807 FN 07/31 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FNMA POOL MA0866 FN 08/31 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL MA1458 FN 06/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| FNMA POOL MA1729 FN 11/28 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA1800 FN 02/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNMA POOL MA1824 FN 03/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FNMA POOL MA1827 FN 03/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $792K | – | 0.00 |
| FNMA POOL MA1972 FN 07/24 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104 | – | 0.00 |
| FNMA POOL MA1999 FN 08/24 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $518.97 | – | 0.00 |
| FNMA POOL MA2070 FN 10/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL MA2072 FN 10/24 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL MA2127 FN 12/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| FNMA POOL MA2145 FN 01/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| FNMA POOL MA2162 FN 01/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL MA2217 FN 03/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| FNMA POOL MA2279 FN 05/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL MA2300 FN 04/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL MA2371 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL MA2374 FN 08/25 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| FNMA POOL MA2405 FN 09/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL MA2415 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FNMA POOL MA2458 FN 11/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL MA2484 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $224K | – | 0.00 |
| FNMA POOL MA2512 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL MA2558 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $653K | – | 0.00 |
| FNMA POOL MA2573 FN 03/26 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL MA2624 FN 05/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA POOL MA2722 FN 08/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| FNMA POOL MA2755 FN 09/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL MA2784 FN 10/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA POOL MA2808 FN 11/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| FNMA POOL MA2835 FN 12/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL MA2879 FN 01/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL MA2903 FN 02/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FNMA POOL MA2907 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL MA2926 FN 02/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL MA2930 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL MA2940 FN 03/27 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| FNMA POOL MA2941 FN 03/32 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| FNMA POOL MA2960 FN 04/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL MA2972 FN 04/32 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNMA POOL MA2995 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL MA3027 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL MA3029 FN 06/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| FNMA POOL MA3058 FN 07/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL MA3088 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL MA3121 FN 09/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $303K | – | 0.00 |
| FNMA POOL MA3147 FN 10/47 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL MA3149 FN 10/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL MA3180 FN 11/32 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| FNMA POOL MA3183 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FNMA POOL MA3209 FN 12/47 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL MA3211 FN 12/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL MA3218 FN 12/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA3239 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| FNMA POOL MA3247 FN 01/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $331K | – | 0.00 |
| FNMA POOL MA3277 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL MA3283 FN 02/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| FNMA POOL MA3295 FN 02/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| FNMA POOL MA3306 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL MA3309 FN 03/38 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA POOL MA3312 FN 03/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA POOL MA3313 FN 03/33 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $657K | – | 0.00 |
| FNMA POOL MA3321 FN 03/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| FNMA POOL MA3333 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL MA3336 FN 04/38 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| FNMA POOL MA3340 FN 04/33 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| FNMA POOL MA3345 FN 04/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA POOL MA3363 FN 05/33 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| FNMA POOL MA3364 FN 05/33 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL MA3395 FN 06/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL MA3408 FN 07/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA3438 FN 08/33 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA POOL MA3460 FN 09/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNMA POOL MA3462 FN 09/33 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| FNMA POOL MA3486 FN 10/28 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL MA3540 FN 12/33 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FNMA POOL MA3588 FN 02/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $907K | – | 0.00 |
| FNMA POOL MA3602 FN 02/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $560K | – | 0.00 |
| FNMA POOL MA3610 FN 03/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA3621 FN 03/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $233K | – | 0.00 |
| FNMA POOL MA3650 FN 04/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| FNMA POOL MA3660 FN 05/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA POOL MA3682 FN 06/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| FNMA POOL MA3683 FN 06/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FNMA POOL MA3698 FN 07/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $634K | – | 0.00 |
| FNMA POOL MA3736 FN 07/29 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FNMA POOL MA3739 FN 08/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FNMA POOL MA3741 FN 08/39 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| FNMA POOL MA3742 FN 08/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FNMA POOL MA3771 FN 09/39 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA POOL MA3772 FN 09/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNMA POOL MA3793 FN 08/49 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| FNMA POOL MA3799 FN 10/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| FNMA POOL MA3800 FN 10/39 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA3831 FN 11/39 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FNMA POOL MA3832 FN 11/39 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL MA3866 FN 12/34 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL MA3868 FN 12/39 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA3890 FN 01/40 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FNMA POOL MA3898 FN 01/35 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| FNMA POOL MA3932 FN 02/35 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA3933 FN 02/40 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| FNMA POOL MA3934 FN 02/40 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| FNMA POOL MA3957 FN 03/35 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FNMA POOL MA3958 FN 03/40 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL MA3965 FN 03/40 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNMA POOL MA3986 FN 04/35 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL MA4027 FN 05/40 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $382K | – | 0.00 |
| FNMA POOL MA4028 FN 05/35 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| FNMA POOL MA4044 FN 06/35 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNMA POOL MA4467 FN 11/51 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FNMA POOL MA4513 FN 01/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| FNMA POOL MA4549 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32M | – | 0.06 |
| FNMA POOL MA4564 FN 03/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA4579 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42M | – | 0.08 |
| FNMA POOL MA4655 FN 07/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL MA4684 FN 06/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FNMA POOL MA4700 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA4701 FN 08/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FNMA POOL MA4732 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $845K | – | 0.00 |
| FNMA POOL MA4733 FN 09/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| FNMA POOL MA4783 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37M | – | 0.07 |
| FNMA POOL MA4784 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNMA POOL MA4786 FN 10/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| FNMA POOL MA4804 FN 11/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1.12 | – | – |
| FNMA POOL MA4805 FN 11/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| FNMA POOL MA4842 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| FNMA POOL MA4847 FN 11/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $406K | – | 0.00 |
| FNMA POOL MA4866 FN 01/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70M | – | 0.14 |
| FNMA POOL MA4867 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA4869 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $222M | – | 0.44 |
| FNMA POOL MA4894 FN 01/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| FNMA POOL MA4919 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| FNMA POOL MA4920 FN 02/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| FNMA POOL MA4941 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| FNMA POOL MA4942 FN 03/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| FNMA POOL MA4958 FN 03/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| FNMA POOL MA4977 FN 04/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41M | – | 0.08 |
| FNMA POOL MA4979 FN 04/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL MA5008 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| FNMA POOL MA5010 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52M | – | 0.10 |
| FNMA POOL MA5033 FN 04/43 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL MA5037 FN 06/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA5039 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69M | – | 0.14 |
| FNMA POOL MA5070 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107M | – | 0.21 |
| FNMA POOL MA5072 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53M | – | 0.10 |
| FNMA POOL MA5105 FN 08/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58M | – | 0.11 |
| FNMA POOL MA5107 FN 08/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $60M | – | 0.12 |
| FNMA POOL MA5108 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51M | – | 0.10 |
| FNMA POOL MA5136 FN 09/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 0.09 |
| FNMA POOL MA5138 FN 09/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44M | – | 0.09 |
| FNMA POOL MA5140 FN 09/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL MA5163 FN 10/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNMA POOL MA5165 FN 10/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79M | – | 0.16 |
| FNMA POOL MA5190 FN 11/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $102M | – | 0.20 |
| FNMA POOL MA5191 FN 11/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 0.09 |
| FNMA POOL MA5192 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73M | – | 0.14 |
| FNMA POOL MA5216 FN 12/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FNMA POOL MA5248 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100M | – | 0.20 |
| FNMA POOL MA5296 FN 03/54 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 0.05 |
| FNMA POOL MA5354 FN 05/54 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $324M | – | 0.64 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5B | – | 8.89 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1B | – | 2.28 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $600M | – | 1.18 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-2B | – | -3.46 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $272M | – | 0.53 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50M | – | 0.10 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1B | – | 2.88 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $694M | – | 1.36 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2B | – | 4.75 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2B | – | 3.67 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $637M | – | 1.25 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2B | – | 3.67 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1B | – | 2.26 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2B | – | 3.38 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $163M | – | 0.32 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79M | – | 0.16 |
| FORD MOTOR COMPANY SR UNSECURED 02/32 3.25 | Long | Debt | US | $10M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $490K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/26 2.386 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/25 4.535 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $58M | – | 0.11 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $7M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 4.687 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $32M | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 07/24 1.744 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $785K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $9M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 09/24 3.664 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $6M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 09/25 3.25 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $8M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 2.33 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $17M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $12M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 12/24 VAR (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.01 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $310K | – | 0.00 | |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $205K | – | 0.00 | |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $24M | 1M | 0.05 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $3M | 116K | 0.01 |
| FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 | Long | Debt | LU | $2M | – | 0.00 |
| FORMENTERA ISSUER PLC FORMT 2022 1 A REGS (FORMENTERA ISSUER PLC 22-1) | Long | ABS-mortgage backed security | GB | $3M | – | 0.01 |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3) | Long | ABS-collateralized bond/debt obligation | US | $79M | – | 0.15 |
| FRANKLIN CNTY OH CONVENTION FA FRAFAC 12/36 FIXED 6.54 (FRANKLIN COUNTY CONVENTION FACILITIES AUTHORITY) | Long | Debt | US | $3M | – | 0.01 |
| FRANKLIN RESOURCES INC SR UNSECURED 10/30 1.6 | Long | Debt | US | $9M | – | 0.02 |
| FRAPORT AG SR UNSECURED REGS 03/28 1.875 (FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE) | Long | Debt | DE | $2M | – | 0.00 |
| FREDDIE MAC FHR 1747 K (FREDDIE MAC-1747) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC FHR 1944 GC (FREDDIE MAC 1944) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FREDDIE MAC FHR 1966 Z (FREDDIE MAC 1966) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREDDIE MAC FHR 1982 Z (FREDDIE MAC 1982) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FREDDIE MAC FHR 2004 E (FREDDIE MAC-2004) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FREDDIE MAC FHR 2046 G (FHR 2046) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 2046 PH (FHR 2046) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| FREDDIE MAC FHR 2053 Z (FREDDIE MAC-2053) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| FREDDIE MAC FHR 2058 TE (FREDDIE MAC 2058) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| FREDDIE MAC FHR 2061 Z (FREDDIE MAC 2061) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| FREDDIE MAC FHR 2061 ZA (FREDDIE MAC 2061) | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| FREDDIE MAC FHR 2064 ZA (FREDDIE MAC REMICS 2064) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FREDDIE MAC FHR 2073 Z (FREDDIE MAC 2073) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| FREDDIE MAC FHR 2074 Z (FREDDIE MAC 2074) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FREDDIE MAC FHR 2075 Z (FREDDIE MAC 2075) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FREDDIE MAC FHR 2077 Z (FREDDIE MAC-2077) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FREDDIE MAC FHR 2080 C (FREDDIE MAC 2080) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| FREDDIE MAC FHR 2080 Z (FREDDIE MAC 2080) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| FREDDIE MAC FHR 2082 Z (FREDDIE MAC REMIC 2082) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| FREDDIE MAC FHR 2083 ZA (FREDDIE MAC 2083) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| FREDDIE MAC FHR 2083 ZC (FREDDIE MAC 2083) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| FREDDIE MAC FHR 2084 ZC (FREDDIE MAC 2084) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FREDDIE MAC FHR 2091 ZD (FREDDIE MAC 2091) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| FREDDIE MAC FHR 2091 ZE (FREDDIE MAC 2091) | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| FREDDIE MAC FHR 2100 Z (FREDDIE MAC-2100) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| FREDDIE MAC FHR 2102 Z (FREDDIE MAC REMIC 2102) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| FREDDIE MAC FHR 2104 ZM (FREDDIE MAC 2104) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FREDDIE MAC FHR 2106 ZB (FREDDIE MAC 2106) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FREDDIE MAC FHR 2107 G (FREDDIE MAC 2107) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FREDDIE MAC FHR 2116 ZG (FREDDIE MAC-2116) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FREDDIE MAC FHR 2118 PE (FREDDIE MAC 2118) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FREDDIE MAC FHR 2129 ZA (FREDDIE MAC 2129) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| FREDDIE MAC FHR 2130 ZQ (FREDDIE MAC-2130) | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| FREDDIE MAC FHR 2135 LZ (FREDDIE MAC 2135) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FREDDIE MAC FHR 2135 OH (FREDDIE MAC 2135) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| FREDDIE MAC FHR 2137 TZ (FREDDIE MAC 2137) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FREDDIE MAC FHR 2138 Z (FREDDIE MAC 2138) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FREDDIE MAC FHR 2142 Z (FREDDIE MAC MTG 2142) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| FREDDIE MAC FHR 2165 PE (FREDDIE MAC 2165) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 2178 PB (FREDDIE MAC 2178) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 2204 Z (FREDDIE MAC-2204) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FREDDIE MAC FHR 2206 Z (FREDDIE MAC-2206) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FREDDIE MAC FHR 2234 ZP (FREDDIE MAC 2234) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FREDDIE MAC FHR 2241 PH (FREDDIE MAC 2241) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC FHR 2243 Z (FREDDIE MAC 2243) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| FREDDIE MAC FHR 2246 Z (FREDDIE MAC 2246) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC FHR 2248 FB (FREDDIE MAC 2248) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 2248 ZA (FREDDIE MAC 2248) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FREDDIE MAC FHR 2249 DZ (FREDDIE MAC 2249) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FREDDIE MAC FHR 2253 Z (FREDDIE MAC 2253) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FREDDIE MAC FHR 2259 ZM (FREDDIE MAC 2259) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FREDDIE MAC FHR 2264 PL (FREDDIE MAC 2264) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC FHR 2266 F (FREDDIE MAC 2266) | Long | ABS-mortgage backed security | US | $189.89 | – | 0.00 |
| FREDDIE MAC FHR 2273 PZ (FREDDIE MAC 2273) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FREDDIE MAC FHR 2304 PZ (FREDDIE MAC-2304) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| FREDDIE MAC FHR 2325 ZG (FREDDIE MAC-2325) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| FREDDIE MAC FHR 2343 CZ (FREDDIE MAC 2343) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| FREDDIE MAC FHR 2343 UZ (FREDDIE MAC 2343) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| FREDDIE MAC FHR 2349 NZ (FREDDIE MAC 2349) | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| FREDDIE MAC FHR 2374 F (FREDDIE MAC 2374) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FREDDIE MAC FHR 2395 FT (FREDDIE MAC 2395) | Long | ABS-mortgage backed security | US | $571.77 | – | 0.00 |
| FREDDIE MAC FHR 2400 FQ (FREDDIE MAC 2400) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 2411 F (FREDDIE MAC 2411) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| FREDDIE MAC FHR 2411 FJ (FREDDIE MAC 2411) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC FHR 2434 ZN (FREDDIE MAC-2434) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| FREDDIE MAC FHR 2461 Z (FREDDIE MAC 2461) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FREDDIE MAC FHR 2463 ZB (FREDDIE MAC 2463) | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| FREDDIE MAC FHR 2469 FV (FREDDIE MAC 2469) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 2480 Z (FREDDIE MAC 2480) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| FREDDIE MAC FHR 2481 ZA (FREDDIE MAC 2481) | Long | ABS-mortgage backed security | US | $742K | – | 0.00 |
| FREDDIE MAC FHR 2484 LZ (FREDDIE MAC 2484) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| FREDDIE MAC FHR 2503 PZ (FREDDIE MAC 2503) | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| FREDDIE MAC FHR 2530 FD (FREDDIE MAC-2530) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 2538 F (FREDDIE MAC 2538) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FREDDIE MAC FHR 2551 FD (FREDDIE MAC 2551) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 2585 FD (FREDDIE MAC 2585) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 2611 XM (FREDDIE MAC 2611) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FREDDIE MAC FHR 2662 MT (FREDDIE MAC 2662) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| FREDDIE MAC FHR 2684 ZN (FREDDIE MAC 2684) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FREDDIE MAC FHR 2733 FB (FREDDIE MAC REMICS 2733) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FREDDIE MAC FHR 2764 LZ (FREDDIE MAC 2764) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| FREDDIE MAC FHR 2820 FY (FREDDIE MAC 2820) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 2825 PZ (FREDDIE MAC REMICS 2825) | Long | ABS-mortgage backed security | US | $954K | – | 0.00 |
| FREDDIE MAC FHR 2934 EJ (FREDDIE MAC 2934) | Long | ABS-mortgage backed security | US | $324K | – | 0.00 |
| FREDDIE MAC FHR 2980 QB (FREDDIE MAC-2980) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 3012 EF (FREDDIE MAC 3012) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FREDDIE MAC FHR 3013 HZ (FREDDIE MAC 3013) | Long | ABS-mortgage backed security | US | $529K | – | 0.00 |
| FREDDIE MAC FHR 3021 LP (FREDDIE MAC-3021) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC FHR 3115 LZ (FREDDIE MAC 3115) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| FREDDIE MAC FHR 3145 AJ (FREDDIE MAC-3145) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FREDDIE MAC FHR 3153 EF (FREDDIE MAC REMICS 3153) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FREDDIE MAC FHR 3156 AZ (FREDDIE MAC-3156) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| FREDDIE MAC FHR 3156 PF (FREDDIE MAC-3156) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| FREDDIE MAC FHR 3185 GT (FREDDIE MAC-3185) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC FHR 3187 JZ (FREDDIE MAC-3187) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FREDDIE MAC FHR 3201 SG (FREDDIE MAC-3201) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 3204 ZM (FREDDIE MAC 3204) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| FREDDIE MAC FHR 3221 SI (FREDDIE MAC 3221) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 3233 PA (FREDDIE MAC REMICS 3233) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 3236 IS (FREDDIE MAC 3236) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| FREDDIE MAC FHR 3271 FA (FREDDIE MAC-3271) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 3271 FP (FREDDIE MAC-3271) | Long | ABS-mortgage backed security | US | $860.79 | – | 0.00 |
| FREDDIE MAC FHR 3284 BI (FREDDIE MAC 3284) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FREDDIE MAC FHR 3305 BF (FREDDIE MAC-3305) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FREDDIE MAC FHR 3305 FJ (FREDDIE MAC-3305) | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| FREDDIE MAC FHR 3318 F (FREDDIE MAC 3318) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| FREDDIE MAC FHR 3322 FA (FREDDIE MAC 3322) | Long | ABS-mortgage backed security | US | $675K | – | 0.00 |
| FREDDIE MAC FHR 3339 FL (FREDDIE MAC-3339) | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| FREDDIE MAC FHR 3360 FB (FREDDIE MAC 3360) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FREDDIE MAC FHR 3360 FC (FREDDIE MAC 3360) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| FREDDIE MAC FHR 3360 SA (FREDDIE MAC 3360) | Long | ABS-mortgage backed security | US | $270K | – | 0.00 |
| FREDDIE MAC FHR 3364 FA (FREDDIE MAC-3364) | Long | ABS-mortgage backed security | US | $738K | – | 0.00 |
| FREDDIE MAC FHR 3376 FD (FREDDIE MAC REMICS 3376) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| FREDDIE MAC FHR 3380 F (FREDDIE MAC REMICS 3380) | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| FREDDIE MAC FHR 3380 FM (FREDDIE MAC REMICS 3380) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| FREDDIE MAC FHR 3382 FG (FREDDIE MAC REMICS 3382) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| FREDDIE MAC FHR 3411 SN (FREDDIE MAC 3411) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 3530 GZ (FREDDIE MAC 3530) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| FREDDIE MAC FHR 3532 SN (FREDDIE MAC 3532) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FREDDIE MAC FHR 3556 FA (FREDDIE MAC 3556) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| FREDDIE MAC FHR 3596 FC (FREDDIE MAC 3596) | Long | ABS-mortgage backed security | US | $507K | – | 0.00 |
| FREDDIE MAC FHR 3597 FC (FREDDIE MAC 3597) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 3609 F (FREDDIE MAC 3609) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC FHR 3666 FC (FREDDIE MAC 3666) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREDDIE MAC FHR 3797 FB (FREDDIE MAC-3797) | Long | ABS-mortgage backed security | US | $471K | – | 0.00 |
| FREDDIE MAC FHR 3822 ZG (FREDDIE MAC 3822) | Long | ABS-mortgage backed security | US | $13M | – | 0.02 |
| FREDDIE MAC FHR 3828 SY (FREDDIE MAC REMICS 3828) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 3838 GZ (FREDDIE MAC REMICS 3838) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FREDDIE MAC FHR 3868 FA (FREDDIE MAC REMICS 3868) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 3975 CS (FREDDIE MAC REMICS 3975) | Long | ABS-mortgage backed security | US | $611K | – | 0.00 |
| FREDDIE MAC FHR 3979 ZL (FREDDIE MAC REMICS 3979) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FREDDIE MAC FHR 3984 DF (FREDDIE MAC REMICS 3984) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FREDDIE MAC FHR 4006 CZ (FREDDIE MAC REMICS 4006) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FREDDIE MAC FHR 4062 AS (FREDDIE MAC REMICS 4062) | Long | ABS-mortgage backed security | US | $572K | – | 0.00 |
| FREDDIE MAC FHR 4066 SA (FREDDIE MAC REMICS 4066) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FREDDIE MAC FHR 4093 QZ (FREDDIE MAC REMICS 4093) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| FREDDIE MAC FHR 4100 DI (FREDDIE MAC REMICS 4100) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FREDDIE MAC FHR 4159 KF (FREDDIE MAC REMICS 4159) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| FREDDIE MAC FHR 4182 HF (FREDDIE MAC REMICS 4182) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| FREDDIE MAC FHR 4217 F (FREDDIE MAC REMICS 4217) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| FREDDIE MAC FHR 4272 FD (FREDDIE MAC REMICS 4272) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FREDDIE MAC FHR 4305 SB (FREDDIE MAC REMICS 4305) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FREDDIE MAC FHR 4338 SB (FREDDIE MAC REMICS 4338) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| FREDDIE MAC FHR 4429 AI (FREDDIE MAC REMICS 4429) | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| FREDDIE MAC FHR 4620 AF (FREDDIE MAC REMICS 4620) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FREDDIE MAC FHR 4790 F (FREDDIE MAC 4790) | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| FREDDIE MAC FHR 4989 FA (FREDDIE MAC REMICS 4989) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| FREDDIE MAC FHR 4989 FB (FREDDIE MAC REMICS 4989) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FREDDIE MAC FHR 5426 AF (FREDDIE MAC REMICS 5426) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FREDDIE MAC REFERENCE REMIC FHRR R006 ZA (FREDDIE MAC REFERENCE REMIC R006) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FREDDIEMAC STRIP FHS 240 F22 (FREDDIE MAC STRIPS 240) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FREDDIEMAC STRIP FHS 267 S5 (FREDDIE MAC STRIPS 267) | Long | ABS-mortgage backed security | US | $765K | – | 0.00 |
| FREDDIEMAC STRIP FHS 312 V1 (FREDDIEMAC STRIP-312) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FREDDIEMAC STRIP FHS 321 V4 (FREDDIE MAC STRIPS 321) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FREDDIEMAC STRIP FHS 326 F2 (FREDDIE MAC STRIPS 326) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FREDDIEMAC STRIP FHS 389 C35 (FREDDIE MAC STRIPS 389) | Long | ABS-mortgage backed security | US | $43M | – | 0.08 |
| FREMONT HOME LOAN TRUST FHLT 2004 2 M2 (FREMONT HOME LOAN TRUST 2004-2) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2005 1 M5 (FREMONT HOME LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2005 E 2A4 (FREMONT HOME LOAN TRUST 2005-E) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2006 1 2A4 (FREMONT HOME LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 3 2A3 (FREMONT HOME LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| FREMONT HOME LOAN TRUST FHLT 2006 3 2A4 (FREMONT HOME LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2006 A 2A4 (FREMONT HOME LOAN TRUST 2006-A) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A2 (FREMONT HOME LOAN TRUST 2006-B) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 (FREMONT HOME LOAN TRUST 2006-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 D 2A2 (FREMONT HOME LOAN TRUST 2006-D) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 2A3 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| FS KKR CAPITAL CORP SR UNSECURED 08/29 6.875 | Long | Debt | US | $694K | – | 0.00 |
| FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A (FS RIALTO 2022-FL4) | Long | ABS-collateralized bond/debt obligation | US | $69M | – | 0.14 |
| G CITY EUROPE LTD SR UNSECURED REGS 09/25 4.25 (G CITY EUROPE LIMITED) | Long | Debt | JE | $29M | – | 0.06 |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625 | Long | Debt | US | $8M | – | 0.02 |
| GAIF BOND ISSUER P/L COMPANY GUAR 144A 09/26 3.4 (GAIF BOND ISSUER PTY LIMITED) | Long | Debt | AU | $5M | – | 0.01 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.05 |
| GALAXY CLO LTD GALXY 2018 27A A 144A (GALAXY XXVII CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| GALIBIER 24 1 (GALIBIER 24-1) | Long | Debt | NL | $183M | – | 0.36 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.05 |
| GATEWAY LEASE CTL A WHLN03785 (GATEWAY CREDIT TENANT LEASE) | Long | ABS-other | CA | $61M | – | 0.12 |
| GCAT GCAT 2022 INV2 A5 144A (GCAT TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $68M | – | 0.13 |
| GE CAPITAL FUNDING LLC COMPANY GUAR 05/32 4.55 | Long | Debt | US | $38M | – | 0.08 |
| GE CAPITAL UK FUNDING UN COMPANY GUAR 01/33 5.875 (GE CAPITAL UK FUNDING UNLIMITED COMPANY) | Long | Debt | IE | $391K | – | 0.00 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A (GE-WMC MORTGAGE SECURITIES LLC 2006-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GENERAL ELECTRIC CO SR UNSECURED 05/26 VAR (GENERAL ELECTRIC COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| GENERAL ELECTRIC CO SUBORDINATED 08/35 7.5 (GENERAL ELECTRIC COMPANY) | Long | Debt | US | $2M | – | 0.00 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $450K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $123K | – | 0.00 | |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $59K | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $1M | – | 0.00 | |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $764K | – | 0.00 | |
| GENERAL MOTORS FINL CO SR UNSECURED 04/28 2.4 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $2M | – | 0.00 |
| GENERAL MOTORS FINL CO SR UNSECURED 05/27 VAR (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $12M | – | 0.02 |
| GEORGIA POWER CO SR UNSECURED 02/27 5.004 (GEORGIA POWER COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| GEORGIA POWER CO SR UNSECURED 03/51 3.25 (GEORGIA POWER COMPANY) | Long | Debt | US | $7M | – | 0.01 |
| GEORGIA POWER CO SR UNSECURED 05/25 VAR (GEORGIA POWER COMPANY) | Long | Debt | US | $32M | – | 0.06 |
| GHH HOLDINGS LIMITED 2018 GBP TERM LOAN B (WHLN LOAN) | Long | Loan | GB | $62M | – | 0.12 |
| GLOBAL PAYMENTS INC SR UNSECURED 02/25 2.65 | Long | Debt | US | $4M | – | 0.01 |
| GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2 | Long | Debt | US | $8M | – | 0.02 |
| GLOBAL PAYMENTS INC SR UNSECURED 05/30 2.9 | Long | Debt | US | $16M | – | 0.03 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/29 3.2 | Long | Debt | US | $5M | – | 0.01 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $4M | – | 0.01 |
| GLOBE LIFE INC SR UNSECURED 08/30 2.15 | Long | Debt | US | $10M | – | 0.02 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $3M | – | 0.01 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $18M | – | 0.03 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $3M | – | 0.00 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $337K | – | 0.00 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 04/26 5.375 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $1M | – | 0.00 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 06/25 5.25 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $4M | – | 0.01 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 09/24 3.35 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $5M | – | 0.01 |
| GLS AUTO RECEIVABLES TRUST GCAR 2022 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2022-3A) | Long | ABS-other | US | $439K | – | 0.00 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A2A (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $28M | – | 0.05 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A2B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $11M | – | 0.02 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR2 4A (GMAC MORTGAGE CORP LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2006 AR1 2A1 (GMAC MORTGAGE CORP LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2007 HE3 2A1 (GMAC MTGE CORPORATION LN TRUST 2007-HE3) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 002059 G2 08/25 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74.11 | – | 0.00 |
| GNMA II POOL 002097 G2 10/25 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 002118 G2 11/25 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 002136 G2 12/25 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 002153 G2 01/26 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 002202 G2 04/26 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10.63 | – | – |
| GNMA II POOL 002218 G2 05/26 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $401.47 | – | 0.00 |
| GNMA II POOL 002266 G2 08/26 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $649.27 | – | 0.00 |
| GNMA II POOL 002326 G2 11/26 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 002379 G2 02/27 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100.94 | – | 0.00 |
| GNMA II POOL 002471 G2 08/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 002510 G2 11/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 002603 G2 06/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 002660 G2 10/28 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $349.75 | – | 0.00 |
| GNMA II POOL 002675 G2 11/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL 002730 G2 03/29 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 002742 G2 04/29 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $718.87 | – | 0.00 |
| GNMA II POOL 002754 G2 05/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 002755 G2 05/29 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 002785 G2 07/29 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $366.95 | – | 0.00 |
| GNMA II POOL 002796 G2 08/29 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 002884 G2 02/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 002910 G2 04/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135.48 | – | 0.00 |
| GNMA II POOL 002922 G2 05/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 002935 G2 06/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69.08 | – | 0.00 |
| GNMA II POOL 002947 G2 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $360.16 | – | 0.00 |
| GNMA II POOL 002989 G2 10/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 003011 G2 12/30 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41.51 | – | 0.00 |
| GNMA II POOL 003028 G2 01/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45.29 | – | 0.00 |
| GNMA II POOL 003029 G2 01/31 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $751.63 | – | 0.00 |
| GNMA II POOL 003042 G2 02/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA II POOL 003053 G2 03/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 003068 G2 04/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71.96 | – | 0.00 |
| GNMA II POOL 003071 G2 04/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 003083 G2 05/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 003110 G2 07/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 003123 G2 08/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $647.39 | – | 0.00 |
| GNMA II POOL 003153 G2 10/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67.19 | – | 0.00 |
| GNMA II POOL 003188 G2 01/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $148.96 | – | 0.00 |
| GNMA II POOL 003215 G2 03/32 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $767.9 | – | 0.00 |
| GNMA II POOL 003348 G2 02/33 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 004049 G2 11/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 004239 G2 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $206.04 | – | 0.00 |
| GNMA II POOL 004240 G2 09/38 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $843.51 | – | 0.00 |
| GNMA II POOL 004245 G2 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNMA II POOL 004772 G2 08/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GNMA II POOL 004837 G2 10/40 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA II POOL 004855 G2 11/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| GNMA II POOL 004928 G2 01/41 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II POOL 005240 G2 11/41 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| GNMA II POOL 005269 G2 12/41 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA II POOL 008466 G2 07/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64.93 | – | 0.00 |
| GNMA II POOL 008468 G2 07/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16.93 | – | – |
| GNMA II POOL 008480 G2 08/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $582.53 | – | 0.00 |
| GNMA II POOL 008482 G2 08/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008484 G2 08/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008502 G2 09/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008505 G2 09/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 008518 G2 10/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008528 G2 10/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008530 G2 10/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 008539 G2 11/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $282.86 | – | 0.00 |
| GNMA II POOL 008540 G2 11/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $630.11 | – | 0.00 |
| GNMA II POOL 008542 G2 11/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $180.04 | – | 0.00 |
| GNMA II POOL 008557 G2 12/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $156.3 | – | 0.00 |
| GNMA II POOL 008576 G2 01/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $291.62 | – | 0.00 |
| GNMA II POOL 008578 G2 01/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008580 G2 01/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 008581 G2 01/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $209.86 | – | 0.00 |
| GNMA II POOL 008585 G2 01/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $310.68 | – | 0.00 |
| GNMA II POOL 008592 G2 02/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $140.6 | – | 0.00 |
| GNMA II POOL 008595 G2 02/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008597 G2 02/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93.27 | – | 0.00 |
| GNMA II POOL 008608 G2 03/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $469.82 | – | 0.00 |
| GNMA II POOL 008611 G2 03/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $525.84 | – | 0.00 |
| GNMA II POOL 008613 G2 03/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134.27 | – | 0.00 |
| GNMA II POOL 008619 G2 04/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24.26 | – | – |
| GNMA II POOL 008621 G2 04/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195.75 | – | 0.00 |
| GNMA II POOL 008623 G2 04/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $331.21 | – | 0.00 |
| GNMA II POOL 008628 G2 05/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61.59 | – | 0.00 |
| GNMA II POOL 008631 G2 05/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 008633 G2 05/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45.97 | – | 0.00 |
| GNMA II POOL 008638 G2 06/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 008639 G2 06/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA II POOL 008643 G2 06/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008644 G2 06/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19.24 | – | – |
| GNMA II POOL 008646 G2 06/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136.3 | – | 0.00 |
| GNMA II POOL 008651 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL 008660 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II POOL 008663 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $449.28 | – | 0.00 |
| GNMA II POOL 008664 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118.11 | – | 0.00 |
| GNMA II POOL 008682 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008684 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA II POOL 008685 G2 08/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 008699 G2 09/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 008703 G2 09/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $372.63 | – | 0.00 |
| GNMA II POOL 008709 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008710 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $514.27 | – | 0.00 |
| GNMA II POOL 008717 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 008720 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II POOL 008730 G2 10/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008744 G2 11/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008746 G2 11/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA II POOL 008747 G2 11/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL 008765 G2 12/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 008767 G2 12/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008770 G2 12/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 008777 G2 12/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 008781 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL 008788 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA II POOL 008790 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA II POOL 008793 G2 01/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 008814 G2 02/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 008815 G2 02/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 008817 G2 02/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 008818 G2 02/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008830 G2 03/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008833 G2 03/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 008842 G2 03/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA II POOL 008844 G2 03/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $255.86 | – | 0.00 |
| GNMA II POOL 008847 G2 04/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008865 G2 05/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 008874 G2 05/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008877 G2 05/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $268.87 | – | 0.00 |
| GNMA II POOL 008878 G2 05/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 008880 G2 06/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008891 G2 06/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008892 G2 06/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL 008894 G2 06/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA II POOL 008895 G2 06/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $381.86 | – | 0.00 |
| GNMA II POOL 008909 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110.89 | – | 0.00 |
| GNMA II POOL 008911 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 008913 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 008927 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 008928 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II POOL 008945 G2 08/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 008947 G2 08/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 008967 G2 09/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $167.06 | – | 0.00 |
| GNMA II POOL 008968 G2 09/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA II POOL 008971 G2 09/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 008989 G2 10/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA II POOL 008991 G2 10/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 080000 G2 10/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA II POOL 080010 G2 11/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II POOL 080011 G2 11/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| GNMA II POOL 080012 G2 11/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II POOL 080013 G2 11/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II POOL 080021 G2 12/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II POOL 080022 G2 12/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 080023 G2 12/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA II POOL 080030 G2 01/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| GNMA II POOL 080031 G2 01/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA II POOL 080032 G2 01/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52.33 | – | 0.00 |
| GNMA II POOL 080045 G2 02/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA II POOL 080046 G2 02/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 080054 G2 03/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II POOL 080060 G2 04/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II POOL 080061 G2 04/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA II POOL 080072 G2 05/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080074 G2 05/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA II POOL 080076 G2 05/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL 080078 G2 05/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 080082 G2 06/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $601.3 | – | 0.00 |
| GNMA II POOL 080085 G2 06/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA II POOL 080086 G2 06/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| GNMA II POOL 080088 G2 06/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 080092 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA II POOL 080094 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II POOL 080095 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| GNMA II POOL 080096 G2 07/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II POOL 080106 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080107 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GNMA II POOL 080109 G2 08/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA II POOL 080115 G2 09/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA II POOL 080116 G2 09/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| GNMA II POOL 080119 G2 10/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080120 G2 10/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $699.26 | – | 0.00 |
| GNMA II POOL 080123 G2 10/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $210.2 | – | 0.00 |
| GNMA II POOL 080124 G2 10/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL 080137 G2 11/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $435.65 | – | 0.00 |
| GNMA II POOL 080141 G2 12/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080142 G2 12/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080145 G2 12/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080147 G2 12/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL 080149 G2 01/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA II POOL 080152 G2 01/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| GNMA II POOL 080154 G2 01/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GNMA II POOL 080156 G2 01/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 080169 G2 02/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| GNMA II POOL 080174 G2 03/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| GNMA II POOL 080178 G2 03/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GNMA II POOL 080185 G2 04/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 080196 G2 05/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 080197 G2 05/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GNMA II POOL 080198 G2 05/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA II POOL 080204 G2 06/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA II POOL 080205 G2 06/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II POOL 080212 G2 07/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GNMA II POOL 080221 G2 08/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II POOL 080249 G2 01/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA II POOL 080258 G2 02/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA II POOL 080263 G2 03/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA II POOL 080298 G2 07/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080311 G2 08/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| GNMA II POOL 080312 G2 08/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $814.83 | – | 0.00 |
| GNMA II POOL 080318 G2 09/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 080319 G2 09/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $252.04 | – | 0.00 |
| GNMA II POOL 080327 G2 10/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| GNMA II POOL 080329 G2 10/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| GNMA II POOL 080331 G2 10/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080342 G2 11/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA II POOL 080344 G2 11/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA II POOL 080346 G2 11/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA II POOL 080347 G2 11/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA II POOL 080354 G2 12/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| GNMA II POOL 080356 G2 12/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080364 G2 01/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080376 G2 02/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $599.12 | – | 0.00 |
| GNMA II POOL 080378 G2 02/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $879.84 | – | 0.00 |
| GNMA II POOL 080384 G2 03/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GNMA II POOL 080387 G2 03/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II POOL 080388 G2 03/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA II POOL 080397 G2 04/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| GNMA II POOL 080408 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA II POOL 080409 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GNMA II POOL 080416 G2 06/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 080426 G2 07/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080428 G2 07/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GNMA II POOL 080444 G2 08/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GNMA II POOL 080453 G2 09/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080578 G2 02/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNMA II POOL 080604 G2 05/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL 080651 G2 11/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA II POOL 080725 G2 08/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GNMA II POOL 080736 G2 09/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA II POOL 080747 G2 10/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA II POOL 080756 G2 09/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080826 G2 02/34 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA II POOL 080968 G2 07/34 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| GNMA II POOL 082793 G2 04/41 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $655K | – | 0.00 |
| GNMA II POOL 082860 G2 06/41 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 679640 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL 679661 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL 780840 G2 07/28 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 781217 G2 04/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 818254 G2 08/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $439.82 | – | 0.00 |
| GNMA II POOL 892397 G2 02/60 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II POOL AX3359 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II POOL BD3919 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II POOL BE4276 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II POOL BE6839 G2 03/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II POOL BF3083 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL BG3077 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II POOL BG7975 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL BG9231 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $397K | – | 0.00 |
| GNMA II POOL BH3888 G2 05/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL BH4770 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL BH6412 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $707K | – | 0.00 |
| GNMA II POOL BH6692 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II POOL BH9386 G2 06/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL BI1708 G2 07/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL CI1510 G2 11/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL CL6342 G2 09/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $968K | – | 0.00 |
| GNMA II POOL CM8594 G2 12/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II POOL CN6295 G2 03/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL CN6795 G2 09/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $954K | – | 0.00 |
| GNMA II POOL CO3413 G2 04/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II POOL CO7325 G2 12/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II POOL CO9126 G2 12/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $744K | – | 0.00 |
| GNMA II POOL CO9381 G2 07/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $995K | – | 0.00 |
| GNMA II POOL CO9554 G2 11/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL CP4682 G2 02/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL CP4968 G2 08/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II POOL CP5073 G2 01/48 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $697K | – | 0.00 |
| GNMA II POOL CP9584 G2 12/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL CQ3523 G2 11/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $881K | – | 0.00 |
| GNMA II POOL CQ4427 G2 06/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL CQ5478 G2 02/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL CQ5522 G2 10/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL CQ6089 G2 11/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II POOL CQ6597 G2 05/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL CQ8004 G2 09/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL CQ9331 G2 01/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL CQ9340 G2 01/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA II POOL CR3087 G2 09/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $798K | – | 0.00 |
| GNMA II POOL CR3128 G2 01/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL CR3205 G2 05/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GNMA II POOL CR3275 G2 09/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL CR8973 G2 10/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $931K | – | 0.00 |
| GNMA II POOL CS4069 G2 12/46 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL CS4074 G2 08/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL CS4179 G2 07/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL CS8781 G2 09/47 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II POOL MA0936 G2 04/43 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL MA1679 G2 02/44 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL MA3312 G2 12/45 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL MA3738 G2 06/46 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL MA4130 G2 12/46 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL MA5138 G2 04/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II POOL MA5193 G2 05/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GNMA II POOL MA5266 G2 06/48 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| GNMA II POOL MA5399 G2 08/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30M | – | 0.06 |
| GNMA II POOL MA5467 G2 09/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA II POOL MA5652 G2 12/48 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GNMA II POOL MA5819 G2 03/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| GNMA II POOL MA5988 G2 06/49 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| GNMA II POOL MA6286 G2 11/49 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA II POOL MA6660 G2 05/50 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| GNMA II POOL MA6714 G2 06/50 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA II POOL MA7650 G2 10/51 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $938K | – | 0.00 |
| GNMA II POOL MA7706 G2 11/51 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| GNMA II POOL MA7768 G2 12/51 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA II POOL MA7828 G2 01/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA II POOL MA7882 G2 02/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA II POOL MA7937 G2 03/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57M | – | 0.11 |
| GNMA II POOL MA7987 G2 04/52 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48M | – | 0.09 |
| GNMA II POOL MA7988 G2 04/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76M | – | 0.15 |
| GNMA II POOL MA8043 G2 05/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $368M | – | 0.72 |
| GNMA II POOL MA8148 G2 07/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GNMA II POOL MA8198 G2 08/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| GNMA II POOL MA8199 G2 08/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 0.05 |
| GNMA II POOL MA8266 G2 09/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| GNMA II POOL MA8345 G2 10/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40M | – | 0.08 |
| GNMA II POOL MA8425 G2 11/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| GNMA II POOL MA8487 G2 12/52 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| GNMA II TBA 30 YR 2 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $146M | – | 0.29 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110M | – | 0.22 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82M | – | 0.16 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $309M | – | 0.61 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $191M | – | 0.38 |
| GNMA II TBA 30 YR 4.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42M | – | 0.08 |
| GNMA POOL 394759 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $788.97 | – | 0.00 |
| GNMA POOL 398596 GN 04/26 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83.49 | – | 0.00 |
| GNMA POOL 405527 GN 11/25 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $228.37 | – | 0.00 |
| GNMA POOL 410247 GN 12/25 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $590.45 | – | 0.00 |
| GNMA POOL 412996 GN 08/25 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $106.3 | – | 0.00 |
| GNMA POOL 432874 GN 06/26 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16.25 | – | – |
| GNMA POOL 434619 GN 11/29 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $685.86 | – | 0.00 |
| GNMA POOL 434666 GN 01/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $637.24 | – | 0.00 |
| GNMA POOL 434817 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $754.45 | – | 0.00 |
| GNMA POOL 435011 GN 01/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $718.65 | – | 0.00 |
| GNMA POOL 435082 GN 04/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 442138 GN 11/26 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $749.16 | – | 0.00 |
| GNMA POOL 445165 GN 08/27 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 461977 GN 12/30 FIXED 9 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 462422 GN 12/27 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36.23 | – | 0.00 |
| GNMA POOL 462818 GN 06/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $297.03 | – | 0.00 |
| GNMA POOL 470013 GN 02/29 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $216.87 | – | 0.00 |
| GNMA POOL 475496 GN 07/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 479237 GN 03/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 479820 GN 12/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 481648 GN 09/29 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $983.32 | – | 0.00 |
| GNMA POOL 485909 GN 04/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $338.11 | – | 0.00 |
| GNMA POOL 486085 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 486467 GN 08/28 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129.29 | – | 0.00 |
| GNMA POOL 486846 GN 01/29 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128.34 | – | 0.00 |
| GNMA POOL 487582 GN 03/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $197.63 | – | 0.00 |
| GNMA POOL 500995 GN 03/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $235.95 | – | 0.00 |
| GNMA POOL 505334 GN 01/30 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $651.7 | – | 0.00 |
| GNMA POOL 506163 GN 01/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 509358 GN 07/29 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $901.37 | – | 0.00 |
| GNMA POOL 516714 GN 09/30 FIXED 9 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 520775 GN 07/30 FIXED 9 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 522183 GN 03/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 522577 GN 01/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $460.53 | – | 0.00 |
| GNMA POOL 526008 GN 08/30 FIXED 9 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA POOL 527128 GN 02/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 527150 GN 02/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $659.1 | – | 0.00 |
| GNMA POOL 527321 GN 08/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 529145 GN 04/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 529481 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 529721 GN 12/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $584.92 | – | 0.00 |
| GNMA POOL 530071 GN 08/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $565.92 | – | 0.00 |
| GNMA POOL 530083 GN 08/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64.54 | – | 0.00 |
| GNMA POOL 530186 GN 11/30 FIXED 9 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114.3 | – | 0.00 |
| GNMA POOL 530223 GN 12/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| GNMA POOL 530499 GN 09/30 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 531197 GN 06/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $154.75 | – | 0.00 |
| GNMA POOL 531247 GN 07/30 FIXED 9 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 531298 GN 08/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48 | – | 0.00 |
| GNMA POOL 531678 GN 06/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 532706 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14.47 | – | – |
| GNMA POOL 532746 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 533555 GN 12/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 536291 GN 09/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL 537652 GN 10/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 538011 GN 08/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 538254 GN 10/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 538583 GN 11/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 540047 GN 09/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221.56 | – | 0.00 |
| GNMA POOL 542736 GN 04/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 543384 GN 10/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 543460 GN 11/30 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 543467 GN 12/30 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $166.27 | – | 0.00 |
| GNMA POOL 544535 GN 05/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $717.46 | – | 0.00 |
| GNMA POOL 545229 GN 12/30 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $423.12 | – | 0.00 |
| GNMA POOL 550153 GN 07/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 552114 GN 10/31 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 555109 GN 08/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 569357 GN 04/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 580928 GN 01/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 586232 GN 10/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| GNMA POOL 604548 GN 08/33 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 615376 GN 07/33 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 618570 GN 10/34 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA POOL 630971 GN 08/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA POOL 633619 GN 09/34 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 638741 GN 04/37 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| GNMA POOL 646088 GN 12/36 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $806.57 | – | 0.00 |
| GNMA POOL 670219 GN 03/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 671331 GN 07/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA POOL 673491 GN 04/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 676460 GN 11/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 677522 GN 10/37 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 682229 GN 07/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA POOL 694531 GN 11/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 705357 GN 12/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| GNMA POOL 711409 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA POOL 749785 GN 11/41 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GNMA POOL 778753 GN 01/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA POOL 779209 GN 05/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 779241 GN 05/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA POOL 780190 GN 07/25 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $218.31 | – | 0.00 |
| GNMA POOL 780521 GN 02/26 FIXED 9 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $321.93 | – | 0.00 |
| GNMA POOL 780651 GN 10/27 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129.63 | – | 0.00 |
| GNMA POOL 780662 GN 12/26 FIXED 9.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $164.34 | – | 0.00 |
| GNMA POOL 780681 GN 06/25 FIXED 9 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8.76 | – | – |
| GNMA POOL 780685 GN 12/27 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $544.88 | – | 0.00 |
| GNMA POOL 780770 GN 04/28 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $766.23 | – | 0.00 |
| GNMA POOL 780827 GN 07/28 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 780977 GN 12/28 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 781048 GN 06/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $467.51 | – | 0.00 |
| GNMA POOL 781078 GN 08/29 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 781163 GN 04/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL 781205 GN 07/30 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 781252 GN 12/30 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $298.99 | – | 0.00 |
| GNMA POOL 781265 GN 12/29 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 781276 GN 04/31 FIXED 6.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| GNMA POOL 781287 GN 05/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA POOL 781289 GN 04/31 FIXED 8.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 781328 GN 09/31 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 781334 GN 08/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 781430 GN 09/31 FIXED 8 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA POOL 781478 GN 03/32 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $249.71 | – | 0.00 |
| GNMA POOL 781548 GN 11/32 FIXED 7 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $151.04 | – | 0.00 |
| GNMA POOL 781703 GN 02/34 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL 782371 GN 08/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GNMA POOL 782387 GN 08/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| GNMA POOL 782487 GN 12/38 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| GNMA POOL 782547 GN 02/35 FIXED 7.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| GNMA POOL 782798 GN 11/39 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 783263 GN 12/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL 783386 GN 09/40 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL 783456 GN 10/41 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GNMA POOL 783587 GN 06/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| GNMA POOL 783724 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $972K | – | 0.00 |
| GNMA POOL 783748 GN 04/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| GNMA POOL 783903 GN 06/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $539K | – | 0.00 |
| GNMA POOL 796269 GN 07/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GNMA POOL AA6418 GN 05/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GNMA POOL AB7792 GN 11/42 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA POOL AC8717 GN 03/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GNMA POOL AD0815 GN 03/43 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL AD2299 GN 03/43 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL AE3798 GN 07/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GNMA POOL AF0381 GN 07/43 FIXED 2.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| GNMA POOL AI5193 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA POOL AI9896 GN 08/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA POOL AI9978 GN 09/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA POOL AJ1835 GN 09/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA POOL AJ2192 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| GNMA POOL AJ2973 GN 09/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $688K | – | 0.00 |
| GNMA POOL AJ3305 GN 11/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| GNMA POOL AJ9940 GN 12/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GNMA POOL AK5750 GN 12/44 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GNMA POOL AK7338 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| GNMA POOL AK9821 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $423K | – | 0.00 |
| GNMA POOL AK9992 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA POOL AL1504 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| GNMA POOL AL2186 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| GNMA POOL AL3845 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $779K | – | 0.00 |
| GNMA POOL AL4231 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| GNMA POOL AL4719 GN 01/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA POOL AL4894 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| GNMA POOL AL5242 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA POOL AL5331 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| GNMA POOL AM0247 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GNMA POOL AM0248 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA POOL AM0874 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNMA POOL AM2842 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GNMA POOL AM4306 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GNMA POOL AM5342 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| GNMA POOL AM7444 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $368K | – | 0.00 |
| GNMA POOL AN8477 GN 08/45 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| GNMA POOL AV6097 GN 10/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $580K | – | 0.00 |
| GNMA POOL BA2547 GN 05/47 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| GNMA POOL BA2666 GN 06/47 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNMA POOL BB3477 GN 09/47 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| GNMA POOL BB4481 GN 07/47 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| GNMA POOL BB7223 GN 08/47 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| GNMA POOL BB7229 GN 09/47 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA POOL BC3794 GN 10/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $319K | – | 0.00 |
| GNMA POOL BC3797 GN 10/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GNMA POOL BC3826 GN 10/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| GNMA POOL BC5498 GN 10/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $966K | – | 0.00 |
| GNMA POOL BC7361 GN 10/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| GNMA POOL BD0015 GN 09/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| GNMA POOL BD1041 GN 09/47 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| GNMA POOL BE5061 GN 08/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GNMA POOL BF3228 GN 01/48 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA POOL BK5519 GN 04/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| GNMA POOL BK5524 GN 05/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| GNMA POOL BN3897 GN 06/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| GNMA POOL BN9288 GN 07/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GNMA POOL BO1489 GN 06/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA POOL BO1629 GN 07/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA POOL BO4687 GN 09/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA POOL BP0996 GN 08/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| GNMA POOL BP1218 GN 09/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| GNMA POOL BP1508 GN 09/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA POOL BP1829 GN 08/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| GNMA POOL BP2004 GN 09/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA POOL BP6229 GN 11/49 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA POOL BQ1005 GN 10/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| GNMA POOL BQ1157 GN 11/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GNMA POOL BQ7187 GN 10/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GNMA POOL BQ8595 GN 12/49 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| GNMA POOL BR6084 GN 12/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| GNMA POOL BR6175 GN 12/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| GNMA POOL BS5008 GN 02/50 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| GNMA POOL BS5196 GN 01/50 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA POOL BT3503 GN 02/50 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $610K | – | 0.00 |
| GNMA POOL BT9024 GN 03/50 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| GNMA POOL BT9029 GN 03/50 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA POOL BT9368 GN 04/50 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA POOL CE3958 GN 09/51 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| GNMA POOL CE4252 GN 10/51 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| GNMA POOL CI7716 GN 11/51 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GNMA POOL CK0445 GN 02/52 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GNMA POOL CK2706 GN 02/52 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GNMA POOL CL6201 GN 03/52 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| GNMA POOL CM2182 GN 03/52 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| GNMA POOL CM2189 GN 03/52 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $686K | – | 0.00 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/36 FIXED 3.487 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $6M | – | 0.01 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 3.85 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $12M | – | 0.02 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $3M | – | 0.01 |
| GOLDENTREE LOAN MANAGEMENT EUR GLME 3A AR 144A (GOLDENTREE LOAN MANAGEMENT EUR CLO 3 DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.00 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $36M | – | 0.07 |
| GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $12M | – | 0.02 |
| GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $1M | – | 0.00 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/25 3.5 | Long | Debt | US | $4M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 05/26 VAR | Long | Debt | US | $5M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 05/29 VAR | Long | Debt | US | $3M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $32M | – | 0.06 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $29M | – | 0.06 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $35M | – | 0.07 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR | Long | Debt | US | $8M | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR | Long | Debt | US | $40M | – | 0.08 |
| GOLUB CAP PARTNERS STATIC 2024 04/33 1 (GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.02 |
| GOODLEAP SUSTAINABLE HOME IMPR GOOD 2021 3CS A 144A (GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3CS) | Long | ABS-other | US | $6M | – | 0.01 |
| GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 2CS A 144A (GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-2CS) | Long | ABS-other | US | $14M | – | 0.03 |
| GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625 (GOODMAN US FINANCE FIVE LLC) | Long | Debt | US | $24M | – | 0.05 |
| GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7 (GOODMAN US FINANCE THREE LLC) | Long | Debt | US | $9M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA (GOVERNMENT NATL MTGE ASSOC 2003-65) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2004 17 MZ (GOVERNMENT NATIONAL MTG ASSOC 2004-17) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2005 55 Z (GOVERNMENT NATIONAL MTG ASSOC 2005-55) | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2007 72 YF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2007-72) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H02 FA (GOVERNMENT NATL MTGE ASSOC 2010-H02) | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H03 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H03) | Long | ABS-mortgage backed security | US | $900K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 5 DZ (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H08 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08) | Long | ABS-mortgage backed security | US | $662K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H08 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08) | Long | ABS-mortgage backed security | US | $255K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H10 FT (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H10) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H13 FT (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H13) | Long | ABS-mortgage backed security | US | $767K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H15 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H15) | Long | ABS-mortgage backed security | US | $498K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2014 21 WI (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-21) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 110 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-110) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H11 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H11) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12) | Long | ABS-mortgage backed security | US | $809K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H14 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H14 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H14) | Long | ABS-mortgage backed security | US | $971K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H15 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H15) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H15 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H15) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H16 FM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H16) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H18 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H18) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H19 FK (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H19) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H20 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20) | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H22 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22) | Long | ABS-mortgage backed security | US | $716K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H22 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H32 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H32) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H33 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H33) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FK (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H06 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06) | Long | ABS-mortgage backed security | US | $942K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FK (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07) | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H21 FH (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H21) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 182 FW (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-182) | Long | ABS-mortgage backed security | US | $522K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H09 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H09) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H18 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H18) | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 90 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-90) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H07 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H07) | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 151 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-151) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H02 FN (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H02) | Long | ABS-mortgage backed security | US | $53M | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H25 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H25) | Long | ABS-mortgage backed security | US | $81M | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H26 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H26) | Long | ABS-mortgage backed security | US | $73M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H01 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H01) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H02 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H02) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H02 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H02) | Long | ABS-mortgage backed security | US | $22M | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H02 FL (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H02) | Long | ABS-mortgage backed security | US | $42M | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H03 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION H03) | Long | ABS-mortgage backed security | US | $56M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 GF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 GF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H08) | Long | ABS-mortgage backed security | US | $78M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H14 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H14) | Long | ABS-mortgage backed security | US | $44M | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H15 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H15) | Long | ABS-mortgage backed security | US | $49M | – | 0.10 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20) | Long | ABS-mortgage backed security | US | $17M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07) | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| GPMT LTD. GPMT 2021 FL3 A 144A (GPMT LLC 2021-FL3) | Long | ABS-mortgage backed security | KY | $15M | – | 0.03 |
| GRAY OAK PIPELINE LLC SR UNSECURED 144A 10/27 3.45 | Long | Debt | US | $22M | – | 0.04 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2A REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $2M | – | 0.00 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2B REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $51K | – | 0.00 |
| GREAT HALL MORTGAGES PLC GHM 2007 2X AA REGS (GREAT HALL MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $2M | – | 0.00 |
| GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS (GREAT HALL MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $2M | – | 0.00 |
| GREAT WEST LIFECO US FI COMPANY GUAR 144A 08/25 0.904 (GREAT-WEST LIFECO US FINANCE 2020 LP) | Long | Debt | US | $10M | – | 0.02 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2 (GREENPOINT MTGE FUNDING TR 2005-AR1) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR5) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR3 4A2 (GREENPOINT MTGE FUNDING TR 2006-AR3) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR5 A3A2 (GREENPOINT MTGE FUNDING TRUST 2006-AR5) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR6 A4 (GREENPOINT MTGE FUNDING TR 2006-AR6) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $15M | – | 0.03 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $833K | – | 0.00 |
| GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A (GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $95K | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 A1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $78M | – | 0.15 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR3 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3) | Long | ABS-mortgage backed security | US | $30M | – | 0.06 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1) | Long | ABS-mortgage backed security | US | $46M | – | 0.09 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 HP1 A9 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 GR2 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2) | Long | ABS-mortgage backed security | US | $142M | – | 0.28 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1) | Long | ABS-mortgage backed security | US | $56M | – | 0.11 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 LTV2 A1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-LTV2) | Long | ABS-mortgage backed security | US | $91M | – | 0.18 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ2 A4 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ2) | Long | ABS-mortgage backed security | US | $39M | – | 0.08 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ4 A4 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ4) | Long | ABS-mortgage backed security | US | $21M | – | 0.04 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL2 A1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL2) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST GSMS 2005 ROCK A 144A (GS MORTGAGE SEC CORP II 2005-ROCK) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST GSMS 2015 590M A 144A (GS MORTGAGE SECURITIES TRUST 2015-590M) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| GS MORTGAGE SECURITIES TRUST GSMS 2017 FARM A 144A (GS MORTGAGE SECURITIES TRUST 2017-FARM) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2017 GPTX A 144A (GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 LUAU A 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-LUAU) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 RIVR A 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-RIVR) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 TWR A 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-TWR) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GS MORTGAGE SECURITIES TRUST GSMS 2019 GC42 A4 (GS MORTGAGE SECURITIES TRUST 2019-GC42) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $27M | – | 0.05 |
| GSAA HOME EQUITY TRUST GSAA 2006 14 A2 (GSAA HOME EQUITY TRUST 2006-14) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 4 3A1 (GSAA HOME EQUITY TRUST 2006-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 5 2A1 (GSAA HOME EQUITY TRUST 2006-5) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2006 8 2A2 (GSAA HOME EQUITY TRUST 2006-8) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2007 4 A1 (GSAA HOME EQUITY TRUST 2007-4) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 4 A3A (GSAA HOME EQUITY TRUST 2007-4) | Long | ABS-mortgage backed security | US | $685K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 5 2A1A (GSAA HOME EQUITY TRUST 2007-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 6 1A1 (GSAA HOME EQUITY TRUST 2007-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 6 A4 (GSAA HOME EQUITY TRUST 2007-6) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 7 1A2 (GSAA HOME EQUITY TRUST 2007-7) | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| GSAA HOME EQUITY TRUST GSAA 2007 8 A3 (GSAA HOME EQUITY TRUST 2007-8) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| GSAMP TRUST GSAMP 2004 AR1 M2 (GSAMP TRUST 2004-AR1) | Long | ABS-mortgage backed security | US | $433K | – | 0.00 |
| GSAMP TRUST GSAMP 2004 SEA2 M2 (GSAMP TRUST 2004-SEA2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAMP TRUST GSAMP 2004 WF M2 (GSAMP TRUST 2004-WF) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| GSAMP TRUST GSAMP 2005 HE1 M2 (GSAMP TRUST 2005-HE1) | Long | ABS-mortgage backed security | US | $770K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 FM1 A2D (GSAMP TRUST 2006-FM1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAMP TRUST GSAMP 2006 HE6 A4 (GSAMP TRUST 2006-HE6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSAMP TRUST GSAMP 2006 NC2 A2D (GSAMP TRUST 2006-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSAMP TRUST GSAMP 2006 S1 A2A (GSAMP TRUST 2006-S1) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 FM1 A2B (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| GSAMP TRUST GSAMP 2007 FM2 A2B (GSAMP TRUST 2007-FM2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 2 A1 (GSC CAPITAL CORP MORTGAGE TRUST 2006-2) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2003 3 A2 144A (GSMPS MORTGAGE LOAN TRUST 2003-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP3 1AF 144A (GSMPS MORTGAGE LOAN TRUST 2005-RP3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | Long | Debt | US | $10M | – | 0.02 |
| GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 (GSR MORTGAGE LOAN TRUST 2003-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 (GSR MTGE LOAN TRUST 2003-2F) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 2F 7A1 (GSR MORTGAGE LOAN TRUST 2004-2F) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 4 2A2 (GSR MORTGAGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 (GSR MTGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 5F 2A19 (GSR MORTGAGE LOAN TRUST 2005-5F) | Long | ABS-mortgage backed security | US | $766K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 6F 2A1 (GSR MORTGAGE LOAN TRUST 2005-6F) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 8F 3A4 (GSR MORTGAGE LOAN TRUST 2005-8F) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2005 8F 4A1 (GSR MORTGAGE LOAN TRUST 2005-8F) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2 (GSR MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 3A1 (GSR MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR3 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR3) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR3 8A1 (GSR MORTGAGE LOAN TRUST 2005-AR3) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR4 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A5 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $777K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2006 1F 2A12 (GSR MORTGAGE LOAN TRUST 2006-1F) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 8F 3A8 (GSR MORTGAGE LOAN TRUST 2006-8F) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 8F 4A1 (GSR MORTGAGE LOAN TRUST 2006-8F) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR2) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 1F 3A13 (GSR MORTGAGE LOAN TRUST 2007-1F) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 2F 3A3 (GSR MORTGAGE LOAN TRUST 2007-2F) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 3F 1A2 (GSR MORTGAGE LOAN TRUST 2007-3F) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A2 (GSR MORTGAGE LOAN TRUST 2007-4F) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2007 AR1 1A1 (GSR MORTGAGE LOAN TRUST 2007-AR1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| GUARDIAN LIFE GLOB FUND SECURED 144A 11/27 1.25 (GUARDIAN LIFE GLOBAL FUNDING) | Long | Debt | US | $9M | – | 0.02 |
| GXO LOGISTICS INC SR UNSECURED 05/29 6.25 | Long | Debt | US | $2M | – | 0.00 |
| HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| HAMILTON COLLEGE UNSECURED 07/13 4.75 | Long | Debt | US | $24M | – | 0.05 |
| HANOVER INSURANCE GROUP SR UNSECURED 09/30 2.5 (HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)) | Long | Debt | US | $2M | – | 0.00 |
| HANWHA LIFE INSURANCE SUBORDINATED 144A 02/32 VAR (HANWHA LIFE INSURANCE CO LTD) | Long | Debt | KR | $23M | – | 0.04 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 1A (HARBORVIEW MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 2A (HARBORVIEW MORTGAGE LOAN TRUST 2004-1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 10 1A1 (HARBORVIEW MTGE LOAN TRUST 2004-10) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 2A2A (HARBORVIEW MORTGAGE LOAN TR 2004-11) | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 3A1A (HARBORVIEW MORTGAGE LOAN TR 2004-11) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 4 2A (HARBORVIEW MORTGAGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 3A2 (HARBORVIEW MORTGAGE LOAN TR 2004-8) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 14 3A1A (HARBORVIEW MORTGAGE LOAN TR 2005-14) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 (HARBORVIEW MORTGAGE LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1 (HARBORVIEW MORTGAGE LOAN TR 2005-7) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $787K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A (HARBORVIEW MORTGAGE LOAN TR 2006-6) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 7 2A1A (HARBORVIEW MTGE LOAN TRUST 2006-7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 7 2A1A (HARBORVIEW MORTGAGE LOAN TR 2007-7) | Long | ABS-mortgage backed security | US | $523K | – | 0.00 |
| HARVEST CLO HARVT 16A ARR 144A (HARVEST CLO XVI DAC 16A) | Long | ABS-collateralized bond/debt obligation | IE | $28M | – | 0.06 |
| HARVEST CLO HARVT 20A AR 144A (HARVEST CLO XX DAC 20A) | Long | ABS-collateralized bond/debt obligation | IE | $35M | – | 0.07 |
| HARVEST CLO HARVT 21A A1R 144A (HARVEST CLO XXI DAC 21A) | Long | ABS-collateralized bond/debt obligation | IE | $31M | – | 0.06 |
| HARVEST CLO HARVT 21A A2R 144A (HARVEST CLO XXI DAC 21A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.01 |
| HARVEST CLO HARVT 22A AR 144A (HARVEST CLO XXII DAC 22A) | Long | ABS-collateralized bond/debt obligation | IE | $12M | – | 0.02 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $13M | – | 0.02 |
| HAWAII HOTEL TRUST 2019 MAUI HHT 2019 MAUI A 144A (HHT-2019-MAUI) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HCA INC COMPANY GUAR 02/29 5.875 | Long | Debt | US | $2M | – | 0.00 |
| HCA INC COMPANY GUAR 04/34 5.6 | Long | Debt | US | $5M | – | 0.01 |
| HCA INC COMPANY GUAR 06/28 5.2 | Long | Debt | US | $10M | – | 0.02 |
| HCA INC COMPANY GUAR 06/33 5.5 | Long | Debt | US | $10M | – | 0.02 |
| HCA INC COMPANY GUAR 09/26 5.375 | Long | Debt | US | $27M | – | 0.05 |
| HEALTHCARE RLTY HLDGS LP COMPANY GUAR 02/30 3.1 (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $2M | – | 0.00 |
| HEALTHCARE RLTY HLDGS LP COMPANY GUAR 03/31 2.05 (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $2M | – | 0.00 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 4A A 144A (HERTZ VEHICLE FINANCING LLC 2022-4A) | Long | ABS-other | US | $15M | – | 0.03 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 5A A 144A (HERTZ VEHICLE FINANCING LLC 2022-5A) | Long | ABS-other | US | $30M | – | 0.06 |
| HESS CORPORATION SNR S* ICE | Derivative-credit | US | $35K | – | 0.00 | |
| HGI CRE CLO LTD HGI 2022 FL3 A 144A (HGI CRE CLO 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | US | $28M | – | 0.06 |
| HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05 | Long | Debt | US | $509K | – | 0.00 |
| HIGHWOODS REALTY LP SR UNSECURED 04/29 4.2 | Long | Debt | US | $3M | – | 0.01 |
| HILTON USA TRUST HILT 2016 SFP A 144A (HILTON USA TRUST 2016-SFP) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| HOME EQUITY ASSET TRUST HEAT 2002 1 A4 (HOME EQUITY PASS-THRU CERTS 2002-1) | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2005 1 M5 (HOME EQUITY ASSET TRUST 2005-1) | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV3 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| HOMEBANC MORTGAGE TRUST HMBT 2004 1 2A (HOMEBANC MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| HOMEBANC MORTGAGE TRUST HMBT 2004 2 A1 (HOMEBANC MORTGAGE TRUST 2004-2) | Long | ABS-mortgage backed security | US | $521K | – | 0.00 |
| HOMEBANC MORTGAGE TRUST HMBT 2005 5 A1 (HOMEBANC MORTGAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| HONDA AUTO RECEIVABLES OWNER T HAROT 2023 3 A2 (HONDA AUTO RECEIVABLES OWNER TRUST 2023-3) | Long | ABS-other | US | $7M | – | 0.01 |
| HOSPITAL SPECIAL SURGERY SECURED 10/50 2.667 (NY SOCIETY FOR RELIEF OF RUPTURED & CRIPPLED MAINTAINING HOSP SPECIAL SURGERY) | Long | Debt | US | $3M | – | 0.00 |
| HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT A 144A (HOSPITALITY MORTGAGE TRUST 2019-HIT) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $2M | – | 0.00 |
| HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $7M | – | 0.01 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $20M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $25M | – | 0.05 |
| HSBC HOLDINGS PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $14M | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 05/28 VAR | Long | Debt | GB | $6M | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $27M | – | 0.05 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $26M | – | 0.05 |
| HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR | Long | Debt | GB | $891K | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $65M | – | 0.13 |
| HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 (HSI ASSET LOAN OBLIGATION 2007-WF1) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2005 I1 2A4 (HSI ASSET SECURI CORP TRUS 2005-I1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1 (HSI ASSET SEC CORP TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A3 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 NC1 2A (HSI ASSET SECURITIZATION CORP TRUST 2006-NC1 2006-NC1) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $17M | – | 0.03 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $10M | – | 0.02 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $6M | – | 0.01 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $4M | – | 0.01 |
| HUNDRED ACRE WOOD TRUST HAWT 2021 INV2 A11 144A (HUNDRED ACRE WOOD TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $3M | – | 0.01 |
| HUNTINGTON INGALLS INDUS COMPANY GUAR 05/30 4.2 (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $3M | – | 0.01 |
| HUNTINGTON INGALLS INDUS COMPANY GUAR 08/28 2.043 (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $9M | – | 0.02 |
| HYATT HOTELS CORP SR UNSECURED 06/29 5.25 (HYATT HOTELS CORPORATION) | Long | Debt | US | $8M | – | 0.01 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A2A (HYUNDAI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $25M | – | 0.05 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A2B (HYUNDAI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $12M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25 | Long | Debt | US | $16M | – | 0.03 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/29 5.3 | Long | Debt | US | $6M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/29 6.5 | Long | Debt | US | $9M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/26 5.5 | Long | Debt | US | $17M | – | 0.03 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/25 5.875 | Long | Debt | US | $12M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 07/25 6 | Long | Debt | US | $71M | – | 0.14 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $44M | – | 0.09 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1 | Long | Debt | US | $32M | – | 0.06 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/26 1.65 | Long | Debt | US | $67M | – | 0.13 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/26 5.95 | Long | Debt | US | $12M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 2.1 | Long | Debt | US | $29M | – | 0.06 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/25 6.25 | Long | Debt | US | $25M | – | 0.05 |
| ICG US CLO LTD ICG 2018 2A A 144A (ICG US CLO LTD 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $857K | – | 0.00 |
| ICON INVESTMENTS SIX DAC SR SECURED 05/27 5.809 (ICON INVESTMENTS SIX DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $1M | – | 0.00 |
| IMC HOME EQUITY LOAN TRUST IMCHE 1996 2 A8 (IMC HOME EQ LN TR 1996-2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| IMC HOME EQUITY LOAN TRUST IMCHE 1997 3 A6 (IMC HOME EQUITY LN TR 1997-3) | Long | ABS-mortgage backed security | US | $580.01 | – | 0.00 |
| IMPAC CMB TRUST IMM 2003 11 1A1 (IMPAC CMB TR 2003-11) | Long | ABS-mortgage backed security | US | $758.68 | – | 0.00 |
| IMPAC CMB TRUST IMM 2004 4 2A2 (IMPAC CMB TR 2004-4) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| IMPAC CMB TRUST IMM 2004 6 1A2 (IMPAC CMB TR 2004-6) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| IMPAC CMB TRUST IMM 2004 7 1A1 (IMPAC CMB TR 2004-7) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| IMPAC SECURED ASSETS CORP. IMSA 2005 1 4A (IMPAC SECURED ASSETS CMN OWNER TRUST 2005-1) | Long | ABS-mortgage backed security | US | $259K | – | 0.00 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $20M | – | 0.04 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/25 4.25 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $15M | – | 0.03 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $33M | – | 0.06 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/29 3.875 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $33M | – | 0.06 |
| INDIA GREEN POWER HOLD SECURED 144A 02/27 4 (INDIA GREEN POWER HOLDINGS) | Long | Debt | MU | $5M | – | 0.01 |
| INDYMAC ARM TRUST INARM 2001 H2 A1 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| INDYMAC ARM TRUST INARM 2001 H2 A2 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| INDYMAC HOME EQUITY LOAN ASSET INHEL 2003 A AV2 (INDYMAC HOME EQUITY LOAN 2003-A) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| INDYMAC IMJA MORTGAGE LOAN TRU IMJA 2007 A3 A1 (INDYMAC IMJA MORTGAGE LN TR 2007-A3) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR2 2A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3 (INDYMAC INDA MTGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $506K | – | 0.00 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1 (INDYMAC INDB MTGE LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 2A2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR10) | Long | ABS-mortgage backed security | US | $721.77 | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR11) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR13 1A1 (INDYMAC INDX MTGE LOAN TRUST 2004-AR13) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR15 1A1 (INDYMAC INDX MTGE LOAN TRUST 2004-AR15) | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A1 (INDYMAC INDX MTGE LOAN TR 2004-AR6) | Long | ABS-mortgage backed security | US | $946K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR8 2A1 (INDYMAC INDX MTGE LOAN TRUST 2004-AR8) | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR8 2A2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR8) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-16IP) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4 (INDYMAC INDX MTGE LOAN TRUST 2005-AR11) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A6 (INDYMAC INDX MTGE LOAN TRUST 2005-AR11) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $616K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR13 4A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR13) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR15) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR19 A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR19) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR31) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR31 4A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR31) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR8 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2005-AR8) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A (INDYMAC INDX MTGE LOAN TRUST 2006-AR14) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR3 2A1B (INDYMAC INDX MORTGAGE LOAN TR 2006-AR3) | Long | ABS-mortgage backed security | US | $864K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR39 A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR39) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR4) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR41 A3 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR41) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR7 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 R1 A3 (INDYMAC INDX MORTGAGE LOAN TR 2006-R1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR1 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR1 3A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR1) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR11 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR11) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR13 4A1 (INDYMAC INDEX MORTGAGE LOAN TRUST 2007-AR13) | Long | ABS-mortgage backed security | US | $563K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $843K | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A2 (INDYMAC RESIDENTIAL ASSET BACKED 2006-E) | Long | ABS-mortgage backed security | US | $617K | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A4 (INDYMAC RESIDENTIAL ASSET BACKED 2006-E) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INFOR INC SR UNSECURED 144A 07/25 1.75 | Long | Debt | US | $12M | – | 0.02 |
| ING GROEP NV JR SUBORDINA 12/99 VAR | Long | Debt | NL | $170K | – | 0.00 |
| ING GROEP NV JR SUBORDINA 12/99 VAR | Long | Debt | NL | $156K | – | 0.00 |
| ING GROEP NV SR UNSECURED 03/28 VAR | Long | Debt | NL | $7M | – | 0.01 |
| ING GROEP NV SR UNSECURED 03/30 VAR | Long | Debt | NL | $25M | – | 0.05 |
| ING GROEP NV SR UNSECURED 144A 07/26 VAR | Long | Debt | NL | $25M | – | 0.05 |
| INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875 (INTEGRIS BAPTIST MEDICAL CENTER) | Long | Debt | US | $5M | – | 0.01 |
| INTEL CORPORATION | Long | Debt | US | $44M | – | 0.09 |
| INTEL CORPORATION | Long | Debt | US | $5M | – | 0.01 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $44M | – | 0.09 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 06/50 3 (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $4M | – | 0.01 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 144A 09/28 3.625 (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $4M | – | 0.01 |
| INTESA SANPAOLO SPA 144A 09/24 3.25 | Long | Debt | IT | $42M | – | 0.08 |
| INTESA SANPAOLO SPA 144A 11/33 7.2 | Long | Debt | IT | $4M | – | 0.01 |
| INTL FLAVOR + FRAGRANCES SR UNSECURED 144A 10/25 1.23 (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $8M | – | 0.02 |
| INTOWN 2022 STAY TOWN 2022 STAY A 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| INVITATION HOMES OP COMPANY GUAR 01/34 2.7 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $3M | – | 0.01 |
| INVITATION HOMES OP COMPANY GUAR 08/31 2 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $1M | – | 0.00 |
| INVITATION HOMES OP COMPANY GUAR 11/28 2.3 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $3M | – | 0.01 |
| IPALCO ENTERPRISES INC SR SECURED 05/30 4.25 | Long | Debt | US | $11M | – | 0.02 |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $320K | – | 0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $901K | – | 0.00 | |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $60K | – | 0.00 | |
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-991K | – | -0.00 | ||
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-12M | – | -0.02 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-16M | – | -0.03 | ||
| IRS EUR 0.70000 04/11/22-5Y LCH | Derivative-interest rate | $-5M | – | -0.01 | ||
| IRS EUR 0.75000 06/15/22-10Y LCH | Derivative-interest rate | $-394K | – | -0.00 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-16M | – | -0.03 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-8M | – | -0.02 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $608K | – | 0.00 | ||
| IRS EUR 2.54700 03/09/23-10Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $975K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $351K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-329K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-5M | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $475K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-313K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-394K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-203K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-329K | – | -0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-215K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-233K | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-848K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-963K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-694K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-1M | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $130K | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-645K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-1M | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-982K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-791K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-797K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-960K | – | -0.00 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-2M | – | -0.00 | ||
| IRS MXN 9.43000 04/12/24-5Y* CME | Derivative-interest rate | MX | $-381K | – | -0.00 | |
| IRS MXN 9.51000 04/12/24-5Y* CME | Derivative-interest rate | MX | $-138K | – | -0.00 | |
| IRS NZD 3.75000 06/15/22-5Y LCH | Derivative-interest rate | NZ | $-11M | – | -0.02 | |
| IRS NZD 4.25000 12/21/22-5Y LCH | Derivative-interest rate | NZ | $-446K | – | -0.00 | |
| ISRAEL GOVT EM SP GST | Derivative-credit | US | $-8K | – | -0.00 | |
| ITC HOLDINGS CORP SR UNSECURED 144A 05/30 2.95 | Long | Debt | US | $23M | – | 0.04 |
| IVORY COAST SR UNSECURED 144A 10/31 5.875 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $20M | – | 0.04 |
| J P MORGAN TERM REPO | Long | Repurchase agreement | US | $116M | – | 0.23 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A5 (JP MORGAN ALTERNATIVE LN TRUST 2006-A7) | Long | ABS-mortgage backed security | US | $733K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 (JP MORGAN ALTERNATIVE LN TRUST 2006-A7) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S2 A6 (JP MORGAN ALTERNATIVE LN TRUST 2006-S2) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 1A1A (JP MORGAN ALTERNATIVE LN TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $728K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 2A1 (JP MORGAN ALTERNATIVE LN TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A1 144A (JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| JAB HOLDINGS BV COMPANY GUAR 144A 11/30 2.2 | Long | Debt | NL | $270K | – | 0.00 |
| JAMESTOWN CLO LTD JTWN 2018 11A A1 144A (JAMESTOWN CLO XI LTD 2018-11A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| JETBLUE 2019 1 CLASS A PASS THRU CE 11/29 2.95 (JETBLUE 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $425K | – | 0.00 |
| JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 (JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $7M | – | 0.01 |
| JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4 (JETBLUE 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.01 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 VAR (JPMORGAN CHASE BANK NA) | Long | Debt | US | $53M | – | 0.10 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A4 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2016-JP4) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 ASB (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2016-JP4) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12) | Long | ABS-mortgage backed security | US | $929K | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 DATA A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-DATA) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FRE1 M1 (JP MORGAN MTGE ACQUIS CORP 2005-FRE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 AF5 (JP MORGAN MORTGAGE ACQI CORP 2006-CW2) | Long | ABS-mortgage backed security | US | $921K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 AV5 (JP MORGAN MORTGAGE ACQI CORP 2006-CW2) | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE2 A5 (JP MORGAN MTGE ACQUIS CORP 2006-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2 (JP MORGAN MORTGAGE ACQ CORP 2005-RM1) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WF1 A3B (JP MORGAN MTGE ACQUIS CORP 2006-WF1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC3 A3 (JP MORGAN MTGE ACQUIS CORP 2006-WMC3) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 A5 (JP MORGAN MTGE ACQUIS CORP 2007-CH3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 HE1 AV3 (JP MORGAN MORTGAGE ACQ CORP 2007-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1 (JP MORGAN MORTGAGE TRUST 2003-A2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 1A1 (JP MORGAN MORTGAGE TRUST-2004-A1) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 7CB1 (JP MORGAN MORTGAGE TRUST-2005-A2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 1A1 (JP MORGAN MORTGAGE TRUST 2005-A3) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 7CA1 (JP MORGAN MORTGAGE TRUST 2005-A3) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A5 3A3 (JP MORGAN MTGE TRUST 2005-A5) | Long | ABS-mortgage backed security | US | $438K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 2A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 4A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 1A3 (JP MORGAN MTGE TRUST 2005-A7) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 1A4 (JP MORGAN MTGE TRUST 2005-A7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 2A3 (JP MORGAN MTGE TRUST 2005-A7) | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 2A5 (JP MORGAN MTGE TRUST 2005-A7) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $617K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 2A3 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 2A1 (JP MORGAN MTGE TRUST 2005-ALT1) | Long | ABS-mortgage backed security | US | $470K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 3A1 (JP MORGAN MTGE TRUST 2005-ALT1) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 1A1 (JP MORGAN MORTGAGE TRUST 2006-A1) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A2 (JP MORGAN MORTGAGE TRUST 2006-A1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A4 (JP MORGAN MORTGAGE TRUST 2006-A1) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 2A1 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $788K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 2A2 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $906K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 3A1 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $415K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 3A2 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 3A4 (JP MORGAN MORTGAGE TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $812K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A2 (JP MORGAN MORTGAGE TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A4 (JP MORGAN MORTGAGE TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A5 (JP MORGAN MORTGAGE TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A2 (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A3 (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 2A4 (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 2A4L (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 1A3 (JP MORGAN MORTGAGE TRUST 2006-S2) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A11 (JP MORGAN MORTGAGE TRUST 2006-S2) | Long | ABS-mortgage backed security | US | $958K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S3 1A10 (JP MORGAN MORTGAGE TRUST 2006-S3) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 1A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A2 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 4A2 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $474.3 | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A6 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 6A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 7A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $386K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 4A1M (JP MORGAN MORTGAGE TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A6 2A1 (JP MORGAN MORTGAGE TRUST 2007-A6) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A (JP MORGAN MORTGAGE TRUST 2008-R2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2016 4 A3 144A (JP MORGAN MORTGAGE TRUST 2016-4) | Long | ABS-mortgage backed security | US | $672K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2018 4 A1 144A (JP MORGAN MORTGAGE TRUST 2018-4) | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 10 A3 144A (JP MORGAN MORTGAGE TRUST 2021-10) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 12 A13 144A (JP MORGAN MORTGAGE TRUST 2021-12) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 13 A12 144A (JP MORGAN MORTGAGE TRUST 2021-13) | Long | ABS-mortgage backed security | US | $18M | – | 0.03 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 14 A11 144A (JP MORGAN MORTGAGE TRUST 2021-14) | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 4 A12 144A (JPMMT 2021-4) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 7 A3 144A (JP MORGAN MORTGAGE TRUST 2021-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 8 A12 144A (JP MORGAN MORTGAGE TRUST 2021-8) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV4) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A (JP MORGAN MORTGAGE TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $64M | – | 0.12 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A (J.P. MORGAN MORTGAGE TRUST 2022-LTV2) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2023-DSC1) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A (J.P. MORGAN MORTGAGE TRUST 2023-DSC2) | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| JPM CHASE REVERSE REPO EUR ZCP | Short | Repurchase agreement | LU | $-2M | – | -0.00 |
| JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2019 COR6 A4 (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR6) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2020 COR7 A5 (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COR7) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $6M | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $40M | – | 0.08 |
| JPMORGAN CHASE + CO SR UNSECURED 01/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $44M | – | 0.09 |
| JPMORGAN CHASE + CO SR UNSECURED 02/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $25M | – | 0.05 |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $37M | – | 0.07 |
| JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $4M | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $9M | – | 0.02 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.00 |
| JPMORGAN CHASE + CO SR UNSECURED 05/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.00 |
| JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $52M | – | 0.10 |
| JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $7M | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $31M | – | 0.06 |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $24M | – | 0.05 |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $5M | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $19M | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $5M | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 10/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $5M | – | 0.01 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $2M | – | 0.00 | |
| JSW HYDRO ENERGY LTD SR SECURED REGS 05/31 4.125 (JSW HYDRO ENERGY LIMITED) | Long | Debt | IN | $6M | – | 0.01 |
| JUBILEE CDO BV JUBIL 2014 11A ARR 144A (JUBILEE CLO 2014-XI BV 14-11A) | Long | ABS-collateralized bond/debt obligation | IE | $923K | – | 0.00 |
| JUBILEE CDO BV JUBIL 2014 12A ARRR 144A (JUBILEE CLO 2014-XII BV 14-12A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.01 |
| JUBILEE CDO BV JUBIL 2016 17A A1RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $26M | – | 0.05 |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.02 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.19 | – | – |
| KENTUCKY UTILITIES CO 1ST MORTGAGE 06/50 3.3 (KENTUCKY UTILITIE CO.) | Long | Debt | US | $4M | – | 0.01 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $4M | – | 0.01 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $2M | – | 0.00 |
| KEURIG DR PEPPER INC COMPANY GUAR 03/27 VAR | Long | Debt | US | $18M | – | 0.03 |
| KEURIG DR PEPPER INC COMPANY GUAR 03/29 5.05 | Long | Debt | US | $9M | – | 0.02 |
| KILROY REALTY LP COMPANY GUAR 01/36 6.25 | Long | Debt | US | $6M | – | 0.01 |
| KILROY REALTY LP COMPANY GUAR 02/30 3.05 | Long | Debt | US | $6M | – | 0.01 |
| KILROY REALTY LP COMPANY GUAR 08/29 4.25 | Long | Debt | US | $5M | – | 0.01 |
| KILROY REALTY LP COMPANY GUAR 10/25 4.375 | Long | Debt | US | $881K | – | 0.00 |
| KILROY REALTY LP COMPANY GUAR 11/32 2.5 | Long | Debt | US | $8M | – | 0.02 |
| KILROY REALTY LP COMPANY GUAR 11/33 2.65 | Long | Debt | US | $4M | – | 0.01 |
| KILROY REALTY LP COMPANY GUAR 12/28 4.75 | Long | Debt | US | $3M | – | 0.01 |
| KIMCO REALTY OP LLC COMPANY GUAR 02/25 3.3 | Long | Debt | US | $7M | – | 0.01 |
| KIMCO REALTY OP LLC COMPANY GUAR 03/28 1.9 | Long | Debt | US | $8M | – | 0.02 |
| KIMCO REALTY OP LLC COMPANY GUAR 04/32 3.2 | Long | Debt | US | $2M | – | 0.00 |
| KINDER MORGAN INC COMPANY GUAR 01/32 7.75 | Long | Debt | US | $6M | – | 0.01 |
| KIRKBY RMBS KIRK 1A A 144A (KIRKBY RMBS PLC 1A) | Long | ABS-mortgage backed security | GB | $60M | – | 0.12 |
| KIRKBY RMBS KIRK 1A B 144A (KIRKBY RMBS PLC 1A) | Long | ABS-mortgage backed security | GB | $36M | – | 0.07 |
| KIRKBY RMBS KIRK 1A C 144A (KIRKBY RMBS PLC 1A) | Long | ABS-mortgage backed security | GB | $7M | – | 0.01 |
| KIRKBY RMBS KIRK 1A Y 144A (KIRKBY RMBS PLC 1A) | Long | ABS-mortgage backed security | GB | $5M | – | 0.01 |
| KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR | Long | Debt | SG | $2M | – | 0.00 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.02 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.06 |
| KKR GROUP FINAN CO VIII COMPANY GUAR 144A 08/50 3.5 (KKR GROUP FINANCE CO VIII LLC) | Long | Debt | US | $9M | – | 0.02 |
| KKR GRP FIN CO VI LLC COMPANY GUAR 144A 07/29 3.75 (KKR GROUP FINANCE CO VI LLC) | Long | Debt | US | $5M | – | 0.01 |
| KOOKMIN BANK SUBORDINATED REGS 02/29 4.5 | Long | Debt | KR | $2M | – | 0.00 |
| KOREA DEVELOPMENT BANK SR UNSECURED 10/26 VAR | Long | Debt | KR | $7M | – | 0.01 |
| KOREA NATIONAL OIL CORP SR UNSECURED 144A 04/29 4.875 (KOREA NATIONAL OIL CORP (KNOC)) | Long | Debt | KR | $2M | – | 0.00 |
| KRE 1330 BROADWAY OWNER 2018 TERM LOAN (WHLN - 1330 BROADWAY) | Long | Loan | US | $71M | – | 0.14 |
| KREF 2022 FL3 LTD KREF 2022 FL3 A 144A (KREF 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $62M | – | 0.12 |
| KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP A 144A (KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021-CHIP) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| KUBOTA CREDIT OWNER TRUST KCOT 2023 2A A2 144A (KUBOTA CREDIT OWNER TRUST 2023-2A) | Long | ABS-other | US | $2M | – | 0.00 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $14M | – | 0.03 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $4M | – | 0.01 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $3M | – | 0.01 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL2 A 144A (LCCM 2021-FL2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.03 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A (LCCM 2021-FL3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $33M | – | 0.07 |
| LANEBROOK MORTGAGE TRANSACTION LNBRK 2020 1 A1 REGS (LANEBROOK MORTGAGE TRANSACTION 2020-1 PLC 20-1) | Long | ABS-mortgage backed security | GB | $421K | – | 0.00 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9 | Long | Debt | US | $30M | – | 0.06 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/29 6 | Long | Debt | US | $11M | – | 0.02 |
| LAURELIN BV LAUR 2016 1A ARR 144A (LAURELIN 2016-1 DAC 16-1A) | Long | ABS-collateralized bond/debt obligation | IE | $21M | – | 0.04 |
| LAVENDER TRUST LTS 2010 RR2A A4 144A (LAVENDER TRUST SERIES 2010-RR2A) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LAZARD GROUP LLC SR UNSECURED 03/29 4.375 | Long | Debt | US | $4M | – | 0.01 |
| LAZARD GROUP LLC SR UNSECURED 09/28 4.5 | Long | Debt | US | $7M | – | 0.01 |
| LCM LTD PARTNERSHIP LCM 15A AR2 144A (LCM XV LP 15A) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.02 |
| LCM LTD PARTNERSHIP LCM 25A AR 144A (LCM XXV LTD 25A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| LCM LTD PARTNERSHIP LCM 29A AR 144A (LCM 29 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.01 |
| LCM LTD PARTNERSHIP LCM 30A AR 144A (LCM 30 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.04 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A1 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL2) | Long | ABS-mortgage backed security | US | $162M | – | 0.32 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B1 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL2) | Long | ABS-mortgage backed security | US | $54M | – | 0.11 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B2 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL2) | Long | ABS-mortgage backed security | US | $47M | – | 0.09 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B3 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL2) | Long | ABS-mortgage backed security | US | $26M | – | 0.05 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 XS 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL2) | Long | ABS-other | US | $3M | – | 0.01 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 PT 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $241M | – | 0.47 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 PT 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL2) | Long | ABS-mortgage backed security | US | $80M | – | 0.16 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 SA 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL2) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 A1 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $17M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B1 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B2 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 B3 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL3) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL4 PT 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL4) | Long | ABS-mortgage backed security | US | $21M | – | 0.04 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL4 SA 144A (LEGACY MORTGAGE ASSET TRUST 2018-RPL4) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A (LEHMAN ABS MTGE LN TR 2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A2 144A (LEHMAN ABS MTGE LN TR 2007-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2005 2 4A1 (LEHMAN MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $566K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2005 3 1A3 (LEHMAN MORTGAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2005 3 4A1 (LEHMAN MORTGAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2006 2 1A1 (LEHMAN MORTGAGE TRUST 2006-2) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2006 3 1A1 (LEHMAN MORTGAGE TRUST 2006-3 2006-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2006 3 1A4 (LEHMAN MORTGAGE TRUST 2006-3 2006-3) | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2007 5 1A1 (LEHMAN MORTGAGE TRUST 2007-5) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| LEHMAN MORTGAGE TRUST LMT 2007 5 4A2 (LEHMAN MORTGAGE TRUST 2007-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 12N A31A (LEHMAN XS TRUST 2006-12N) | Long | ABS-mortgage backed security | US | $454K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 12N A32A (LEHMAN XS TRUST 2006-12N) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| LEHMAN XS TRUST LXS 2006 16N A4A (LEHMAN XS TRUST 2006-16N) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| LEIDOS INC COMPANY GUAR 02/31 2.3 | Long | Debt | US | $11M | – | 0.02 |
| LEIDOS INC COMPANY GUAR 05/25 3.625 | Long | Debt | US | $2M | – | 0.00 |
| LEIDOS INC COMPANY GUAR 05/30 4.375 | Long | Debt | US | $3M | – | 0.01 |
| LENDMARK FUNDING TRUST LFT 2021 1A A 144A (LENDMARK FUNDING TRUST 2021-1A) | Long | ABS-other | US | $688K | – | 0.00 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $381M | – | 0.75 |
| LETRA TESOURO NACIONAL BILLS 10/24 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $34M | – | 0.07 |
| LFT CRE LLC LMNT 2021 FL1 A 144A (LFT CRE 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $64M | – | 0.12 |
| LIBERTY STREET TRUST LBTY 2016 225L A 144A (LIBERTY STREET TRUST 2016-225L) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| LIBERTY UTILITIES FIN COMPANY GUAR 144A 09/30 2.05 (LIBERTY UTILITIES FINANCE GP1) | Long | Debt | US | $12M | – | 0.02 |
| LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11 | Long | Debt | US | $10M | – | 0.02 |
| LIMA METRO LINE 2 FIN LT SR SECURED 144A 07/34 5.875 (LIMA METRO LINE 2 FINANCE LIMITED) | Long | Debt | KY | $10M | – | 0.02 |
| LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR | Long | Debt | GB | $27M | – | 0.05 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | Long | Debt | GB | $2M | – | 0.00 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR | Long | Debt | GB | $22M | – | 0.04 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 4 | Long | Debt | GB | $15M | – | 0.03 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 VAR | Long | Debt | GB | $7M | – | 0.01 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 4.375 | Long | Debt | GB | $2M | – | 0.00 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $1M | – | 0.00 |
| LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A (LOANCORE ISSUER LTD 2021-CRE5) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A (LOANCORE ISSUER LTD 2021-CRE6) | Long | ABS-collateralized bond/debt obligation | KY | $52M | – | 0.10 |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $101M | – | 0.20 |
| LOGICOR FINANCING SARL COMPANY GUAR REGS 05/25 2.25 | Long | Debt | LU | $43M | – | 0.08 |
| LOGICOR FINANCING SARL COMPANY GUAR REGS 07/27 1.625 | Long | Debt | LU | $7M | – | 0.01 |
| LOGICOR FINANCING SARL COMPANY GUAR REGS 11/28 3.25 | Long | Debt | LU | $11M | – | 0.02 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M4 (LONG BEACH MTGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 1A (LONG BEACH MORTGAGE LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4 (LONG BEACH MORTGAGE LOAD TR 2005-WL1) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 11 1A (LONG BEACH MORTGAGE LOAN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 2 1A (LONG BEACH MORTGAGE LOAD TR 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-2M | – | -0.00 | |
| LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR | Long | Debt | BM | $3M | – | 0.01 |
| LOUISIANA LOC GOVT ENVRNMNTL F LCDA 2022 ELL A3 (LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH) | Long | Debt | US | $1M | – | 0.00 |
| LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 12/34 FIXED 5.048 (LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH) | Long | Debt | US | $3M | – | 0.01 |
| LQD US TRS EQUITY FEDL01-130 BPS | Derivative-equity | US | $161K | – | 0.00 | |
| LQD US TRS EQUITY FEDL01-150 CBK | Derivative-equity | US | $62K | – | 0.00 | |
| LUMINENT MORTGAGE TRUST LUM 2006 1 A1 (LUMINENT MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| LUMINENT MORTGAGE TRUST LUM 2006 2 A1A (LUMINENT MORTGAGE TRUST 2006-2) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| LUMINENT MORTGAGE TRUST LUM 2006 7 1A1 (LUMINENT MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| LUMINENT MORTGAGE TRUST LUM 2007 1 1A1 (LUMINENT MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| LXP INDUSTRIAL TRUST COMPANY GUAR 09/30 2.7 | Long | Debt | US | $760K | – | 0.00 |
| LXP INDUSTRIAL TRUST COMPANY GUAR 10/31 2.375 | Long | Debt | US | $5M | – | 0.01 |
| M360 LTD. M360 2021 CRE3 A 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.05 |
| MACKAY SHIELDS EURO CLO MKSE 1A A 144A (MACKAY SHIELDS EURO CLO 1 DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.01 |
| MADISON AVENUE TRUST MAD 2017 330M A 144A (MADISON AVENUE MORTGAGE TRUST 2017-330M) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A (MDPKE 14A) | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.03 |
| MADISON PARK FUNDING LTD MDPK 2015 17A AR2 144A (MADISON PARK FUNDING XVII LTD 2015-17A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.01 |
| MADISON PARK FUNDING LTD MDPK 2018 30A A 144A (MADISON PARK FUNDING XXX LTD 2018-30A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| MADISON PARK FUNDING LTD MDPK 2019 34A AR 144A (MADISON PARK FUNDING XXXIV LTD 2019-34A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.02 |
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A (MAGNETITE XII LTD 2015-12A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.03 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.01 |
| MANHATTAN WEST OMW 2020 1MW A 144A (MANHATTAN WEST 2020-1MW) | Long | ABS-mortgage backed security | US | $43M | – | 0.08 |
| MANULIFE FINANCIAL CORP SR UNSECURED 03/32 3.703 (MANULIFE FINANCIAL CORPORATION) | Long | Debt | CA | $4M | – | 0.01 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.04 |
| MARBLE POINT CLO XI LTD MP11 2017 2A A 144A (MARBLE POINT CLO XI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.00 |
| MARRIOTT INTERNATIONAL SR UNSECURED 09/26 5.45 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $17M | – | 0.03 |
| MARRIOTT INTERNATIONAL SR UNSECURED 10/32 3.5 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $24M | – | 0.05 |
| MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1 (MASSACHUSETTS EDUC FINANCING AUTH 2008-1) | Long | ABS-other | US | $414K | – | 0.00 |
| MASSACHUSETTS ELECTRIC SR UNSECURED 144A 11/30 1.729 (MASSACHUSETTS ELECTRICAL CO) | Long | Debt | US | $3M | – | 0.01 |
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 07/26 VAR (MASSMUTUAL GLOBAL FUNDING II) | Long | Debt | US | $59M | – | 0.12 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2002 3 4A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 2A1 (MASTER ADJUSTABLE RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 3A1 (MASTER ADJUSTABLE RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 10 1A1 (MASTR ADJUSTABLE RATE MTGES TRU 2004-10) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 15 4A1 (MASTR ADJUSTABLE RATE MTGES TRU 2004-15) | Long | ABS-mortgage backed security | US | $754K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 4 4A1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 2 3A1 (MASTR ADJUSTABLE RT MTGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 (MASTR ADJUSTABLE RT MTGE TRUST 2005-6) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A4 (MASTR ASSET SECURIZATION TR 2007-3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1 (MASTR ADJ RATE MTGE TRUST 2007-HF1) | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 (MASTR ALT LN TR 2006-2) | Long | ABS-mortgage backed security | US | $711K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 AB1 A6 (MASTR ASSET BACKED SEC TRUST 2005-AB1) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1 (MASTR ASSET BACKED SECUR TR 2005-FRE1) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2005 WF1 M5 (MASTR ASSET BACKED TR 2005-WF1) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 AB1 A4 (MASTR ASSET BACKED SEC TR 2006-AB1) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 AM3 A4 (MASTR ASSET BACKED SEC TR 2006-AM3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A5 (MASTR ASSET BACKED SEC TR 2006-FRE2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4 (MASTR ASSET BACKED SEC TR 2006-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2 (MASTR ASSET BACKED SEC TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A4 (MASTR ASSET SECURITIZATION TRUST 2006-2) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| MASTR REPERFORMING LOAN TRUST MARP 2005 1 1A3 144A (MASTR REPERFORMING LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $930K | – | 0.00 |
| MASTR REPERFORMING LOAN TRUST MARP 2005 2 1A2 144A (MASTR REPERFORMING LOAN TRUST 2005-2) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A1F 144A (MASTR REPERFORMING LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $976K | – | 0.00 |
| MASTR SEASONED SECURITIZATION MSSTR 2004 2 A1 (MASTR SEASONED SECURITIES TRUST 2004-2) | Long | ABS-mortgage backed security | US | $907K | – | 0.00 |
| MATHER FOUNDATION UNSECURED 10/31 2.675 | Long | Debt | US | $884K | – | 0.00 |
| MATTEL INC COMPANY GUAR 144A 04/26 3.375 | Long | Debt | US | $4M | – | 0.01 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 06/25 4.875 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $294K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2 (MELLON RES FUND CORP 1999-TBC3) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1 (MELLON RESIDENTIAL FUNDING CO 2001-TBC1) | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 B1 (MELLON RESIDENTIAL FUNDING CO 2001-TBC1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A (MELLON RESIDENTIAL FUND CORP 2002-TBC1) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A (MELLON RESIDENTIAL FUND CORP 2002-TBC2) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3A (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $456K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1 (MERRILL LYNCH ALTERNATIVE NT 2007-AF1) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 F1 1A2 (MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-F1) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 1 A2B (MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-1) | Long | ABS-mortgage backed security | US | $871K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A1) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A1 (MERRILL LYNCH MORTGAGE INVESTORS 2003-A2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A3) | Long | ABS-mortgage backed security | US | $692K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A4 3A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A4) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A1 2A2 (MERRILL LYNCH MTGE INVESTORS 2004-A1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A4 A1 (MERRILL LYNCH MTGE INVESTORS 2004-A4) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A1 2A1 (MERRILL LYNCH MTGE INVEST INC 2005-A1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2 (MERRILL LYNCH MORTGAGE INVS 2005-A2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A4 2A2 (MERRILL LYNCH MTGE INV TRUST 2005-A4) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A4 (MERRILL LYNCH MORTGAGE INVS 2005-A5) | Long | ABS-mortgage backed security | US | $598K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9 (MERRILL LYNCH MORTGAGE INVS 2005-A5) | Long | ABS-mortgage backed security | US | $945K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 1A1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A7) | Long | ABS-mortgage backed security | US | $739K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A7) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A9 2A1E (MERRILL LYNCH MORTGAGE INVS 2005-A9) | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2D (MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2D (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $784K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2A (MERRILL LYNCH MORTGAGE INVS 2006-HE6) | Long | ABS-mortgage backed security | US | $499K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE6 A2B (MERRILL LYNCH MORTGAGE INVS 2006-HE6) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A (MERRILL LYNCH MORTGAGE INV 2007-HE2) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C (MERRILL LYNCH MTGE INV TRUST 2007-MLN1) | Long | ABS-mortgage backed security | US | $22M | – | 0.04 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2D (MERRILL LYNCH MTGE INV TRUST 2007-MLN1) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 SD1 A1 (MERRILL LYNCH MTGE INV TRUST 2007-SD1) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| MET LIFE GLOB FUNDING I SECURED 144A 12/26 3.45 (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $17M | – | 0.03 |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 (MEXICO GOVT) | Long | Debt | MX | $75M | – | 0.15 |
| MEX BONOS DESARR FIX RT BONDS 09/26 7 (MEXICO GOVT) | Long | Debt | MX | $217M | – | 0.43 |
| MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 (MEXICO GOVT) | Long | Debt | MX | $15M | – | 0.03 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $17M | – | 0.03 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $56M | – | 0.11 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $96M | – | 0.19 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $32M | – | 0.06 |
| MEXICO LA SP BPS | Derivative-credit | US | $21K | – | 0.00 | |
| MEXICO LA SP BPS | Derivative-credit | US | $3K | – | 0.00 | |
| MEXICO LA SP GST | Derivative-credit | US | $-256.55 | – | -0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $19K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $6K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $6K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $-731.16 | – | -0.00 | |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A (MF1 2020-FL4 LTD) | Long | ABS-collateralized bond/debt obligation | US | $24M | – | 0.05 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD) | Long | ABS-mortgage backed security | KY | $10M | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A (MF1 2021-FL6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $44M | – | 0.09 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A (MF1 2022-FL10 LLC) | Long | ABS-collateralized bond/debt obligation | US | $28M | – | 0.05 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.05 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $28M | – | 0.06 |
| MFRA TRUST MFRA 2023 NQM1 A1 144A (MFA 2023-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| MICRON TECHNOLOGY INC SR UNSECURED 02/26 4.975 | Long | Debt | US | $10M | – | 0.02 |
| MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703 | Long | Debt | US | $1M | – | 0.00 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $560K | – | 0.00 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $30M | – | 0.06 |
| MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5 (MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD) | Long | Debt | US | $842K | – | 0.00 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/25 2.193 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $3M | – | 0.01 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $9M | – | 0.02 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $2M | – | 0.00 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/29 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $19M | – | 0.04 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/31 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $5M | – | 0.01 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/24 2.801 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $34M | – | 0.07 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 07/25 1.412 (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $20M | – | 0.04 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 10/27 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $6M | – | 0.01 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/30 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $25M | – | 0.05 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $24M | – | 0.05 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 09/25 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $35M | – | 0.07 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 09/28 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $24M | – | 0.05 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 09/31 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $10M | – | 0.02 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 A 1A (MLCC MORTGAGE INVESTORS INC. 2003-A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 A 2A1 (MLCC MORTGAGE INVESTORS INC. 2003-A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 C A1 (MLCC MORTGAGE INVESTORS INC. 2003-C) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 E A1 (MLCC MORTGAGE INVESTORS INC. 2003-E) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 E A2 (MLCC MORTGAGE INVESTORS INC. 2003-E) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 A A2 (MLCC MORTGAGE INVESTORS INC 2004-A) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 D A1 (MLCC MORTGAGE INVESTORS INC 2004-D) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 E A1 (MLCC MORTGAGE INVESTORS INC 2004-E) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 E A2B (MLCC MORTGAGE INVESTORS INC 2004-E) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $852K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 2 1A (MLCC MORTGAGE INVESTORS INC 2006-2) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2007 2 2A1 (MLCC MORTGAGE INVESTORS INC 2007-2) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| MMAF EQUIPMENT FINANCE LLC MMAF 2024 A A2 144A (MMAF EQUIPMENT FINANCE LLC 2024-A) | Long | ABS-other | US | $4M | – | 0.01 |
| MONONGAHELA POWER CO 1ST MORTGAGE 144A 05/27 3.55 (MONONGAHELA POWER COMPANY) | Long | Debt | US | $4M | – | 0.01 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C24 A4 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR | Long | Debt | US | $12M | – | 0.02 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $25M | – | 0.05 |
| MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | Long | Debt | US | $34M | – | 0.07 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 L2 A4 (MORGAN STANLEY CAPITAL I TRUST 2019-L2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 CNP A 144A (MORGAN STANLEY CAPITAL I TRUST 2020-CNP) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A (MORGAN STANLEY CAPITAL I INC 2021-230P) | Long | ABS-mortgage backed security | US | $37M | – | 0.07 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2022 L8 A5 (MORGAN STANLEY CAPITAL I INC 2022-L8) | Long | ABS-mortgage backed security | US | $41M | – | 0.08 |
| MORGAN STANLEY CAPITAL INC MSAC 2003 SD1 A1 (MORGAN STANLEY ABS CAP I 2003-SD1) | Long | ABS-mortgage backed security | US | $411K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE9 M2 (MORGAN STANLEY ABS CAPITAL I 2004-HE9) | Long | ABS-mortgage backed security | US | $586K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE4 M3 (MORGAN STANLEY CAPITAL INC 2005-HE4) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 (MORGAN STANLEY ABS CAPITAL I 2006-HE4) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE5) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C (MORGAN STANLEY ABS CAPITAL-2006-HE6) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $746K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2FP (MORGAN STANLEY ABS CAPITAL I 2006-WMC2) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2A (MORGAN STANLEY ABS CAPITAL I 2007-HE3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE3) | Long | ABS-mortgage backed security | US | $869K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $701K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A4 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $872K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2C (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2B (MORGAN STANLEY ABS CAPITAL I 2007-NC3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2002 NC4 M1 (MORGAN STANLEY DEAN WITTER 2002-NC4) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1 (MORGAN STANLEY DEAN WITT CAP I 2003-NC2) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| MORGAN STANLEY DIRECT SR UNSECURED 02/27 4.5 (MORGAN STANLEY DIRECT LENDING FUND) | Long | Debt | US | $17M | – | 0.03 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 3 A3 (MORGAN STANLEY HOME EQUITY LN 2006-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2 (MORGAN STANLEY HOME EQUITY LN 2007-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 1 A3 (MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 1 A4 (MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1 (MORGAN STANLEY IXIS RE CAP TR 2006-2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 11AR 1A1 (MORGAN STANLEY MORTGAGE TRUST-2004-11AR) | Long | ABS-mortgage backed security | US | $910K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 11AR 1A2A (MORGAN STANLEY MORTGAGE TRUST-2004-11AR) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 11AR A1 (MORGAN STANLEY MORTGAGE TRUST-2005-11AR) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 2A2 (MORGAN STANLEY MORTGAGE TRUST-2005-3AR) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 3A (MORGAN STANLEY MORTGAGE TRUST-2005-3AR) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 5AR 2A1 (MORGAN STANLEY MORTGAGE TRUST-2005-5AR) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 9AR 1A (MORGAN STANLEY MORTGAGE TRUST-2005-9AR) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 12XS A6A (MORGAN STANLEY MORTGAGE TRUST-2006-12XS) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 2A1 (MORGAN STANLEY MORTGAGE TRUST-2006-16AX) | Long | ABS-mortgage backed security | US | $898K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1 (MORGAN STANLEY MORTGAGE TRUST-2006-16AX) | Long | ABS-mortgage backed security | US | $541K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 17XS A6 (MORGAN STANLEY MORTGAGE TRUST-2006-17XS) | Long | ABS-mortgage backed security | US | $573K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 2 4A (MORGAN STANLEY MTGE LN TR 2006-2) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 3AR 1A3 (MORGAN STANLEY MORTGAGE LN TR-2006-3AR) | Long | ABS-mortgage backed security | US | $353K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 3A (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A1 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A1 (MORGAN STANLEY MTGE LN TR 2007-10XS) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 11AR 2A3 (MORGAN STANLEY MTGE LN TRUST 2007-11AR) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 13 6A1 (MORGAN STANLEY MTGE LN TR 2007-13) | Long | ABS-mortgage backed security | US | $690K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 15AR 2A1 (MORGAN STANLEY MTGE LN TRUST 2007-15AR) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A3 (MORGAN STANLEY MORTGAGE LN TR 2007-5AX) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A6S (MORGAN STANLEY MTGE LN TR 2007-6XS) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A1 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $598K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 8XS A1 (MORGAN STANLEY MTGE LN TR 2007-8XS) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 01/29 VAR | Long | Debt | US | $2M | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 01/30 VAR | Long | Debt | US | $23M | – | 0.05 |
| MORGAN STANLEY SR UNSECURED 02/29 VAR | Long | Debt | US | $697K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $11M | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 03/30 VAR | Long | Debt | US | $3M | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $5M | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $814K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 07/26 VAR | Long | Debt | US | $2M | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 07/29 VAR | Long | Debt | US | $3M | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 11/29 VAR | Long | Debt | US | $35M | – | 0.07 |
| MORTGAGEIT TRUST MHL 2005 1 1A2 (MORTGAGEIT TRUST 2005-1) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| MORTGAGEIT TRUST MHL 2006 1 1A1 (MORTGAGEIT TRUST 2006-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| MORTGAGEIT TRUST MHL 2007 2 A1 (MORTGAGEIT SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A (MOSAIC SOLAR LOAN TRUST 2022-1A) | Long | ABS-other | US | $15M | – | 0.03 |
| MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3 | Long | Debt | US | $14M | – | 0.03 |
| MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A (MOUNTAIN VIEW CLO LLC 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A (MOUNTAIN VIEW CLO XVI LTD 2022-1A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| MPLX LP SR UNSECURED 04/48 4.7 | Long | Debt | US | $6M | – | 0.01 |
| MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.655 (MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA) | Long | Debt | US | $53M | – | 0.10 |
| MUTUAL OF OMAHA GLOBAL SECURED 144A 07/26 5.8 (MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING) | Long | Debt | US | $16M | – | 0.03 |
| MYMICHIGAN HEALTH SECURED 06/50 3.409 | Long | Debt | US | $21M | – | 0.04 |
| NAPA VLY CA UNIF SCH DIST NPVSCD 08/43 FIXED 6.507 (NAPA VALLEY UNIFIED SCHOOL DISTRICT) | Long | Debt | US | $220K | – | 0.00 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $14M | – | 0.03 |
| NATIONAL FOOTBAL LEAGUE 4.5YR (FOOTBALL CLUB TERM NOTES 2024-XVII TRUST) | Long | Debt | US | $14M | – | 0.03 |
| NATIONAL FUEL GAS CO SR UNSECURED 03/31 2.95 (NATIONAL FUEL GAS COMPANY) | Long | Debt | US | $9M | – | 0.02 |
| NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3 (NATIONAL HEALTH INVS INC) | Long | Debt | US | $6M | – | 0.01 |
| NATIONAL RURAL UTIL COOP COLLATERAL T 03/31 1.35 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $8M | – | 0.02 |
| NATIONAL RURAL UTIL COOP SR UNSECURED 03/32 8 (NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION) | Long | Debt | US | $190K | – | 0.00 |
| NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $25M | – | 0.05 |
| NATIONWIDE BLDG SOCIETY COVERED 144A 11/26 5.264 (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $16M | – | 0.03 |
| NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 07/30 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $32M | – | 0.06 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| NATWEST GROUP PLC JR SUBORDINA 12/49 VAR | Long | Debt | GB | $1M | – | 0.00 |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $20M | – | 0.04 |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $18M | – | 0.04 |
| NATWEST GROUP PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $2M | – | 0.00 |
| NATWEST GROUP PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $18M | – | 0.04 |
| NATWEST GROUP PLC SR UNSECURED 05/28 VAR | Long | Debt | GB | $24M | – | 0.05 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $19M | – | 0.04 |
| NATWEST GROUP PLC SR UNSECURED REGS 11/25 VAR | Long | Debt | GB | $8M | – | 0.02 |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/25 3.479 | Long | Debt | GB | $9M | – | 0.02 |
| NAUGATUCK CT NAU 06/33 FIXED 5.91 (NAUGATUCK CONN) | Long | Debt | US | $177K | – | 0.00 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2018 BA A2A 144A (NAVIENT STUDENT LOAN TRUST 2018-BA) | Long | ABS-other | US | $2M | – | 0.00 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $6M | – | 0.01 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $7M | – | 0.01 |
| NEPTUNE QUASAR PPN (PROJECT QUASAR INVESTMENTS 2017 SLU) | Long | Loan | LU | $0 | – | – |
| NETAPP INC SR UNSECURED 06/25 1.875 | Long | Debt | US | $5M | – | 0.01 |
| NETAPP INC SR UNSECURED 06/30 2.7 | Long | Debt | US | $27M | – | 0.05 |
| NEUBERGER BERMAN CLO LTD NEUB 2013 14A AR2 144A (NEUBERGER BERMAN CLO XIV LTD 2013-14A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A (NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M2 (NEW CENTURY HOME EQUITY LOAN TRUST 2003-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 1 M1 (NEW CENTURY HOME EQUITY LOAN TR 2004-1) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M1 (NEW CENTURY HOME EQUITY LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $596K | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M3 (NEW CENTURY HOME EQUITY LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $492K | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 B M1 (NEW CENTURY HOME EQUITY LOAN TR 2005-B) | Long | ABS-mortgage backed security | US | $765K | – | 0.00 |
| NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A (NEW ORLEANS HOTEL TRUST 2019-HNLA) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 INV1 A2 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $31M | – | 0.06 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| NEW S WALES TREASURY CRP LOCAL GOVT G 11/25 2.75 (NEW SOUTH WALES TREASURY CORPORATION) | Long | Debt | AU | $1M | – | 0.00 |
| NEW YORK LIFE INSURANCE SUBORDINATED 144A 05/50 3.75 (NEW YORK LIFE INSURANCE COMPANY) | Long | Debt | US | $4M | – | 0.01 |
| NEW YORK MORTGAGE TRUST NYMT 2006 1 2A3 (NEW YORK MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| NEW YORK ST URBAN DEV CORP REV NYSDEV 03/29 FIXED 1.827 (NEW YORK STATE URBAN DEVELOPMENT CORPORATION) | Long | Debt | US | $697K | – | 0.00 |
| NEW YORK ST URBAN DEV CORP REV NYSDEV 03/31 FIXED 2.027 (NEW YORK STATE URBAN DEVELOPMENT CORPORATION) | Long | Debt | US | $19M | – | 0.04 |
| NEW YORK ST URBAN DEV CORP REV NYSDEV 03/32 FIXED 2.127 (NEW YORK STATE URBAN DEVELOPMENT CORPORATION) | Long | Debt | US | $19M | – | 0.04 |
| NEW YORK ST URBAN DEV CORP REV NYSDEV 03/33 FIXED 2.227 (NEW YORK STATE URBAN DEVELOPMENT CORPORATION) | Long | Debt | US | $18M | – | 0.04 |
| NEW YORK ST URBAN DEV CORP REV NYSDEV 03/34 FIXED 2.277 (NEW YORK STATE URBAN DEVELOPMENT CORPORATION) | Long | Debt | US | $16M | – | 0.03 |
| NEWARK BSL CLO 1 LTD. NBCLO 2016 1A A1R 144A (NEWARK BSL CLO 2 LTD 2016 1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| NEWGATE FUNDING PLC NGATE 2007 1X A3 REGS (NEWGATE FUNDING PLC-2007-1X) | Long | ABS-mortgage backed security | GB | $442K | – | 0.00 |
| NEWGATE FUNDING PLC NGATE 2007 3X A2B REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $38M | – | 0.07 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $22M | – | 0.04 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $12M | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $12M | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $6M | – | 0.01 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 2.25 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $61M | – | 0.12 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 10/24 3.508 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $993K | – | 0.00 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 12/28 4.278 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $17M | – | 0.03 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $22M | – | 0.04 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $8M | – | 0.01 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $28M | – | 0.05 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $434K | – | 0.00 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $119M | – | 0.23 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $127M | – | 0.25 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $39M | – | 0.08 |
| NISSAN MOTOR CO SR UNSECURED REGS 09/28 3.201 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $3M | – | 0.01 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2001 R1A A 144A (NOMURA ASSET ACCEP CORP 2001-R1A) | Long | ABS-mortgage backed security | US | $352K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A (NOMURA ASSET ACCEPTANCE CORP 2004-R1) | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR2 M1 (NOMURA ASSET ACCEPTANCE CORP 2005-AR2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1 (NOMURA ASSET ACCEPTANCE CORP 2005-AR5) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A (NOMURA ASSET ACCEPTANCE CORP 2006-AR1) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6 (NOMURA ASSET ACCEPTANCE CORP 2007-1) | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| NOMURA HOLDINGS INC SR UNSECURED 01/28 5.842 | Long | Debt | JP | $14M | – | 0.03 |
| NOMURA HOLDINGS INC SR UNSECURED 01/33 6.181 | Long | Debt | JP | $31M | – | 0.06 |
| NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851 | Long | Debt | JP | $43M | – | 0.08 |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 5.594 | Long | Debt | JP | $11M | – | 0.02 |
| NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR | Long | Debt | JP | $13M | – | 0.03 |
| NOMURA HOLDINGS INC SR UNSECURED 07/28 2.172 | Long | Debt | JP | $1M | – | 0.00 |
| NOMURA HOLDINGS INC SR UNSECURED 07/28 6.07 | Long | Debt | JP | $12M | – | 0.02 |
| NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679 | Long | Debt | JP | $8M | – | 0.02 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 (NOMURA HOME EQUITY LOAN INC 2006-AF1) | Long | ABS-mortgage backed security | US | $562K | – | 0.00 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 (NOMURA HOME EQUITY LOAN INC 2006-AF1) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| NOMURA HOME EQUITY LOAN INC NHELI 2007 1 1A4 (NOMURA HOME EQUITY LOAN INC 2007-1) | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| NORINCHUKIN BANK SR UNSECURED 144A 09/31 2.08 (NORINCHUKIN BANK LTD) | Long | Debt | JP | $16M | – | 0.03 |
| NOVASTAR HOME EQUITY LOAN NHEL 2003 3 A1 (NOVASTAR HOME EQUITY LOAN 2003-3) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2004 1 M3 (NOVASTAR HOME EQUITY LOAN 2004-1) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2004 4 M6 (NOVASTAR HOME EQUITY LOAN 2004-4) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 2 A2C (NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 3 A2D (NOVASTAR HOME EQUITY LOAN 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 4 A2C (NOVASTAR HOME EQUITY LOAN 2006-4) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C (NOVASTAR HOME EQUITY LOAN 2006-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2B (NOVASTAR HOME EQUITY LOAN 2006-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2D (NOVASTAR HOME EQUITY LOAN 2006-6) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A2B (NOVASTAR HOME EQUITY LOAN 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A2C (NOVASTAR HOME EQUITY LOAN 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.125 | Long | Debt | US | $5M | – | 0.01 |
| NVR INC SR UNSECURED 05/30 3 | Long | Debt | US | $1M | – | 0.00 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 01/33 5 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $444K | – | 0.00 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/25 2.7 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $5M | – | 0.01 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/27 3.15 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $4M | – | 0.01 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/30 3.4 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $2M | – | 0.00 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $37M | – | 0.07 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/29 4.3 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $2M | – | 0.00 |
| NXP BV/NXP FUNDING LLC COMPANY GUAR 03/26 5.35 | Long | Debt | NL | $14M | – | 0.03 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/30 1.95 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $15M | – | 0.03 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/31 2.15 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $3M | – | 0.01 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $110M | – | 0.22 |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2015 4A A1R 144A (OAK HILL EUROPEAN CREDIT PARTNERS IV DESIGNATED ACTIVITY CO 15-4A) | Long | ABS-collateralized bond/debt obligation | IE | $734K | – | 0.00 |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2015 4A A1RE 144A (OAK HILL EUROPEAN CREDIT PARTNERS IV DESIGNATED ACTIVITY CO 15-4A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.00 |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A (OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A) | Long | ABS-collateralized bond/debt obligation | IE | $54M | – | 0.11 |
| OAKTREE CLO LTD OAKCL 2019 1A A1R 144A (OAKTREE CLO 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.05 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 07/24 6.95 (OCCIDENTAL PETROLEUM CORPORATION) | Long | Debt | US | $519K | – | 0.00 |
| OCI NV COMPANY GUAR 144A 03/33 6.7 | Long | Debt | NL | $6M | – | 0.01 |
| OCP CLO LTD OCP 2014 7A A1RR 144A (OCP CLO LTD 2014-7A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| OCP EURO CLO OCPE 2020 4A AR 144A (OCP EURO CLO 2020-4 DAC 20-4A) | Long | ABS-collateralized bond/debt obligation | IE | $37M | – | 0.07 |
| OCTAGON INVESTMENT PARTNERS 30 OCT30 2017 1A A1R 144A (OCTAGON INVESTMENT PARTERNS LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.03 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| OCTAGON INVESTMENT PARTNERS XV OCT17 2013 1A A1R2 144A (OCTAGON INVESTMENT PARTNERS XVII LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A (OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.04 |
| OCTAGON LOAN FUNDING LTD OCTLF 2014 1A ARR 144A (OCTAGON LOAN FUNDING LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| OHIO STATE MU MUNI SP GST | Derivative-credit | US | $24K | – | 0.00 | |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-3M | – | -0.01 | |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH | Derivative-interest rate | CA | $-3M | – | -0.01 | |
| OIS CAD CAONREPO/4.82000 07/13/23-2Y LCH | Derivative-interest rate | CA | $-835.06 | – | -0.00 | |
| OIS JPY MUTKCALM/0.5000 03/15/22-20Y LCH | Derivative-interest rate | JP | $48M | – | 0.09 | |
| OIS USD SOFR/1.69000 04/19/22-5Y LCH | Derivative-interest rate | US | $-31M | – | -0.06 | |
| OIS USD SOFR/1.78250 04/22/22-5Y LCH | Derivative-interest rate | US | $-23M | – | -0.04 | |
| OLD REPUBLIC INTL CORP SR UNSECURED 08/26 3.875 (OLD REPUBLIC INTERNATIONAL CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/26 5.25 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $33M | – | 0.07 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 02/31 3.375 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $19M | – | 0.04 |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 10/29 3.625 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $13M | – | 0.03 |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2020 2A A 144A (ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2A) | Long | ABS-other | US | $1M | – | 0.00 |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2021 1A A2 144A (OMFIT-2021-1A) | Long | ABS-other | US | $2M | – | 0.00 |
| ONEOK INC COMPANY GUAR 01/26 5.85 | Long | Debt | US | $8M | – | 0.02 |
| ONEOK INC COMPANY GUAR 01/31 6.35 | Long | Debt | US | $12M | – | 0.02 |
| ONEOK INC COMPANY GUAR 09/33 6.05 | Long | Debt | US | $42M | – | 0.08 |
| ONEOK INC COMPANY GUAR 11/26 5.55 | Long | Debt | US | $3M | – | 0.01 |
| ONEOK INC COMPANY GUAR 11/28 5.65 | Long | Debt | US | $7M | – | 0.01 |
| ONEOK INC COMPANY GUAR 11/30 5.8 | Long | Debt | US | $7M | – | 0.01 |
| ONEOK PARTNERS LP COMPANY GUAR 10/37 6.85 | Long | Debt | US | $2M | – | 0.00 |
| ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A3 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2) | Long | ABS-mortgage backed security | US | $49M | – | 0.10 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $88M | – | 0.17 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV3 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV3) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A (OBX 2023-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $18M | – | 0.03 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM4 A1 144A (OBX 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A (OBX 2023-NQM6 TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM8 A1 144A (OBX 2023-NQM8 TRUST) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A (OBX 2024-HYB2 TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| ONTARIO (PROVINCE OF) SR UNSECURED 11/29 1.55 (PROVINCE OF ONTARIO CANADA) | Long | Debt | CA | $8M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2002 5 M1 (OPTION ONE MORTGAGE LOAN TR 2002-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2 (OPTION ONE MORTGAGE LOAN TRUST 2005-4) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 (OPTION ONE MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 3 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 3A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-2) | Long | ABS-mortgage backed security | US | $556K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $960K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $540K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A2 (OPTION ONE MORTGAGE LOAN TRUST 2007-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 6 2A4 (OPTION ONE MORTGAGE LOAN TRUST 2007-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| ORACLE CORP SR UNSECURED 04/27 2.8 (ORACLE CORPORATION) | Long | Debt | US | $282K | – | 0.00 |
| ORACLE CORP SR UNSECURED 04/30 2.95 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| ORACLE CORP SR UNSECURED 04/50 3.6 (ORACLE CORPORATION) | Long | Debt | US | $8M | – | 0.02 |
| ORACLE CORP SR UNSECURED 04/60 3.85 (ORACLE CORPORATION) | Long | Debt | US | $9M | – | 0.02 |
| ORACLE CORP SR UNSECURED 05/30 4.65 (ORACLE CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| OSCAR US FUNDING TRUST OSCAR 2022 1A A4 144A (OSCAR US FUNDING XIV LLC 2022-1A) | Long | ABS-other | JP | $5M | – | 0.01 |
| OSD CLO LTD OSD 2021 23A A 144A (OSD CLO 2021-23A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.05 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| OZLM LTD OZLM 2014 8A A1R3 144A (OZLM VIII LTD 2014-8A) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.03 |
| OZLM LTD OZLM 2014 9A A1A4 144A (OZLM IX LTD 2014-9A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.01 |
| OZLM LTD OZLM 2015 11A A1R 144A (OZLM XI LTD 2015-11A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| OZLM LTD OZLM 2018 18A A 144A (OZLM XVIII LTD 2018-18A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| OZLM LTD OZLM 2019 24A A1AR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $46M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $34M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/29 6.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $26M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/33 6.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $14M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $33M | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $4M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $9M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $30M | – | 0.06 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $24M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $7M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $7M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $7M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 05/29 5.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $17M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/33 6.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $26M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/25 3.45 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $13M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $12M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $47M | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $19M | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $6M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $26M | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $6M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/40 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $15M | – | 0.03 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.00 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $34M | – | 0.07 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $9M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $8M | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $5M | – | 0.01 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $17M | – | 0.03 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $16M | – | 0.03 |
| PACIFIC LIFE GF II SECURED 144A 06/25 1.2 (PACIFIC LIFE GLOBAL FUNDING II) | Long | Debt | US | $2M | – | 0.00 |
| PACIFICORP 1ST MORTGAGE 01/55 5.8 | Long | Debt | US | $19M | – | 0.04 |
| PACIFICORP 1ST MORTGAGE 02/29 5.1 | Long | Debt | US | $1M | – | 0.00 |
| PACIFICORP 1ST MORTGAGE 02/31 5.3 | Long | Debt | US | $15M | – | 0.03 |
| PACIFICORP 1ST MORTGAGE 03/51 3.3 | Long | Debt | US | $65K | – | 0.00 |
| PACIFICORP 1ST MORTGAGE 09/30 2.7 | Long | Debt | US | $87K | – | 0.00 |
| PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A (PALMER SQUARE CLO LTD 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $23M | – | 0.05 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 2A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-2 DAC 21-2A) | Long | ABS-collateralized bond/debt obligation | IE | $13M | – | 0.03 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.02 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 2A A1 144A (PALMER SQUARE LOAN FUNDING 2021-2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $438K | – | 0.00 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A (PALMER SQUARE LOAN FUNDING 2021-3) | Long | ABS-collateralized bond/debt obligation | KY | $37M | – | 0.07 |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $30M | – | 0.06 |
| PANTHER ESCROW ISSUER SR SECURED 144A 06/31 7.125 (TRUIST INSURANCE HOLDINGS LLC / PANTHER CO-ISSUER INC) | Long | Debt | US | $20M | – | 0.04 |
| PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5 (PARK PLACE SECURITIES INC 2004-WWF1) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/50 3.218 (PEACEHEALTH OBLIGATED GROUP) | Long | Debt | US | $6M | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $2M | – | 0.00 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 03/29 5.35 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $9M | – | 0.02 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/24 3.45 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $11M | – | 0.02 |
| PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 1 M4 (PEOPLES CHOICE HOME LOAN SECURITIES TRUST 2005-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 2 M4 (PEOPLE'S CHOICE HOME LN SEC TR 2005-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 4 1A3 (PEOPLES CHOICE HOME LOAN SEC TR 2005-4) | Long | ABS-mortgage backed security | US | $744K | – | 0.00 |
| PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 2A2 (PEOPLE'S FINANCE REALTY MTGE SEC 2006-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| PERFORMER FUNDING PERFF 1A B 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $39M | – | 0.08 |
| PERFORMER FUNDING PERFF 1A C 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $28M | – | 0.05 |
| PERFORMER FUNDING PERFF 1A D 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $19M | – | 0.04 |
| PERFORMER FUNDING PERFF 1A E 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $8M | – | 0.02 |
| PERFORMER FUNDING PERFF 1A F 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $12M | – | 0.02 |
| PERFORMER FUNDING PERFF 1A R 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $6M | – | 0.01 |
| PERFORMER FUNDING PERFF 1A RC 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $0.03 | – | – |
| PERFORMER FUNDING PERFF 1A X 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $2M | – | 0.00 |
| PERFORMER FUNDING PERFF 1A Z 144A (PERFORMER FUNDING 1 PLC 1A) | Long | ABS-other | GB | $8M | – | 0.02 |
| PERU LA SP BOA | Derivative-credit | US | $171K | – | 0.00 | |
| PETROLEOS MEXICANOS COMPANY GUAR 02/33 10 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $14M | – | 0.03 |
| PFP III PFP 2021 8 A 144A (PFP III LTD 2021-8) | Long | ABS-mortgage backed security | KY | $10M | – | 0.02 |
| PFP III PFP 2022 9 A 144A (PFP 2022-9 LTD A) | Long | ABS-mortgage backed security | KY | $9M | – | 0.02 |
| PHILIP MORRIS INTL INC SR UNSECURED 11/27 5.125 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $932K | – | 0.00 |
| PIEDMONT OPERATING PARTN COMPANY GUAR 07/29 6.875 (PIEDMONT OPERATING PARTNERSHIP LP) | Long | Debt | US | $5M | – | 0.01 |
| PIEDMONT OPERATING PARTN COMPANY GUAR 08/30 3.15 (PIEDMONT OPERATING PARTNERSHIP LP) | Long | Debt | US | $15M | – | 0.03 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $522M | – | 1.02 |
| PIMCO SENIOR LOAN ACTIVE EXCHA PIMCO SENIOR LOAN ACTIVE ETF (PIMCO FUNDS) | Long | Equity-common | US | $30M | 587K | 0.06 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $2B | – | 4.42 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $46M | – | 0.09 |
| PINNACOL ASSURANCE SUBORDINATE 06/34 8.625 | Long | Debt | US | $16M | – | 0.03 |
| POLESTAR RE LTD UNSECURED 144A 01/27 VAR | Long | Debt | BM | $9M | – | 0.02 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2006 E A3 (POPULAR ABS MTGE PASS THRU TRUST 2006-E) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| PP690IAC7 GLITNER BANKI HF PP690IAC7 GLITNER BANKI HF (GLITNIR HOLDCO EHF) | Long | Debt | IS | $28.58 | – | 0.00 |
| PRES + FELLOWS OF HARVAR UNSECURED 10/50 2.517 (HARVARD UNIVERSITY) | Long | Debt | US | $349K | – | 0.00 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| PRIMERICA INC SR UNSECURED 11/31 2.8 | Long | Debt | US | $7M | – | 0.01 |
| PRINCIPAL LFE GLB FND II SECURED 144A 06/25 1.25 (PRINCIPAL LIFE GLOBAL FUNDING II) | Long | Debt | US | $4M | – | 0.01 |
| PRINCIPAL LFE GLB FND II SR SECURED 144A 08/26 1.25 (PRINCIPAL LIFE GLOBAL FUNDING II) | Long | Debt | US | $13M | – | 0.03 |
| PROJECT HUDSON II FIXED TERM LOAN (WEST STREET GLOBAL GROWTH PARTNERS LP) | Long | ABS-mortgage backed security | US | $27M | – | 0.05 |
| PROJECT QUASAR PLEDGCO SLU 2022 EUR TERM LOAN A1 (PROJECT QUASAR HOLDCO SLU) | Long | Loan | ES | $66M | – | 0.13 |
| PROTEUS RMBS DAC PROTE 1A AR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $75M | – | 0.15 |
| PROTEUS RMBS DAC PROTE 1A BR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $22M | – | 0.04 |
| PROTEUS RMBS DAC PROTE 1A CR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $16M | – | 0.03 |
| PROTEUS RMBS DAC PROTE 1A DR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $12M | – | 0.02 |
| PROTEUS RMBS DAC PROTE 1A ER 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $10M | – | 0.02 |
| PROTEUS RMBS DAC PROTE 1A FR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $25M | – | 0.05 |
| PROTEUS RMBS DAC PROTE 1A YR 144A (PROTEUS RMBS DAC 1A) | Long | ABS-mortgage backed security | IE | $0.77 | – | – |
| PROVINCE OF ALBERTA SR UNSECURED 144A 08/26 2.05 | Long | Debt | CA | $6M | – | 0.01 |
| PRUDENTIAL FUNDING ASIA COMPANY GUAR 04/30 3.125 (PRUDENTIAL FUNDING (ASIA) PLC) | Long | Debt | GB | $717K | – | 0.00 |
| PUBLIC SERVICE COLORADO 1ST MORTGAGE 01/31 1.9 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $6M | – | 0.01 |
| PURPLE RE LTD UNSECURED 144A 06/27 VAR | Long | Debt | BM | $8M | – | 0.02 |
| QORVO INC COMPANY GUAR 12/24 1.75 | Long | Debt | US | $702K | – | 0.00 |
| QUANTA SERVICES INC SR UNSECURED 10/24 0.95 | Long | Debt | US | $1M | – | 0.00 |
| QUANTA SERVICES INC SR UNSECURED 10/30 2.9 | Long | Debt | US | $4M | – | 0.01 |
| RAAC SERIES RAAC 2005 SP2 2A (RAAC SERIES 2005-SP2) | Long | ABS-mortgage backed security | US | $688K | – | 0.00 |
| RAAC SERIES RAAC 2007 RP4 A 144A (RAAC SERIES 2007-RP4) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| RAD CLO LTD RAD 2019 4A AR 144A (RAD CLO LTD 2019 4A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.02 |
| RAD CLO LTD RAD 2019 5A AR 144A (RAD CLO LTD 2019-5A) | Long | ABS-collateralized bond/debt obligation | KY | $73M | – | 0.14 |
| RBSGC MORTGAGE PASS THROUGH CE RBSGC 2005 A 2A3 (RBSGC MTGE PASS THRU CERT 2005-A) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| RBSGC MORTGAGE PASS THROUGH CE RBSGC 2005 RP1 1F 144A (RBSGC MORTGAGE PASS THROUGH CERTIFICATES 2005-RP1) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| RBSSP RESECURITIZATION TRUST RBSSP 2011 4 2A1 144A (RBSSP RESECURITIZATION TRUST 2011-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RBSSP RESECURITIZATION TRUST RBSSP 2011 4 3A1 144A (RBSSP RESECURITIZATION TRUST 2011-4) | Long | ABS-mortgage backed security | US | $969K | – | 0.00 |
| RBSSP RESECURITIZATION TRUST RBSSP 2011 4 4A1 144A (RBSSP RESECURITIZATION TRUST 2011-4) | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| RBSSP RESECURITIZATION TRUST RBSSP 2011 4 5A1 144A (RBSSP RESECURITIZATION TRUST 2011-4) | Long | ABS-mortgage backed security | US | $8M | – | 0.01 |
| RBSSP RESECURITIZATION TRUST RBSSP 2012 7 A1 144A (RBSSP RESECURITIZATION TRUST 2012-7) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL6 A 144A (READY CAPITAL MORTGAGE FINANCING 2021-FL6 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 A 144A (READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.16 | – | – |
| REALTY INCOME CORP COMPANY GUAR 01/30 3.4 (REALTY INCOME CORPORATION) | Long | Debt | US | $5M | – | 0.01 |
| REALTY INCOME CORP COMPANY GUAR 07/29 4 (REALTY INCOME CORPORATION) | Long | Debt | US | $2M | – | 0.00 |
| REALTY INCOME CORP SR UNSECURED 02/31 3.2 (REALTY INCOME CORPORATION) | Long | Debt | US | $5M | – | 0.01 |
| REALTY INCOME CORP SR UNSECURED 03/28 2.1 (REALTY INCOME CORPORATION) | Long | Debt | US | $6M | – | 0.01 |
| REALTY INCOME CORP SR UNSECURED 04/25 3.875 (REALTY INCOME CORPORATION) | Long | Debt | US | $3M | – | 0.01 |
| REALTY INCOME CORP SR UNSECURED 06/26 4.875 (REALTY INCOME CORPORATION) | Long | Debt | US | $7M | – | 0.01 |
| REALTY INCOME CORP SR UNSECURED 06/28 2.2 (REALTY INCOME CORPORATION) | Long | Debt | US | $492K | – | 0.00 |
| REALTY INCOME CORP SR UNSECURED 08/27 3.95 (REALTY INCOME CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| REALTY INCOME CORP SR UNSECURED 11/25 4.625 (REALTY INCOME CORPORATION) | Long | Debt | US | $7M | – | 0.01 |
| REALTY INCOME CORP SR UNSECURED 12/29 3.1 (REALTY INCOME CORPORATION) | Long | Debt | US | $6M | – | 0.01 |
| REGAL TRUST IV REGAL 1999 1 A 144A (REGAL TRUST IV 1999-1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| REGENERON PHARMACEUTICAL SR UNSECURED 09/30 1.75 (REGENERON PHARMACEUTICALS) | Long | Debt | US | $7M | – | 0.01 |
| REGENERON PHARMACEUTICAL SR UNSECURED 09/50 2.8 (REGENERON PHARMACEUTICALS) | Long | Debt | US | $3M | – | 0.01 |
| REINSURANCE GRP OF AMER SR UNSECURED 06/30 3.15 (REINSURANCE GROUP OF AMERICA INCORPORATED) | Long | Debt | US | $6M | – | 0.01 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A (RENAISSANCE HOME EQUITY LOAN TRUST 2002-2) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A (RENAISSANCE HOME EQUITY LN TR 2003-2) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2004 3 AV2A (RENAISSANCE HOME EQUITY LOAN TR 2004-3) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF4 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543 (RENESAS ELECTRONICS CORPORATION) | Long | Debt | JP | $9M | – | 0.02 |
| RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17 (RENESAS ELECTRONICS CORPORATION) | Long | Debt | JP | $4M | – | 0.01 |
| REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/31 4.95 (PARAGUAY GOVT) | Long | Debt | PY | $8M | – | 0.02 |
| REPUBLIC OF PERU BONDS 144A 08/40 5.35 (PERU GOVT) | Long | Debt | PE | $1M | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED 144A 02/29 5.94 (PERU GOVT) | Long | Debt | PE | $167K | – | 0.00 |
| REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 (PERU GOVT) | Long | Debt | PE | $13M | – | 0.03 |
| REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT) | Long | Debt | PL | $5M | – | 0.01 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 05/27 3.125 (SERBIA GOVT) | Long | Debt | RS | $20M | – | 0.04 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1 (SERBIA GOVT) | Long | Debt | RS | $15M | – | 0.03 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05 (SERBIA GOVT) | Long | Debt | RS | $12M | – | 0.02 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $340M | – | 0.67 |
| REPUBLIC OF TURKIYE SR UNSECURED 05/34 7.625 (TURKEY GOVT) | Long | Debt | TR | $21M | – | 0.04 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA4 A41 (RESIDENTIAL ACCREDIT LOANS 2005-QA4) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21 (RESIDENTIAL ACCREDIT LOANS INC 2005-QA9) | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 (RALI SERIES 2005-QO1 TRUST) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO2) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA10 A1 (RALI TRUST 2006-QA10) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1 (RESIDENTIAL ACCREDIT LOANS INC 2006-QA2) | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA4 A (RESIDENTIAL ACCREDIT LOANS 2006-QA4) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 1A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA8) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2 (RESIDENTIAL ACCREDIT LOANS 2006-QA8) | Long | ABS-mortgage backed security | US | $986K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO1 2A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO1) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A10 (RESIDENTIAL ACCREDIT LOANS 2006-QS13) | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A9 (RESIDENTIAL ACCREDIT LOANS 2006-QS13) | Long | ABS-mortgage backed security | US | $603K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS16 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS16) | Long | ABS-mortgage backed security | US | $457K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS16 A10 (RESIDENTIAL ACCREDIT LOANS 2006-QS16) | Long | ABS-mortgage backed security | US | $666K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS8) | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A1 (RESIDENTIAL ACCREDIT LOANS 2007-QA1) | Long | ABS-mortgage backed security | US | $266K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 (RESIDENTIAL ACCREDIT LOANS 2007-QA2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA4 A1B (RESIDENTIAL ACCREDIT LOANS 2007-QA4) | Long | ABS-mortgage backed security | US | $689K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1 (RESIDENTIAL ACCREDIT LOANS 2007-QS1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS10 A1 (RESIDENTIAL ACCREDIT LOANS 2007-QS10) | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 1A4 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4) | Long | ABS-mortgage backed security | US | $579K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 2A1 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS9 A33 (RESIDENTIAL ACCREDIT LOANS INC 2007-QS9) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS12 MII4 (RESIDENTIAL ASSET MTGE PROD 2004-RS12) | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL2 A4 (RESIDENTIAL ASSET MTGE PROD INC 2004-SL2) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC1 M1 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2006-NC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS1 AI3 (RESIDENTIAL ASSET MTGE PROD 2006-RS1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 A3A (RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RZ4 M1 (RESIDENTIAL ASSET MTGE PROD 2006-RZ4) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIA (RESIDENTIAL ASSET SEC CORP 2003-KS4) | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M2 (RESIDENTIAL ASSET SECURITIES 2005-EMX1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX3 A3 (RESIDENTIAL ASSET SEC CORP 2006-EMX3) | Long | ABS-mortgage backed security | US | $895K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 1A3 (RESIDENTIAL ASSET SEC CORP 2006-EMX9) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 2A (RESIDENTIAL ASSET SEC CORP 2006-EMX9) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS2 M3 (RESIDENTIAL ASSET SECURITIES 2006-KS2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS4 M2 (RESIDENTIAL ASSET SECURITIES 2006-KS4) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS8 A4 (RESIDENTIAL ASSET SECURITIES 2006-KS8) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2004 R2 A3 (RESIDENTIAL ASSET SEC TR 2004-R2) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1 (RESIDENTIAL ASSET SECUR TRUST 2005-A15) | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5 (RESIDENTIAL ASSET SEC TRUST 2006-A10) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A1 (RESIDENTIAL ASSET SEC TRUST 2006-A12) | Long | ABS-mortgage backed security | US | $638K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 1A5 (RESIDENTIAL ASSET SEC TRUST 2006-A8) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 2A8 (RESIDENTIAL ASSET SEC TRUST 2006-A8) | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 1A3 (RESIDENTIAL ASSET SEC TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A5 2A3 (RESIDENTIAL ASSET SECUR TR 2007-A5) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A6 (RESIDENTIAL ASSET SECUR TR 2007-A7) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5 (RESIDENTIAL ASSET SEC TRUST 2007-A9) | Long | ABS-mortgage backed security | US | $773K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 (RESIDENTIAL FUNDING MTG SEC I 2003-S9) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2004 S9 1A23 (RESIDENTIAL FUNDING MTG SEC I 2004-S9) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S10 1A1 (RESIDENTIAL FUNDING MTG SEC I 2006-S10) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S5 A13 (RESIDENTIAL FUNDING MTG SEC I 2006-S5) | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S6 A15 (RESIDENTIAL FUNDING MORTGAGE SECURITIES 2006-S6) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 1A1 (RESIDENTIAL FUNDING MTG SEC I 2006-SA1) | Long | ABS-mortgage backed security | US | $794K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 2A3 (RESIDENTIAL FUNDING MTGE SEC 2007-S6) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 2A2 (RESIDENTIAL FUNDING MTGE SEC 2007-SA1) | Long | ABS-mortgage backed security | US | $992K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA3 2A1 (RESIDENTIAL FUNDING MTGE SEC 2007-SA3) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| RESIMAC RESI 2021 2NCA A1A 144A (RESIMAC BASTILLE TRUST SERIES 2021-2NCA) | Long | ABS-mortgage backed security | AU | $2M | – | 0.00 |
| RESLOC UK PLC RLOC 2007 1X M1B REGS (RESLOC UK PLC 2007-1X) | Long | ABS-mortgage backed security | GB | $2M | – | 0.00 |
| RFR GBP SONIO/0.90000 03/11/22-30Y LCH | Derivative-interest rate | GB | $13M | – | 0.03 | |
| RFR GBP SONIO/0.90000 03/15/22-30Y LCH | Derivative-interest rate | GB | $11M | – | 0.02 | |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $509K | – | 0.00 | |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH | Derivative-interest rate | GB | $49K | – | 0.00 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $764K | – | 0.00 | |
| RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH | Derivative-interest rate | JP | $-7M | – | -0.01 | |
| RFR JPY MUT+5.89/0.7050 10/31/18-20Y LCH | Derivative-interest rate | JP | $3M | – | 0.01 | |
| RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH | Derivative-interest rate | JP | $4M | – | 0.01 | |
| RFR JPY MUT+5.89/0.7500 6/20/19-20Y* LCH | Derivative-interest rate | JP | $5M | – | 0.01 | |
| RFR JPY MUT+5.89/0.7850 11/12/18-20Y LCH | Derivative-interest rate | JP | $3M | – | 0.01 | |
| RFR JPY MUT+5.89/0.8000 10/22/18-20Y LCH | Derivative-interest rate | JP | $822K | – | 0.00 | |
| RFR USD SOFR/1.75000 12/21/22-30Y CME | Derivative-interest rate | US | $225M | – | 0.44 | |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | Derivative-interest rate | US | $-26M | – | -0.05 | |
| RFR USD SOFR/2.61740 09/30/22-25Y* LCH | Derivative-interest rate | US | $21M | – | 0.04 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-83K | – | -0.00 | |
| RFR USD SOFR/2.72100 04/10/24-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/2.78100 04/09/24-1Y LCH | Derivative-interest rate | US | $-608K | – | -0.00 | |
| RFR USD SOFR/2.78500 04/10/24-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/2.79000 04/10/24-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/2.83500 04/10/24-1Y LCH | Derivative-interest rate | US | $-2M | – | -0.00 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $57M | – | 0.11 | |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH | Derivative-interest rate | US | $5M | – | 0.01 | |
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.57226 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.00 | |
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH | Derivative-interest rate | US | $3M | – | 0.01 | |
| RFR USD SOFR/3.6132* 03/01/24-9Y* LCH | Derivative-interest rate | US | $7M | – | 0.01 | |
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $3M | – | 0.01 | |
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH | Derivative-interest rate | US | $3M | – | 0.01 | |
| RFR USD SOFR/3.68691 03/01/24-9Y* LCH | Derivative-interest rate | US | $8M | – | 0.02 | |
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH | Derivative-interest rate | US | $5M | – | 0.01 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $6M | – | 0.01 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $6M | – | 0.01 | |
| RFR USD SOFR/3.7091* 03/01/24-9Y* LCH | Derivative-interest rate | US | $7M | – | 0.01 | |
| RFR USD SOFR/3.7165* 03/01/24-9Y* LCH | Derivative-interest rate | US | $3M | – | 0.01 | |
| RFR USD SOFR/3.71780 03/01/24-9Y* LCH | Derivative-interest rate | US | $12M | – | 0.02 | |
| RFR USD SOFR/3.72136 03/01/24-7Y* LCH | Derivative-interest rate | US | $3M | – | 0.01 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $3M | – | 0.01 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.73382 03/01/24-9Y* LCH | Derivative-interest rate | US | $5M | – | 0.01 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.74267 03/01/24-9Y* LCH | Derivative-interest rate | US | $3M | – | 0.01 | |
| RFR USD SOFR/3.74463 03/01/24-9Y* LCH | Derivative-interest rate | US | $631K | – | 0.00 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $581K | – | 0.00 | |
| RFR USD SOFR/3.7525* 03/01/24-9Y* LCH | Derivative-interest rate | US | $3M | – | 0.01 | |
| RFR USD SOFR/3.75375 03/01/24-9Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.7626* 03/01/24-9Y* LCH | Derivative-interest rate | US | $2M | – | 0.00 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $147K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-411K | – | -0.00 | |
| RFR USD SOFR/5.16000 05/31/24-1Y LCH | Derivative-interest rate | US | $-344K | – | -0.00 | |
| RFR USD SOFR/5.27000 01/31/24-1Y LCH | Derivative-interest rate | US | $490K | – | 0.00 | |
| RGA GLOBAL FUNDING SECURED 144A 05/29 5.448 | Long | Debt | US | $3M | – | 0.01 |
| RHODE ISLAND ST CONVENTION CTR RISFAC 05/35 FIXED 6.06 (CONVENTION CTR AUTH RI REV) | Long | Debt | US | $175K | – | 0.00 |
| RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 (RIO OIL FINANCE TRUST SERIES 2014-3) | Long | Debt | US | $12M | – | 0.02 |
| RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 (RIO OIL FINANCE TRUST SERIES 2018-1) | Long | Debt | US | $2M | – | 0.00 |
| RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75 (RIO OIL FINANCE TRUST SERIES 2014-3) | Long | Debt | US | $2M | – | 0.00 |
| RIPON INVESTMENTS FINANCING RIPON PPN PROXY (RIPON INVESTMENTS FINANCING LIMITED) | Long | Debt | GB | $782K | – | 0.00 |
| RIPON MORTGAGES PLC RIPON 1RA B 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $33M | – | 0.06 |
| RIPON MORTGAGES PLC RIPON 1RA E 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $5M | – | 0.01 |
| RIPON MORTGAGES PLC RIPON 1RA F 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $7M | – | 0.01 |
| RIPON MORTGAGES PLC RIPON 1RA G 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $4M | – | 0.01 |
| RIPON MORTGAGES PLC RIPON 1RA X 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $3M | – | 0.01 |
| RIPON MORTGAGES PLC RIPON 1RA X1 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-other | GB | $707.9 | – | 0.00 |
| RIPON MORTGAGES PLC RIPON 1RA Y 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $19K | – | 0.00 |
| RIPON MORTGAGES PLC RIPON 1RA Z 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $4M | – | 0.01 |
| RIPONSPVASSETS 3MSONIA + 0BP (RIPON HOLDCO FINANCING SARL) | Long | ABS-mortgage backed security | GB | $10M | – | 0.02 |
| RMAC SECURITIES PLC RMACS 2006 NS1X A2A REGS (RMAC SECURITIES PLC 2006-NS1X) | Long | ABS-mortgage backed security | GB | $7M | – | 0.01 |
| RMAC SECURITIES PLC RMACS 2006 NS1X A2C REGS (RMAC SECURITIES PLC 2006-NS1X) | Long | ABS-mortgage backed security | GB | $1M | – | 0.00 |
| RMAC SECURITIES PLC RMACS 2007 NS1X A2A REGS (RMAC SECURITIES PLC 2007-NS1X) | Long | ABS-mortgage backed security | GB | $12M | – | 0.02 |
| ROCHE HOLDINGS INC COMPANY GUAR 144A 03/31 4.909 | Long | Debt | US | $5M | – | 0.01 |
| ROCHESTER GAS + ELECTRIC 1ST MORTGAGE 144A 12/30 1.85 (ROCHESTER GAS & ELEC CORP) | Long | Debt | US | $481K | – | 0.00 |
| ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75 (ROLLS-ROYCE PLC) | Long | Debt | GB | $6M | – | 0.01 |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $695K | – | 0.00 | |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $28K | – | 0.00 | |
| ROMANIA BONDS REGS 05/30 3.624 (ROMANIA GOVT) | Long | Debt | RO | $25M | – | 0.05 |
| ROMANIA SR UNSECURED 144A 02/27 3 (ROMANIA GOVT) | Long | Debt | RO | $5M | – | 0.01 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $32M | – | 0.06 |
| ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) | Long | Debt | RO | $30M | – | 0.06 |
| ROMANIA SR UNSECURED REGS 01/32 2 (ROMANIA GOVT) | Long | Debt | RO | $28M | – | 0.06 |
| ROMANIA SR UNSECURED REGS 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $4M | – | 0.01 |
| ROMARK CLO LTD RMRK 2017 1A A1R 144A (ROMARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.05 |
| ROUNDSTONE SECURITIES RNST 2A A 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $486M | – | 0.95 |
| ROUNDSTONE SECURITIES RNST 2A B 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $37M | – | 0.07 |
| ROUNDSTONE SECURITIES RNST 2A C 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $31M | – | 0.06 |
| ROUNDSTONE SECURITIES RNST 2A D 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $26M | – | 0.05 |
| ROUNDSTONE SECURITIES RNST 2A E 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $15M | – | 0.03 |
| ROUNDSTONE SECURITIES RNST 2A F 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $8M | – | 0.02 |
| ROUNDSTONE SECURITIES RNST 2A R 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $16M | – | 0.03 |
| ROUNDSTONE SECURITIES RNST 2A X2 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $845K | – | 0.00 |
| ROUNDSTONE SECURITIES RNST 2A Z 144A (ROUNDSTONE SECURITIES NO 2 DESIGNATED ACTIVITY CO 2A) | Long | ABS-mortgage backed security | IE | $28M | – | 0.06 |
| ROYAL BANK OF CANADA SR UNSECURED 01/26 4.875 | Long | Debt | CA | $19M | – | 0.04 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/25 1.2 | Long | Debt | GB | $11M | – | 0.02 |
| S+P GLOBAL INC COMPANY GUAR 03/29 2.7 (S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)) | Long | Debt | US | $6M | – | 0.01 |
| SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $33M | – | 0.06 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2002 1 A1 144A (SALOMON BROTHERS MTGE SEC VII 2002-1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2003 UP2 A1 (SALOMON BROTHERS MTGE SEC VII 2003-UP2) | Long | ABS-mortgage backed security | US | $728.74 | – | 0.00 |
| SAN DIEGO G + E 1ST MORTGAGE 04/50 3.32 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $886K | – | 0.00 |
| SAN DIEGO G + E SR SECURED 10/30 1.7 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $10M | – | 0.02 |
| SANDERS RE III LTD UNSECURED 144A 04/29 VAR | Long | Debt | BM | $16M | – | 0.03 |
| SANDS CHINA LTD SR UNSECURED 01/26 4.05 | Long | Debt | KY | $581K | – | 0.00 |
| SANDS CHINA LTD SR UNSECURED 08/25 5.125 | Long | Debt | KY | $298K | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5) | Long | ABS-other | US | $9M | – | 0.02 |
| SANTANDER HOLDINGS USA SR UNSECURED 06/25 3.45 (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $18M | – | 0.04 |
| SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244 (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $758K | – | 0.00 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $26M | – | 0.05 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 03/32 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $2M | – | 0.00 |
| SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875 | Long | Debt | AU | $19M | – | 0.04 |
| SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A) | Long | ABS-collateralized bond/debt obligation | JE | $30M | – | 0.06 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $34M | – | 0.07 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $13M | – | 0.03 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/34 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $12M | – | 0.02 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 (SAUDI ARABIA GOVT) | Long | Debt | SA | $12M | – | 0.02 |
| SAXON ASSET SECURITIES TRUST SAST 2006 3 A3 (SAXON ASSET SECURITIES TRUST 2006-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| SBA POOL 504886 SBA 03/25 FLOATING VAR (SBA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18.6 | – | – |
| SBA POOL 505017 SBA 05/25 FLOATING VAR (SBA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| SBA TOWER TRUST ASSET BACKED 144A 01/50 2.836 | Long | Debt | US | $4M | – | 0.01 |
| SBA TOWER TRUST ASSET BACKED 144A 07/50 1.884 | Long | Debt | US | $23M | – | 0.05 |
| SBA TOWER TRUST ASSET BACKED 144A 07/52 2.328 | Long | Debt | US | $11M | – | 0.02 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | Long | Debt | US | $16M | – | 0.03 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 01/26 3.625 (SCENTRE MANAGEMENT LTD (SCENTRE GROUP TRUST 1/SCENTRE GROUP TRUST 2)) | Long | Debt | AU | $7M | – | 0.01 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 02/25 3.5 (SCENTRE MANAGEMENT LTD (SCENTRE GROUP TRUST 1/SCENTRE GROUP TRUST 2)) | Long | Debt | AU | $986K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR2 A3 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-FR2) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C (SECURITIZED ASSET BACKED REC 2006-HE1) | Long | ABS-mortgage backed security | US | $756K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2D (SECURITIZED ASSET BACKED REC 2006-HE1) | Long | ABS-mortgage backed security | US | $972K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 BR5 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5) | Long | ABS-mortgage backed security | US | $292K | – | 0.00 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A (SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A) | Long | ABS-collateralized bond/debt obligation | IE | $29M | – | 0.06 |
| SEQUOIA MORTGAGE TRUST SEMT 10 1A (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 10 2A1 (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2003 2 A1 (SEQUOIA MORTGAGE TRUST 2003-2) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1 (SEQUOIA MORTGAGE TRUST 2003-4) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2003 5 A2 (SEQUOIA MORTGAGE TRUST 2003-5 2003-5) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 3 A (SEQUOIA MORTGAGE TRUST 2004-3) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 4 A (SEQUOIA MORTGAGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $491K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 3A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $714K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 4A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $921K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 2 1A1 (SEQUOIA MORTGAGE TRUST 2007-2) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1 (SEQUOIA MORTGAGE TRUST 2007-3) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $32M | – | 0.06 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3C (SG MORTGAGE SECURITIES TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| SHACKLETON CLO LTD SHACK 2014 5RA A 144A (SHACKLETON 2014-V-R CLO LTD 2014-5RA) | Long | ABS-collateralized bond/debt obligation | KY | $832K | – | 0.00 |
| SHELTER GROWTH CRE SGCP 2022 FL4 A 144A (SHELTER GROWTH CRE 2022-FL4 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $56M | – | 0.11 |
| SIMON PROPERTY GROUP LP SR UNSECURED 09/24 2 | Long | Debt | US | $3M | – | 0.01 |
| SITE CENTERS CORP SR UNSECURED 06/27 4.7 | Long | Debt | US | $3M | – | 0.01 |
| SKYWORKS SOLUTIONS INC SR UNSECURED 06/26 1.8 | Long | Debt | US | $354K | – | 0.00 |
| SLC STUDENT LOAN TRUST SLCLT 2008 2 A4 (SLC STUDENT LOAN TRUST 2008-2) | Long | ABS-other | US | $2M | – | 0.00 |
| SLM STUDENT LOAN TRUST SLMA 2007 7 A4 (SLM STUDENT LOAN TRUST 2007-7) | Long | ABS-other | US | $3M | – | 0.01 |
| SLM STUDENT LOAN TRUST SLMA 2008 5 A4 (SLM STUDENT LOAN TRUST 2008-5) | Long | ABS-other | US | $334K | – | 0.00 |
| SLM STUDENT LOAN TRUST SLMA 2008 7 A4 (SLM STUDENT LOAN TRUST 2008-7) | Long | ABS-other | US | $240K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2004 20G 1 (SMALL BUSINESS ADMIN PART CERT 2004-20G) | Long | ABS-other | US | $830.45 | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2004 20L 1 (SMALL BUSINESS ADMIN PART CERT 2004-20L) | Long | ABS-other | US | $5K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2005 20B 1 (SMALL BUSINESS ADMIN PART CERT 2005-20B) | Long | ABS-other | US | $13K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2005 20C 1 (SMALL BUSINESS ADMIN PART CERT 2005-20C) | Long | ABS-other | US | $18K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2005 20H 1 (SMALL BUSINESS ADMIN PART CERT 2005-20H) | Long | ABS-other | US | $6K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2006 20G 1 (SMALL BUSINESS ADMINISTRATION PARTICIPATION CERTIFICATES 2006-20G) | Long | ABS-other | US | $16K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20D 1 (SMALL BUSINESS ADMIN PART CERT 2007-20D) | Long | ABS-other | US | $8K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20E 1 (SMALL BUSINESS ADMIN PART CERT 2007-20E) | Long | ABS-other | US | $7K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20G 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20G) | Long | ABS-other | US | $92K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20H 1 (SMALL BUSINESS ADMINISTRATION PARTICIPATION CERTIFICATES 2007-20H) | Long | ABS-other | US | $2K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20K) | Long | ABS-other | US | $17K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20G 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20G) | Long | ABS-other | US | $22K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20H 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20H) | Long | ABS-other | US | $23K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20I 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20I) | Long | ABS-other | US | $62K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $31M | – | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $14M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $26M | – | 0.05 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $42M | – | 0.08 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $14M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $3M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D D 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $6M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D R 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-D) | Long | ABS-other | US | $448K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $16M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $16M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $3M | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B C 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $1M | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B D 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $1M | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 B R 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-B) | Long | ABS-other | US | $2M | – | 0.00 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $6M | – | 0.01 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $3M | – | 0.00 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A1 144A (SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC) | Long | ABS-other | US | $124K | – | 0.00 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A2 144A (SOFI PROFESSIONAL LOAN PROGRAM 2016-F LLC) | Long | ABS-other | US | $1M | – | 0.00 |
| SOCIETE GENERALE SR UNSECURED 144A 01/27 VAR | Long | Debt | FR | $31M | – | 0.06 |
| SOCIETE GENERALE SR UNSECURED 144A 01/29 VAR | Long | Debt | FR | $26M | – | 0.05 |
| SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR | Long | Debt | FR | $33M | – | 0.06 |
| SOCIETE GENERALE SR UNSECURED 144A 06/27 VAR | Long | Debt | FR | $15M | – | 0.03 |
| SOCIETE GENERALE SR UNSECURED 144A 12/26 VAR | Long | Debt | FR | $24M | – | 0.05 |
| SOFI ALTERNATIVE TRUST SAT 2018 A P1 144A (SOFI ALTERNATIVE TRUST 2018-A) | Long | ABS-other | US | $53M | – | 0.10 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-25K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-25K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-29K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-64K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-22K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $15M | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $13M | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $7M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $6M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $962K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $550K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $364K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $261K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $258K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $104K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $34K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $26K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $1M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $1M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $756K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $584K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $3M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $3M | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $2M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $2M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $2M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $2M | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $197K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $124K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $2M | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-4K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-22K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-390K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-109K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-152K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-199K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-424K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-497K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $281K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $-85.82 | – | -0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $1M | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $1M | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $668K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $209K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $417.34 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $695K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $575K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $214K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $388K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $107K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241216 | Derivative-foreign exchange | CN | $1M | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241216 | Derivative-foreign exchange | CN | $905K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241216 | Derivative-foreign exchange | CN | $146K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250116 | Derivative-foreign exchange | CN | $165K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250218 | Derivative-foreign exchange | CN | $58K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-1K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-3K | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $30M | – | 0.06 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3M | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $207K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $74K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $30K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-4M | – | -0.01 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $16M | – | 0.03 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $20K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $1M | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240708 | Derivative-foreign exchange | ID | $583.35 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $249.2 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-934.65 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $242K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-122.48 | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $718K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $419K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $254K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $497.31 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $413.74 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $61.96 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $71.4 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $461K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $451K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $222K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $197K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $150K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $94K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $60K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-28K | – | -0.00 | |
| SOLD KWD BOUGHT USD 20290502 | Derivative-foreign exchange | $190K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290503 | Derivative-foreign exchange | $445K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290507 | Derivative-foreign exchange | $291K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290508 | Derivative-foreign exchange | $341K | – | 0.00 | ||
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-125K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-194K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240717 | Derivative-foreign exchange | MX | $-500K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-19K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-77K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-442K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-627K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $7K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $858.14 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $155.78 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $138K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $105K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $70K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $33K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240812 | Derivative-foreign exchange | PE | $199K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240812 | Derivative-foreign exchange | PE | $180K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $221.95 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $201.81 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $16.69 | – | – | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $13K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $2M | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $61K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $52K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $5K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-246K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $548.74 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240701 | Derivative-foreign exchange | TR | $-161K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240702 | Derivative-foreign exchange | TR | $-43K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240722 | Derivative-foreign exchange | TR | $-378.84 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240724 | Derivative-foreign exchange | TR | $-5K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240729 | Derivative-foreign exchange | TR | $-397.49 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240816 | Derivative-foreign exchange | TR | $-3K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240820 | Derivative-foreign exchange | TR | $-220.11 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240823 | Derivative-foreign exchange | TR | $-409.39 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240912 | Derivative-foreign exchange | TR | $-347.71 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $487K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $456K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $381K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $354K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $353K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $338K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $322K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $298K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $265K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $244K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $214K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $168K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $164K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $66K | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-797.33 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-133K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-610K | – | -0.00 | |
| SOUND POINT CLO LTD SNDPT 2013 3RA A 144A (SOUNDS POINT CLO IV-R LTD 2013-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.03 |
| SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A (SOUND POINT CLO IX LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.05 |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A (SOUND POINT CLO XVII 2017-3A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.02 |
| SOUND POINT CLO LTD SNDPT 2017 4A A1 144A (SOUND POINT CLO XVIII LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $561K | – | 0.00 |
| SOUND POINT CLO LTD SNDPT 2018 2A A 144A (SOUND POINT CLO LTD 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| SOUND POINT CLO LTD SNDPT 2019 1A AR 144A (SOUND POINT CLO XXII LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.01 |
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A (SOUND POINT CLO XXVIII LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.03 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2 (SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A3 (SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT3 2A3 (SOUNDVIEW HOME EQUITY LOAN TRUST 2007-OPT3) | Long | ABS-mortgage backed security | US | $623K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| SOUTH AFRICA EM SP BOA | Derivative-credit | US | $-288K | – | -0.00 | |
| SOUTH AFRICA EM SP BRC | Derivative-credit | US | $-27K | – | -0.00 | |
| SOUTH AFRICA EM SP CBK | Derivative-credit | US | $-169K | – | -0.00 | |
| SOUTH AFRICA EM SP DUB | Derivative-credit | US | $-29K | – | -0.00 | |
| SOUTH AFRICA EM SP GST | Derivative-credit | US | $-63K | – | -0.00 | |
| SOUTH AFRICA EM SP MYC | Derivative-credit | US | $-18K | – | -0.00 | |
| SOUTH AFRICA EM SP MYC | Derivative-credit | US | $-1M | – | -0.00 | |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $5M | – | 0.01 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $20M | – | 0.04 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 03/26 5.35 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $19M | – | 0.04 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $14M | – | 0.03 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/31 2.5 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $11M | – | 0.02 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/51 3.65 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $11M | – | 0.02 |
| SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $6M | – | 0.01 |
| SOUTHERN CO SR UNSECURED 03/28 1.75 | Long | Debt | US | $6M | – | 0.01 |
| SOUTHERN CO SR UNSECURED 04/30 3.7 | Long | Debt | US | $4M | – | 0.01 |
| SOUTHWEST GAS CORP SR UNSECURED 03/32 4.05 (SOUTHWEST GAS CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| SOUTHWESTERN ELEC POWER SR UNSECURED 09/28 4.1 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $245K | – | 0.00 |
| SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 05/50 3.15 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $5M | – | 0.01 |
| SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3 (SPECIALTY UNDERWRITING & RESID 2005-BC2) | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2005 BC3 M3 (SPECIALTY UNDERWRITING & RESID 2005-BC3) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 (SPECIALTY UNDERWRITING & RESID 2006-AB1) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC2 A2B (SPECIALTY UNDERWRITING & RESID 2006-BC2) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC2 A2D (SPECIALTY UNDERWRITING & RESID 2006-BC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A2C (SPECIALTY UNDERWRNG & RES FIN 2006-BC5) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A2D (SPECIALTY UNDERWRNG & RES FIN 2006-BC5) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| SPECIALTY UNDERWRITING + RESID SURF 2007 AB1 A2D (SPECIALTY UNDERWRITING & RESID 2007-AB1) | Long | ABS-mortgage backed security | US | $993K | – | 0.00 |
| SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6 | Long | Debt | US | $6M | – | 0.01 |
| SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/29 9.375 | Long | Debt | US | $9M | – | 0.02 |
| SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1 (SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A) | Long | Debt | US | $4M | – | 0.01 |
| SPRINT SPECTRUM / SPEC I SR SECURED 144A 03/25 4.738 (SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC) | Long | Debt | US | $3M | – | 0.01 |
| SPRINT SPECTRUM / SPEC I SR SECURED 144A 09/29 5.152 (SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC) | Long | Debt | US | $37M | – | 0.07 |
| SREIT TRUST SREIT 2021 IND A 144A (SREIT TRUST 2021-IND) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR | Long | Debt | GB | $34M | – | 0.07 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR | Long | Debt | GB | $11M | – | 0.02 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/29 6.301 | Long | Debt | GB | $20M | – | 0.04 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 02/28 VAR | Long | Debt | GB | $411K | – | 0.00 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR | Long | Debt | GB | $23M | – | 0.04 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR | Long | Debt | GB | $2M | – | 0.00 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $37M | – | 0.07 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $14M | – | 0.03 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $80M | – | 0.16 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-LIH) | Long | ABS-mortgage backed security | US | $17M | – | 0.03 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $110M | – | 0.22 |
| STARWOOD PROPERTY TRUST SR UNSECURED 144A 01/27 4.375 (STARWOOD PROPERTY TRUST INC) | Long | Debt | US | $2M | – | 0.00 |
| STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT) | Long | Debt | IL | $31M | – | 0.06 |
| STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT) | Long | Debt | IL | $26M | – | 0.05 |
| STATE OF ISRAEL SR UNSECURED 03/54 5.75 (ISRAEL GOVT) | Long | Debt | IL | $4M | – | 0.01 |
| STATE OF ISRAEL SR UNSECURED REGS 05/60 3.8 (ISRAEL GOVT) | Long | Debt | IL | $31M | – | 0.06 |
| STATE OF QATAR SR UNSECURED 144A 04/50 4.4 (QATAR GOVT) | Long | Debt | QA | $40M | – | 0.08 |
| STATE OF QATAR SR UNSECURED REGS 04/48 5.103 (QATAR GOVT) | Long | Debt | QA | $585K | – | 0.00 |
| STIFEL FINANCIAL CORP SR UNSECURED 05/30 4 | Long | Debt | US | $30M | – | 0.06 |
| STONEPEAK SALTT 2021 1A AA 144A (STONEPEAK 2021-1 ABS) | Long | ABS-other | US | $261K | – | 0.00 |
| STORE CAPITAL LLC SR UNSECURED 11/30 2.75 | Long | Debt | US | $3M | – | 0.01 |
| STORE CAPITAL LLC SR UNSECURED 12/31 2.7 | Long | Debt | US | $482K | – | 0.00 |
| STRIPS 08/42 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $41M | – | 0.08 |
| STRIPS 11/41 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.02 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 12 3A2 (STRUCTURED ARM LOAN TRUST 2004-12) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 13 A2 (STRUCTURED ADJUST RATE MTG LN 2004-13) | Long | ABS-mortgage backed security | US | $688K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 18 4A1 (STRUCTURED ADJUSTABLE RT MTG LN 2004-18) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1 (STRUCTURED ADJUSTABLE RT MTG LN 2004-20) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-18) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 3A1 (STRUCTURED ADJ RATE MTGE LOAN 2005-21) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 22 1A4 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-22) | Long | ABS-mortgage backed security | US | $737K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 22 5A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-22) | Long | ABS-mortgage backed security | US | $321K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 6A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-1) | Long | ABS-mortgage backed security | US | $646K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 8A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-1) | Long | ABS-mortgage backed security | US | $770K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2006-10) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-2) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 3 4A (STRUCTURED ADJ RATE MTG LN 2006-3) | Long | ABS-mortgage backed security | US | $896K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 4 2A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 3AF (STRUCTURED ADJ RATE MTG LN 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-9) | Long | ABS-mortgage backed security | US | $335K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A3 (STRUCTURED ASSET INVEST LN TR 2003-BC2) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 M1 (STRUCTURED ASSET INVEST LN TR 2003-BC2) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M1 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M3 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M4 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M5 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 M2 (STRUCTURED ASSET INVST LN TR 2004-8) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC1 A2 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-BNC1) | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC2 A6 (STRUCTURED ASSET INVEST LN TR 2004-BNC2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 A3 (STRUCTURED ASSET INVEST LN TRUST-2005-11) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M4 (STRUCTURED ASSET INVST LN TR 2005-4) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 3 A5 (STRUCTURED ASSET INVST LN TR 2006-3) | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 (STRUCTURED ASSET INVEST LN TR 2006-BNC3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 1998 2 B (STRUCTURED ASSET MTGE INV 1998-2) | Long | ABS-mortgage backed security | US | $10.78 | – | – |
| STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A (STRUCTURED ASSET MTGE INV 1999-1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3 (STRUCTURED ASSET MTG INV INC 2003-AR1) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR4 A1 (STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2003-AR4) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A1 (STRUCTURED ASSET MORTGAGE INV 2005-AR4) | Long | ABS-mortgage backed security | US | $941K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A3 (STRUCTURED ASSET MORTGAGE INV 2005-AR4) | Long | ABS-mortgage backed security | US | $717K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $509K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2 (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR2 A1 (STRUCTURED ASSET MTG INV INC 2006-AR2) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR4) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 1A3 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR2) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A2 (STRUCTURED ASSET MTG INV INC 2007-AR2) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR7 1A1 (STRUCTURED ASSET MTGE INVEST 2007-AR7) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 1998 RF1 A 144A (STRUCTURED ASSET SEC CORP 1998-RF1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 24A 3A2 (STRUCTURED ASSET SEC CORP 2003-24A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 34A 6A (STRUCTURED ASSET SEC CORP 2003-34A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 40A 3A2 (STRUCTURED ASSET SEC CORP 2003-40A) | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 6A 2A1 (STRUCTURED ASSET SEC CORP 2003-6A) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2004 11XS 1A5A (STRUCTURED ASSET SECURITIES CORP 2004-11) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 5 1A1 (STRUCTURED ASSET SECURITIES CORP 2005-5) | Long | ABS-mortgage backed security | US | $712K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 GEL1 M3 (STRUCTURED ASSET SECUR CORP 2005-GEL1) | Long | ABS-mortgage backed security | US | $670K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 AM1 A5 (STRUCTURED ASSET SECURITIES CORPORATION 2006-AM1) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF3 1A4 144A (STRUCTURED ASSET SEC CORP 2006-RF3) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 ZA A2 144A (STRUCTURED ASSET SECURITIES CORP 2006-ZA) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 GEL2 A3 144A (STRUCTURED ASSET SEC CORP 2007-GEL2) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 MN1A A1 144A (STRUCTURED ASSET SEC CORP 2007-MN1A) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1 (STRUCTURED ASSET SEC CORP 2007-WF2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| SUMITOMO MITSUI FINANCE SR UNSECURED REGS 01/25 2.512 (SUMITOMO MITSUI FINANCE AND LEASING CO LTD) | Long | Debt | JP | $3M | – | 0.01 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 5.464 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $7M | – | 0.01 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 VAR (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $28M | – | 0.06 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/28 5.52 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $40M | – | 0.08 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/29 2.472 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $17M | – | 0.03 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/25 1.474 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $39M | – | 0.08 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 5.88 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.00 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 09/24 2.448 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $11M | – | 0.02 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 09/28 1.902 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $19M | – | 0.04 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/27 5.2 (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $11M | – | 0.02 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 04/32 4.2 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $6M | – | 0.01 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 07/31 2.7 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $1M | – | 0.00 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 11/28 2.3 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $4M | – | 0.01 |
| SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A (SUNRUN DEMETER ISSUER 2021-2A) | Long | ABS-other | US | $30M | – | 0.06 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1 (SUNTRUST ADJR MRTG LN TR 2007-1) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3 (SUNTRUST ADJR MRTG LN TR 2007-2) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 4 2A1 (SUNTRUST ADJR MRTG LN TR 2007-4) | Long | ABS-mortgage backed security | US | $285K | – | 0.00 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A (SUNTRUST ADJR MRTG LN TR 2007-S1) | Long | ABS-mortgage backed security | US | $758K | – | 0.00 |
| SUNTRUST ALTERNATIVE LOAN TRUS STALT 2005 1F 1A1 (SUNTRUST ALTERNATIVE LN TRUST 2005-1F) | Long | ABS-mortgage backed security | US | $848K | – | 0.00 |
| SUNTRUST ALTERNATIVE LOAN TRUS STALT 2005 1F 1A6 (SUNTRUST ALTERNATIVE LN TRUST 2005-1F) | Long | ABS-mortgage backed security | US | $570K | – | 0.00 |
| SUNTRUST ALTERNATIVE LOAN TRUS STALT 2006 1F 1A3 (SUNTRUST ALTERNATIVE LN TRUST 2006-1F) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| SUTTER HEALTH UNSECURED 08/50 3.361 | Long | Debt | US | $19M | – | 0.04 |
| SVB FINANCIAL GROUP SR UNSECURED 06/30 3.125 | Long | Debt | US | $5M | – | 0.01 |
| SWEDBANK AB SR UNSECURED 144A 04/25 3.356 | Long | Debt | SE | $17M | – | 0.03 |
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A (SYMPHONY CLO 37 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $14M | – | 0.03 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.03 |
| SYNCHRONY BANK SR UNSECURED 08/25 5.4 (SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)) | Long | Debt | US | $13M | – | 0.02 |
| SYNCHRONY BANK SR UNSECURED 08/27 5.625 (SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)) | Long | Debt | US | $12M | – | 0.02 |
| SYNCHRONY FINANCIAL SR UNSECURED 03/29 5.15 | Long | Debt | US | $5M | – | 0.01 |
| SYNGENTA FINANCE NV COMPANY GUAR 144A 04/25 4.892 | Long | Debt | NL | $4M | – | 0.01 |
| SYSTEM ENERGY RESOURCES 1ST MORTGAGE 12/25 2.14 (SYSTEM ENERGY RESOURCES INC) | Long | Debt | US | $18M | – | 0.03 |
| T MOBILE US TRUST TMUST 2024 1A A 144A (T-MOBILE US TRUST 2024-1A) | Long | ABS-other | US | $21M | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 02/26 1.5 (T-MOBILE USA INC) | Long | Debt | US | $20M | – | 0.04 |
| T MOBILE USA INC COMPANY GUAR 02/28 2.05 (T-MOBILE USA INC) | Long | Debt | US | $898K | – | 0.00 |
| T MOBILE USA INC COMPANY GUAR 02/31 2.55 (T-MOBILE USA INC) | Long | Debt | US | $26M | – | 0.05 |
| T MOBILE USA INC COMPANY GUAR 04/25 3.5 (T-MOBILE USA INC) | Long | Debt | US | $6M | – | 0.01 |
| T MOBILE USA INC COMPANY GUAR 04/30 3.875 (T-MOBILE USA INC) | Long | Debt | US | $26M | – | 0.05 |
| TARGA RES CORP (TARGA RESOURCES CORP) | Long | Debt | US | $4M | – | 0.01 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $3M | – | 0.01 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 2 5A1 (TBW MTGE BACKED PASS THRU CERT 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 4 A6 (TBW MTGE BACKED PASS THRU CERT 2006-4) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A6A (TBW MTGE BACKED PASS THRU CERT 2006-6) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| TBW MORTGAGE BACKED PASS THROU TBW 2007 2 A6A (TBW MTGE BACKED P/T CERT 2007-2) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $34M | – | 0.07 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.04 |
| TEACHERS INSURANCE AND ANNUITY TIA 2017 2A A 144A (TIAA CLO III LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.00 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 10/28 7 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $4M | – | 0.01 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $8M | – | 0.02 |
| TER FINANCE LTD JERSEY SECURED 144A 01/25 0.00000 (TER FINANCE (JERSEY) LIMITED) | Long | Debt | JE | $6M | – | 0.01 |
| TESCO PLC SNR SE ICE | Derivative-credit | GB | $170K | – | 0.00 | |
| TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006 | Long | Debt | GB | $27M | – | 0.05 |
| TESLA AUTO LEASE TRUST TESLA 2023 A A2 144A (TESLA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $9M | – | 0.02 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $61M | – | 0.12 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $35M | – | 0.07 |
| TEXTRON INC SR UNSECURED 03/31 2.45 | Long | Debt | US | $3M | – | 0.01 |
| THAMES WATER UTIL FIN SR SECURED 02/32 6.5 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $4M | – | 0.01 |
| THAMES WATER UTIL FIN SR SECURED REGS 01/28 0.875 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $8M | – | 0.02 |
| THAMES WATER UTIL FIN SR SECURED REGS 01/32 1.25 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $6M | – | 0.01 |
| THOMPSON PARK CLO, LTD TPRK 2021 1A A1 144A (THOMPSON PARK CLO LTD 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2003 5 1A (THORNBURG MORTGAGE SECURITIES TR 2003-5) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2003 6 A1 (THORNBURG MORTGAGE SECURITIES TR 2003-6) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2006 4 A2B (THORNBURG MORTGAGE SECURITIES TR 2006-4) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| THORNBURG MORTGAGE SECURITIES TMST 2006 5 A1 (THORNBURG MORTGAGE SECURITIES TR 2006-5) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 1 A2B (THORNBURG MORTGAGE SECURITIES TR 2007-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 4A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $18.26 | – | – |
| THORNBURG MORTGAGE SECURITIES TMST 2007 4 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-4) | Long | ABS-mortgage backed security | US | $472K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 5 1A1 (THORNBURG MORTGAGE SECURITIES TR 2007-5) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| TIKEHAU TIKEH 2015 1A ARR 144A (TIKEHAU CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $21M | – | 0.04 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/31 FIXED 2.951 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $1M | – | 0.00 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/34 FIXED 3.401 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $9M | – | 0.02 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/35 FIXED 3.501 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $8M | – | 0.02 |
| TOLEDO EDISON COMPANY 1ST MORTGAGE 144A 05/28 2.65 | Long | Debt | US | $17M | – | 0.03 |
| TORO EUROPEAN CLO TCLO 6A AR 144A (TORO EUROPEAN CLO 6 DAC 6A) | Long | ABS-collateralized bond/debt obligation | IE | $12M | – | 0.02 |
| TORO EUROPEAN CLO TCLO 7A ARE 144A (TORO EUROPEAN CLO 7 DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $20M | – | 0.04 |
| TORONTO DOMINION BANK SR UNSECURED 01/28 5.156 (TORONTO-DOMINION BANK) | Long | Debt | CA | $13M | – | 0.03 |
| TORONTO DOMINION BANK SR UNSECURED 03/27 2.8 (TORONTO-DOMINION BANK) | Long | Debt | CA | $6M | – | 0.01 |
| TORONTO DOMINION BANK SR UNSECURED 04/29 4.994 (TORONTO-DOMINION BANK) | Long | Debt | CA | $1M | – | 0.00 |
| TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR | Long | Debt | BM | $704K | – | 0.00 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $2M | – | 0.00 |
| TORREY PINES RE LTD UNSECURED 144A 06/32 VAR | Long | Debt | BM | $1M | – | 0.00 |
| TOWD POINT ASSET FUNDING, LLC TPHT 2021 HE1 A1 144A (TOWD POINT HE TRUST 2021-HE1) | Long | ABS-mortgage backed security | US | $796K | – | 0.00 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $6M | – | 0.01 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13X A1 REGS (TOWD POINT MORTGAGE FUNDING 2019-AUBURN 13 PLC 19-A13X) | Long | ABS-mortgage backed security | GB | $4M | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2016 1 B2 144A (TOWD POINT MORTGAGE TRUST 2016-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $903K | – | 0.00 |
| TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2023 1A A 144A (TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1A) | Long | ABS-other | US | $9M | – | 0.02 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $33M | – | 0.06 |
| TPG REAL ESTATE FINANCE TRTX 2021 FL4 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.05 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $50M | – | 0.10 |
| TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 06/25 3.85 (TRANS-ALLEGHENY INTERSTATE LINE COMPANY) | Long | Debt | US | $491K | – | 0.00 |
| TRANSCONT GAS PIPE LINE SR UNSECURED 05/30 3.25 (TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC) | Long | Debt | US | $3M | – | 0.01 |
| TRANSURBAN FINANCE CO SR SECURED 144A 03/31 2.45 (TRANSURBAN FINANCE COMPANY PTY LTD) | Long | Debt | AU | $4M | – | 0.01 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.01 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.01 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.01 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.02 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.01 |
| TRESTLES CLO LTD TREST 2017 1A A1R 144A (TRESTLES CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| TRIAXX PRIME CDO TRIAX 2007 1A A1D 144A (TRIAXX PRIME CDO 2007-1A) | Long | ABS-collateralized bond/debt obligation | KY | $24K | – | 0.00 |
| TRIAXX PRIME CDO TRIAX 2007 1A A1T 144A (TRIAXX PRIME CDO 2007-1A) | Long | ABS-collateralized bond/debt obligation | KY | $125K | – | 0.00 |
| TRICOLOR AUTO SECURITIZATION T TAST 2023 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2023-1A) | Long | ABS-other | US | $3M | – | 0.00 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $37M | – | 0.07 |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $-6K | – | -0.00 | |
| TRS SOFRINDX/IBXXLLTR 09/20/24 MYC | Derivative-credit | US | $-19K | – | -0.00 | |
| TRUIST FINANCIAL CORP SR UNSECURED 01/34 VAR (TRUIST FINANCIAL CORPORATION) | Long | Debt | US | $1M | – | 0.00 |
| TRUIST FINANCIAL CORP SR UNSECURED 10/26 VAR (TRUIST FINANCIAL CORPORATION) | Long | Debt | US | $6M | – | 0.01 |
| TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 0.03 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $179M | – | 0.35 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $615K | – | 0.00 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.03 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $139M | – | 0.27 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $30M | – | 0.06 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $52M | – | 0.10 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.02 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $86M | – | 0.17 |
| TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT) | Long | Debt | US | $420M | – | 0.82 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $56M | – | 0.11 |
| TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT) | Long | Debt | US | $73M | – | 0.14 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $128M | – | 0.25 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $291M | – | 0.57 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $270M | – | 0.53 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $375M | – | 0.73 |
| TTAN TTN 2021 MHC A 144A (TTAN 2021-MHC) | Long | ABS-mortgage backed security | US | $692K | – | 0.00 |
| U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN (US RENAL CARE INC) | Long | Loan | US | $512K | – | 0.00 |
| UBS AG LONDON SR UNSECURED 09/25 VAR (UBS AG/LONDON BRANCH) | Long | Debt | CH | $17M | – | 0.03 |
| UBS AG LONDON SR UNSECURED 09/28 5.65 (UBS AG/LONDON BRANCH) | Long | Debt | CH | $611K | – | 0.00 |
| UBS AG LONDON SR UNSECURED REGS 01/26 0.25 (UBS AG/LONDON BRANCH) | Long | Debt | CH | $2M | – | 0.00 |
| UBS AG STAMFORD CT SR UNSECURED 01/25 7.95 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $21M | – | 0.04 |
| UBS AG STAMFORD CT SR UNSECURED 02/25 3.7 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $4M | – | 0.01 |
| UBS AG STAMFORD CT SR UNSECURED 02/28 7.5 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $24M | – | 0.05 |
| UBS AG STAMFORD CT SR UNSECURED 08/24 4.75 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $11M | – | 0.02 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C10 A4 (UBS COMMERCIAL MORTGAGE TRUST 2018-C10) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C11 A5 (UBS COMMERCIAL MORTGAGE TRUST 2018-C11) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C12 A5 (UBS COMMERCIAL MORTGAGE TRUST 2018-C12) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C13 A4 (UBS COMMERCIAL MORTGAGE TRUST 2018-C13) | Long | ABS-mortgage backed security | US | $17M | – | 0.03 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $2M | – | 0.00 |
| UBS GROUP AG SR UNSECURED 03/25 3.75 | Long | Debt | CH | $45M | – | 0.09 |
| UBS GROUP AG SR UNSECURED 04/26 4.55 | Long | Debt | CH | $5M | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 01/27 VAR | Long | Debt | CH | $42M | – | 0.08 |
| UBS GROUP AG SR UNSECURED 144A 01/28 4.282 | Long | Debt | CH | $480K | – | 0.00 |
| UBS GROUP AG SR UNSECURED 144A 01/29 VAR | Long | Debt | CH | $41M | – | 0.08 |
| UBS GROUP AG SR UNSECURED 144A 01/34 VAR | Long | Debt | CH | $19M | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 02/27 VAR | Long | Debt | CH | $30M | – | 0.06 |
| UBS GROUP AG SR UNSECURED 144A 02/35 VAR | Long | Debt | CH | $10M | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 03/28 4.253 | Long | Debt | CH | $4M | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 04/26 4.125 | Long | Debt | CH | $37M | – | 0.07 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $2M | – | 0.00 |
| UBS GROUP AG SR UNSECURED 144A 05/28 4.751 | Long | Debt | CH | $3M | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $3M | – | 0.01 |
| UBS GROUP AG SR UNSECURED 144A 06/26 VAR | Long | Debt | CH | $51M | – | 0.10 |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $251K | – | 0.00 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $22M | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $13M | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 09/25 VAR | Long | Debt | CH | $24M | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 09/29 VAR | Long | Debt | CH | $19M | – | 0.04 |
| UBS GROUP AG SR UNSECURED 144A 09/34 VAR | Long | Debt | CH | $10M | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 11/33 VAR | Long | Debt | CH | $24M | – | 0.05 |
| UBS GROUP AG SR UNSECURED 144A 12/27 VAR | Long | Debt | CH | $43M | – | 0.08 |
| UBS GROUP AG SR UNSECURED REGS 01/26 VAR | Long | Debt | CH | $5M | – | 0.01 |
| UBS GROUP AG SR UNSECURED REGS 01/28 VAR | Long | Debt | CH | $2M | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 01/33 0.625 | Long | Debt | CH | $4M | – | 0.01 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | Long | Debt | CH | $3M | – | 0.01 |
| UBS GROUP AG SR UNSECURED REGS 04/32 VAR | Long | Debt | CH | $2M | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 06/27 VAR | Long | Debt | CH | $2M | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 06/28 VAR | Long | Debt | CH | $1M | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 07/25 VAR | Long | Debt | CH | $2M | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 09/25 VAR | Long | Debt | CH | $1M | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 09/27 VAR | Long | Debt | CH | $1M | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 09/29 0.65 | Long | Debt | CH | $1M | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 10/26 VAR | Long | Debt | CH | $1M | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 11/29 VAR | Long | Debt | CH | $888K | – | 0.00 |
| UNICREDIT SPA SR UNSECURED 144A 09/26 VAR | Long | Debt | IT | $13M | – | 0.03 |
| UNITED AIR 2013 1 A PTT PASS THRU CE 02/27 4.3 (UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $780K | – | 0.00 |
| UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4 (UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.00 |
| UNITED AIR 2014 2 A PTT PASS THRU CE 03/28 3.75 (UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.00 |
| UNITED AIR 2015 1 AA PTT PASS THRU CE 06/29 3.45 (UNITED AIRLINES 2015-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.01 |
| UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45 (UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.00 |
| UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1 (UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.01 |
| UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5 (UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $5M | – | 0.01 |
| UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15 (UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $9M | – | 0.02 |
| UNITED AIR 2019 2 A PTT PASS THRU CE 11/29 2.9 (UNITED AIRLINES 2019-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.00 |
| UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 (UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $7M | – | 0.01 |
| UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $40M | – | 0.08 |
| UNITED AIR 2023 1 A PTT PASS THRU CE 07/37 5.8 (UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $48M | – | 0.09 |
| UNITED AIRLINES INC SR SECURED 144A 04/26 4.375 | Long | Debt | US | $2M | – | 0.00 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $334M | – | 0.66 |
| UNITED MEXICAN STATES SR UNSECURED 04/51 5 (MEXICO GOVT) | Long | Debt | MX | $21M | – | 0.04 |
| UNITED MEXICAN STATES SR UNSECURED 05/36 6 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.00 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A3 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV3) | Long | ABS-mortgage backed security | US | $150M | – | 0.29 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A4 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV3) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A9 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A3 144A (UWM-2021-INV4) | Long | ABS-mortgage backed security | US | $66M | – | 0.13 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV5) | Long | ABS-mortgage backed security | US | $50M | – | 0.10 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/12 FIXED 4.858 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $6M | – | 0.01 |
| UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/27 FIXED 1.316 (UNIVERSITY OF CALIFORNIA) | Long | Debt | US | $5M | – | 0.01 |
| URSA RE LTD UNSECURED 144A 12/26 VAR | Long | Debt | BM | $17M | – | 0.03 |
| URSA RE LTD UNSECURED 144A 12/28 VAR | Long | Debt | BM | $26M | – | 0.05 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-32K | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-93K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $17M | – | 0.03 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $2M | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $31M | – | 0.06 | |
| US AIRWAYS 2012 2A PTT PASS THRU CE 12/26 4.625 (US AIRWAYS 2012-2 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.00 |
| US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95 (US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.01 |
| US BANCORP SR UNSECURED 02/34 VAR | Long | Debt | US | $759K | – | 0.00 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-435K | – | -0.00 | |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $339M | – | 0.67 |
| US TREASURY N/B 02/43 3.125 (UNITED STATES GOVT) | Long | Debt | US | $65M | – | 0.13 |
| US TREASURY N/B 02/44 3.625 (UNITED STATES GOVT) | Long | Debt | US | $223M | – | 0.44 |
| US TREASURY N/B 02/49 3 (UNITED STATES GOVT) | Long | Debt | US | $76M | – | 0.15 |
| US TREASURY N/B 04/26 4.875 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 0.02 |
| US TREASURY N/B 05/41 2.25 (UNITED STATES GOVT) | Long | Debt | US | $142M | – | 0.28 |
| US TREASURY N/B 05/42 3 (UNITED STATES GOVT) | Long | Debt | US | $33M | – | 0.07 |
| US TREASURY N/B 05/42 3.25 (UNITED STATES GOVT) | Long | Debt | US | $548M | – | 1.08 |
| US TREASURY N/B 05/43 2.875 (UNITED STATES GOVT) | Long | Debt | US | $320M | – | 0.63 |
| US TREASURY N/B 05/44 3.375 (UNITED STATES GOVT) | Long | Debt | US | $136M | – | 0.27 |
| US TREASURY N/B 05/45 3 (UNITED STATES GOVT) | Long | Debt | US | $623M | – | 1.22 |
| US TREASURY N/B 05/49 2.875 (UNITED STATES GOVT) | Long | Debt | US | $137M | – | 0.27 |
| US TREASURY N/B 08/41 1.75 (UNITED STATES GOVT) | Long | Debt | US | $219M | – | 0.43 |
| US TREASURY N/B 08/43 3.625 (UNITED STATES GOVT) | Long | Debt | US | $38M | – | 0.07 |
| US TREASURY N/B 08/44 3.125 (UNITED STATES GOVT) | Long | Debt | US | $155M | – | 0.30 |
| US TREASURY N/B 08/45 2.875 (UNITED STATES GOVT) | Long | Debt | US | $244M | – | 0.48 |
| US TREASURY N/B 08/49 2.25 (UNITED STATES GOVT) | Long | Debt | US | $53M | – | 0.10 |
| US TREASURY N/B 08/50 1.375 (UNITED STATES GOVT) | Long | Debt | US | $96M | – | 0.19 |
| US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT) | Long | Debt | US | $1B | – | 1.98 |
| US TREASURY N/B 11/42 2.75 (UNITED STATES GOVT) | Long | Debt | US | $449M | – | 0.88 |
| US TREASURY N/B 11/44 3 (UNITED STATES GOVT) | Long | Debt | US | $44M | – | 0.09 |
| US TREASURY N/B 11/45 3 (UNITED STATES GOVT) | Long | Debt | US | $63M | – | 0.12 |
| VASA TRUST VASA 2021 VASA A 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| VENDEE MORTGAGE TRUST VENDE 1994 3A 1ZB (VENDEE MORTGAGE TRUST-1994-3A) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| VENDEE MORTGAGE TRUST VENDE 2000 1 1A (VENDEE MORTGAGE TRUST 2000-1) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| VENTAS REALTY LP COMPANY GUAR 01/26 4.125 | Long | Debt | US | $3M | – | 0.01 |
| VENTAS REALTY LP COMPANY GUAR 01/30 3 | Long | Debt | US | $30M | – | 0.06 |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.01 |
| VENTURE CDO LTD VENTR 2017 26A AR 144A (VENTURE XXVI CLO LTD 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.03 |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.01 |
| VENTURE CDO LTD VENTR 2017 28A A1R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| VENTURE CDO LTD VENTR 2017 28A A2R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.05 |
| VENTURE CDO LTD VENTR 2017 29A AR 144A (VENTURE XXIX CLO LTD 2017-29A) | Long | ABS-collateralized bond/debt obligation | KY | $39M | – | 0.08 |
| VENTURE CDO LTD VENTR 2018 32A A1 144A (VENTURE 32 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| VENTURE CDO LTD VENTR 2018 33A A1LR 144A (VENTURE CLO LTD 2018-33A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| VENTURE CDO LTD VENTR 2019 36A A1AR 144A (VENTURE 36 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| VENTURE CDO LTD VENTR 2019 38A A1R 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $65M | – | 0.13 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875 | Long | Debt | US | $2M | – | 0.00 |
| VERISK ANALYTICS INC SR UNSECURED 05/50 3.625 | Long | Debt | US | $8M | – | 0.02 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $742K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $147K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $133K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $120K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $62K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $41K | – | 0.00 | |
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A (VERUS SECURITIZATION TRUST 2022-2) | Long | ABS-mortgage backed security | US | $825K | – | 0.00 |
| VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A (VERUS SECURITIZATION TRUST 2023-1) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2023 2 A1 144A (VERUS SECURITIZATION TRUST 2023-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A (VERUS SECURITIZATION TRUST 2023-4) | Long | ABS-mortgage backed security | US | $770K | – | 0.00 |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A (VERUS SECURITIZATION TRUST 2023-6) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A (VERUS SECURITIZATION TRUST 2023-7) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A (VERUS SECURITIZATION TRUST 2023-INV1) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A (VERUS SECURITIZATION TRUST 2023-INV2) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.04 |
| VIBRANT CLO LTD VIBR 2019 11A A1R1 144A (VIBRANT CLO XI LTD 2019-11A) | Long | ABS-collateralized bond/debt obligation | KY | $30M | – | 0.06 |
| VICI PROPERTIES LP SR UNSECURED 02/28 4.75 | Long | Debt | US | $18M | – | 0.03 |
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 | Long | Debt | US | $3M | – | 0.01 |
| VIRGIN MEDIA SECURED FIN SR SECURED REGS 05/29 5.25 (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $12M | – | 0.02 |
| VIRGIN MONEY UK PLC SR UNSECURED REGS 09/27 VAR | Long | Debt | GB | $3M | – | 0.01 |
| VIRGINIA ELEC + POWER CO SR UNSECURED 02/44 4.45 (VIRGINIA ELECTRIC AND POWER COMPANY) | Long | Debt | US | $8K | – | 0.00 |
| VIRGINIA POWER FUEL SEC SR SECURED 05/29 5.088 (VIRGINIA POWER FUEL SECURITIZATION LLC) | Long | Debt | US | $12M | – | 0.02 |
| VIRGINIA POWER FUEL SEC SR SECURED 05/33 4.877 (VIRGINIA POWER FUEL SECURITIZATION LLC) | Long | Debt | US | $20M | – | 0.04 |
| VISIO TRUST VISIO 2023 2 A1 144A (VISIO TRUST 2023-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| VMC FINANCE LLC VMC 2021 FL4 A 144A (VMC FINANCE 2021-FL4 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| VMC FINANCE LLC VMC 2022 FL5 A 144A (VMC FINANCE 2022-FL5 LLC) | Long | ABS-collateralized bond/debt obligation | US | $45M | – | 0.09 |
| VMWARE LLC SR UNSECURED 05/25 4.5 | Long | Debt | US | $11M | – | 0.02 |
| VMWARE LLC SR UNSECURED 05/27 4.65 | Long | Debt | US | $12M | – | 0.02 |
| VMWARE LLC SR UNSECURED 05/30 4.7 | Long | Debt | US | $18M | – | 0.04 |
| VMWARE LLC SR UNSECURED 08/28 1.8 | Long | Debt | US | $3M | – | 0.01 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $909K | – | 0.00 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/25 3.35 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $27M | – | 0.05 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/24 2.85 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $17M | – | 0.03 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/25 VAR (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $9M | – | 0.02 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/26 3.2 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $4M | – | 0.01 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/26 5.7 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $7M | – | 0.01 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/26 6 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $26M | – | 0.05 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/28 4.75 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $39M | – | 0.08 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/28 6.2 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $14M | – | 0.03 |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | Derivative-credit | NL | $46K | – | 0.00 | |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | Derivative-credit | NL | $39K | – | 0.00 | |
| VOLKSWAGEN INTL FIN NV COMPANY GUAR REGS 11/24 VAR (VOLKSWAGEN INTERNATIONAL FINANCE NV) | Long | Debt | NL | $11M | – | 0.02 |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A (ING INVESTMENT MANAGEMENT CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.03 |
| VOYA CLO LTD INGIM 2013 1A A1AR 144A (VOYA CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| VOYA CLO LTD VOYA 2017 1A A1R 144A (VOYA CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.03 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $12M | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $8M | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $3M | – | 0.01 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $449K | – | 0.00 |
| VW CR INC 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $15M | – | 0.03 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 A 2A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-A) | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-B) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| WALGREENS BOOTS ALLIANCE SR UNSECURED 06/26 3.45 (WALGREENS BOOTS ALLIANCE INC) | Long | Debt | US | $9M | – | 0.02 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE1 2A3 (WAMU ASSET-BACKED CERTIFICATES 2007-HE1) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE2 2A3 (WAMU ASSET-BACKED CERTIFICATES 2007-HE2) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR18 A (WASHINGTON MUTUAL 2002-AR18) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A (WASHINGTON MUTUAL 2002-AR6) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 1A6 (WASHINGTON MUTUAL 2003-AR9) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A (WASHINGTON MUTUAL 2003-AR9) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A1B2 (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR9 A1 (WASHINGTON MUTUAL 2004-AR9) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR10 1A3 (WASHINGTON MUTUAL 2005-AR10) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR10 1A4 (WASHINGTON MUTUAL 2005-AR10) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4 (WASHINGTON MUTUAL 2005-AR12) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 (WASHINGTON MUTUAL 2005-AR12) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 2A1 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $430K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1B2 (WASHINGTON MUTUAL 2005-AR15) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR16 1A3 (WASHINGTON MUTUAL 2005-AR16) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1B2 (WASHINGTON MUTUAL 2005-AR17) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR18 3A1 (WASHINGTON MUTUAL 2005-AR18) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR3 A1 (WASHINGTON MUTUAL 2005-AR3) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR4 A5 (WASHINGTON MUTUAL 2005-AR4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR5 A6 (WASHINGTON MUTUAL 2005-AR5) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A (WASHINGTON MUTUAL 2005-AR8) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1 (WASHINGTON MUTUAL 2006-AR10) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 3A3 (WASHINGTON MUTUAL 2006-AR10) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR14 1A1 (WASHINGTON MUTUAL 2006-AR14) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR2 2A1 (WASHINGTON MUTUAL 2006-AR2) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A (WASHINGTON MUTUAL 2006-AR4) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR6 1A2 (WASHINGTON MUTUAL 2006-AR6) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 2A1 (WASHINGTON MUTUAL 2006-AR8) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 (WASHINGTON MUTUAL 2006-AR8) | Long | ABS-mortgage backed security | US | $444K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 2A3 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 (WAMU MTGE P/T CERT 2007-HY2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 4A1 (WAMU MTGE P/T CERT 2007-HY3) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1 (WAMU MTGE P/T CERTIFICATES 2007-HY4) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 3A1 (WAMU MTGE P/T CERTIFICATES 2007-HY4) | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A2 (WAMU MTGE P/T CERT 2007-HY5) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 3A1 (WAMU MTGE P/T CERT 2007-HY5) | Long | ABS-mortgage backed security | US | $508K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1 (WAMU MTGE P/T CERT 2007-HY7) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A1A (WASHINGTON MUTUAL 2007-OA3) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A (WASHINGTON MUTUAL 2007-OA4) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 2A (WASHINGTON MUTUAL 2007-OA6) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/27 3.755 | Long | Debt | US | $5M | – | 0.01 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $104M | – | 0.20 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A B 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $30M | – | 0.06 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A C 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $15M | – | 0.03 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A D 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $8M | – | 0.02 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A E 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $8M | – | 0.02 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $19M | – | 0.04 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.00 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 (WASHINGTON MUTUAL ASSET BACKED 2006-HE5) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 2 1A3 (WASHINGTON MUTUAL MTGE P/T 2005-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 9 2A2 (WMALT MTGE PASS-THRU CERT 2005-9) | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 3 3CB5 (WASHINGTON MUTUAL MTGE P/T 2006-3) | Long | ABS-mortgage backed security | US | $852K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 3A5 (WASHING MUTUAL MTGE P/T 2006-5) | Long | ABS-mortgage backed security | US | $441K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 3A6 (WASHING MUTUAL MTGE P/T 2006-5) | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A3 (WASHING MUTUAL MTGE P/T 2006-7) | Long | ABS-mortgage backed security | US | $757K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A1 (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-4) | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 HY1 A2A (WASHINGTON MUTUAL MTGE P/T 2007-HY1) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2 (WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1) | Long | ABS-mortgage backed security | US | $513.3 | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2 (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR2) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR3 2A2 (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR3) | Long | ABS-mortgage backed security | US | $650K | – | 0.00 |
| WEA FINANCE LLC/WESTFIEL COMPANY GUAR 144A 09/24 3.75 (WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC) | Long | Debt | US | $12M | – | 0.02 |
| WEC ENERGY GROUP INC SR UNSECURED 10/27 1.375 | Long | Debt | US | $3M | – | 0.01 |
| WEC ENERGY GROUP INC SR UNSECURED 10/30 1.8 | Long | Debt | US | $13M | – | 0.03 |
| WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2 | Long | Debt | GB | $18M | – | 0.03 |
| WELLFLEET CLO LTD WELF 2015 1A AR4 144A (WELLFLEET CLO LTD 2015-1) | Long | ABS-collateralized bond/debt obligation | KY | $91K | – | 0.00 |
| WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $5M | 5M | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $27M | – | 0.05 |
| WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $31M | – | 0.06 |
| WELLS FARGO + COMPANY SR UNSECURED 03/33 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $19M | – | 0.04 |
| WELLS FARGO + COMPANY SR UNSECURED 04/31 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $16M | – | 0.03 |
| WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 07/29 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $54M | – | 0.11 |
| WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $18M | – | 0.04 |
| WELLS FARGO + COMPANY SR UNSECURED 10/26 3 (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $17M | – | 0.03 |
| WELLS FARGO + COMPANY SR UNSECURED REGS 05/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.01 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 (WELLS FARGO ALTERNATIVE LOAN 2007-PA4) | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| WELLS FARGO BANK NA SR UNSECURED 08/25 5.55 | Long | Debt | US | $3M | – | 0.01 |
| WELLS FARGO BANK NA SR UNSECURED 08/26 5.45 | Long | Debt | US | $4M | – | 0.01 |
| WELLS FARGO BANK NA SR UNSECURED 12/26 VAR | Long | Debt | US | $7M | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C37 ASB (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C37) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 C41 A4 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 1745 A 144A (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-1745) | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2018 C47 A4 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C47) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C49 A5 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49) | Long | ABS-mortgage backed security | US | $32M | – | 0.06 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C51 A4 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C51) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C55 A5 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL A 144A (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL) | Long | ABS-mortgage backed security | US | $37M | – | 0.07 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2004 K 2A3 (WELLS FARGO MTGE BACKED SEC 2004-K) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR1 2A5 (WELLS FARGO MTGE BK SEC TR 2006-AR1) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4 (WELLS FARGO MTGE BK SEC TR 2006-AR4) | Long | ABS-mortgage backed security | US | $496K | – | 0.00 |
| WELLTOWER OP LLC COMPANY GUAR 01/30 3.1 | Long | Debt | US | $22M | – | 0.04 |
| WELLTOWER OP LLC COMPANY GUAR 04/26 4.25 | Long | Debt | US | $784K | – | 0.00 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 06/25 3.2 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $5M | – | 0.01 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $6M | – | 0.01 |
| WILLIAMS COS INC SNR S* ICE | Derivative-credit | US | $112K | – | 0.00 | |
| WILLIS NORTH AMERICA INC COMPANY GUAR 09/29 2.95 | Long | Debt | US | $2M | – | 0.00 |
| WIND RIVER CLO LTD WINDR 2014 2A AR 144A (WIND RIVER CLO LTD 2014-2A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $39M | – | 0.08 |
| WINDMILL II RE DAC UNSECURED 144A 07/28 VAR (WINDMILL III RE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $268K | – | 0.00 |
| WINSTON RE LTD UNSECURED 144A 02/31 VAR | Long | Debt | BM | $661K | – | 0.00 |
| WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/25 3.65 (WOODSIDE FINANCE LIMITED) | Long | Debt | AU | $99K | – | 0.00 |
| WORLDLINE SA/FRANCE SR UNSECURED REGS 09/28 4.125 | Long | Debt | FR | $5M | – | 0.01 |
| WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A (WORLDWIDE PLAZA TRUST 2017-WWP) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| WP CAREY INC SR UNSECURED 02/25 4 | Long | Debt | US | $4M | – | 0.01 |
| WP CAREY INC SR UNSECURED 02/32 2.45 | Long | Debt | US | $2M | – | 0.00 |
| WP CAREY INC SR UNSECURED 10/26 4.25 | Long | Debt | US | $2M | – | 0.00 |
| WPP FINANCE 2010 COMPANY GUAR 09/24 3.75 | Long | Debt | GB | $298K | – | 0.00 |
| XYLEM INC SR UNSECURED 11/26 3.25 | Long | Debt | US | $2M | – | 0.00 |
| ZCS BRL 11.4633 06/14/24-01/04/27 CME | Derivative-interest rate | BR | $-3M | – | -0.01 | |
| ZCS BRL 11.49576 06/14/24-01/04/27 CME | Derivative-interest rate | BR | $-382K | – | -0.00 | |
| ZCS BRL 11.54841 06/13/24-01/04/27 CME | Derivative-interest rate | BR | $-3M | – | -0.01 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.