PIMCOFUNDS > PIMCO Funds
PIMCO ABS and Short-Term Investments Portfolio
$4.81B
Avg Monthly Net Assets
$14.46B
Total Assets
$8.15B
Total Liabilities
$6.31B
Net Assets
PIMCO ABS and Short-Term Investments Portfolio is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $4.81B.
On August 28th, 2024 it reported 1,751 holdings, the largest
being UMBS PASS THRU POOLS (15.6%), UMBS PASS THRU POOLS (10.3%) and UMBS PASS THRU POOLS (8.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PIMCO ABS and Short-Term Investments Portfolio | C000027272 | None |
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 |
|---|---|---|---|---|---|---|
| 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 | $3M | – | 0.05 |
| 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 A1A2 144A (1211 AVENUE OF THE AMERICAS TRUST 2015-1211) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P A 144A (280 PARK AVENUE 2017-280P MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| 3 MONTH SOFR FUT DEC24 XCME 20250318 | Derivative-interest rate | US | $633K | – | 0.01 | |
| 3 MONTH SOFR FUT DEC25 XCME 20260317 | Derivative-interest rate | US | $473K | – | 0.01 | |
| 3 MONTH SOFR FUT JUN24 XCME 20240917 | Derivative-interest rate | US | $897K | – | 0.01 | |
| 3 MONTH SOFR FUT JUN25 XCME 20250916 | Derivative-interest rate | US | $530K | – | 0.01 | |
| 3 MONTH SOFR FUT MAR25 XCME 20250617 | Derivative-interest rate | US | $527K | – | 0.01 | |
| 3 MONTH SOFR FUT MAR26 XCME 20260616 | Derivative-interest rate | US | $419K | – | 0.01 | |
| 3 MONTH SOFR FUT SEP24 XCME 20241217 | Derivative-interest rate | US | $809K | – | 0.01 | |
| 3 MONTH SOFR FUT SEP25 XCME 20251216 | Derivative-interest rate | US | $396K | – | 0.01 | |
| 31750O8V9 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-902.07 | – | -0.00 | |
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 31750OCU6 OTC ECAL FN 5.0 JUL24 97.25 CALL | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 31750OJW5 OTC ECAL FN 5.0 AUG24 98.59375 CALL | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 31750OK60 OTC EPUT FN 5.0 AUG24 95.59375 PUT | Derivative-interest rate | US | $-26K | – | -0.00 | |
| 37 CAPITAL CLO LTD PUTNM 2023 2A A1N 144A (37 CAPITAL CLO 4 LTD 2023-2A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.08 |
| 510 ASSETS BACKED TRUST FTAB 2021 NPL1 A1 144A (510 ASSET BACKED 2021-NPL1 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| 522 FUNDING CLO LTD MORGN 2019 4A AR 144A (522 FUNDING CLO I LTD 2019-4A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.09 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 4 M4 (AAMES MORTGAGE INVESTMENT TRUST 2005-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| ABFS MORTGAGE LOAN TRUST ABFS 2002 2 M1 (AMERICAN BUSINESS FIN SERVICES 2002-2) | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| ABX.HE.AA.06-2 SP DUB | Derivative-credit | US | $-18K | – | -0.00 | |
| ABX.HE.AA.07-1 SP FBF | Derivative-credit | US | $-24K | – | -0.00 | |
| ABX.HE.AAA.06-2 SP BOA | Derivative-credit | US | $-536K | – | -0.01 | |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4 (ACCREDITED MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $446K | – | 0.01 |
| ACE SECURITIES CORP. ACE 2003 OP1 M1 (ACE SECURITIES CORP 2003-OP1) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2004 FM1 M1 (ACE SECURITIES CORP 2004-FM1) | Long | ABS-mortgage backed security | US | $783K | – | 0.01 |
| ACE SECURITIES CORP. ACE 2004 RM1 M1 (ACE SECURITIES CORP 2004-RM1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 ASP5 A2C (ACE SECURITIES CORP-2006-ASP5) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| ACE SECURITIES CORP. ACE 2007 HE3 A1 (ACE SECURITIES CORP 2007-HE3) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| ACE SECURITIES CORP. ACE 2007 HE4 A1 (ACE SECURITIES CORP 2007-HE4) | Long | ABS-mortgage backed security | US | $9M | – | 0.14 |
| ACHV ABS TRUST ACHV 2024 1PL A 144A (ACHV ABS TRUST 2024-1PL) | Long | ABS-other | US | $296K | – | 0.00 |
| ACREC LLC ACREC 2023 FL2 A 144A (ACREC 2023-FL2 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 7A2 (ADJUSTABLE RATE MORTAGE TRUST 2005-8) | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 9 5A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-9) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A33 (ADJUSTABLE RATE MORTAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| AFC HOME EQUITY LOAN TRUST AFC 1998 2 1A (AFC HOME EQUITY LOAN TR 1998-2) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A (ALLEGRO CLO IX LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.11 |
| ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A (ALLEGRO CLO XI LTD 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $999K | – | 0.02 |
| AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 (AMBAC ASSURANCE CORPORATION) | Long | Debt | US | $62K | – | 0.00 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 (AMERICAN HOME MORTGAGE ASSETS 2007-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2005 1 4A1 (AMERICAN HOME MTG INV TRUST 2005-1) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2005 2 6A (AMERICAN HOME MTGE INV TRUST 2005-2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $6M | – | 0.09 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $5M | – | 0.09 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A3 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $6M | – | 0.09 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M1 (AMERIQUEST MORTGAGE SEC INC 2004-R10) | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M6 (AMERIQUEST MORTGAGE SEC INC 2004-R10) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2 (AMERIQUEST MTGE SECURITIES INC 2004-R12) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R4 M2 (AMERIQUEST MTGE SEC INC 2004-R4) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R1 M4 (AMERIQUEST MORTGAGE SEC 2005-R1) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R5 M4 (AMERIQUEST MTGE SECURITIES INC 2005-R5) | Long | ABS-mortgage backed security | US | $752K | – | 0.01 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R8 M4 (AMERIQUEST MTGE SECURITIES INC 2005-R8) | Long | ABS-mortgage backed security | US | $12M | – | 0.19 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2004 1 A5 (AMORTIZING RESIDENTIAL COLLATERAL TRUST 2004-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| AMSR TRUST AMSR 2020 SFR2 A 144A (AMSR TRUST 2020-SFR2) | Long | ABS-mortgage backed security | US | $36M | – | 0.58 |
| AMSR TRUST AMSR 2020 SFR2 B 144A (AMSR TRUST 2020-SFR2) | Long | ABS-mortgage backed security | US | $11M | – | 0.17 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A (ANCHORAGE CAPITAL CLO LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $28M | – | 0.44 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A (ANCHORAGE CAPITAL CLO 28 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.19 |
| ANGEL OAK MORTGAGE TRUST AOMT 2020 4 A1 144A (ANGEL OAK MORTGAGE TRUST 2020-4) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A1 144A (ANGEL OAK MORTGAGE TRUST 2023-6) | Long | ABS-mortgage backed security | US | $949K | – | 0.02 |
| ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A (ANGEL OAK MORTGAGE TRUST 2023-7) | Long | ABS-mortgage backed security | US | $27M | – | 0.42 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-2) | Long | ABS-mortgage backed security | US | $946K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| APEX CREDIT CLO LLC APEXC 2018 2A A1RR (APEX CREDIT CLO 2018-II LTD) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.17 |
| APEX CREDIT CLO LLC APEXC 2024 1A A1 144A (APEX CREDIT CLO 2024-1A LTD) | Long | ABS-collateralized bond/debt obligation | BM | $6M | – | 0.10 |
| APIDOS CLO LTD APID 2015 22A A1R 144A (APIDOS CLO XXII 2015-22A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.07 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2) | Long | ABS-collateralized bond/debt obligation | US | $33M | – | 0.52 |
| AREIT CRE TRUST AREIT 2023 CRE8 A 144A (AREIT TRUST 2023-CRE8) | Long | ABS-mortgage backed security | BM | $3M | – | 0.05 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.24 |
| ARGENT SECURITIES INC. ARSI 2004 W8 M3 (ARGENT SECURITIES INC 2004-W8) | Long | ABS-mortgage backed security | US | $975K | – | 0.02 |
| ARGENT SECURITIES INC. ARSI 2005 W2 M1 (ARGENT SECURITIES INC 2005-W2) | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| ARGENT SECURITIES INC. ARSI 2005 W2 M2 (ARGENT SECURITIES INC 2005-W2) | Long | ABS-mortgage backed security | US | $34M | – | 0.53 |
| ARGENT SECURITIES INC. ARSI 2005 W5 A1 (ARGENT SECURITIES INC 2005-W5) | Long | ABS-mortgage backed security | US | $10M | – | 0.17 |
| ARGENT SECURITIES INC. ARSI 2006 M3 A2C (ARGENT SECURITIES INC 2006-M3) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| ARGENT SECURITIES INC. ARSI 2006 M3 A2D (ARGENT SECURITIES INC 2006-M3) | Long | ABS-mortgage backed security | US | $890K | – | 0.01 |
| ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2021 1A A 144A (ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2021-1A) | Long | ABS-other | US | $252K | – | 0.00 |
| ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A (ARROYO MORTGAGE TRUST 2021-1R) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| ARROYO MORTGAGE TRUST ARRW 2021 1R A2 144A (ARROYO MORTGAGE TRUST 2021-1R) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| ARROYO MORTGAGE TRUST ARRW 2021 1R A3 144A (ARROYO MORTGAGE TRUST 2021-1R) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A (ASHFORD HOSPITALITY TRUST 2018-ASHF) | Long | ABS-mortgage backed security | US | $12M | – | 0.20 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS B 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS C 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS D 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2002 NC1 M1 (ASSET BACKED FUNDING CERT 2002-NC1) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2003 OPT1 A3 (ASSET BACKED FUNDING CERT 2003-OPT1) | Long | ABS-mortgage backed security | US | $436K | – | 0.01 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT1 A3D (ASSET BACKED FUNDING CERT 2006-OPT1) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A1 (ASSET BACKED FUNDING CERT 2006-OPT3) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A1A (ASSET BACKED FUNDING CERT 2007-WMC1) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1 (ASSET BACKED SEC CORP HEQ LN 2001-HE2) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2003 HE2 M1 (ASSET BACKED SEC CORP HOME EQ 2003-HE2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE8 M3 (ASSET BACKED SEC CORP HOME EQ 2005-HE8) | Long | ABS-mortgage backed security | US | $19M | – | 0.30 |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE1 M1 (ASSET BACKED SEC HOME EQTY LN 2006-HE1) | Long | ABS-mortgage backed security | US | $12M | – | 0.18 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2017 8A A 144A (ATLAS SENIOR LOAN FUND LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 4A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-4A LLC) | Long | ABS-other | US | $3M | – | 0.04 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 6A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-6A LLC) | Long | ABS-other | US | $1M | – | 0.02 |
| BABSON CLO LTD BABSN 2021 3A A 144A (BARINGS CLO LTD 2021-III) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2007 1 3A26 (BANC OF AMERICA ALT LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 B 3M1 (BANC OF AMERICA FUNDING CORP 2005-B) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 1A1 (BANC OF AMERICA FUNDING CORP 2006-6) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 1A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 3A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 5A1 (BANC OF AMERICA FUNDING CORP 2006-I) | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 5A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2015 R5 1A3 144A (BANC OF AMERICA FUNDING TRUST 2015-R5) | Long | ABS-mortgage backed security | US | $66M | – | 1.05 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2015 200P A 144A (BANC OF AMERICA RE-REMIC TRUST 2015-200P) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2018 PARK A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PARK) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 4A1 (BANK OF AMERICA MTGE SEC 2003-J) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 K 1A1 (BANC OF AMERICA MORTGAGE SECURITIES 2003-K) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 E 2A6 (BANK OF AMERICA MTGE SECURITIES 2004-E) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 3A1 (BANK OF AMERICA MTG SEC 2005-3) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 I 2A1 (BANK OF AMERICA MTG SEC 2005-I) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| BANKERS HEALTHCARE GROUP SECUR BHG 2021 A A 144A (BHG-2021-A) | Long | ABS-other | US | $1M | – | 0.02 |
| BANKUNITED TRUST BUMT 2005 1 1A1 (BANKUNITED TRUST 2005-1) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| BARINGS LOAN PARTNERS CLO LTD. BABSN LP 3A AR 144A (BARINGS LOAN PARTNERS CLO LTD 3) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.38 |
| BCAP LLC TRUST BCAP 2008 IND1 A1 (BCAP LLC TRUST 2008-IND1) | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| BDS LTD BDS 2021 FL10 A 144A (BDS 2021-FL10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.16 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1 (BEAR STEARNS ADJUST RT MTGE TR 2000-) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $774.2 | – | 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 | $17K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 1 14A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 2B1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $922K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 12 M1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-12) | Long | ABS-mortgage backed security | US | $237K | – | 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 | $12K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 1A1 (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $177 | – | 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 | $16K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 2B1 (BEAR STEARNS ADJ RATE MTGE TR 2004-9) | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 11 B1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-11) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 22A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 6 3A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-6) | Long | ABS-mortgage backed security | US | $378K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 2 4A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-3) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2003 5 2A2 (BEAR STEARNS ALT-A TRUST 2003-5) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2003 6 M (BEAR STEARNS ALT-A TRUST 2003-6) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2004 7 M (BEAR STEARNS ALT-A TRUST-2004-7) | Long | ABS-mortgage backed security | US | $429K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2004 8 M2 (BEAR STEARNS ALT-A TRUST 2004-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1 (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-mortgage backed security | US | $529K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 3 4A3 (BEAR STEARNS ALT-A TR 2005-3) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 22A1 (BEAR STEARNS ALT-A TRUST 2005-5) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 22A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 1 21A1 (BEAR STEARNS ALT-A TRUST 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 21A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $888K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 (BEAR STEARNS ALT-A TRUST 2006-5) | Long | ABS-mortgage backed security | US | $439K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 (BEAR STEARNS ASSETBACKED SEC 2001-3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1 (BEAR STEARNS ASSETBK SECU INC 2002-) | Long | ABS-mortgage backed security | US | $36.65 | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A2 (BEAR STEARNS ASSETBK SECU INC 2002-) | Long | ABS-mortgage backed security | US | $26.64 | – | 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 | $51K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 3 A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-3) | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC5 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC5) | Long | ABS-mortgage backed security | US | $72K | – | 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 | $16K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 HE1 M1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 SD1 A (BEAR STEARNS ASSETBACKED SEC 2003-S) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 AC3 A2 (BEAR STEARNS ASSETBACKED SEC 2004-AC3) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1 (BEAR STEARNS ASSETBK SEC 2005-AQ2) | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 CL1 A2 (BEAR STEARNS ASSETBACKED SEC 2005-C) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE1 M2 (BEAR STEARNS ASSETBK SEC INC 2005-H) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE10 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE10) | Long | ABS-mortgage backed security | US | $738K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE3 M5 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE3) | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 TC1 M2 (BEAR STEARNS ASSET BACKED SECU 2005-TC1) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 4 M1 (BEAR STEARNS ASSETBACKED SEC 2006-4) | Long | ABS-mortgage backed security | US | $15M | – | 0.24 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC1 21A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-AC1) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC4 A1 (BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-AC4) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE1 1M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE7 2A2 (BEAR STEARNS ASSETBACK SEC 2006-HE7) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 2 M1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE1 23A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 3A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD3 A (BEAR STEARNS ASSETBK SEC INC 2007-S) | Long | ABS-mortgage backed security | US | $568K | – | 0.01 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR5 1A1 (BEAR STEARNS MTGE FUND TR 2006-AR5) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| BEAR STEARNS MORTGAGE FUNDING BSMF 2007 AR1 1A2 (BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR1) | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 3A (BEAR STEARNS MTGE SEC INC 1997-6) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BELLA VISTA MORTGAGE TRUST BVMBS 2004 1 2M (BELLA VISTA MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BELLA VISTA MORTGAGE TRUST BVMBS 2004 2 A1 (BELLA VISTA MORTGAGE TRUST 2004-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BELLA VISTA MORTGAGE TRUST BVMBS 2005 2 2A1 (BELLA VISTA MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $827K | – | 0.01 |
| BENCHMARK MORTGAGE TRUST BMARK 2021 B25 300C 144A (BENCHMARK MORTGAGE TRUST 2021-B25) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| BENEFIT STREET PARTNERS CLO LT BSP 2014 IVA AR4 144A (BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.14 |
| BENEFIT STREET PARTNERS CLO LT BSP 2015 8A A1AR 144A (BENEFIT STREET PARTNERS CLO VIII LTD 2015) | Long | ABS-collateralized bond/debt obligation | KY | $669K | – | 0.01 |
| BETONY CLO 2, LTD. BTNY2 2018 1A A1 144A (BETONY CLO 2 LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A (BINOM SECURITIZATION TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A (BLUEMOUNTAIN CLO LTD 2016-3A) | Long | ABS-collateralized bond/debt obligation | KY | $928K | – | 0.01 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.11 |
| BNC MORTGAGE LOAN TRUST BNCMT 2007 3 A1 (BNC MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $58M | – | 0.92 |
| BOF URSA FUNDING BVABS 2024 SN1 A3 144A (BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1) | Long | ABS-other | US | $1M | – | 0.02 |
| BOFA AUTO TRUST BAAT 2024 1A A2 144A (BANK OF AMERICA AUTO TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.04 |
| BOFA AUTO TRUST BAAT 2024 1A A3 144A (BANK OF AMERICA AUTO TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.02 |
| BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A (BPCRE HOLDER LLC 2022-FL2) | Long | ABS-collateralized bond/debt obligation | BM | $3M | – | 0.04 |
| BSPRT ISSUER, LTD. BSPRT 2021 FL7 A 144A (BSPRT 2021-FL7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.33 |
| BX TRUST 2019 OC11 BX 2019 OC11 A 144A (BX TRUST 2019-OC11) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BX TRUST BX 2021 ACNT A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-ACNT) | Long | ABS-mortgage backed security | US | $12M | – | 0.20 |
| BX TRUST BX 2021 LBA AV 144A (BX-2021-LBA) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| BX TRUST BX 2021 SOAR A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-SOAR) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BX TRUST BX 2021 XL2 A 144A (BX-2021-XL2) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| BX TRUST BX 2022 AHP A 144A (BX COMMERCIAL MORTGAGE TRUST 2022-AHP) | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| BX TRUST BX 2022 LP2 A 144A (BX COMMERCIAL MORTGAGE TRUST 2022-LP2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BXMT LTD BXMT 2020 FL3 A 144A (BXMT 2020-FL3 LTD) | Long | ABS-mortgage backed security | KY | $18M | – | 0.28 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $30M | – | 0.48 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A1 A1 (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A1) | Long | ABS-mortgage backed security | US | $15M | – | 0.24 |
| CARLYLE C17 CLO CGMS C17A A1AR 144A (CARLYLE GLOBAL MARKET STRATEGIES C17A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.09 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A A1R2 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $774K | – | 0.01 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 2RA A1 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-2RA) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.11 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.07 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 5A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-5) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.14 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.12 |
| CARMAX AUTO OWNER TRUST CARMX 2023 3 A3 (CARMAX AUTO OWNER TRUST 2023-3) | Long | ABS-other | US | $4M | – | 0.07 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $10M | – | 0.16 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $6M | – | 0.09 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $6M | – | 0.10 |
| CARVAL CLO LTD CARVL 2018 1A AR 144A (CARVAL CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| CARVANA AUTO RECEIVABLES 07/28 5.81 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $1M | – | 0.02 |
| CARVANA AUTO RECEIVABLES 08/27 5.96 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $3M | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P1 A4 (CARVANA AUTO RECEIVABLES TRUST 2021-P1) | Long | ABS-other | US | $1M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2021-P2) | Long | ABS-other | US | $1M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P3) | Long | ABS-other | US | $859K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P3) | Long | ABS-other | US | $2M | – | 0.03 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P3) | Long | ABS-other | US | $1M | – | 0.02 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P4) | Long | ABS-other | US | $769K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P4) | Long | ABS-other | US | $505K | – | 0.01 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $17M | – | 0.27 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $9M | – | 0.15 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $10M | – | 0.15 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2024-P1) | Long | ABS-other | US | $2M | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2024-P1) | Long | ABS-other | US | $2M | – | 0.03 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) | Long | ABS-other | US | $3M | – | 0.05 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) | Long | ABS-other | US | $3M | – | 0.05 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) | Long | ABS-other | US | $3M | – | 0.04 |
| CATHEDRAL LAKE LTD CATLK 2021 8A A1 144A (CATHEDRAL LAKE VIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| CBAM CLO MANAGEMENT CBAM 2018 7A A 144A (CBAM 2018-7 LTD 2018-7A) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.23 |
| CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A (CBAM LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| CDC MORTGAGE CAPITAL TRUST CDCMC 2002 HE1 A (CDC MORTGAGE CAPITAL TRUST 2002-HE1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CEDAR FUNDING LTD CEDF 2016 5A A1R 144A (CEDAR FUNDING V CLO LTD 2016-5A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.07 |
| CEDAR FUNDING LTD CEDF 2018 7A A1 144A (CEDAR FUNDING VII CLO LTD 2018-7A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| CEDAR FUNDING LTD CEDF 2019 11A A1R 144A (CEDAR FUNDING XI CLO LTD 2019-11A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.09 |
| CENTEX HOME EQUITY CXHE 2004 C M1 (CENTEX HOME EQUITY 2004-C) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2004 D MV2 (CENTEX HOME EQUITY 2004-D) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CENTEX HOME EQUITY CXHE 2005 B M5 (CENTEX HOME EQUITY 2005-B) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A (CHASE AUTO OWNER TRUST 2024-3A) | Long | ABS-other | US | $25M | – | 0.40 |
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A (CHASE AUTO OWNER TRUST 2024-3A) | Long | ABS-other | US | $25M | – | 0.40 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 3 1M1 (CHASE FUND MTGE LN ASSET-BACKED 2003-3) | Long | ABS-mortgage backed security | US | $832.63 | – | 0.00 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 3 2A2 (CHASE FUND MTGE LN ASSET-BACKED 2003-3) | Long | ABS-mortgage backed security | US | $277.47 | – | 0.00 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 5 2M1 (CHASE FUNDING MTGE LN ASSET-BKD 2003-5) | Long | ABS-mortgage backed security | US | $672K | – | 0.01 |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 6 2A2 (CHASE FUNDING MTGE LN ASSET-BKD 2003-6) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 3A1 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $415K | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL1) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL2) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3) | Long | ABS-mortgage backed security | US | $43M | – | 0.68 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A B1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-1A) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2013 2A A1L2 144A (CIFC FUNDING LTD 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.07 |
| CIFC FUNDING LTD CIFC 2014 2RA A1 144A (CIFC FUNDING LTD 2014-2RA) | Long | ABS-collateralized bond/debt obligation | KY | $255K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2017 2A AR 144A (CIFC FUNDING LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $728K | – | 0.01 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| CIFC FUNDING LTD CIFC 2018 1A A 144A (CIFC FUNDING LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| CIFC FUNDING LTD CIFC 2021 3A A 144A (CIFC FUNDING 2021-III LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.11 |
| CIM TRUST CIM 2019 R1 A 144A (CIM TRUST 2019-R1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CIM TRUST CIM 2022 R1 A1 144A (CIM TRUST 2022-R1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| CIM TRUST CIM 2022 R2 A1 144A (CIM TRUST 2022-R2) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| CIM TRUST CIM 2023 I2 A1 144A (CIM TRUST 2023-I2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CIM TRUST CIM 2023 R2 A1 144A (CIM TRUST 2023-R2) | Long | ABS-mortgage backed security | US | $22M | – | 0.35 |
| CIM TRUST CIM 2023 R4 A1 144A (CIM TRUST 2023-R4) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CIT GROUP HOME EQUITY LOAN TRU CITHE 2002 2 MV1 (CIT GROUP HOME EQUITY LOAN TRUS 2002-2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CITICORP MORTGAGE SECURITIES, CMSI 2006 4 1A9 (CITICORP MORTGAGE SECURITIES INC 2006-4) | Long | ABS-mortgage backed security | US | $449K | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 C1 A4 (CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1) | Long | ABS-mortgage backed security | US | $670K | – | 0.01 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 GC37 AAB (CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC37) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE4 M5 144A (CITIGROUP MORTGAGE LOAN TR 2004-HE4) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB4 AA (CITIGROUP MORTGAGE LOAN TR 2004-HYB4) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 12 2A1 144A (CITIGROUP MTGE LOAN TRUST INC 2005-12) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 WF2 AF6A (CITIGROUP MTGE LOAN TR INC 2005-WF2) | Long | ABS-mortgage backed security | US | $975K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 WF2 AF6B (CITIGROUP MTGE LOAN TR INC 2005-WF2) | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AMC1 A2B (CITIGROUP MORTGAGE LOAN TR 2006-AMC1) | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR6 2A3 (CITIGROUP MTGE LOAN TR INC 2006-AR6) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH2 M2 (CITIGROUP MTGE LOAN TR INC 2006-WFH2) | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH2 M3 (CITIGROUP MTGE LOAN TR INC 2006-WFH2) | Long | ABS-mortgage backed security | US | $10M | – | 0.17 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A2 144A (CITIGROUP MTGE LOAN TR INC 2007-AMC2) | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A (CITIGROUP MTGE LOAN TR INC 2007-AMC2) | Long | ABS-mortgage backed security | US | $394K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M2 (CITIGROUP MTGE LOAN TR INC 2007-WFH3) | Long | ABS-mortgage backed security | US | $22M | – | 0.36 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2013 A B1 144A (CITIGROUP MORTGAGE LOAN TRUST 2013-A) | Long | ABS-mortgage backed security | US | $502K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2015 3 3A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2015-3) | Long | ABS-mortgage backed security | US | $485K | – | 0.01 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A19 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $733K | – | 0.01 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $22M | – | 0.34 |
| CMBX.NA.AAA.10 SP JPS | Derivative-credit | US | $-10K | – | -0.00 | |
| CMBX.NA.AAA.10 SP SAL | Derivative-credit | US | $-161K | – | -0.00 | |
| CMBX.NA.AAA.11 SP GST | Derivative-credit | US | $-147K | – | -0.00 | |
| CMBX.NA.AAA.11 SP SAL | Derivative-credit | US | $-269K | – | -0.00 | |
| CMBX.NA.AAA.12 SP FBF | Derivative-credit | US | $-30K | – | -0.00 | |
| CMBX.NA.AAA.12 SP MYC | Derivative-credit | US | $-101K | – | -0.00 | |
| CMBX.NA.AAA.12 SP SAL | Derivative-credit | US | $-984K | – | -0.02 | |
| CMBX.NA.AAA.13 SP GST | Derivative-credit | US | $-2M | – | -0.03 | |
| CMBX.NA.AAA.13 SP MYC | Derivative-credit | US | $-126K | – | -0.00 | |
| CMBX.NA.AAA.13 SP SAL | Derivative-credit | US | $-795K | – | -0.01 | |
| CMBX.NA.AAA.6 SP DUB | Derivative-credit | US | $0.86 | – | – | |
| CMBX.NA.AAA.6 SP DUB | Derivative-credit | US | $2.11 | – | – | |
| CMBX.NA.AAA.6 SP GST | Derivative-credit | US | $0.02 | – | – | |
| CMBX.NA.AAA.6 SP JPS | Derivative-credit | US | $2.75 | – | – | |
| CMBX.NA.AAA.6 SP MYC | Derivative-credit | US | $0.62 | – | – | |
| CMBX.NA.AAA.8 SP GST | Derivative-credit | US | $-253.22 | – | -0.00 | |
| CMBX.NA.AAA.8 SP JPS | Derivative-credit | US | $-11K | – | -0.00 | |
| CMBX.NA.AAA.9 SP GST | Derivative-credit | US | $-76K | – | -0.00 | |
| COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A (COLLEGE AVE STUDENT LOANS LLC 2018-A) | Long | ABS-other | US | $3M | – | 0.05 |
| COLLEGE AVE STUDENT LOANS CASL 2018 A A2 144A (COLLEGE AVE STUDENT LOANS LLC 2018-A) | Long | ABS-other | US | $4M | – | 0.07 |
| COLLEGE AVE STUDENT LOANS CASL 2019 A A2 144A (COLLEGE AVE STUDENT LOANS LLC 2019-A) | Long | ABS-other | US | $8M | – | 0.12 |
| COLLEGE AVE STUDENT LOANS CASL 2021 A A1 144A (COLLEGE AVE STUDENT LOANS LLC 2021-A) | Long | ABS-other | US | $5M | – | 0.07 |
| COLLEGE AVE STUDENT LOANS CASL 2021 A A2 144A (COLLEGE AVE STUDENT LOANS LLC 2021-A) | Long | ABS-other | US | $7M | – | 0.11 |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| COLT FUNDING LLC COLT 2022 4 A1 144A (COLT 2022-4 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| COLT FUNDING LLC COLT 2022 5 A1 144A (COLT 2022-5 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| COLT FUNDING LLC COLT 2022 8 A1 144A (COLT 2022-8 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| COLT FUNDING LLC COLT 2022 9 B1 144A (COLT 2022-9 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| COLT FUNDING LLC COLT 2024 3 A1 144A (COLT 2024-3 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| COLT FUNDING LLC COLT 2024 INV2 A1 144A (COLT 2024-INV2 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $996K | – | 0.02 |
| COMM MORTGAGE TRUST COMM 2016 787S A 144A (COMM MORTGAGE TRUST 2016-787S) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| COMMUNITY PROGRAM LOAN TRUST CPLT 1987 A A5 (COMMUNITY PROGRAM LOAN TRUST-1987-A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CONSECO FINANCE SECURITIZATION CNF 2000 3 A 144A (CONSECO FINANCE SECURITIZATION 2000-3) | Long | ABS-other | US | $5M | – | 0.08 |
| COREVEST AMERICAN FINANCE LTD CAFL 2020 3 A 144A (COLONY AMERICAN FINANCE LTD 2020 3) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J3 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2003-J3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 33 2M1 (COUNTRYWIDE ALTERNATIVE LN TR 2004-33) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 J6 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2004-J6) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-14) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 16 A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-16) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A3 (COUNTRYWIDE ALTERNATIVE LOAN 2005-27) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 44 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-44) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-61) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-76) | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 82 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-82) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 9CB 1A5 (COUNTRYWIDE ALTERNATIVE LN TRUST 9CB) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J10 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J10) | Long | ABS-mortgage backed security | US | $671K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A16 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J11) | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 3A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J11) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-15CB) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14 (COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J4 1A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-J4) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1) | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A (COUNTRYWIDE ALT LOAN TRUST 2006-OA17) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19) | Long | ABS-mortgage backed security | US | $936K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1 (COUNTRYWIDE ALT LOAN TRUST 2006-OA22) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $336K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC2 2A3 (COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC2) | Long | ABS-mortgage backed security | US | $153K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 2A19 (COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1) | Long | ABS-mortgage backed security | US | $499K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB) | Long | ABS-mortgage backed security | US | $450K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 6 A4 (COUNTRYWIDE ALTERNATIVE LN TR 2007-6) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1A (COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA2 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-OA2) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2007-OA6) | Long | ABS-mortgage backed security | US | $451K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2002 BC3 M1 (COUNTRYWIDE ASSET-BACKED CERT 2002-BC3) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2003 SD2 A1 144A (COUNTRYWIDE ASSET-BACKED CERTI 2003-SD2) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 3A (COUNTRYWIDE ASSET-BACKED CERT 2004-1) | Long | ABS-mortgage backed security | US | $358K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MV4 (COUNTRYWIDE ASSET-BACKED CERT 2004-10) | Long | ABS-mortgage backed security | US | $372K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A2 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 M2 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $810K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 9 MF1 (COUNTRYWIDE ASSET-BACKED CERT 2004-9) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC3 M2 (COUNTRYWIDE ASSET BACKED CERT 2004-BC3) | Long | ABS-mortgage backed security | US | $639K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 10 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2005-10) | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 MV2 (COUNTRYWIDE ASSET-BACKED CERTS 2005-13) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 14 M4 (COUNTRYWIDE ASSET-BACKED CERT 2005-14) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 1AF4 (COUNTRYWIDE ASSET-BACKED CERTS 2005-17) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-17) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV2 (COUNTRYWIDE ASSET-BACKED CERTS 2005-17) | Long | ABS-mortgage backed security | US | $47M | – | 0.75 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV3 (COUNTRYWIDE ASSET-BACKED CERTS 2005-17) | Long | ABS-mortgage backed security | US | $27M | – | 0.43 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 2 M5 (COUNTRYWIDE ASSET-BACKED CERTS 2005-2) | Long | ABS-mortgage backed security | US | $11M | – | 0.18 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 2AV (COUNTRYWIDE ASSET-BACKED CERT 2006-11) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 2AV (COUNTRYWIDE ASSET-BACKED CERT 2006-13) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 3AV3 (COUNTRYWIDE ASSET-BACKED CERT 2006-13) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-17) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-22) | Long | ABS-mortgage backed security | US | $14M | – | 0.22 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-24) | Long | ABS-mortgage backed security | US | $15M | – | 0.24 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 3 M2 (COUNTRYWIDE ASSET-BACKED CERT 2006-3) | Long | ABS-mortgage backed security | US | $17M | – | 0.27 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 2A4 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-7) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $491K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 2M1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2007-7) | Long | ABS-mortgage backed security | US | $41M | – | 0.64 |
| COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 2A1 (COUNTRYWIDE HOME LOANS 2001-HYB1) | Long | ABS-mortgage backed security | US | $997.86 | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 49 M (COUNTRYWIDE HOME LOANS 2003-49) | Long | ABS-mortgage backed security | US | $278K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 58 2A2 (COUNTRYWIDE HOME LOANS 2003-58) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 58 M (COUNTRYWIDE HOME LOANS 2003-58) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 60 1A1 (COUNTRYWIDE HOME LOANS 2003-60) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 HYB1 1A1 (COUNTRYWIDE HOME LOANS 2003-HYB1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2003 HYB2 1A1 (COUNTRYWIDE HOME LOANS 2003-HYB2) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4B (COUNTRYWIDE HOME LOANS 2004-16) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 1A5 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 2A2 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 5 M (COUNTRYWIDE HOME LOANS 2004-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 1A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $481K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 13 A8 (COUNTRYWIDE HOME LOANS 2005-13) | Long | ABS-mortgage backed security | US | $678K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $464K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 7 2A1 (COUNTRYWIDE HOME LOANS 2005-7) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A5 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $803K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $582K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 1A1 (COUNTRYWIDE HOME LOANS 2006-3) | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| COUNTRYWIDE HOME LOANS CWHL 2006 3 2A1 (COUNTRYWIDE HOME LOANS 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB4 1A1 (COUNTRYWIDE HOME LOANS 2006-HYB4) | Long | ABS-mortgage backed security | US | $510K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2006 J1 1A1 (COUNTRYWIDE HOME LOANS 2006-J1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2007 18 1A1 (COUNTRYWIDE HOME LOANS 2007-18) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| CPS AUTO TRUST CPS 2024 C A 144A (CPS AUTO RECEIVABLES TRUST 2024-C) | Long | ABS-other | US | $25M | – | 0.40 |
| CREDIT BASED ASSET SERVICING A CBASS 2004 CB4 A5 (CREDIT-BASED ASSET SERV & SEC 2004-CB4) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2004 CB8 M2 (CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2004-CB8) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 (CREDIT BASED ASSET SRVC & SEC 2006-CB3) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB4 AV3 (CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2006-CB4) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR33 3A2 (CS FIRST BOSTON MTGE SEC. CORP 2002-AR33) | Long | ABS-mortgage backed security | US | $20K | – | 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 | $43K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 1 1A1 (CS FIRST BOSTON MTG SEC 2003-1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 21 DB1 (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2003-21) | Long | ABS-mortgage backed security | US | $738K | – | 0.01 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 1A1 (CS FIRST BOSTON MTGE SEC CORP 2003-8) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR15) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR24 2A4 (CS FIRST BOSTON MTGE SEC CORP 2003-AR24) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR28 2A1 (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2003-AR28) | Long | ABS-mortgage backed security | US | $83K | – | 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 | $465K | – | 0.01 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 10 5A6 (CS FIRST BOSTON MTGE SEC CORP 2005-10) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 5 4A1 (CSFB MORTGAGE SECURITIES CORP 2005-5) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2005 1R 2A5 144A (CREDIT SUISSE MORTGAGE CAP CERT 2005-1R) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-6) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2011 13R 5A2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2011-13R) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2011 6R 4A2 144A (CSMC SERIES 2011-6R) | Long | ABS-mortgage backed security | US | $273K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP10 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10) | Long | ABS-mortgage backed security | US | $558K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 FACT A 144A (CSMC 2020-FACT TRUST) | Long | ABS-mortgage backed security | US | $976K | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 NET A 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-NET) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL4 M2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL4) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL4 M3 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL4) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A (CSMC 2021-JR2 TRUST) | Long | ABS-mortgage backed security | US | $527K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL2 M1 144A (CSMC 2021-RPL2 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL2 M2 144A (CSMC 2021-RPL2 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL2 M3 144A (CSMC 2021-RPL2 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 A1 144A (CSMC 2021-RPL3 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A (CSMC 2021-RPL7 TRUST) | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL9 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2021-RPL9) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A (CSMC 2022-RPL4) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| CROSS MORTGAGE TRUST CROSS 2023 H1 A1 144A (CROSS 2023-H1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A (CROSS 2024-H2 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A (CROSS 2024-H3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A (CROSS 2024-H4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $26M | – | 0.41 |
| CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A (CROWN POINT CLO 7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| CVS PASS THROUGH TRUST PASS THRU CE 01/28 5.88 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $511K | – | 0.01 |
| DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A (DC COMMERCIAL MORTGAGE TRUST 2023-DC) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| DC OFFICE TRUST DCOT 2019 MTC A 144A (DC OFFICE TRUST 2019-MTC) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2022 2 A1 144A (DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A2 (DEUTSCHE ALT-A SECURITIES INC 2007-AR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| DEWOLF PARK CLO, LTD DWOLF 2017 1A AR 144A (DEWOLF PARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $842K | – | 0.01 |
| DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A (DIAMETER CAPITAL CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $50M | – | 0.80 |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A (DIAMETER CAPITAL CLO 2024-6A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.19 |
| DRYDEN SENIOR LOAN FUND DRSLF 2014 36A AR3 144A (DRYDEN 36 SENIOR LOAN FUND 2014-36A) | Long | ABS-collateralized bond/debt obligation | KY | $632K | – | 0.01 |
| DRYDEN SENIOR LOAN FUND DRSLF 2015 38A ARR 144A (DRYDEN 38 SENIOR LOAN FUND 2015-38A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.10 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 47A A1R 144A (DRYDEN 47 SENIOR LOAN FUND 2017-47A) | Long | ABS-collateralized bond/debt obligation | KY | $923K | – | 0.01 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.12 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1C (DSLA MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| DSLA MORTGAGE LOAN TRUST DSLA 2006 AR1 2A1A (DSLA MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2020 2A A 144A (ECMC GROUP STUDENT LOAN TRUST 2020-2A) | Long | ABS-other | US | $5M | – | 0.08 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2020 3A A1B 144A (ECMC GROUP STUDENT LOAN TRUST 2020-3A) | Long | ABS-other | US | $6M | – | 0.10 |
| ELEVATION CLO LTD AWPT 2021 14A A1 144A (AWPT-2021-14A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.16 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 2 A2D 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A (ELMWOOD CLO 24 LTD 2023-3A) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.22 |
| ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A (ELMWOOD CLO VII LTD 2020-4A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| EMC MORTGAGE LOAN TRUST EMCM 2003 A A2 144A (EMCM MORTGAGE LOAN TRUST 2003-A) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 1 M2 (ENCORE CREDIT RECEIVABLES TR 2005-1) | Long | ABS-mortgage backed security | US | $304K | – | 0.00 |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M4 (ENCORE CREDIT RECEIVABLES TRUST 2005-2) | Long | ABS-mortgage backed security | US | $11M | – | 0.17 |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A2 144A (ENT AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.02 |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A (ENT AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.03 |
| ENT AUTO RECEIVABLES TRUST ENT 2023 1A A4 144A (ENT AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.02 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 2 A2 144A (ENTERPRISE FLEET FINANCING LLC 2022-2) | Long | ABS-other | US | $8M | – | 0.13 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2003 2 2A2 | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| EQUITY ONE ABS INC EQABS 2004 3 AV2 (EQUITY ONE ABS INC 2004-3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 4A B (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $2M | – | 0.02 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A) | Long | ABS-other | US | $4M | – | 0.07 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A) | Long | ABS-other | US | $1M | – | 0.02 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $52M | – | 0.83 |
| FANNIE MAE FNR 1995 2 Z (FANNIE MAE 1995-2) | Long | ABS-mortgage backed security | US | $36.88 | – | 0.00 |
| FANNIE MAE FNR 1997 76 FN (FANNIE MAE REMIC-1997-76) | Long | ABS-mortgage backed security | US | $286.1 | – | 0.00 |
| FANNIE MAE FNR 2001 61 FH (FANNIE MAE 2001-61) | Long | ABS-mortgage backed security | US | $716.61 | – | 0.00 |
| FANNIE MAE FNR 2001 62 FC (FANNIE MAE 2001-62) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE FNR 2002 25 FX (FANNIE MAE 2002-25) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2002 71 A (FANNIE MAE 2002-71) | Long | ABS-mortgage backed security | US | $419K | – | 0.01 |
| FANNIE MAE FNR 2003 116 KL (FANNIE MAE 2003-116) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FANNIE MAE FNR 2005 74 DZ (FANNIE MAE-2005-74) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FANNIE MAE FNR 2006 15 FC (FANNIE MAE 2006-15) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2007 73 A1 (FANNIE MAE 2007-73) | Long | ABS-mortgage backed security | US | $443K | – | 0.01 |
| FANNIE MAE FNR 2019 62 SN (FANNIE MAE REMICS 2019-62) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2002 T19 A2 (FANNIEMAE GRANTOR TRUST 2002-T19) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 1998 W2 A8 (FANNIE MAE WHOLE LOAN) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2001 W1 AV1 (FANNIE MAE WHOLE LOAN 2001-W1) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $3M | – | 0.04 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.02 |
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A (FCCU AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $502K | – | 0.01 |
| FED HM LN PC POOL 1B2723 FH 01/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL 1G0038 FH 01/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 1G0053 FH 02/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 1G1748 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $774.82 | – | 0.00 |
| FED HM LN PC POOL 1J0533 FH 07/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 1J1214 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 420212 FH 08/31 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL 780370 FH 04/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 780870 FH 09/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL 780967 FH 10/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $227.68 | – | 0.00 |
| FED HM LN PC POOL 781086 FH 12/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FED HM LN PC POOL 781294 FH 03/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL 781418 FH 04/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 782645 FH 02/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 782785 FH 10/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL 782804 FH 11/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 782837 FH 11/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL 783022 FH 02/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL 783026 FH 02/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL 786252 FH 03/28 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $569.8 | – | 0.00 |
| FED HM LN PC POOL 786472 FH 09/28 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 789299 FH 04/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL 789692 FH 08/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $292.93 | – | 0.00 |
| FED HM LN PC POOL 847003 FH 03/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL 972068 FH 05/26 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $721.44 | – | 0.00 |
| FED HM LN PC POOL 972164 FH 01/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL G08721 FG 09/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FED HM LN PC POOL G08773 FG 08/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FED HM LN PC POOL G08787 FG 11/47 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FED HM LN PC POOL G08799 FG 02/48 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| FED HM LN PC POOL G08803 FG 03/48 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $845K | – | 0.01 |
| FED HM LN PC POOL Q41914 FG 07/46 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FED HM LN PC POOL Q43413 FG 10/46 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $311K | – | 0.00 |
| FED HM LN PC POOL Q54011 FG 02/48 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| FED HM LN PC POOL QC9480 FR 10/51 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| FED HM LN PC POOL QE1302 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FED HM LN PC POOL QE1435 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $458K | – | 0.01 |
| FED HM LN PC POOL QE1988 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FED HM LN PC POOL QE2230 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $938K | – | 0.01 |
| FED HM LN PC POOL QE9349 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| FED HM LN PC POOL QF3906 FR 11/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| FED HM LN PC POOL QF5251 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| FED HM LN PC POOL QF5387 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $595K | – | 0.01 |
| FED HM LN PC POOL QF6034 FR 12/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| 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 QF6551 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| FED HM LN PC POOL QG2097 FR 04/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FED HM LN PC POOL QG2198 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 0.24 |
| FED HM LN PC POOL QG5245 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $384K | – | 0.01 |
| FED HM LN PC POOL RA7664 FR 07/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FED HM LN PC POOL RA8393 FR 02/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52M | – | 0.83 |
| FED HM LN PC POOL RB5002 FR 07/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FED HM LN PC POOL RB5008 FR 08/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FED HM LN PC POOL RB5175 FR 08/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $432K | – | 0.01 |
| FED HM LN PC POOL RB5182 FR 09/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $611K | – | 0.01 |
| FED HM LN PC POOL RB5188 FR 10/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| FED HM LN PC POOL RB5205 FR 12/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| FED HM LN PC POOL SB0771 FR 06/37 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $921K | – | 0.01 |
| FED HM LN PC POOL SC0376 FR 11/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $614K | – | 0.01 |
| FED HM LN PC POOL SD8244 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37M | – | 0.59 |
| FED HM LN PC POOL SD8289 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FED HM LN PC POOL SD8308 FR 03/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 0.25 |
| FED HM LN PC POOL ZS4714 FR 04/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $436K | – | 0.01 |
| FED HM LN PC POOL ZS4718 FR 05/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $425K | – | 0.01 |
| FED HM LN PC POOL ZT1897 FR 04/39 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 1510 X1 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K-1510) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 1511 X1 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K-1511) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 21 A (FHLMC STRUCTURED PASS THROUGH T-21) | Long | ABS-mortgage backed security | US | $27.86 | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1 (FHLMC STRUCTURED PASS THRU SEC T-32) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1 (FHLMC STRUCTURED PASS THRU SEC T-57) | Long | ABS-mortgage backed security | US | $254K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $871K | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF6 M2 (FIRST FRANKLIN MTG LOAN ASSET 2004-FF6) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF11 M2 (FIRST FRANKLIN MTG LOAN 2005-FF11) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH4 M2 (FIRST FRANKLIN MTG LN ASSET BC 2005-FFH4) | Long | ABS-mortgage backed security | US | $15M | – | 0.24 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A1 (FIRST FRANKLIN MTG LOAN ABS 2006-FF15) | Long | ABS-mortgage backed security | US | $31M | – | 0.49 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A6 (FIRST FRANKLIN MTG LOAN ABS 2006-FF15) | Long | ABS-mortgage backed security | US | $20M | – | 0.32 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 (FIRST FRANKLIN MTG LOAN 2006-FF18) | Long | ABS-mortgage backed security | US | $25M | – | 0.40 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A2B (FIRST FRANKLIN MTG LOAN 2006-FF18) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 1A (FIRST FRANKLIN MTG LOAN ABS 2006-FF9) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 2A3 (FIRST FRANKLIN MTG LOAN ABS 2006-FF9) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| FIRST HELP FINANCIAL LLC FHF 2023 2A A2 144A (FHF ISSUER TRUST 2023-2A) | Long | ABS-other | US | $2M | – | 0.03 |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A (FHF ISSUER TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.04 |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A (FHF ISSUER TRUST 2024-2A) | Long | ABS-other | US | $2M | – | 0.03 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA1 A1 (FIRST HORIZON ALT MTGE SEC 2004-AA1) | Long | ABS-mortgage backed security | US | $552K | – | 0.01 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA3 A1 (FIRST HORIZON ALT MTGE SEC 2004-AA3) | Long | ABS-mortgage backed security | US | $197K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA1 1A1 (FIRST HORIZON ALT MTGE SEC 2005-AA1) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA5 2A1 (FIRST HORIZON ALT MTG SEC 2005-AA5) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA8 1A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2005-AA8) | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA2 1A1 (FIRST HORIZON ALTER MTGE SEC 2006-AA2) | Long | ABS-mortgage backed security | US | $318K | – | 0.01 |
| FIRST INVESTORS AUTO OWNER TRU FIAOT 2023 1A A 144A (FIRST INVESTORS AUTO OWNER TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.03 |
| FIRST NLC TRUST FNLC 2007 1 A2 144A (FIRST NLC TRUST 2007-1) | Long | ABS-mortgage backed security | US | $12M | – | 0.20 |
| FIRST NLC TRUST FNLC 2007 1 A4 144A (FIRST NLC TRUST 2007-1) | Long | ABS-mortgage backed security | US | $682K | – | 0.01 |
| FIRSTKEY HOMES 2020 SFR1 TRUST FKH 2020 SFR1 A 144A (FIRSTKEY HOMES 2020-SFR1 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $24M | – | 0.38 |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A (FLAGSHIP CREDIT AUTO TRUST 2024-1) | Long | ABS-other | US | $4M | – | 0.07 |
| FNMA POOL 064729 FN 10/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $375.73 | – | 0.00 |
| FNMA POOL 253348 FN 06/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 254283 FN 11/30 FIXED 8.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 254855 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 323890 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 488340 FN 03/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 535332 FN 04/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 535598 FN 10/40 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 555715 FN 07/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 555817 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $302.33 | – | 0.00 |
| FNMA POOL 582305 FN 09/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 612514 FN 05/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 629100 FN 04/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 652339 FN 09/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL 658481 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 664885 FN 10/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 676823 FN 11/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 689306 FN 02/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 694287 FN 03/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $661.8 | – | 0.00 |
| FNMA POOL 701043 FN 04/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 701305 FN 06/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNMA POOL 725187 FN 07/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 735448 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 735466 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 735653 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 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 739372 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 745467 FN 04/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 773245 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 775198 FN 05/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 775852 FN 03/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 782320 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 799664 FN 10/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 799868 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $930.61 | – | 0.00 |
| FNMA POOL 805386 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 809324 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 814418 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 834927 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 844214 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $584.07 | – | 0.00 |
| FNMA POOL 863741 FN 12/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 884120 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 888502 FN 06/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 888527 FN 04/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $562.95 | – | 0.00 |
| FNMA POOL 891332 FN 04/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $999.2 | – | 0.00 |
| FNMA POOL 905694 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 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 906281 FN 01/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AB4277 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNMA POOL AB6319 FN 09/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL AH9289 FN 04/41 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL AK4940 FN 03/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| FNMA POOL AL2418 FN 08/42 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FNMA POOL AL7231 FN 08/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL AL7531 FN 09/28 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL AP4746 FN 08/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| FNMA POOL AQ8391 FN 12/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| FNMA POOL AR0130 FN 12/42 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AS4455 FN 02/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $532K | – | 0.01 |
| FNMA POOL AS4556 FN 03/40 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| FNMA POOL AS5598 FN 08/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA POOL AS6436 FN 04/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $392K | – | 0.01 |
| FNMA POOL AS6489 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL AS8118 FN 10/46 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FNMA POOL AT7899 FN 07/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL AV0970 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FNMA POOL AV5616 FN 12/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| FNMA POOL AW3146 FN 06/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $661K | – | 0.01 |
| FNMA POOL AW8166 FN 02/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| FNMA POOL AY2575 FN 02/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FNMA POOL AY5779 FN 05/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| FNMA POOL AZ0832 FN 07/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AZ8134 FN 09/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| FNMA POOL AZ9336 FN 10/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BA1449 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNMA POOL BA3017 FN 12/45 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA POOL BA4766 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL BA5846 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA POOL BC0128 FN 12/30 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $315K | – | 0.01 |
| FNMA POOL BC0598 FN 01/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BC1904 FN 02/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL BC4912 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNMA POOL BC7891 FN 03/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| FNMA POOL BD2776 FN 07/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| FNMA POOL BE2766 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FNMA POOL BE7133 FN 02/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FNMA POOL BE8383 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| FNMA POOL BF0336 FN 01/59 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA POOL BH1354 FN 06/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| FNMA POOL BH2878 FN 05/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $440K | – | 0.01 |
| FNMA POOL BH5209 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| FNMA POOL BH5752 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| FNMA POOL BH7058 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| FNMA POOL BJ4482 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $519K | – | 0.01 |
| FNMA POOL BJ6167 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL BK0261 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA POOL BK0282 FN 10/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| FNMA POOL BM2003 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| FNMA POOL BM3144 FN 11/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FNMA POOL BM5461 FN 01/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $959K | – | 0.02 |
| FNMA POOL BM5807 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $930K | – | 0.01 |
| FNMA POOL BN0936 FN 12/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FNMA POOL BN4317 FN 01/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BN4318 FN 01/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL BN6212 FN 03/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| FNMA POOL BN8869 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNMA POOL BN8871 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL BU1888 FN 09/51 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| FNMA POOL BU1913 FN 10/51 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| FNMA POOL BV2478 FN 06/37 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| FNMA POOL BV4699 FN 04/37 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $693K | – | 0.01 |
| FNMA POOL BV7435 FN 05/37 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $751K | – | 0.01 |
| FNMA POOL BV8509 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA POOL BW1194 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA POOL BW1374 FN 11/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| FNMA POOL BW5124 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FNMA POOL BW7303 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| FNMA POOL BW9490 FN 11/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $301K | – | 0.00 |
| FNMA POOL BX5626 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA POOL BX6812 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNMA POOL BX8193 FN 04/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| FNMA POOL BY0023 FN 04/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FNMA POOL BY4733 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $477K | – | 0.01 |
| FNMA POOL BY6738 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA POOL CA0181 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL CA1658 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| FNMA POOL CA7844 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL CB4818 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| FNMA POOL CB5583 FN 11/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FNMA POOL DA9467 FN 02/54 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196K | – | 0.00 |
| FNMA POOL FM3243 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA POOL FS2661 FN 07/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FNMA POOL FS4580 FN 02/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| FNMA POOL MA1525 FN 08/43 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL MA2930 FN 03/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL MA3088 FN 08/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $416K | – | 0.01 |
| FNMA POOL MA3239 FN 01/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL MA3277 FN 02/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| FNMA POOL MA3305 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FNMA POOL MA3306 FN 03/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| FNMA POOL MA3441 FN 08/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| FNMA POOL MA3492 FN 10/38 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| FNMA POOL MA3743 FN 08/39 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| FNMA POOL MA3768 FN 09/34 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL MA3985 FN 04/35 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL MA4662 FN 07/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $356K | – | 0.01 |
| FNMA POOL MA4697 FN 08/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $492K | – | 0.01 |
| FNMA POOL MA4729 FN 09/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| FNMA POOL MA4732 FN 09/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FNMA POOL MA4779 FN 10/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL MA4783 FN 10/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FNMA POOL MA4864 FN 01/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| FNMA POOL MA4869 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $664K | – | 0.01 |
| FNMA POOL MA4876 FN 12/52 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| FNMA POOL MA4941 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| FNMA POOL MA5011 FN 05/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $925K | – | 0.01 |
| FNMA POOL MA5108 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $110M | – | 1.74 |
| FNMA POOL MA5297 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 0.20 |
| FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $813K | – | 0.01 |
| FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58M | – | 0.92 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 0.38 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58M | – | 0.92 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76M | – | 1.20 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $201M | – | 3.18 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91M | – | 1.44 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-68M | – | -1.08 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-3M | – | -0.05 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $363M | – | 5.75 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $191M | – | 3.03 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47M | – | 0.74 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $561M | – | 8.90 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98M | – | 1.55 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $983M | – | 15.59 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $651M | – | 10.31 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $282M | – | 4.48 |
| FORD CREDIT AUTO OWNER TRUST FORDO 2023 C A3 (FORD CREDIT AUTO OWNER TRUST 2023-C) | Long | ABS-other | US | $8M | – | 0.12 |
| FORD CREDIT AUTO OWNER TRUST/F FORDR 2020 1 A 144A (FORD CREDIT AUTO OWNER TRUST 2020-REV1) | Long | ABS-other | US | $6M | – | 0.10 |
| FREDDIE MAC FHR 2163 QJ (FREDDIE MAC 2163) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 2277 B (FREDDIE MAC 2277) | Long | ABS-mortgage backed security | US | $993.88 | – | 0.00 |
| FREDDIE MAC FHR 2344 FN (FREDDIE MAC 2344) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 2395 FT (FREDDIE MAC 2395) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC FHR 2411 FJ (FREDDIE MAC 2411) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 2518 FP (FREDDIE MAC 2518) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 2684 ZN (FREDDIE MAC 2684) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FREDDIE MAC FHR 3114 KZ (FREDDIE MAC 3114) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FREDDIE MAC FHR 3156 AZ (FREDDIE MAC-3156) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2004 2 M1 (FREMONT HOME LOAN TRUST 2004-2) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FREMONT HOME LOAN TRUST FHLT 2005 2 M5 (FREMONT HOME LOAN TRUST 2005-2) | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $26M | – | 0.40 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 1A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| 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 | $11M | – | 0.17 |
| GCAT GCAT 2023 NQM4 A1 144A (GCAT 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $15M | – | 0.24 |
| GCAT GCAT 2024 NQM1 A1 144A (GCAT 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GCAT GCAT 2024 NQM2 A1 144A (GCAT 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GENERATE CLO LTD. GNRT 3A A2R 144A (GNRT-3A) | Long | ABS-collateralized bond/debt obligation | KY | $50M | – | 0.79 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A) | Long | ABS-other | US | $4M | – | 0.07 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-2A) | Long | ABS-other | US | $2M | – | 0.03 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $3M | – | 0.05 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $9M | – | 0.14 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR2 1A (GMAC MORTGAGE CORP LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 004746 G2 07/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| GNMA II POOL 004771 G2 08/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GNMA II POOL 004801 G2 09/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| GNMA II POOL 004834 G2 10/40 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| GNMA II POOL 004923 G2 01/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| GNMA II POOL 004946 G2 02/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GNMA II POOL 004978 G2 03/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $396K | – | 0.01 |
| GNMA II POOL 005017 G2 04/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| GNMA II POOL 005082 G2 06/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $483K | – | 0.01 |
| GNMA II POOL 005115 G2 07/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| GNMA II POOL 005175 G2 09/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| GNMA II POOL 008989 G2 10/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080030 G2 01/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080143 G2 12/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $443.22 | – | 0.00 |
| GNMA II POOL 080296 G2 07/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA II POOL 080309 G2 08/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080329 G2 10/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 080376 G2 02/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $119.99 | – | 0.00 |
| GNMA II POOL 080378 G2 02/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GNMA II POOL 080408 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 080409 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GNMA II POOL 080428 G2 07/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GNMA II POOL 080555 G2 11/31 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080601 G2 05/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 080734 G2 09/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA II POOL 080747 G2 10/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GNMA II POOL 783294 G2 03/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GNMA II POOL 783576 G2 12/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| GNMA II POOL 783590 G2 06/41 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GNMA II POOL MA1014 G2 05/43 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GNMA II POOL MA1159 G2 07/43 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GNMA II POOL MA7650 G2 10/51 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $487K | – | 0.01 |
| GNMA II POOL MA7828 G2 01/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| GNMA II POOL MA7937 G2 03/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $659K | – | 0.01 |
| GNMA II POOL MA8043 G2 05/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GNMA II POOL MA8486 G2 12/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| GNMA II POOL MA9360 G2 12/53 FIXED 4.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| GNMA II TBA 30 YR 2 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 0.23 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $51M | – | 0.82 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GNMA II TBA 30 YR 5.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22M | – | 0.35 |
| GNMA II TBA 30 YR 5.5 JUMBOS (GNMA PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-11M | – | -0.18 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.36 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2022 16A AR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 16A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $8M | – | 0.12 |
| GOLUB CAP PARTNERS STATIC 2024 04/33 1 (GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.09 |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP 2015 26A A1R 144A (GOLUB CAPITAL PARTNERS CLO 26B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $676K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H06 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H06) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H26 BA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H26) | Long | ABS-mortgage backed security | US | $814K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H31 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H31) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H21 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H21) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H26 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H26) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H05 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H05) | Long | ABS-mortgage backed security | US | $895K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H04 FM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H04) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H08 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H08) | Long | ABS-mortgage backed security | US | $386K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H06 FL (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H06) | Long | ABS-mortgage backed security | US | $447K | – | 0.01 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1 (GREENPOINT MTGE FUNDING TR 2005-AR2) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR3 4A1 (GREENPOINT MTGE FUNDING TR 2006-AR3) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A (GREENSTATE AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.05 |
| GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A (GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $122K | – | 0.00 |
| GREYWOLF CLO LTD GWOLF 2018 1A A1 144A (GREYWOLF CLO VI LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.12 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL2 A1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL2) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| GS MORTGAGE SECURITIES TRUST GSMS 2015 590M A 144A (GS MORTGAGE SECURITIES TRUST 2015-590M) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GS MORTGAGE SECURITIES TRUST GSMS 2017 GPTX B 144A (GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP C 144A (GS MORTGAGE SECURITIES CORP II 2017-SLP) | Long | ABS-mortgage backed security | US | $13M | – | 0.21 |
| GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A (GS MORTGAGE SECURITIES TRUST 2020-DUNE) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| GSAA HOME EQUITY TRUST GSAA 2004 7 M1 (GSAA HOME EQUITY TRUST 2004-7) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| GSAA HOME EQUITY TRUST GSAA 2005 11 1A2 (GSAA HOME EQUITY TRUAST 2005-11) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GSAMP TRUST GSAMP 2005 WMC1 M1 (GSAMP TRUST 2005-WMC1) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| GSAMP TRUST GSAMP 2005 WMC2 M1 (GSAMP TRUST 2005-WMC2) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 HE4 M1 (GSAMP TRUST 2006-HE4) | Long | ABS-mortgage backed security | US | $11M | – | 0.17 |
| GSAMP TRUST GSAMP 2006 S6 A1B (GSAMP TRUST 2006-S6) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 FM1 A1 (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $403K | – | 0.01 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 1998 1 A 144A (GSMPS MORTGAGE LOAN TRUST 1998-1) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2003 3 A1 144A (GSMPS MORTGAGE LOAN TRUST 2003-3) | Long | ABS-mortgage backed security | US | $327K | – | 0.01 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP3 1AF 144A (GSMPS MORTGAGE LOAN TRUST 2005-RP3) | Long | ABS-mortgage backed security | US | $12M | – | 0.20 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A (GSMPS MORTGAGE LOAN TRUST 2006-RP1) | Long | ABS-mortgage backed security | US | $15M | – | 0.24 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 (GSR MTGE LOAN TRUST 2003-2F) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 2F 1B1 (GSR MORTGAGE LOAN TRUST 2004-2F) | Long | ABS-mortgage backed security | US | $848K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2004 2F 7A1 (GSR MORTGAGE LOAN TRUST 2004-2F) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 B1 (GSR MTGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $554K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2005 6F 3A2 (GSR MORTGAGE LOAN TRUST 2005-6F) | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 7F B1 (GSR MORTGAGE LOAN TRUST 2005-7F) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 5A1 (GSR MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.08 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.10 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 3A1A (HARBORVIEW MORTGAGE LOAN TR 2004-11) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 6 3A1 (HARBORVIEW MORTGAGE LOAN TRUST 2004-6) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 7 3A1 (HARBORVIEW MORTGAGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 14 3A1A (HARBORVIEW MORTGAGE LOAN TR 2005-14) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $506K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1 (HARBORVIEW MORTGAGE LOAN TR 2005-7) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1C (HARBORVIEW MORTGAGE LOAN TR 2005-9) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $712K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $18M | – | 0.28 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 BU1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-BU1) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2 (HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A) | Long | ABS-other | US | $4M | – | 0.06 |
| HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A (HERA COMMERCIAL MORTGAGE 2021-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021 2A A 144A (HERTZ VEHICLE FINANCING III LLC 2021-2A) | Long | ABS-other | US | $5M | – | 0.08 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A (HERTZ VEHICLE FINANCING LLC 2022-1A) | Long | ABS-other | US | $3M | – | 0.05 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-2A) | Long | ABS-other | US | $10M | – | 0.16 |
| HILTON USA TRUST HILT 2016 HHV A 144A (HILTON USA TRUST 2016-HHV) | Long | ABS-mortgage backed security | US | $953K | – | 0.02 |
| HILTON USA TRUST HILT 2016 SFP A 144A (HILTON USA TRUST 2016-SFP) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| HOME EQUITY ASSET TRUST HEAT 2002 1 A4 (HOME EQUITY PASS-THRU CERTS 2002-1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2002 3 A4 (HOME EQUITY PASS-THRU CERTS 2002-3) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| HOME EQUITY ASSET TRUST HEAT 2004 8 M2 (HOME EQUITY ASSET TRUST 2004-8) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| HOME EQUITY ASSET TRUST HEAT 2005 2 M6 (HOME EQUITY PASS-THRU CERTS 2005-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HOME EQUITY ASSET TRUST HEAT 2005 6 M4 (HOME EQUITY ASSET TRUST 2005-6) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| HOME EQUITY LOAN TRUST HELT 2007 FRE1 1AV1 (HOME EQUITY LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| HOME PARTNERS OF AMERICA TRUST HPA 2021 3 A 144A (HOME PARTNERS OF AMERICA 2021-3 TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| HOMEBANC MORTGAGE TRUST HMBT 2005 4 M2 (HOMEBANC MORTGAGE TRUST 2005-4) | Long | ABS-mortgage backed security | US | $11M | – | 0.18 |
| HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1 (HSI ASSET LOAN OBLIGATION 2007-WF1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT2 M2 (HSI ASSET SEC CORP TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A2 (HSI ASSET SEC CORP TRUST 2006-WMC1) | Long | ABS-mortgage backed security | US | $912K | – | 0.01 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A3 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C) | Long | ABS-other | US | $45M | – | 0.72 |
| ICG US CLO LTD ICG 2018 3A AR 144A (ICG US CLO 2018-3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $907K | – | 0.01 |
| IMPAC SECURED ASSETS CORP. IMSA 2006 1 2A1 (IMPAC SECURED ASSETS CORP 2006-1) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| INDYMAC ARM TRUST INARM 2001 H2 A2 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| INDYMAC HOME EQUITY LOAN ASSET INHEL 2004 A M2 (INDYMAC HOME EQUITY LOAN 2004-A) | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR2 2A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR2) | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR2 AX2 (INDYMAC INDX MTGE LOAN TRUST 2004-AR2) | Long | ABS-other | US | $1M | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR7 A5 (INDYMAC INDX MTGE LOAN TRUST 2004-AR7) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR8 2A2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR8) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-16IP) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A1A (INDYMAC INDX MTGE LOAN TR 2005-AR2) | Long | ABS-mortgage backed security | US | $477K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR33 3A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR33) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR35 2A1 (INDYMAC INDEX MORTGAGE LOAN TRUST 2005-AR35) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR4 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2004-AR4) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR6 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR6) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 3A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR11) | Long | ABS-mortgage backed security | US | $980K | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR15) | Long | ABS-mortgage backed security | US | $12M | – | 0.19 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR29 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR29) | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 3A3 (INDYMAC INDX MTGE LOAN TRUST 2006-AR9) | Long | ABS-mortgage backed security | US | $623K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR13 1A1 (INDYMAC INDEX MORTGAGE LOAN TRUST 2007-AR13) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX4 2A1 (INDYMAC INDX MTGE LOAN TRUST 2007-FLX4) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX5 2A1 (INDYMAC INDX MORTGAGE LOAN TRUST 2007-FLX5) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2 (INDYMAC RESIDENTIAL ASSET BACKED 2007-B) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE2 A3 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A2 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $14M | – | 0.23 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A3 1A4 (JP MORGAN ALTERNATIVE LN TRUST 2006-A3) | Long | ABS-mortgage backed security | US | $12M | – | 0.19 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A6 1A4 (JP MORGAN ALTERNATIVE LN TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 12A4 (JP MORGAN ALTERNATIVE LN TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $12M | – | 0.19 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A1 144A (JP MORGAN ALTERNATIVE LN TRUST 2008-R4) | Long | ABS-mortgage backed security | US | $705K | – | 0.01 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A2 144A (JP MORGAN ALTERNATIVE LN TRUST 2008-R4) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP2 ASB (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP2) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A4 (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2016-JP4) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT BFL 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT BFX 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $20M | – | 0.32 |
| 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 | $387K | – | 0.01 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T) | Long | ABS-mortgage backed security | US | $15M | – | 0.24 |
| 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 | $7M | – | 0.11 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FLD1 M7 (JP MORGAN MTGE ACQUIS CORP 2005-FLD1) | Long | ABS-mortgage backed security | US | $9M | – | 0.14 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT2 M5 (JP MORGAN MTGGE ACQUIS CORP 2005-OPT2) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE1 M2 (JP MORGAN MTGE ACQUIS CORP 2006-FRE1) | Long | ABS-mortgage backed security | US | $20M | – | 0.32 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2 (JP MORGAN MORTGAGE ACQ CORP 2005-RM1) | Long | ABS-mortgage backed security | US | $568.34 | – | 0.00 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC3 A3 (JP MORGAN MTGE ACQUIS CORP 2006-WMC3) | Long | ABS-mortgage backed security | US | $405K | – | 0.01 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 M1 (JP MORGAN MTGE ACQUIS CORP 2007-CH3) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 HE1 AV4 (JP MORGAN MORTGAGE ACQ CORP 2007-HE1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 7CB1 (JP MORGAN MORTGAGE TRUST-2005-A2) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 7CA1 (JP MORGAN MORTGAGE TRUST 2005-A3) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 2A3 (JP MORGAN MTGE TRUST 2005-A7) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 ALT1 3A1 (JP MORGAN MTGE TRUST 2005-ALT1) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 IIB2 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $901K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 1A24 (JP MORGAN MORTGAGE TRUST 2006-S2) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 1A1 (JP MORGAN MORTGAGE TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 S3 1A28 (JP MORGAN MORTGAGE TRUST 2007-S3) | Long | ABS-mortgage backed security | US | $798K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2023-DSC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A (J.P. MORGAN MORTGAGE TRUST 2023-DSC2) | Long | ABS-mortgage backed security | US | $889K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2024-VIS1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $533K | – | 0.01 |
| KKR FINANCIAL CLO LTD KKR 21 A 144A (KKR CLO LTD 21) | Long | ABS-collateralized bond/debt obligation | KY | $840K | – | 0.01 |
| KKR FINANCIAL CLO LTD KKR 28A AR 144A (KKR CLO 28 LTD 28A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.09 |
| KKR FINANCIAL CLO LTD KKR 39A A 144A (KKR CLO 39 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.19 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 2A A3 144A (LAD AUTO RECEIVABLES TRUST 2023-2A) | Long | ABS-other | US | $599K | – | 0.01 |
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A2 144A (LAD AUTO RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $600K | – | 0.01 |
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A (LAD AUTO RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $1M | – | 0.02 |
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A4 144A (LAD AUTO RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $501K | – | 0.01 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A (LCCM 2021-FL3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.22 |
| LBMLT 2003-3 M3 SP BOA | Derivative-credit | US | $167.77 | – | 0.00 | |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A (LCM LOAN INCOME FUND I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.18 |
| LCM LTD PARTNERSHIP LCM 23A A1R 144A (LCM XXIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.07 |
| LCM LTD PARTNERSHIP LCM 25A AR 144A (LCM XXV LTD 25A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.14 |
| LCM LTD PARTNERSHIP LCM 26A A1 144A (LCM LTD 26A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| LCM LTD PARTNERSHIP LCM 30A AR 144A (LCM 30 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS3) | Long | ABS-mortgage backed security | US | $8M | – | 0.12 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS4 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS4) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS5) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL1 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL1) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| LEHMAN MORTGAGE TRUST LMT 2006 1 1A5 (LEHMAN MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| LEHMAN XS TRUST LXS 2005 5N 1A2 (LEHMAN XS TRUST 2005-5N) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| LEHMAN XS TRUST LXS 2005 7N 1A1A (LEHMAN XS TRUST 2005-7N) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| LEHMAN XS TRUST LXS 2006 3 A1 (LEHMAN XS TRUST 2006-3) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| LEHMAN XS TRUST LXS 2006 4N A1C1 (LEHMAN XS TRUST 2006-4N) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| LEHMAN XS TRUST LXS 2006 5 1A1A (LEHMAN XS TRUST 2006-5) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| LEHMAN XS TRUST LXS 2006 GP3 1A1 (LEHMAN XS TRUST 2006-GP3) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| LEHMAN XS TRUST LXS 2007 3 2A3 (LEHMAN XS TRUST 2007-3) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| LENDINGPOINT ASSET SECURITIZAT LDPT 2022 B A 144A (LENDINGPOINT 2022-B ASSET SECURITIZATION TRUST) | Long | ABS-other | US | $417K | – | 0.01 |
| LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A (LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST4) | Long | ABS-other | US | $778K | – | 0.01 |
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A (LENDMARK FUNDING TRUST 2024-1A) | Long | ABS-other | US | $803K | – | 0.01 |
| LFT CRE LLC LMNT 2021 FL1 A 144A (LFT CRE 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $732K | – | 0.01 |
| LIBERTY STREET TRUST LBTY 2016 225L A 144A (LIBERTY STREET TRUST 2016-225L) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1 (LONG BEACH MTGE LOAN TRUST 2001-4) | Long | ABS-mortgage backed security | US | $196.24 | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2M1 (LONG BEACH MTGE LOAN TRUST 2001-4) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2003 4 AV1 (LONG BEACH MTGE LOAN TRUST 2003-4) | Long | ABS-mortgage backed security | US | $749K | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 3 M1 (LONG BEACH MORTGAGE LOAN TR 2004-3) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $679K | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 M3 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 M1 (LONG BEACH MORTGAGE LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4 (LONG BEACH MORTGAGE LOAD TR 2005-WL1) | Long | ABS-mortgage backed security | US | $14M | – | 0.22 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 10 2A3 (LONG BEACH MORTGAGE LOAN TRUST 2006-10) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A3 (LONG BEACH MORTGAGE LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $12M | – | 0.20 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 1A (LONG BEACH MORTGAGE LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 1A (LONG BEACH MORTGAGE LOAN TR 2006-8) | Long | ABS-mortgage backed security | US | $733K | – | 0.01 |
| LUMINENT MORTGAGE TRUST LUM 2006 3 12A1 (LUMINENT MORTGAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| LUX 2023 LION LUX 2023 LION A 144A (LUX 2023-LION) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $5M | – | 0.09 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $4M | – | 0.06 |
| MADISON PARK FUNDING LTD MDPK 2015 18A ARR 144A (MADISON PARK FUNDING XVIII LTD 2015-18A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| MADISON PARK FUNDING LTD MDPK 2016 21A AARR 144A (MADISON PARK FUNDING XXI LTD 2016-21A) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.17 |
| MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A (MADISON PARK FUNDING XXIII LTD 2017-23A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| MADISON PARK FUNDING LTD MDPK 2018 27A A1A 144A (MADISON PARK FUNDING XXVII LTD 2018-27A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.13 |
| MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A (MADISON PARK FUNDING XXXV LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A (MAGNETITE XII LTD 2015-12A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.08 |
| MAGNETITE CLO LTD MAGNE 2015 15A AR 144A (MAGNETITE XV LTD 2015-15A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.09 |
| MAGNETITE CLO LTD MAGNE 2020 25A A 144A (MAGNETITE CLO LTD 2020-25A) | Long | ABS-collateralized bond/debt obligation | KY | $979K | – | 0.02 |
| MAGNETITE CLO LTD MAGNE 2023 39A A 144A (MAGNETITE CLO LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.17 |
| MANHATTAN WEST OMW 2020 1MW A 144A (MANHATTAN WEST 2020-1MW) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| MARATHON CLO LTD MCLO 2019 1A AAR2 (MARATHON CLO XIII LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| MARATHON CLO LTD MCLO 2019 2A A1AR 144A (MARATHON CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.12 |
| MARATHON CLO LTD MCLO 2020 15A A1SR 144A (MARATHON CLO 2020-15 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.04 |
| MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A (MARBLE POINT CLO XIV LTD 2018-2) | Long | ABS-collateralized bond/debt obligation | KY | $986K | – | 0.02 |
| MARLETTE FUNDING TRUST MFT 2023 4A A 144A (MARLETTE FUNDING TRUST 2023-4A) | Long | ABS-other | US | $3M | – | 0.05 |
| MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1 (MASSACHUSETTS EDUC FINANCING AUTH 2008-1) | Long | ABS-other | US | $120K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 7A2 (MASTER ADJUSTABLE RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 15 6A1 (MASTR ADJUSTABLE RATE MTGES TRU 2004-15) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 4A1 (MASTR ADJUSTABLE RT MTGE TRUST 2005-6) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 2 A1 (MASTR ASSET SECURIZATION TR 2007-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A2 (MASTR ADJ RATE MTGE TRUST 2007-HF2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2003 4 B1 (MASTR ALTERNATIVE LOANS TR 2003-4) | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES 08/37 1 (MASTR ASSET BACKED SECURITIES TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $9M | – | 0.13 |
| MASTR ASSET BACKED SECURITIES MABS 2002 OPT1 M5 (MASTR ASSET BACKED SECURITIES TRUST 2002-OPT1) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| MASTR ASSET BACKED SECURITIES MABS 2004 OPT2 A2 (MASTR ASSET BACKED SEC TR 2004-OPT2) | Long | ABS-mortgage backed security | US | $419K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 (MASTR ASSET BACKED SEC TR 2004-WMC3) | Long | ABS-mortgage backed security | US | $419K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2005 HE2 M4 (MASTR ASSET BACKED SEC TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MASTR ASSET BACKED SECURITIES MABS 2005 NC1 M2 (MASTR ASSET BACKED SEC TR 2005-NC1) | Long | ABS-mortgage backed security | US | $267K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A1 (MASTR ASSET BACKED SEC TR 2006-NC2) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| MASTR SEASONED SECURITIZATION MSSTR 2004 1 30B1 (MASTR SEASONED SECURITIES TRUST 2004-1) | Long | ABS-mortgage backed security | US | $305K | – | 0.00 |
| MASTR SPECIALIZED LOAN TRUST MASD 2007 2 M1 144A (MASTR SPECIALIZED LOAN TRUST 2007-2) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1 (MELLON RESIDENTIAL FUNDING CO 2001-TBC1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| MERITAGE MORTGAGE LOAN TRUST MMLT 2005 2 M3 (MERITAGE MORTGAGE LOAN TRUST 2005-2) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 H1 2A1 (MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-H) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A5 B1 (MERRILL LYNCH MTGE INVESTORS 2003-A5) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A6 M1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A6) | Long | ABS-mortgage backed security | US | $11M | – | 0.17 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FF1 B2 (MERRILL LYNCH MORTGAGE INVS 2006-FF1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE3 A2 (MERRILL LYNCH MORTGAGE INVS 2006-HE3) | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM2 A2D (MERRILL LYNCH MORTGAGE INVESTOR 2006-RM2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A (MERRILL LYNCH MORTGAGE INVESTO-2006-RM4) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM5 A2A (MERRILL LYNCH MORTGAGE INVESTO-2006-RM5) | Long | ABS-mortgage backed security | US | $924K | – | 0.01 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A (MF1 2020-FL4 LTD) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.20 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A (MF1 2021-FL6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $23M | – | 0.37 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.33 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.40 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.26 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A (MF1 2024-FL14 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| MFRA TRUST MFRA 2020 NQM2 A3 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $345K | – | 0.01 |
| MFRA TRUST MFRA 2022 RPL1 A1 144A (MFA 2022-RPL1 TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| MFRA TRUST MFRA 2023 INV2 A1 144A (MFA 2023-INV2 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| MFRA TRUST MFRA 2023 NQM2 A1 144A (MFA 2023-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| MFRA TRUST MFRA 2023 NQM4 A1 144A (MFA 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $19M | – | 0.30 |
| MILL CITY MORTGAGE TRUST MCMLT 2015 2 M3 144A (MILL CITY MORTGAGE TRUST 2015-2) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 M1 144A (MILL CITY MORTGAGE LOAN TRUST 2021-NMR1) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 M2 144A (MILL CITY MORTGAGE LOAN TRUST 2021-NMR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 M3 144A (MILL CITY MORTGAGE LOAN TRUST 2021-NMR1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 A 1A (MLCC MORTGAGE INVESTORS INC. 2003-A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 A B1 (MLCC MORTGAGE INVESTORS INC. 2003-A) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 C A1 (MLCC MORTGAGE INVESTORS INC. 2003-C) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 D A (MLCC MORTGAGE INVESTORS INC. 2003-D) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 F A1 (MLCC MORTGAGE INVESTORS INC. 2003-F) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A2 (MLCC MORTGAGE INVESTORS INC 2005-1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 2 M1 (MLCC MORTGAGE INVESTORS INC 2006-2) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A (MORGAN STANLEY CAPITAL I TRUST 2019-PLND) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE6 A2 (MORGAN STANLEY ABS CAPITAL I 2004-HE6) | Long | ABS-mortgage backed security | US | $692K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE9 M1 (MORGAN STANLEY ABS CAPITAL I 2004-HE9) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 NC7 M1 (MORGAN STANLEY CAPITAL INC 2004-NC7) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE7 M2 (MORGAN STANLEY CAPITAL INC 2005-HE7) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 WMC3 M5 (MORGAN STANLEY ABS CAPITAL I 2005-WMC3) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 M1 (MORGAN STANLEY ABS CAPITAL I 2006-HE1) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2D (MORGAN STANLEY CAPITAL INC 2006-HE2) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 M1 (MORGAN STANLEY ABS CAPITAL I 2006-NC3) | Long | ABS-mortgage backed security | US | $16M | – | 0.25 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C (MORGAN STANLEY ABS CAPITAL I 2006-NC4) | Long | ABS-mortgage backed security | US | $387K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2D (MORGAN STANLEY ABS CAPITAL I 2006-NC4) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $21M | – | 0.33 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $8M | – | 0.13 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 M2 (MORGAN STANLEY ABS CAPITAL I 2007-HE7) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2B (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2001 NC4 M2 (MORGAN STANLEY DEAN WITTER CAPITAL I 2001-NC4) | Long | ABS-mortgage backed security | US | $102K | – | 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 | $28K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 8AR 4A2 (MORGAN STANLEY MORTGAGE TRUST-2004-8AR) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 13AX A3 (MORGAN STANLEY MORTGAGE TRUST-2006-13AX) | Long | ABS-mortgage backed security | US | $348K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 14SL A1 (MORGAN STANLEY MORTGAGE LN TR-2006-14SL) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 3AR 1A3 (MORGAN STANLEY MORTGAGE LN TR-2006-3AR) | Long | ABS-mortgage backed security | US | $5M | – | 0.07 |
| MORGAN STANLEY REREMIC TRUST MSRR 2014 R8 2B 144A (MORGAN STANLEY RESECURITIZATION TRUST 2014-R8) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A (MOUNTAIN VIEW CLO LTD 2015-9A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $222K | – | 0.00 |
| MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A (MOUNTAIN VIEW CLO XVI LTD 2022-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| MTN COMMERCIAL MORTGAGE TRUST MTN 2022 LPFL A 144A (MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| NASSAU 2017 II LTD NCC 2017 IIA AL 144A (NASSAU LTD 2017-IIA) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B M3 (NATIONSTAR HOME EQUITY LOAN TR 2006-B) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 A M2 (NATIONSTAR HOME EQUITY LOAN TR 2007-A) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A (NAVIENT STUDENT LOAN TRUST 2015-BA) | Long | ABS-other | US | $2M | – | 0.03 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2016 AA A2A 144A (NAVIENT PRIVATE EDUCATION LOAN TRUST 2016-A) | Long | ABS-other | US | $1M | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A (NAVIENT STUDENT LOAN TRUST 2017-2) | Long | ABS-other | US | $7M | – | 0.11 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A (NAVIENT STUDENT LOAN TRUST 2019-BA) | Long | ABS-other | US | $3M | – | 0.05 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 FA A2 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA) | Long | ABS-other | US | $2M | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA) | Long | ABS-other | US | $873K | – | 0.01 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA) | Long | ABS-other | US | $1M | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A (NAVIENT STUDENT LOAN TRUST 2020-IA) | Long | ABS-other | US | $1M | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A (NAVIENT STUDENT LOAN TRUST 2020-IA) | Long | ABS-other | US | $2M | – | 0.02 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $8M | – | 0.13 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $4M | – | 0.07 |
| NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A (NELNET STUDENT LOAN TRUST 2016-1A) | Long | ABS-other | US | $7M | – | 0.11 |
| NELNET STUDENT LOAN TRUST NSLT 2019 2A A 144A (NELNET STUDENT LOAN TRUST 2019-2) | Long | ABS-other | US | $16M | – | 0.26 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $4M | – | 0.07 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $4M | – | 0.06 |
| NEUBERGER BERMAN CLO LTD NEUB 2023 53A A 144A (NEUBERGER BERMAN LOAN ADVISERS NBLA CLO 53 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $10M | – | 0.15 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 1 M3 (NEW CENTURY HOME EQUITY LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 D M1 (NEW CENTURY HOME EQUITY LN TRUST 2005-D) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B (NEW CENTURY HOME EQUITY LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 1A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-1A) | Long | ABS-mortgage backed security | US | $17M | – | 0.26 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A) | Long | ABS-mortgage backed security | US | $464K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL2 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL2) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $16M | – | 0.25 |
| NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A1 144A (NEW YORK MORTGAGE TRUST 2021-SP1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A (NEW YORK MORTGAGE TRUST 2024-CP1) | Long | ABS-mortgage backed security | US | $890K | – | 0.01 |
| NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A (NEWARK BSL CLO 2 LTD 2017 1A) | Long | ABS-collateralized bond/debt obligation | KY | $790K | – | 0.01 |
| NEWCASTLE MORTGAGE SECURITIES NCMT 2006 1 M5 (NEWCASTLE MTGE SECURITIES TRUST 2006-1) | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| NMLT TRUST NLT 2023 1 A1 144A (NLT 2023-1 TRUST) | Long | ABS-mortgage backed security | US | $11M | – | 0.18 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 AP3 M1 (NOMURA ASSET ACCEPTANCE CORP 2004-AP3) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A (NOMURA ASSET ACCEPTANCE CORP 2004-R1) | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE2 M1 (NOMURA HOME EQUITY LOAN INC 2006-HE2) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| NORTHWOODS CAPITAL LTD WOODS 2018 12BA A2 144A (NORTHWOODS CAPITAL XII-B LTD 2018-12BA) | Long | ABS-collateralized bond/debt obligation | KY | $850K | – | 0.01 |
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A (NORTHWOODS CAPITAL XIV-B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| NOVASTAR HOME EQUITY LOAN NHEL 2003 1 A2 (NOVASTAR HOME EQUITY LOAN 2003-1) | Long | ABS-mortgage backed security | US | $583.96 | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2003 4 A1 (NOVASTAR HOME EQUITY LOAN 2003-4) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| NOVASTAR HOME EQUITY LOAN NHEL 2003 4 A2B (NOVASTAR HOME EQUITY LOAN 2003-4) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M3 (NOVASTAR HOME EQUITY LOAN 2005-3) | Long | ABS-mortgage backed security | US | $24M | – | 0.38 |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A2A1 (NOVASTAR HOME EQUITY LOAN 2007-1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| OCP CLO LTD OCP 2014 5A A1R 144A (OCP CLO LTD 2014-5A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.09 |
| OCP CLO LTD OCP 2014 7A A1RR 144A (OCP CLO LTD 2014-7A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| OCTAGON INVESTMENT PARTNERS 32 OCT32 2017 1A A1R 144A (OCTAGON INVESTMENT PARTNERS 32 LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| OCTAGON INVESTMENT PARTNERS 33 OCT33 2017 1A A1 144A (OCTAGON INVESTMENT PARTNERS 33 LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.10 |
| OCTAGON INVESTMENTS PARTNERS 3 OCT36 2018 1A A1 144A (OCTAGON INVESTMENTS PARTNERS LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| OIS USD SOFR/1.62000 04/18/22-5Y LCH | Derivative-interest rate | US | $-850K | – | -0.01 | |
| OIS USD SOFR/1.78250 04/22/22-5Y LCH | Derivative-interest rate | US | $-597K | – | -0.01 | |
| OIS USD SOFR/2.18500 04/21/22-7Y LCH | Derivative-interest rate | US | $-654K | – | -0.01 | |
| ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A (ONE MARKET PLAZA TRUST 2017-1MKT) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| ONE PARK MORTGAGE TRUST ONP 2021 PARK A 144A (ONE 2021-PARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| ONEMAIN DIRECT AUTO RECEIVABLE ODART 2023 1A A 144A (ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $8M | – | 0.12 |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2020 2A A 144A (ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2A) | Long | ABS-other | US | $2M | – | 0.03 |
| ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2023 2A A2 144A (ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2A) | Long | ABS-other | US | $6M | – | 0.10 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 NQM8 A1 144A (OBX 2022-NQM8 TRUST) | Long | ABS-mortgage backed security | US | $15M | – | 0.24 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A (OBX 2023-NQM10 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A (OBX 2023-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM4 A1 144A (OBX 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A (OBX 2023-NQM5 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A (OBX 2023-NQM6 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM7 A1 144A (OBX 2023-NQM7 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM8 A1 144A (OBX 2023-NQM8 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A (OBX 2023-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A (OBX 2024-HYB1 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A (OBX 2024-HYB2 TRUST) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A (OBX 2024-NQM8 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A (OBX 2024-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| OPEN TRUST OPEN 2023 AIR A 144A (OPEN TRUST 2023-AIR) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| OPORTUN FUNDING LLC OPTN 2024 1A A 144A (OPORTUN ISSUANCE TRUST 2024-1A) | Long | ABS-other | US | $397K | – | 0.01 |
| OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 3 M4 (OPTEUM MORTGAGE ACCEPTANCE CORP 2005-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2000 5 A (OPTION ONE MORTGAGE LOAN 2000-5) | Long | ABS-mortgage backed security | US | $583.97 | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2003 5 A3 (OPTION ONE MORTGAGE LOAN TRUST 2003-5) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2004 2 M1 (OPTION ONE MORTGAGE LOAN TRUST 2004-2) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 (OPTION ONE MORTGAGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $414K | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M4 (OPTION ONE MORTGAGE LOAN TR 2005-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 (OPTION ONE MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $23M | – | 0.36 |
| OSD CLO LTD OSD 2021 23A A 144A (OSD CLO 2021-23A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.12 |
| OZLM LTD OZLM 2014 9A A1A4 144A (OZLM IX LTD 2014-9A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| OZLM LTD OZLM 2015 11A A1R 144A (OZLM XI LTD 2015-11A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| OZLM LTD OZLM 2017 17A A1RR 144A (OZLM XIX LTD 2017-17A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| OZLM LTD OZLM 2018 18A A 144A (OZLM XVIII LTD 2018-18A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A (PAGAYA AI DEBT SELECTION TRUST 2022-1) | Long | ABS-other | US | $364K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $503K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 AB 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $4M | – | 0.06 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 6 A2 144A (PAGAYA AI DEBT TRUST 2022-6) | Long | ABS-other | US | $2M | – | 0.04 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 1 AB 144A (PAGAYA AI DEBT TRUST 2023-1) | Long | ABS-other | US | $369K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $6M | – | 0.10 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 7 A 144A (PAGAYA AI DEBT TRUST 2023-7) | Long | ABS-other | US | $401K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A (PAGAYA AI DEBT TRUST 2024-2) | Long | ABS-other | US | $1M | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A (PAGAYA AI DEBT TRUST 2024-3) | Long | ABS-other | US | $4M | – | 0.06 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A (PAGAYA AI DEBT GRANTOR TRUST 2024-5) | Long | ABS-other | US | $1M | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A (PAGAYA AI DEBT GRANTOR TRUST 2024-6) | Long | ABS-other | US | $1M | – | 0.02 |
| PALMER SQUARE CLO LTD PLMRS 2022 1A A 144A (PALMER SQUARE CLO 2022-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.25 |
| PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A (PALMER SQUARE CLO 2023-4A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.21 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A (PALMER SQUARE LOAN FUNDING 2021-3) | Long | ABS-collateralized bond/debt obligation | KY | $881K | – | 0.01 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A (PALMER SQUARE LOAN FUNDING 2021-4) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3 (PARK PLACE SECURITIES INC 2004-WCW2) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $342M | – | 5.42 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2005 5 MV2 (POPULAR ABS MTGE PASS THRU TRUST 2005-5) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| POPULAR ABS MORTGAGE PASS THRO POPLR 2005 6 A5 (POPULAR ABS MTGE PASS THRU TRUST 2005-6) | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| PREFERRED TERM SECS X SR SECURED 144A 07/33 VAR (PREFERRED TERM SECURITIES X LTD / PREFERRED TERM SECURITIES X INC) | Long | Debt | KY | $325K | – | 0.01 |
| PREFERRED TERM SECS XXI SECURED 144A 03/38 VAR (PREFERRED TERM SECURITIES XXI LTD / PREFERRED TERM SECURITIES XXI INC) | Long | Debt | KY | $17M | – | 0.27 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL1 LLC) | Long | ABS-mortgage backed security | US | $671K | – | 0.01 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A (PRET 2021-NPL5 LLC) | Long | ABS-mortgage backed security | US | $11M | – | 0.18 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A (PRET 2021-NPL6 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3) | Long | ABS-mortgage backed security | US | $25M | – | 0.40 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN4 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN4) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1) | Long | ABS-mortgage backed security | US | $14M | – | 0.23 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 NPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-NPL1) | Long | ABS-mortgage backed security | US | $20M | – | 0.32 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-RN1) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-RN2) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL1 A1 144A (PRET 2024-NPL1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL2) | Long | ABS-mortgage backed security | US | $11M | – | 0.17 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-RN1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RN2 A1 144A (PRET 2024-RN2 LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-RPL1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| PRKCM TRUST PRKCM 2023 AFC3 A1 144A (PRKCM 2023-AFC3 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| PRKCM TRUST PRKCM 2023 AFC4 A1 144A (PRKCM 2023-AFC4 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A (PRKCM 2024-AFC1 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| PRKCM TRUST PRKCM 2024 HOME1 A1 144A (PRKCM 2024-HOME1 TRUST) | Long | ABS-mortgage backed security | US | $991K | – | 0.02 |
| PRP ADVISORS, LLC PRPM 2022 1 A1 144A (PRPM-2022-1) | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| PRP ADVISORS, LLC PRPM 2023 NQM2 A1 144A (PRPM 2023-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| PRP ADVISORS, LLC PRPM 2023 NQM3 A1 144A (PRPM 2023-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| PRP ADVISORS, LLC PRPM 2023 RCF2 A1 144A (PRPM 2023-RCF2 LLC) | Long | ABS-mortgage backed security | US | $430K | – | 0.01 |
| PRP ADVISORS, LLC PRPM 2024 2 A1 144A (PRPM 2024-2 LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A (PRPM 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $966K | – | 0.02 |
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A (PRPM 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $21M | – | 0.34 |
| PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A (PRPM 2024-RCF1 LLC) | Long | ABS-mortgage backed security | US | $914K | – | 0.01 |
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A (PRPM 2024-RCF2 LLC) | Long | ABS-mortgage backed security | US | $919K | – | 0.01 |
| PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A (PRPM 2024-RCF3 LLC) | Long | ABS-mortgage backed security | US | $961K | – | 0.02 |
| PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A (PRPM 2024-RPL1 LLC) | Long | ABS-mortgage backed security | US | $933K | – | 0.01 |
| RAAC SERIES RAAC 2005 SP2 1M4 (RAAC SERIES 2005-SP2) | Long | ABS-mortgage backed security | US | $485K | – | 0.01 |
| RAAC SERIES RAAC 2005 SP3 M4 (RAAC SERIES 2005-SP3) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| RAD CLO LTD RAD 2019 4A AR 144A (RAD CLO LTD 2019 4A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| RAD CLO LTD RAD 2019 5A AR 144A (RAD CLO LTD 2019-5A) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.23 |
| RAD CLO LTD RAD 2023 21A A 144A (RAD CLO 21 LTD 2023-21A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.12 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2023 FL11 A 144A (READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| REGATTA XIX FUNDING LTD REG19 2022 1A A1 144A | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.14 |
| REGATTA XXIV FUNDING LTD. REG24 2021 5A A1 144A | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.18 |
| REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A (REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1) | Long | ABS-other | US | $905K | – | 0.01 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 M1 (RENAISSANCE HOME EQUITY LOAN TRUST 2002-2) | Long | ABS-mortgage backed security | US | $476K | – | 0.01 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 4 A (RENAISSANCE HOME EQ LN TRUST 2002-4) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4 (RENAISSANCE HOME EQUITY LN TR 2005-2) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC) | Long | ABS-other | US | $3M | – | 0.04 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1A) | Long | ABS-other | US | $598K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA4 NB21 (RESIDENTIAL ACCREDIT LOANS 2004-QA4) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 NB33 (RESIDENTIAL ACCREDIT LOANS 2004-QA6) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS17 A9 (RESIDENTIAL ACCREDIT LOANS 2005-QS-17) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA9 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA9) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO4 2A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO4) | Long | ABS-mortgage backed security | US | $895K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO8 1A3A (RESIDENTIAL ACCREDIT LOANS 2006-QO8) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS15 A1 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS15) | Long | ABS-mortgage backed security | US | $15M | – | 0.23 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS15 A5 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS15) | Long | ABS-mortgage backed security | US | $992K | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8) | Long | ABS-mortgage backed security | US | $620K | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS8 M3 (RESIDENTIAL ASSET MTGE PROD 2005-RS8) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 EFC1 M2 (RAMP SERIES TRUST2006-EFC1) | Long | ABS-mortgage backed security | US | $619K | – | 0.01 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC2 M1 (RESIDENTIAL ASSET MORTGAGE PROD 2006-NC2) | Long | ABS-mortgage backed security | US | $12M | – | 0.19 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS3 A4 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2006-RS3) | Long | ABS-mortgage backed security | US | $17M | – | 0.26 |
| RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB (RESIDENTIAL ASSET SEC CORP 2003-KS4) | Long | ABS-mortgage backed security | US | $388K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS10 M3 (RESIDENTIAL ASSET SEC CORP 2004-KS10) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX2 M7 (RESIDENTIAL ASSET SECURITIES 2005-EMX2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS5 M7 (RESIDENTIAL ASSET SECURITIES C 2005-KS5) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS6 M7 (RESIDENTIAL ASSET SECURITIES C 2005-KS6) | Long | ABS-mortgage backed security | US | $868K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX1 M2 (RESIDENTIAL ASSET SECURITIES 2006-EMX1) | Long | ABS-mortgage backed security | US | $9M | – | 0.14 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M1 (RESIDENTIAL ASSET SECURITIES 2006-KS6) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M2 (RESIDENTIAL ASSET SECURITIES 2006-KS6) | Long | ABS-mortgage backed security | US | $16M | – | 0.25 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2003 A15 1A2 (RESIDENTIAL ASSET SECUR TR 2003-A15) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A4 A1 (RESIDENTIAL ASSET SEC TRUST 2005-A4) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 1A4 (RESIDENTIAL ASSET SEC TRUST 2006-A8) | Long | ABS-mortgage backed security | US | $978K | – | 0.02 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 3A4 (RESIDENTIAL ASSET SEC TRUST 2006-A8) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 2A2 (RESIDENTIAL ASSET SEC TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 (RESIDENTIAL FUNDING MTG SEC I 2003-S9) | Long | ABS-mortgage backed security | US | $198.78 | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 2A1 (RESIDENTIAL FUNDING MTGE SEC 2005-SA4) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 1A1 (RESIDENTIAL FUNDING MTG SEC I 2006-SA1) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 2A1 (RESIDENTIAL FUNDING MTG SEC I 2006-SA1) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 3A (RESIDENTIAL FUNDING MTGE SEC 2007-SA1) | Long | ABS-mortgage backed security | US | $430K | – | 0.01 |
| RFR USD SOFR/1.00000 06/15/22-5Y LCH | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/1.00000 06/15/22-7Y LCH | Derivative-interest rate | US | $-567K | – | -0.01 | |
| RFR USD SOFR/1.25000 06/15/22-10Y CME | Derivative-interest rate | US | $-8M | – | -0.12 | |
| RFR USD SOFR/1.25000 06/15/22-10Y LCH | Derivative-interest rate | US | $-5M | – | -0.09 | |
| RFR USD SOFR/1.57300 02/28/22-5Y LCH | Derivative-interest rate | US | $-567K | – | -0.01 | |
| RFR USD SOFR/1.61750 02/09/22-7Y LCH | Derivative-interest rate | US | $-12M | – | -0.19 | |
| RFR USD SOFR/1.65000 02/08/22-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.02 | |
| RFR USD SOFR/1.73000 02/24/22-10Y LCH | Derivative-interest rate | US | $-974K | – | -0.02 | |
| RFR USD SOFR/1.75000 06/15/22-10Y CME | Derivative-interest rate | US | $-2M | – | -0.03 | |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | Derivative-interest rate | US | $-6M | – | -0.10 | |
| RFR USD SOFR/1.75000 06/15/22-30Y CME | Derivative-interest rate | US | $12M | – | 0.18 | |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | Derivative-interest rate | US | $49M | – | 0.78 | |
| RFR USD SOFR/1.75000 06/15/22-7Y CME | Derivative-interest rate | US | $-697K | – | -0.01 | |
| RFR USD SOFR/1.76500 03/16/22-10Y LCH | Derivative-interest rate | US | $-328K | – | -0.01 | |
| RFR USD SOFR/1.77000 02/14/22-10Y LCH | Derivative-interest rate | US | $-900K | – | -0.01 | |
| RFR USD SOFR/1.78750 05/03/22-5Y LCH | Derivative-interest rate | US | $-599K | – | -0.01 | |
| RFR USD SOFR/1.81700 04/05/22-10Y LCH | Derivative-interest rate | US | $-4M | – | -0.06 | |
| RFR USD SOFR/1.87200 04/06/22-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.03 | |
| RFR USD SOFR/1.88750 03/22/22-7Y LCH | Derivative-interest rate | US | $-881K | – | -0.01 | |
| RFR USD SOFR/1.92750 03/25/22-5Y LCH | Derivative-interest rate | US | $-829K | – | -0.01 | |
| RFR USD SOFR/2.25000 06/17/22-5Y LCH | Derivative-interest rate | US | $-1M | – | -0.02 | |
| RFR USD SOFR/2.30000 01/17/24-2Y LCH | Derivative-interest rate | US | $806K | – | 0.01 | |
| RFR USD SOFR/2.35000 01/17/24-1Y CME | Derivative-interest rate | US | $3M | – | 0.05 | |
| RFR USD SOFR/2.37000 06/21/22-5Y LCH | Derivative-interest rate | US | $-677K | – | -0.01 | |
| RFR USD SOFR/2.45000 12/20/23-1Y LCH | Derivative-interest rate | US | $6M | – | 0.09 | |
| RFR USD SOFR/2.60500 06/28/22-5Y LCH | Derivative-interest rate | US | $-582K | – | -0.01 | |
| RFR USD SOFR/2.68000 07/11/22-10Y LCH | Derivative-interest rate | US | $-127K | – | -0.00 | |
| RFR USD SOFR/2.68750 04/04/24-1Y LCH | Derivative-interest rate | US | $-106K | – | -0.00 | |
| RFR USD SOFR/2.69000 04/04/24-1Y LCH | Derivative-interest rate | US | $-53K | – | -0.00 | |
| RFR USD SOFR/2.69000 07/11/22-10Y LCH | Derivative-interest rate | US | $-126K | – | -0.00 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-209K | – | -0.00 | |
| RFR USD SOFR/2.72100 04/10/24-1Y LCH | Derivative-interest rate | US | $-102K | – | -0.00 | |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | Derivative-interest rate | US | $8M | – | 0.13 | |
| RFR USD SOFR/2.78100 04/09/24-1Y LCH | Derivative-interest rate | US | $-116K | – | -0.00 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-110K | – | -0.00 | |
| RFR USD SOFR/2.84500 11/15/23-1Y LCH | Derivative-interest rate | US | $-65K | – | -0.00 | |
| RFR USD SOFR/2.85000 08/30/22-5Y LCH | Derivative-interest rate | US | $-754K | – | -0.01 | |
| RFR USD SOFR/2.90000 04/04/22-6Y* LCH | Derivative-interest rate | US | $-2M | – | -0.04 | |
| RFR USD SOFR/2.91000 11/14/23-1Y LCH | Derivative-interest rate | US | $-99K | – | -0.00 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-250K | – | -0.00 | |
| RFR USD SOFR/2.97300 10/27/23-1Y LCH | Derivative-interest rate | US | $-102K | – | -0.00 | |
| RFR USD SOFR/2.99250 10/13/23-1Y LCH | Derivative-interest rate | US | $-102K | – | -0.00 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $-111K | – | -0.00 | |
| RFR USD SOFR/3.00000 06/21/23-10Y LCH | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | Derivative-interest rate | US | $10M | – | 0.16 | |
| RFR USD SOFR/3.01750 10/24/23-1Y LCH | Derivative-interest rate | US | $-95K | – | -0.00 | |
| RFR USD SOFR/3.02000 11/08/23-1Y LCH | Derivative-interest rate | US | $-95K | – | -0.00 | |
| RFR USD SOFR/3.05000 09/06/22-10Y LCH | Derivative-interest rate | US | $-744K | – | -0.01 | |
| RFR USD SOFR/3.05000 09/07/22-5Y LCH | Derivative-interest rate | US | $-333K | – | -0.01 | |
| RFR USD SOFR/3.05000 09/08/22-7Y LCH | Derivative-interest rate | US | $-393K | – | -0.01 | |
| RFR USD SOFR/3.08000 02/23/23-30Y LCH | Derivative-interest rate | US | $-166K | – | -0.00 | |
| RFR USD SOFR/3.08750 11/07/23-1Y LCH | Derivative-interest rate | US | $-99K | – | -0.00 | |
| RFR USD SOFR/3.10000 09/09/22-7Y LCH | Derivative-interest rate | US | $-376K | – | -0.01 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-91K | – | -0.00 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-89K | – | -0.00 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-87K | – | -0.00 | |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | Derivative-interest rate | US | $886K | – | 0.01 | |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | Derivative-interest rate | US | $11M | – | 0.17 | |
| RFR USD SOFR/3.30000 03/06/23-10Y LCH | Derivative-interest rate | US | $-144K | – | -0.00 | |
| RFR USD SOFR/3.34000 02/23/23-7Y LCH | Derivative-interest rate | US | $-169K | – | -0.00 | |
| RFR USD SOFR/3.40500 03/01/23-10Y LCH | Derivative-interest rate | US | $-123K | – | -0.00 | |
| RFR USD SOFR/3.42500 03/01/23-10Y LCH | Derivative-interest rate | US | $-36K | – | -0.00 | |
| RFR USD SOFR/3.43000 02/27/23-10Y LCH | Derivative-interest rate | US | $-114K | – | -0.00 | |
| RFR USD SOFR/3.45000 03/07/23-10Y LCH | Derivative-interest rate | US | $-219K | – | -0.00 | |
| RFR USD SOFR/3.47000 02/22/23-7Y LCH | Derivative-interest rate | US | $-170K | – | -0.00 | |
| RFR USD SOFR/3.50000 06/21/23-3Y LCH | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.02 | |
| RFR USD SOFR/3.50000 12/20/23-7Y CME | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | Derivative-interest rate | US | $7M | – | 0.11 | |
| RFR USD SOFR/3.52500 03/02/23-7Y LCH | Derivative-interest rate | US | $-54K | – | -0.00 | |
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH | Derivative-interest rate | US | $539K | – | 0.01 | |
| RFR USD SOFR/3.54666 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/3.57226 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH | Derivative-interest rate | US | $2M | – | 0.03 | |
| RFR USD SOFR/3.59507 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH | Derivative-interest rate | US | $968K | – | 0.02 | |
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/3.60240 03/01/24-7Y* LCH | Derivative-interest rate | US | $965K | – | 0.02 | |
| RFR USD SOFR/3.60243 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/3.6062* 03/01/24-7Y* LCH | Derivative-interest rate | US | $954K | – | 0.02 | |
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH | Derivative-interest rate | US | $918K | – | 0.01 | |
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH | Derivative-interest rate | US | $100K | – | 0.00 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH | Derivative-interest rate | US | $-91K | – | -0.00 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-136K | – | -0.00 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $191K | – | 0.00 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $556K | – | 0.01 | |
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH | Derivative-interest rate | US | $430K | – | 0.01 | |
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH | Derivative-interest rate | US | $667K | – | 0.01 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $833K | – | 0.01 | |
| RFR USD SOFR/3.72136 03/01/24-7Y* LCH | Derivative-interest rate | US | $481K | – | 0.01 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $480K | – | 0.01 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH | Derivative-interest rate | US | $473K | – | 0.01 | |
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH | Derivative-interest rate | US | $310K | – | 0.00 | |
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH | Derivative-interest rate | US | $463K | – | 0.01 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $457K | – | 0.01 | |
| RFR USD SOFR/3.74901 03/01/24-7Y* LCH | Derivative-interest rate | US | $444K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $-237K | – | -0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $-646K | – | -0.01 | |
| RFR USD SOFR/3.75000 06/20/24-4Y LCH | Derivative-interest rate | US | $17K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $2M | – | 0.03 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $4M | – | 0.06 | |
| RFR USD SOFR/3.75000 06/20/24-7Y CME | Derivative-interest rate | US | $3M | – | 0.04 | |
| RFR USD SOFR/3.75000 06/20/24-7Y LCH | Derivative-interest rate | US | $4M | – | 0.07 | |
| RFR USD SOFR/3.75000 11/21/23-1Y LCH | Derivative-interest rate | US | $-86K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-128K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | Derivative-interest rate | US | $-9K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | Derivative-interest rate | US | $569K | – | 0.01 | |
| RFR USD SOFR/3.75000 12/18/24-7Y LCH | Derivative-interest rate | US | $250K | – | 0.00 | |
| RFR USD SOFR/3.75000 12/20/23-5Y LCH | Derivative-interest rate | US | $-5M | – | -0.08 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $49K | – | 0.00 | |
| RFR USD SOFR/4.25000 03/20/24-5Y CME | Derivative-interest rate | US | $-52K | – | -0.00 | |
| RFR USD SOFR/4.25000 03/20/24-7Y CME | Derivative-interest rate | US | $-199K | – | -0.00 | |
| RFRF USD SF+26.161/0.50 9/16/23-3Y* CME | Derivative-interest rate | US | $-6M | – | -0.09 | |
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME | Derivative-interest rate | US | $-9M | – | -0.14 | |
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME | Derivative-interest rate | US | $-9M | – | -0.15 | |
| RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME | Derivative-interest rate | US | $779K | – | 0.01 | |
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME | Derivative-interest rate | US | $2M | – | 0.03 | |
| RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH | Derivative-interest rate | US | $31M | – | 0.49 | |
| RFRF USD SF+26.161/1.2* 09/28/23-5Y CME | Derivative-interest rate | US | $-959K | – | -0.02 | |
| RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME | Derivative-interest rate | US | $204K | – | 0.00 | |
| RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME | Derivative-interest rate | US | $52M | – | 0.82 | |
| RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH | Derivative-interest rate | US | $-1M | – | -0.02 | |
| RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME | Derivative-interest rate | US | $956K | – | 0.02 | |
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME | Derivative-interest rate | US | $2M | – | 0.03 | |
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME | Derivative-interest rate | US | $-851K | – | -0.01 | |
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME | Derivative-interest rate | US | $-416K | – | -0.01 | |
| RFRF USD SF+26.161/1.5* 7/12/23-4Y* CME | Derivative-interest rate | US | $-422K | – | -0.01 | |
| RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME | Derivative-interest rate | US | $-1M | – | -0.02 | |
| RFRF USD SF+26.161/1.5* 7/19/23-28Y* CME | Derivative-interest rate | US | $-10M | – | -0.16 | |
| RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME | Derivative-interest rate | US | $-366K | – | -0.01 | |
| RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME | Derivative-interest rate | US | $-716K | – | -0.01 | |
| RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME | Derivative-interest rate | US | $-712K | – | -0.01 | |
| RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME | Derivative-interest rate | US | $-807K | – | -0.01 | |
| RFRF USD SF+26.161/1.50 06/21/17-10Y LCH | Derivative-interest rate | US | $1M | – | 0.02 | |
| RFRF USD SF+26.161/1.50 7/05/23-8Y* CME | Derivative-interest rate | US | $-1M | – | -0.02 | |
| RFRF USD SF+26.161/1.50 9/15/23-5Y* CME | Derivative-interest rate | US | $-4M | – | -0.07 | |
| RFRF USD SF+26.161/1.50 9/18/23-6Y* CME | Derivative-interest rate | US | $2M | – | 0.03 | |
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME | Derivative-interest rate | US | $-858K | – | -0.01 | |
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME | Derivative-interest rate | US | $-596K | – | -0.01 | |
| RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH | Derivative-interest rate | US | $-620K | – | -0.01 | |
| RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH | Derivative-interest rate | US | $5M | – | 0.07 | |
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME | Derivative-interest rate | US | $-667K | – | -0.01 | |
| RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME | Derivative-interest rate | US | $6M | – | 0.10 | |
| RFRF USD SF+26.161/1.7* 9/21/23-3Y* CME | Derivative-interest rate | US | $3M | – | 0.04 | |
| RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME | Derivative-interest rate | US | $-380K | – | -0.01 | |
| RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME | Derivative-interest rate | US | $-371K | – | -0.01 | |
| RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH | Derivative-interest rate | US | $281K | – | 0.00 | |
| RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME | Derivative-interest rate | US | $24M | – | 0.38 | |
| RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME | Derivative-interest rate | US | $8M | – | 0.13 | |
| RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME | Derivative-interest rate | US | $454K | – | 0.01 | |
| RFRF USD SF+26.161/2.00 8/12/23-7Y* CME | Derivative-interest rate | US | $3M | – | 0.05 | |
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME | Derivative-interest rate | US | $2M | – | 0.03 | |
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME | Derivative-interest rate | US | $2M | – | 0.03 | |
| RFRF USD SF+26.161/3.00 9/19/23-3Y* CME | Derivative-interest rate | US | $6M | – | 0.10 | |
| RIVERVIEW HECM TRUST RVMLT 2007 1 A 144A (RIVERVIEW HECM TRUST-2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| ROMARK CLO LTD RMRK 2018 1A A1 144A (ROMARK WM-R LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.16 |
| SACO I TRUST SACO 1997 2 1A5 144A (SACO I INC 1997-2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| SACO I TRUST SACO 2005 10 1A (SACO I TRUST 2005-10) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| SACO I TRUST SACO 2005 3 M1 144A (SACO I INC 2005-3) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| SACO I TRUST SACO 2006 5 2A3 (SACO I TRUST 2006-5) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| SAIL 2004-10 M3 SP GST | Derivative-credit | US | $0.85 | – | – | |
| SALOMON BROTHERS MORTGAGE 12/27 7 (SALOMON BROTHERS MORTGAGE SECURITIES VII 1997-LB6) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2002 1 A1 144A (SALOMON BROTHERS MTGE SEC VII 2002-1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2002 1 A3 144A (SALOMON BROTHERS MTGE SEC VII 2002-1) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2003 HYB1 A (SALOMON BROMTGE SEC VII 2003-HYB1) | Long | ABS-mortgage backed security | US | $372.74 | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.02 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $8M | – | 0.13 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $8M | – | 0.13 |
| SAXON ASSET SECURITIES TRUST SAST 2004 1 A (SAXON ASSET SECURITIES TRUST 2004-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SAXON ASSET SECURITIES TRUST SAST 2004 2 MV1 (SAXON ASSET SECURITIES TR 2004-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| SAXON ASSET SECURITIES TRUST SAST 2007 2 A2C (SAXON ASSET SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| SAXON ASSET SECURITIES TRUST SAST 2007 3 1A (SAXON ASSET SECURITIES TRUST 2007-3) | Long | ABS-mortgage backed security | US | $678K | – | 0.01 |
| SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A (SAXON ASSET SECURITIES TRUST 2007-4) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| SBNA AUTO LEASE TRUST SBALT 2023 A A4 144A (SBNA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $1M | – | 0.02 |
| SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A (SBNA AUTO LEASE TRUST 2024-B) | Long | ABS-other | US | $3M | – | 0.05 |
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A (SBNA AUTO LEASE TRUST 2024-B) | Long | ABS-other | US | $5M | – | 0.07 |
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A2 144A (SBNA AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $4M | – | 0.06 |
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A3 144A (SBNA AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $4M | – | 0.07 |
| SBNA AUTO RECEIVABLES TRUST SBAT 2024 A A4 (SBNA AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2004 NC1 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR2 A3 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-FR2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 BR5 A2B (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR5) | Long | ABS-mortgage backed security | US | $15M | – | 0.24 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A2B (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC1) | Long | ABS-mortgage backed security | US | $9M | – | 0.14 |
| SEQUOIA MORTGAGE TRUST SEMT 10 1A (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 10 2A1 (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 10 2A2 (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 1 A (SEQUOIA MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 10 A1A (SEQUOIA MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 4 A (SEQUOIA MORTGAGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 5 A1 (SEQUOIA MORTGAGE TRUST 2004-5) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 7 A1 (SEQUOIA MORTGAGE TRUST 2004-7) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2005 1 A1 (SEQUOIA MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $326K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 5 A (SEQUOIA MORTGAGE TRUST 5) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 9 2A (SEQUOIA MORTGAGE TRUST 9) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A2A 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.04 |
| SG COMMERCIAL MORTGAGE SECURIT SGCMS 2016 C5 ASB (SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5) | Long | ABS-mortgage backed security | US | $948K | – | 0.02 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE2 A1 (SG MORTGAGE SECURITIES TRUST 2006-FRE2) | Long | ABS-mortgage backed security | US | $20M | – | 0.31 |
| SHENTON AIRCRAFT INVESTMENT LT SHNTN 2015 1A A 144A (SHENTON AIRCRAFT INVESTMENT LTD 2015-1A) | Long | ABS-other | KY | $6M | – | 0.09 |
| SILVER ROCK CLO LTD SLVRK 2020 1A AR 144A (SILVER ROCK CLO LTD 2020-1A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.12 |
| SLC STUDENT LOAN TRUST SLCLT 2008 2 A4 (SLC STUDENT LOAN TRUST 2008-2) | Long | ABS-other | US | $2M | – | 0.03 |
| SLC STUDENT LOAN TRUST SLCLT 2010 1 A (SLC STUDENT LOAN TRUST 2010-1) | Long | ABS-other | US | $229K | – | 0.00 |
| SLM STUDENT LOAN TRUST SLMA 2003 7A A5A 144A (SLM STUDENT LOAN TRUST 2003-7A) | Long | ABS-other | US | $12M | – | 0.19 |
| SLM STUDENT LOAN TRUST SLMA 2005 B A4 (SLM STUDENT LOAN TRUST 2005-B) | Long | ABS-other | US | $1M | – | 0.02 |
| SLM STUDENT LOAN TRUST SLMA 2008 5 A4 (SLM STUDENT LOAN TRUST 2008-5) | Long | ABS-other | US | $3M | – | 0.06 |
| SLM STUDENT LOAN TRUST SLMA 2008 7 A4 (SLM STUDENT LOAN TRUST 2008-7) | Long | ABS-other | US | $6M | – | 0.09 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2017 A A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2017-A) | Long | ABS-other | US | $372K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA) | Long | ABS-other | US | $13M | – | 0.21 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA) | Long | ABS-other | US | $6M | – | 0.10 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $12M | – | 0.20 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $16M | – | 0.25 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-C) | Long | ABS-other | US | $837K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-A) | Long | ABS-other | US | $392K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $4M | – | 0.06 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-C) | Long | ABS-other | US | $889K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $40M | – | 0.63 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $20M | – | 0.32 |
| SMRT SMRT 2022 MINI A 144A (SMRT 2022-MINI) | Long | ABS-mortgage backed security | US | $25M | – | 0.40 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2019 C A2FX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2019-C) | Long | ABS-other | US | $12M | – | 0.20 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 C AFX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-C) | Long | ABS-other | US | $896K | – | 0.01 |
| SOUND POINT CLO LTD SNDPT 2013 3RA A 144A (SOUNDS POINT CLO IV-R LTD 2013-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.15 |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.16 |
| SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A (SOUND POINT CLO XVII 2017-3A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.12 |
| SOUND POINT CLO LTD SNDPT 2017 4A A1 144A (SOUND POINT CLO XVIII LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.08 |
| SOUND POINT CLO LTD SNDPT 2018 1A A 144A (SOUND POINT CLO XIX LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.20 |
| SOUND POINT CLO LTD SNDPT 2018 2A A 144A (SOUND POINT CLO LTD 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.12 |
| SOUND POINT CLO LTD SNDPT 2019 2A AR 144A (SOUND POINT CLO XXIII 2019-2A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.11 |
| SOUND POINT CLO LTD SNDPT 2020 2A AR 144A (SOUND POINT CLO XXVII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A (SOUND POINT CLO XXVIII LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2003 2 A2 (SOUNDVIEW HOME EQUITY LOAN TR 2003-2) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 4 M4 (SOUNDVIEW HOME EQUITY LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 OPT3 M1 (SOUNDVIEW HOME EQUITY LOAN TR 2005-OPT3) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 M1 (SOUNDVIEW HOME EQUITY LOAN 2006-1) | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT5 M1 (SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT5) | Long | ABS-mortgage backed security | US | $18M | – | 0.28 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2) | Long | ABS-mortgage backed security | US | $22M | – | 0.35 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT3 1A1 (SOUNDVIEW HOME EQUITY LOAN TRUST 2007-OPT3) | Long | ABS-mortgage backed security | US | $18M | – | 0.29 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT3 2A4 (SOUNDVIEW HOME EQUITY LOAN TRUST 2007-OPT3) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT4) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $48M | – | 0.76 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.03 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.02 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $702K | – | 0.01 |
| SPECIALTY UNDERWRITING + RESID SURF 2005 BC3 M3 (SPECIALTY UNDERWRITING & RESID 2005-BC3) | Long | ABS-mortgage backed security | US | $10M | – | 0.15 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A1 (SPECIALTY UNDERWRT& RES FIN 2006-BC3) | Long | ABS-mortgage backed security | US | $25M | – | 0.39 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C (SPECIALTY UNDERWRT& RES FIN 2006-BC3) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A1 (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| STEELE CREEK CLO LTD STCR 2014 1RA A 144A (STEELE CREEK CLO LTD 2014-1) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.09 |
| STEELE CREEK CLO LTD STCR 2017 1A A 144A (STEELE CREEK CLO LTD 2017-1) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| STEELE CREEK CLO LTD STCR 2018 1A A 144A (STEELE CREEK CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.30 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A5 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 12 9A (STRUCTURED ARM LOAN TRUST 2004-12) | Long | ABS-mortgage backed security | US | $448K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A1 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-4) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 7 A3 (STRUCTURED ADJ RATE MTG LN 2004-7) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 2A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-15) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 9 2A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-9) | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 7A4 (STRUCTURED ADJ RATE MTGE LOAN 2006-1) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 M2 (STRUCTURED ASSET INVEST LN TR 2003-BC2) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC2 M1 (STRUCTURED ASSET INVEST LN TR 2004-BNC2) | Long | ABS-mortgage backed security | US | $787K | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 7 M2 (STRUCTURED ASSET INVST LN TR 2005-7) | Long | ABS-mortgage backed security | US | $592K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 1998 2 A5 (STRUCTURED ASSET MTGE INV 1998-2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3 (STRUCTURED ASSET MTG INV INC 2003-AR1) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 M (STRUCTURED ASSET MTG INV INC 2003-AR1) | Long | ABS-mortgage backed security | US | $789K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A3 (STRUCTURED ASSET MTG INV INC 2004-AR1) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A3 (STRUCTURED ASSET MTG INV INC 2004-AR3) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR3 1A1 (STRUCTURED ASSET MTG INV INC 2005-AR3) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A1 (STRUCTURED ASSET MORTGAGE INV 2005-AR4) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 1A1 (STRUCTURED ASSET MTG INV INC 2007-AR2) | Long | ABS-mortgage backed security | US | $696K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR3) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| STRUCTURED ASSET SECURITIES CO SASC 2001 SB1 A2 (STRUCTURED ASSET SECURITIES COR 2001-SB1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2001 SB1 A5 (STRUCTURED ASSET SECURITIES COR 2001-SB1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2002 14A 1A1 (STRUCTURED ASSET SECURITIES CP 2002-14A) | Long | ABS-mortgage backed security | US | $357.28 | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 GEL2 M2 (STRUCTURED ASSET SECUR CORP 2005-GEL2) | Long | ABS-mortgage backed security | US | $485K | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC2 A1 (STRUCTURED ASSET SECURITIES CO-2006-BC2) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC6 A1 (STRUCTURED ASSET SEC CORP 2006-BC6) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF3 1A4 144A (STRUCTURED ASSET SEC CORP 2006-RF3) | Long | ABS-mortgage backed security | US | $591K | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A (STRUCTURED ASSET SEC CORP 2006-RF4) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 2A4 (STRUCTURED ASSET SECURITIES CO-2007-BC3) | Long | ABS-mortgage backed security | US | $17M | – | 0.27 |
| SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A (SYMPHONY CLO 37 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.03 |
| SYMPHONY CLO LTD SYMP 2023 39A A 144A (SYMPHONY CLO 30 LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | BM | $8M | – | 0.12 |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2022 A1 A (SYNCHRONY CARD ISSUANCE TRUST 2022-A1) | Long | ABS-mortgage backed security | US | $11M | – | 0.18 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 1 7A1 (TBW MORTGAGE BACKED PASS THRU CERT 2006) | Long | ABS-mortgage backed security | US | $367K | – | 0.01 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 2 8A1 (TBW MTGE BACKED PASS THRU CERT 2006-2) | Long | ABS-mortgage backed security | US | $349K | – | 0.01 |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.19 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.20 |
| TEACHERS INSURANCE AND ANNUITY TIA 2017 2A A 144A (TIAA CLO III LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $440K | – | 0.01 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2A 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $13M | – | 0.21 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2B 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $25M | – | 0.40 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A3 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $25M | – | 0.40 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $13M | – | 0.20 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 4 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-4) | Long | ABS-mortgage backed security | US | $906K | – | 0.01 |
| TIMES SQUARE HOTEL TRUST PASS THRU CE 144A 08/26 8.528 | Long | Debt | US | $2M | – | 0.02 |
| TOWD POINT MORTGAGE TRUST TPMT 2016 4 M1 144A (TOWD POINT MORTGAGE TRUST 2016-4) | Long | ABS-mortgage backed security | US | $977K | – | 0.02 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A (TOWD POINT MORTGAGE TRUST 2019-HY3) | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 M2 144A (TOWD POINT MORTGAGE TRUST 2019-HY3) | Long | ABS-mortgage backed security | US | $12M | – | 0.19 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $28M | – | 0.45 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A (TOWD POINT MORTGAGE TRUST 2020-2) | Long | ABS-mortgage backed security | US | $32M | – | 0.51 |
| TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A (TOWD POINT MORTGAGE TRUST 2021-SJ2) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A (TOWD POINT MORTGAGE TRUST 2024-CES2) | Long | ABS-mortgage backed security | US | $946K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A (TOWD POINT MORTGAGE TRUST 2024-CES3) | Long | ABS-mortgage backed security | US | $6M | – | 0.09 |
| TPG REAL ESTATE FINANCE TRTX 2021 FL4 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.08 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.10 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.11 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $557K | – | 0.01 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $454K | – | 0.01 |
| TRESTLES CLO LTD TREST 2021 5A A1 144A (TRESTLES CLO V LTD 2021-5A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-2) | Long | ABS-other | US | $528K | – | 0.01 |
| TRICON AMERICAN HOMES TAH 2020 SFR1 A 144A (TRICON AMERICAN HOMES TRUST 2020-SFR1) | Long | ABS-mortgage backed security | US | $24M | – | 0.39 |
| TRICON AMERICAN HOMES TAH 2020 SFR1 B 144A (TRICON AMERICAN HOMES TRUST 2020-SFR1) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| TRICON AMERICAN HOMES TAH 2020 SFR1 C 144A (TRICON AMERICAN HOMES TRUST 2020-SFR1) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A (TRINITAS CLO VI LTD 2017-6A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.08 |
| TRINITAS CLO LTD TRNTS 2018 8A A 144A (TRINITAS CLO VIII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A (TRINITAS CLO XII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.13 |
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A (TRINITAS CLO LTD 2020-14A) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.15 |
| TRUPS FINANCIALS NOTE SECURITI TFINS 2017 2A A1 144A (TRUPS FINANCIALS NOTE SECURITIZATION 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.18 |
| TTAN TTN 2021 MHC A 144A (TTAN 2021-MHC) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 NYCH A 144A (UBS COMMERCIAL MORTGAGE TRUST 2018-NYCH) | Long | ABS-mortgage backed security | US | $14M | – | 0.21 |
| UCFC MANUFACTURED HOUSING CONT UCFCM 1996 1 M (UCFC MANU HOUSING 1996-1) | Long | ABS-other | US | $35K | – | 0.00 |
| UNITED AUTO CREDIT SECURITIZAT UACST 2024 1 A 144A (UNITED AUTO CREDIT SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $407K | – | 0.01 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-SB1) | Long | ABS-other | US | $12M | – | 0.20 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 ST2 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-ST2) | Long | ABS-other | US | $2M | – | 0.03 |
| UPSTART SECURITIZATION TRUST UPST 2022 1 A 144A (UPSTART SECURITIZATION TRUST 2022-1) | Long | ABS-other | US | $1M | – | 0.02 |
| UPSTART SECURITIZATION TRUST UPST 2022 2 A 144A (UPSTART SECURITIZATION TRUST 2022-2) | Long | ABS-other | US | $42K | – | 0.00 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A (UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A) | Long | ABS-other | US | $500K | – | 0.01 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $2M | – | 0.03 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $411K | – | 0.01 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-516K | – | -0.01 | |
| US TREASURY N/B 05/29 2.375 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.13 |
| US TREASURY N/B 11/42 4 (UNITED STATES GOVT) | Long | Debt | US | $46M | – | 0.73 |
| US TREASURY N/B 11/52 4 (UNITED STATES GOVT) | Long | Debt | US | $34M | – | 0.55 |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.02 |
| VENTURE CDO LTD VENTR 2017 26A AR 144A (VENTURE XXVI CLO LTD 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.06 |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.12 |
| VENTURE CDO LTD VENTR 2017 29A AR 144A (VENTURE XXIX CLO LTD 2017-29A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.12 |
| VENTURE CDO LTD VENTR 2018 33A A1LR 144A (VENTURE CLO LTD 2018-33A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| VENTURE CDO LTD VENTR 2019 38A A1R 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.20 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $92M | – | 1.46 |
| VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $751K | – | 0.01 |
| VERUS SECURITIZATION TRUST VERUS 2021 R1 A1 144A (VERUS SECURITIZATION TRUST 2021-R1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2021 R1 A2 144A (VERUS SECURITIZATION TRUST 2021-R1) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| VERUS SECURITIZATION TRUST VERUS 2021 R1 A3 144A (VERUS SECURITIZATION TRUST 2021-R1) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A (VERUS SECURITIZATION TRUST 2022-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2022 3 A1 144A (VERUS SECURITIZATION TRUST 2022-3) | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A (VERUS SECURITIZATION TRUST 2023-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A (VERUS SECURITIZATION TRUST 2023-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A (VERUS SECURITIZATION TRUST 2023-6) | Long | ABS-mortgage backed security | US | $9M | – | 0.14 |
| VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A (VERUS SECURITIZATION TRUST 2023-7) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A (VERUS SECURITIZATION TRUST 2023-INV1) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A (VERUS SECURITIZATION TRUST 2023-INV2) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A (VERUS SECURITIZATION TRUST 2023-INV3) | Long | ABS-mortgage backed security | US | $955K | – | 0.02 |
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A (VERUS SECURITIZATION TRUST 2024-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A (VERUS SECURITIZATION TRUST 2024-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A (VERUS SECURITIZATION TRUST 2024-5) | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A (VERUS SECURITIZATION TRUST 2024-INV1) | Long | ABS-mortgage backed security | US | $14M | – | 0.21 |
| VISIO TRUST VISIO 2023 2 A1 144A (VISIO TRUST 2023-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A (ING INVESTMENT MANAGEMENT CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.07 |
| VOYA CLO LTD VOYA 2019 1A AR 144A (VOYA CLO LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| VOYA CLO LTD VOYA 2019 2A AR 144A (VOYA CLO 2019-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| VOYA CLO LTD VOYA 2019 3A AR 144A (VOYA CLO LTD 2019 3A) | Long | ABS-collateralized bond/debt obligation | KY | $29M | – | 0.46 |
| VSTRONG AUTO RECEIVABLES TRUST VSTRG 2024 A A2 144A (VSTRONG AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $600K | – | 0.01 |
| WACHOVIA BANK COMMERCIAL MORTG WBCMT 2004 C15 XC 144A (WACHOVIA BANK COMM MTGE TR 2004-C15) | Long | ABS-mortgage backed security | US | $0.02 | – | – |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-B) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2001 AR3 2A (WASHINGTON MUTUAL 2001-AR3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2001 AR5 B1 (WASHINGTON MUTUAL 2001-AR5) | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $403.16 | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR18 A (WASHINGTON MUTUAL 2002-AR18) | Long | ABS-mortgage backed security | US | $683K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A (WASHINGTON MUTUAL 2002-AR6) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A (WASHINGTON MUTUAL 2002-AR9) | Long | ABS-mortgage backed security | US | $708K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR1 A6 (WASHINGTON MUTUAL 2003-AR1) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR8 B1 (WASHINGTON MUTUAL MTGE 2003-AR8) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 S3 CB2 (WASHINGTON MUTUAL 2003-S3) | Long | ABS-mortgage backed security | US | $758K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A1C (WASHINGTON MUTUAL 2004-AR10) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A2A (WASHINGTON MUTUAL 2004-AR12) | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A1B2 (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $483K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A2 (WASHINGTON MUTUAL 2004-AR3) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A1 (WASHINGTON MUTUAL 2004-AR8) | Long | ABS-mortgage backed security | US | $992K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A (WASHINGTON MUTUAL 2004-RP1) | Long | ABS-mortgage backed security | US | $14M | – | 0.22 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR10 1A3 (WASHINGTON MUTUAL 2005-AR10) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1C3 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $684K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A (WASHINGTON MUTUAL 2005-AR8) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 1A (WASHINGTON MUTUAL 2006-AR15) | Long | ABS-mortgage backed security | US | $7M | – | 0.11 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $4M | – | 0.06 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $9M | – | 0.15 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 (WASHINGTON MUTUAL ASSET BACKED 2006-HE5) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 3 1CB5 (WMALT MTGE PASS-THRU CERT 2005-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 4 CB7 (WMALT MTGE PASS-THRU CERT 2005-4) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 1A5 (WMALT MTGE PASS-THRU CERT 2005-8) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9 1A (WMALT MTGE PASS-THRU CERT 2006-AR9) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $10M | – | 0.16 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 1A1 (WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR3 1A7 (WAMMS MTG PASS THRU CERT 2002-AR3) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR3 B2 (WAMMS MTG PASS THRU CERT 2002-AR3) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 B1 (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1) | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 MS6 1A (WASHINGTON MUTUAL MSC MTG P/T 2003-MS6) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 MS9 CB1 (WASHINGTON MUTUAL MSC MTG CTFS 2003-MS9) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2015 1A AR4 144A (WELLFLEET CLO LTD 2015-1) | Long | ABS-collateralized bond/debt obligation | KY | $14K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2017 2A A1R 144A (WELLFLEET CLO LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $375K | – | 0.01 |
| WELLFLEET CLO LTD WELF 2018 2A A1 144A (WELLFLEET CLO LTD 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.32 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2006 3 M1 (WELLS FARGO HOME EQUITY TRUST 2006-3) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2007 1 A3 (WELLS FARGO HOME EQUITY TRUST 2007-1) | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR19 A1 (WELLS FARGO MTGE BK SEC TR 2006-AR19) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| WELLS FARGO MORTGAGE LOAN TRUS WFMLT 2010 RR3 A5 144A (WELLS FARGO MORTGAGE LOAN TRUST 2010-RR3) | Long | ABS-mortgage backed security | US | $464K | – | 0.01 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $3M | – | 0.05 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $7M | – | 0.12 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $3M | – | 0.05 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A3 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $1M | – | 0.02 |
| WIND RIVER CLO LTD WINDR 2014 1A ARR 144A (WIND RIVER CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $632K | – | 0.01 |
| WIND RIVER CLO LTD WINDR 2014 2A AR 144A (WIND RIVER CLO LTD 2014-2A) | Long | ABS-collateralized bond/debt obligation | KY | $661K | – | 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 | $12M | – | 0.20 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2023 CES2 A1A 144A (RCKT MORTGAGE TRUST 2023-CES2) | Long | ABS-mortgage backed security | US | $876K | – | 0.01 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A (RCKT MORTGAGE TRUST 2024-CES1) | Long | ABS-mortgage backed security | US | $945K | – | 0.01 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES2 A1A 144A (RCKT MORTGAGE TRUST 2024-CES2) | Long | ABS-mortgage backed security | US | $7M | – | 0.10 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2024-B) | Long | ABS-other | US | $500K | – | 0.01 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2B (WORLD OMNI AUTO RECEIVABLES TRUST 2024-B) | Long | ABS-other | US | $500K | – | 0.01 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3 (WORLD OMNI AUTO RECEIVABLES TRUST 2024-B) | Long | ABS-other | US | $2M | – | 0.04 |
| WSTN TRUST WSTN 2023 MAUI A 144A (WSTN TRUST 2023-MAUI) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
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.