PIMCOFUNDS > PIMCO Funds
PIMCO Short-Term Portfolio
$204.75M
Avg Monthly Net Assets
$462.97M
Total Assets
$268.82M
Total Liabilities
$194.15M
Net Assets
PIMCO Short-Term 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 $204.75M.
On August 28th, 2024 it reported 797 holdings, the largest
being UMBS PASS THRU POOLS (12.2%), UMBS PASS THRU POOLS (7.2%) and GNMA PASS THRU POOLS (6.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PIMCO Short-Term Portfolio | C000027273 | 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 |
|---|---|---|---|---|---|---|
| 3 MONTH SOFR FUT DEC24 XCME 20250318 | Derivative-interest rate | US | $6K | – | 0.00 | |
| 3 MONTH SOFR FUT DEC25 XCME 20260317 | Derivative-interest rate | US | $5K | – | 0.00 | |
| 3 MONTH SOFR FUT JUN24 XCME 20240917 | Derivative-interest rate | US | $4K | – | 0.00 | |
| 3 MONTH SOFR FUT JUN25 XCME 20250916 | Derivative-interest rate | US | $5K | – | 0.00 | |
| 3 MONTH SOFR FUT MAR25 XCME 20250617 | Derivative-interest rate | US | $6K | – | 0.00 | |
| 3 MONTH SOFR FUT MAR26 XCME 20260616 | Derivative-interest rate | US | $4K | – | 0.00 | |
| 3 MONTH SOFR FUT SEP24 XCME 20241217 | Derivative-interest rate | US | $5K | – | 0.00 | |
| 3 MONTH SOFR FUT SEP25 XCME 20251216 | Derivative-interest rate | US | $3K | – | 0.00 | |
| 31750O8V9 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-27.08 | – | -0.00 | |
| 31750O8W7 OTC EPUT FN 5.0 JUL24 94.96875 PUT | Derivative-interest rate | US | $-23.13 | – | -0.00 | |
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-54.16 | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-49.39 | – | -0.00 | |
| 31750OCU6 OTC ECAL FN 5.0 JUL24 97.25 CALL | Derivative-interest rate | US | $-265.92 | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-258.02 | – | -0.00 | |
| 31750OJW5 OTC ECAL FN 5.0 AUG24 98.59375 CALL | Derivative-interest rate | US | $-258.84 | – | -0.00 | |
| 31750OK60 OTC EPUT FN 5.0 AUG24 95.59375 PUT | Derivative-interest rate | US | $-695.24 | – | -0.00 | |
| ACCESS GROUP INC ACCSS 2007 A A3 (ACCESS GROUP INC 2007-A) | Long | ABS-other | US | $314K | – | 0.16 |
| ACCREDITED MORTGAGE LOAN TRUST ACCR 2004 4 M1 (ACCREDITED MORTGAGE LN TR 2004-4) | Long | ABS-mortgage backed security | US | $348K | – | 0.18 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 4 3A1 (ADJUSTABLE RATE MORTAGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 3A21 (ADJUSTABLE RATE MORTAGE TRUST 2005-8) | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A (ANCHORAGE CAPITAL CLO LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.52 |
| APEX CREDIT CLO LLC APEXC 2018 2A A1RR (APEX CREDIT CLO 2018-II LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.52 |
| APIDOS CLO LTD APID 2013 15A A1RR 144A (APIDOS CLO XV 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.59 |
| ARBOR MULTIFAMILY MORTGAGE SEC AMMST 2020 MF1 A5 144A (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1) | Long | ABS-mortgage backed security | US | $1M | – | 0.54 |
| ARES CLO LTD ARES 2016 40A A1RR 144A (ARES XL CLO LTD 2016-40A) | Long | ABS-collateralized bond/debt obligation | KY | $352K | – | 0.18 |
| ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2021 1A A 144A (ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2021-1A) | Long | ABS-other | US | $26K | – | 0.01 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS B 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $395K | – | 0.20 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS C 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $294K | – | 0.15 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS D 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $388K | – | 0.20 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $4M | – | 1.92 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 H 5A1 (BANC OF AMERICA FUNDING CORP 2005-H) | Long | ABS-mortgage backed security | US | $72K | – | 0.04 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A1 (BANK OF AMERICA MTGE SEC 2003-D) | Long | ABS-mortgage backed security | US | $409.52 | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 H 3A1 (BANK OF AMERICA MTGE SEC 2003-H) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 J 2A2 (BANK OF AMERICA MTGE SEC 2003-J) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 L 2A2 (BANK OF AMERICA MTGE SEC 2003-L) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 3A1 (BANK OF AMERICA MTGE SECURITIES 2004-A) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 E 1A1 (BANK OF AMERICA MTGE SECURITIES 2004-E) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 I 4A1 (BANK OF AMERICA MTG SEC 2005-I) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 C2 A5 (BBCMS MORTGAGE TRUST 2018-C2) | Long | ABS-mortgage backed security | US | $768K | – | 0.40 |
| BCAP LLC TRUST BCAP 2010 RR3 4A5 144A (BCAP LLC TRUST 2010-RR3) | Long | ABS-mortgage backed security | US | $181K | – | 0.09 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $160.16 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $619.36 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 3 2A2 (BEAR STEARNS ADJ RATE MTGE TR 2003-3) | Long | ABS-mortgage backed security | US | $102.66 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 3A (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-7) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 8A (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-7) | Long | ABS-mortgage backed security | US | $73.3 | – | 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 | $38K | – | 0.02 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $134K | – | 0.07 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 1A2 (BEAR STEARNS ADJ RATE MTGE 2003-9) | Long | ABS-mortgage backed security | US | $105K | – | 0.05 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 3A3 (BEAR STEARNS ADJ RATE MTGE 2003-9) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 12A5 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 22A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 5 2A (BEAR STEARNS ADJUSTABLE RATE MTGE 20) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $12.34 | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 1A1 (BEAR STEARNS ALT-A TRUST 2006-5) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $120K | – | 0.06 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $128K | – | 0.07 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1) | Long | ABS-mortgage backed security | US | $74K | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 21A1 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1) | Long | ABS-mortgage backed security | US | $314K | – | 0.16 |
| BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A (BENEFIT STREET PARTNERS CLO XVI LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 1.50 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A2 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $572K | – | 0.29 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 (BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $898K | – | 0.46 |
| BRYANT PARK FUNDING LTD BRYPK 2024 22A A1 144A (BRYANT PARK FUNDING 2024-22A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.52 |
| BXMT LTD BXMT 2020 FL3 A 144A (BXMT 2020-FL3 LTD) | Long | ABS-mortgage backed security | KY | $758K | – | 0.39 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $100K | – | 0.05 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $100K | – | 0.05 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A3 (CARMAX SELECT RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $100K | – | 0.05 |
| CD COMMERCIAL MORTGAGE TRUST CD 2017 CD5 A4 (CD 2017-CD5 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $375K | – | 0.19 |
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A (CHASE AUTO OWNER TRUST 2024-3A) | Long | ABS-other | US | $100K | – | 0.05 |
| CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A (CHASE AUTO OWNER TRUST 2024-3A) | Long | ABS-other | US | $100K | – | 0.05 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 3A1 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A2 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $120K | – | 0.06 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A3 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3) | Long | ABS-mortgage backed security | US | $876K | – | 0.45 |
| CIFC FUNDING LTD CIFC 2013 3RA A1 144A (CIFC FUNDING LTD 2013-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $820K | – | 0.42 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC33 A4 (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC33) | Long | ABS-mortgage backed security | US | $872K | – | 0.45 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 1A (CITIGROUP MORTGAGE LOAN TR 2004-HYB2) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 UST1 A2 (CITIGROUP MORTGAGE LOAN TR 2004-UST1) | Long | ABS-mortgage backed security | US | $461.9 | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (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 | $22K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 12 2A1 144A (CITIGROUP MTGE LOAN TRUST INC 2005-12) | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| CMBX.NA.AAA.10 SP GST | Derivative-credit | US | $-29K | – | -0.01 | |
| CMBX.NA.AAA.10 SP SAL | Derivative-credit | US | $-8K | – | -0.00 | |
| CMBX.NA.AAA.11 SP SAL | Derivative-credit | US | $-12K | – | -0.01 | |
| CMBX.NA.AAA.12 SP FBF | Derivative-credit | US | $-2K | – | -0.00 | |
| CMBX.NA.AAA.12 SP SAL | Derivative-credit | US | $-68K | – | -0.03 | |
| CMBX.NA.AAA.6 SP BOA | Derivative-credit | US | $1.32 | – | 0.00 | |
| CMBX.NA.AAA.6 SP FBF | Derivative-credit | US | $0.47 | – | 0.00 | |
| CMBX.NA.AAA.6 SP GST | Derivative-credit | US | $0.05 | – | – | |
| CMBX.NA.AAA.6 SP MYC | Derivative-credit | US | $0.24 | – | 0.00 | |
| CMBX.NA.AAA.8 SP GST | Derivative-credit | US | $-483.42 | – | -0.00 | |
| CMBX.NA.AAA.9 SP GST | Derivative-credit | US | $-93.24 | – | -0.00 | |
| COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A (COLLEGE AVE STUDENT LOANS LLC 2018-A) | Long | ABS-other | US | $394K | – | 0.20 |
| COLLEGE AVE STUDENT LOANS CASL 2018 A A2 144A (COLLEGE AVE STUDENT LOANS LLC 2018-A) | Long | ABS-other | US | $519K | – | 0.27 |
| COLLEGE AVE STUDENT LOANS CASL 2019 A A2 144A (COLLEGE AVE STUDENT LOANS LLC 2019-A) | Long | ABS-other | US | $959K | – | 0.49 |
| COLLEGE AVE STUDENT LOANS CASL 2021 A A1 144A (COLLEGE AVE STUDENT LOANS LLC 2021-A) | Long | ABS-other | US | $369K | – | 0.19 |
| COLLEGE AVE STUDENT LOANS CASL 2021 A A2 144A (COLLEGE AVE STUDENT LOANS LLC 2021-A) | Long | ABS-other | US | $577K | – | 0.30 |
| COMMONBOND STUDENT LOAN TRUST CBSLT 2020 AGS A 144A (COMMONBOND STUDENT LOAN TRUST 2020-AGS) | Long | ABS-other | US | $399K | – | 0.21 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A3 (COUNTRYWIDE ALTERNATIVE LOAN 2005-27) | Long | ABS-mortgage backed security | US | $774K | – | 0.40 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-43) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2007-OA6) | Long | ABS-mortgage backed security | US | $559K | – | 0.29 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 3 1A (COUNTRYWIDE ASSET-BACKED CERT 2004-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.64 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.86 |
| COUNTRYWIDE HOME LOANS CWHL 2003 56 5A1 (COUNTRYWIDE HOME LOANS 2003-56) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A2 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $586K | – | 0.30 |
| COUNTRYWIDE HOME LOANS CWHL 2005 19 2A2 (COUNTRYWIDE HOME LOANS 2005-19) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 25 A11 (COUNTRYWIDE HOME LOANS 2005-25) | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB3 2A1A (COUNTRYWIDE HOME LOANS 2005-HYB3) | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| CPS AUTO TRUST CPS 2024 C A 144A (CPS AUTO RECEIVABLES TRUST 2024-C) | Long | ABS-other | US | $100K | – | 0.05 |
| CREDIT BASED ASSET SERVICING A CBASS 2004 CB4 A5 (CREDIT-BASED ASSET SERV & SEC 2004-CB4) | Long | ABS-mortgage backed security | US | $282K | – | 0.15 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 1A2 (CS FIRST BOSTON MTGE SEC. CORP 2002-AR28) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR18 3A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR18) | Long | ABS-mortgage backed security | US | $193K | – | 0.10 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR24 4A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR24) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR30 2A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR30) | Long | ABS-mortgage backed security | US | $78K | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL3 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL3) | Long | ABS-mortgage backed security | US | $659K | – | 0.34 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL5 A1 144A (CSMC 2020-RPL5 TRUST) | Long | ABS-mortgage backed security | US | $520K | – | 0.27 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A (CSMC 2022-RPL4) | Long | ABS-mortgage backed security | US | $938K | – | 0.48 |
| CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A (CROSS 2024-H4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.52 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2019 C16 A3 (CSAIL COMMERCIAL MORTGAGE TRUST 2019-C16) | Long | ABS-mortgage backed security | US | $181K | – | 0.09 |
| DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A (DRYDEN 80 CLO LTD 2019-80A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.98 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A (ECMC GROUP STUDENT LOAN TRUST 2019-1A) | Long | ABS-other | US | $500K | – | 0.26 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2020 1 A1 144A (ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2003 2 3A3 | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| ESC LEHMAN BRTH HLDH PROD (LEHMAN BROTHERS HOLDINGS INC) | Long | Debt | US | $1K | – | 0.00 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 4A B (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $502K | – | 0.26 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $814K | – | 0.42 |
| FANNIE MAE FNR 1997 65 FK (FANNIE MAE-1997-65) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 1999 37 F (FANNIE MAE 1999-37) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 2000 32 FM (FANNIE MAE 2000-32) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| FANNIE MAE FNR 2000 34 F (FANNIE MAE 2000-34) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FANNIE MAE FNR 2000 38 F (FANNIE MAE REMICS 2000-38) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 2000 47 FD (FANNIE MAE 2000-47) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE FNR 2001 38 FB (FANNIE MAE 2001-38) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2001 62 FC (FANNIE MAE 2001-62) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| FANNIE MAE FNR 2002 15 FA (FANNIE MAE 2002-15) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE FNR 2002 25 FX (FANNIE MAE 2002-25) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 2002 34 FE (FANNIE MAE 2002-34) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE FNR 2002 60 F1 (FANNIE MAE 2002-60) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2002 95 FK (FANNIE MAE 2002-95) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE FNR 2003 118 FD (FANNIE MAE 2003-118) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 2003 124 F (FANNIE MAE 2003-124) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 2003 21 FK (FANNIE MAE 2003-21) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A1 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A2 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| FANNIE MAE FNR 2006 30 KF (FANNIE MAE 2006-30) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIEMAE GRANTOR TRUST FNGT 2004 T1 1A2 (FANNIE MAE GRANTOR TR 2004-T1) | Long | ABS-mortgage backed security | US | $147K | – | 0.08 |
| FANNIEMAE GRANTOR TRUST FNGT 2004 T3 1A1 (FANNIEMAE GRANTOR TRUST 2004-T3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2002 W4 A4 (FANNIEMAE WHOLE LOAN-2002-W4) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FANNIEMAE WHOLE LOAN FNW 2002 W4 A5 (FANNIEMAE WHOLE LOAN-2002-W4) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 (FANNIEMAE WHOLE LOAN 2003-W1) | Long | ABS-mortgage backed security | US | $54K | – | 0.03 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 6A (FANNIEMAE WHOLE LOAN 2003-W6) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F (FANNIEMAE WHOLE LOAN 2003-W6) | Long | ABS-mortgage backed security | US | $89K | – | 0.05 |
| FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2 (FANNIEMAE WHOLE LOAN 2003-W-8) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2004 W15 1A1 (FANNIEMAE WHOLE LOAN 2004-W15) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FANNIEMAE WHOLE LOAN FNW 2004 W2 2A2 (FANNIEMAE WHOLE LOAN 2004-W2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 1B3482 FH 07/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| FED HM LN PC POOL 1B7053 FH 04/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.04 |
| FED HM LN PC POOL 1B7432 FH 11/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $109K | – | 0.06 |
| FED HM LN PC POOL 1B7435 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| FED HM LN PC POOL 1G0058 FH 01/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 1G0083 FH 03/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL 1G0233 FH 05/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| FED HM LN PC POOL 1G0549 FH 06/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 1G0731 FH 02/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 1G0778 FH 03/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| FED HM LN PC POOL 1G0867 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FED HM LN PC POOL 1G1477 FH 01/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $682.39 | – | 0.00 |
| FED HM LN PC POOL 1G1748 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $843.18 | – | 0.00 |
| FED HM LN PC POOL 1G2128 FH 08/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63K | – | 0.03 |
| FED HM LN PC POOL 1G2592 FH 12/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FED HM LN PC POOL 1H1238 FH 12/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 1H1289 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| FED HM LN PC POOL 1H2567 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL 1H2581 FH 01/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL 1H2601 FH 03/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 1J0305 FH 02/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 1J2948 FH 09/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $187K | – | 0.10 |
| FED HM LN PC POOL 1K1226 FH 02/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $838.85 | – | 0.00 |
| FED HM LN PC POOL 1K1255 FH 11/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 1L0096 FH 02/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| FED HM LN PC POOL 1L0183 FH 08/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FED HM LN PC POOL 1N0117 FH 12/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FED HM LN PC POOL 1Q0001 FH 01/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 390232 FH 01/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FED HM LN PC POOL 765160 FH 09/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| FED HM LN PC POOL 780060 FH 12/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 780514 FH 05/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $259.59 | – | 0.00 |
| FED HM LN PC POOL 780679 FH 07/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $618.49 | – | 0.00 |
| FED HM LN PC POOL 780711 FH 07/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL 781052 FH 11/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| FED HM LN PC POOL 781498 FH 01/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.03 |
| FED HM LN PC POOL 782422 FH 09/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $96K | – | 0.05 |
| FED HM LN PC POOL 782451 FH 10/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114.85 | – | 0.00 |
| FED HM LN PC POOL 782760 FH 11/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $509.98 | – | 0.00 |
| FED HM LN PC POOL 783061 FH 03/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FED HM LN PC POOL 786404 FH 10/27 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $528.91 | – | 0.00 |
| FED HM LN PC POOL 789151 FH 03/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FED HM LN PC POOL 789276 FH 04/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FED HM LN PC POOL 789333 FH 04/32 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| FED HM LN PC POOL 847038 FH 01/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.02 |
| FED HM LN PC POOL 847276 FH 04/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $195.4 | – | 0.00 |
| FED HM LN PC POOL 847427 FH 09/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FED HM LN PC POOL 847433 FH 07/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL 865643 FH 04/30 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FED HM LN PC POOL 972126 FH 08/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $912.92 | – | 0.00 |
| FED HM LN PC POOL 972132 FH 11/33 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FED HM LN PC POOL 972146 FH 04/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| FED HM LN PC POOL 972205 FH 03/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.05 |
| FED HM LN PC POOL G04621 FG 05/35 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G08799 FG 02/48 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 1.01 |
| FED HM LN PC POOL QE1302 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.09 |
| FED HM LN PC POOL QE1435 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| FED HM LN PC POOL QE1988 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $183K | – | 0.09 |
| FED HM LN PC POOL QE2230 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.05 |
| FED HM LN PC POOL RB5175 FR 08/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.02 |
| FED HM LN PC POOL RB5182 FR 09/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.03 |
| FED HM LN PC POOL RB5188 FR 10/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FED HM LN PC POOL RB5205 FR 12/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FED HM LN PC POOL SC0376 FR 11/42 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.04 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 16 A (FHLMC STRUCTURED PASS THROUGH SEC T-16) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1 (FHLMC STRUCTURED PASS THRU SEC T-32) | Long | ABS-mortgage backed security | US | $147K | – | 0.08 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 35 A (FHLMC STRUCTURED PASS THRU SEC T-35) | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 56 2AF (FHLMC STRUCTURED PASS THRU SEC T-56) | Long | ABS-mortgage backed security | US | $610K | – | 0.31 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $920K | – | 0.47 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $194K | – | 0.10 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $87K | – | 0.04 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA2 2A1 (FIRST HORIZON ALT MTGE SEC 2004-AA2) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA5 1A1 (FIRST HORIZON ALT MTG SEC 2005-AA5) | Long | ABS-mortgage backed security | US | $46K | – | 0.02 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2004 FL1 1A1 (FIRST HORIZON MTGE PASS-THRU TR 2004-FL1) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2004 FL1 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2004-FL1) | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $563K | – | 0.29 |
| FNMA POOL 255121 FN 12/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 255884 FN 08/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FNMA POOL 256159 FN 02/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FNMA POOL 298019 FN 10/24 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $114.77 | – | 0.00 |
| FNMA POOL 313783 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FNMA POOL 361372 FN 07/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FNMA POOL 393306 FN 11/26 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FNMA POOL 395136 FN 07/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $831.67 | – | 0.00 |
| FNMA POOL 462286 FN 12/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157K | – | 0.08 |
| FNMA POOL 462300 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.03 |
| FNMA POOL 462406 FN 09/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $138K | – | 0.07 |
| FNMA POOL 468927 FN 08/26 FIXED 4.766 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $381K | – | 0.20 |
| FNMA POOL 530683 FN 07/29 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 535758 FN 03/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FNMA POOL 540206 FN 05/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FNMA POOL 545010 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 545204 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FNMA POOL 545356 FN 11/31 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 555051 FN 11/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 555175 FN 01/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 555177 FN 01/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 555255 FN 04/40 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.04 |
| FNMA POOL 555476 FN 04/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $287.59 | – | 0.00 |
| FNMA POOL 563497 FN 11/40 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 594243 FN 12/30 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $742.37 | – | 0.00 |
| FNMA POOL 620039 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $712.23 | – | 0.00 |
| FNMA POOL 620051 FN 08/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 620061 FN 11/27 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $583.39 | – | 0.00 |
| FNMA POOL 620064 FN 01/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $582.5 | – | 0.00 |
| FNMA POOL 624612 FN 04/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 629132 FN 05/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| FNMA POOL 651074 FN 06/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 654159 FN 10/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 654952 FN 07/42 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FNMA POOL 655202 FN 05/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 658481 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| FNMA POOL 670777 FN 11/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 670911 FN 12/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 670932 FN 01/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 679708 FN 09/41 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 681769 FN 01/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $983.74 | – | 0.00 |
| FNMA POOL 681792 FN 01/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 687868 FN 03/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $883.75 | – | 0.00 |
| FNMA POOL 688561 FN 03/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $53K | – | 0.03 |
| FNMA POOL 689553 FN 01/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 694703 FN 04/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 696061 FN 04/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 696069 FN 12/32 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.02 |
| FNMA POOL 701312 FN 08/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 703979 FN 05/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 708329 FN 07/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FNMA POOL 711968 FN 05/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FNMA POOL 722780 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 725013 FN 04/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68K | – | 0.03 |
| FNMA POOL 725187 FN 07/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 725212 FN 03/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FNMA POOL 725805 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FNMA POOL 725828 FN 05/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 725829 FN 06/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 725998 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 735084 FN 02/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FNMA POOL 735199 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FNMA POOL 735435 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 735834 FN 10/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| FNMA POOL 735964 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 735966 FN 10/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $997.67 | – | 0.00 |
| FNMA POOL 737204 FN 08/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $498.18 | – | 0.00 |
| FNMA POOL 737652 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| FNMA POOL 740762 FN 08/28 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FNMA POOL 743449 FN 10/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| FNMA POOL 745061 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| FNMA POOL 745167 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $493.67 | – | 0.00 |
| FNMA POOL 745627 FN 04/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23.08 | – | 0.00 |
| FNMA POOL 745896 FN 09/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $389.01 | – | 0.00 |
| FNMA POOL 748643 FN 09/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| FNMA POOL 748754 FN 10/33 FIXED 7 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FNMA POOL 749706 FN 11/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FNMA POOL 750809 FN 11/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| FNMA POOL 753923 FN 11/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| FNMA POOL 762978 FN 08/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 764394 FN 03/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $179K | – | 0.09 |
| FNMA POOL 766079 FN 02/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FNMA POOL 766453 FN 03/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 768435 FN 01/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $905.39 | – | 0.00 |
| FNMA POOL 770144 FN 02/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 770377 FN 04/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 772734 FN 03/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| FNMA POOL 775852 FN 03/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FNMA POOL 776887 FN 02/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| FNMA POOL 780840 FN 06/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $834.44 | – | 0.00 |
| FNMA POOL 781560 FN 10/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 783599 FN 04/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 788974 FN 04/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FNMA POOL 793025 FN 07/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| FNMA POOL 793028 FN 07/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $70K | – | 0.04 |
| FNMA POOL 800171 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 804437 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FNMA POOL 806721 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 806770 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FNMA POOL 809324 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 810896 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FNMA POOL 811925 FN 04/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $373.32 | – | 0.00 |
| FNMA POOL 813586 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 813599 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| FNMA POOL 813842 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 813844 FN 01/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 814952 FN 04/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 816594 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FNMA POOL 817290 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| FNMA POOL 821934 FN 06/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 824153 FN 06/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $58K | – | 0.03 |
| FNMA POOL 824886 FN 11/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FNMA POOL 825398 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 826428 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $490.05 | – | 0.00 |
| FNMA POOL 826436 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 828735 FN 11/33 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $83K | – | 0.04 |
| FNMA POOL 828860 FN 05/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FNMA POOL 833479 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| FNMA POOL 834918 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 834931 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 844052 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 844214 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FNMA POOL 844532 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FNMA POOL 850124 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FNMA POOL 850862 FN 12/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 852422 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 863741 FN 12/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $383.4 | – | 0.00 |
| FNMA POOL 870116 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.03 |
| FNMA POOL 870906 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.02 |
| FNMA POOL 872528 FN 06/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 879090 FN 05/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FNMA POOL 879385 FN 12/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $145K | – | 0.07 |
| FNMA POOL 888143 FN 01/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 888304 FN 04/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $864.42 | – | 0.00 |
| FNMA POOL 888507 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FNMA POOL 888547 FN 06/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 897600 FN 11/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.06 |
| FNMA POOL 904688 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 912687 FN 05/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $152K | – | 0.08 |
| FNMA POOL 913983 FN 02/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL 938953 FN 08/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $275K | – | 0.14 |
| FNMA POOL 940325 FN 02/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.03 |
| FNMA POOL 944510 FN 07/37 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| FNMA POOL 959744 FN 11/47 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $105K | – | 0.05 |
| FNMA POOL 992751 FN 03/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FNMA POOL AM5447 FN 03/30 FIXED 4.06 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $403K | – | 0.21 |
| FNMA POOL AS0061 FN 08/28 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FNMA POOL AS3724 FN 11/44 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $512K | – | 0.26 |
| FNMA POOL AY1114 FN 04/30 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.02 |
| FNMA POOL BJ2470 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FNMA POOL BJ2526 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FNMA POOL BM5099 FN 07/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $324K | – | 0.17 |
| FNMA POOL BM5807 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $155K | – | 0.08 |
| FNMA POOL BV8509 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $305K | – | 0.16 |
| FNMA POOL FM3243 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $295K | – | 0.15 |
| FNMA POOL FS4580 FN 02/43 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| FNMA POOL MA3305 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $732K | – | 0.38 |
| FNMA POOL MA4662 FN 07/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| FNMA POOL MA4697 FN 08/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55K | – | 0.03 |
| FNMA POOL MA4729 FN 09/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA4779 FN 10/42 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL MA4864 FN 01/43 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90K | – | 0.05 |
| FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 6.24 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-5M | – | -2.70 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.73 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 3.07 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.44 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 7.21 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 4.76 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 2.44 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.59 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 6.60 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24M | – | 12.24 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 6.34 |
| FREDDIE MAC FHR 1885 FA (FREDDIE MAC 1885) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 1968 FC (FREDDIE MAC 1968) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 1980 Z (FREDDIE MAC 1980) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC FHR 2115 C (FREDDIE MAC 2115) | Long | ABS-mortgage backed security | US | $460.11 | – | 0.00 |
| FREDDIE MAC FHR 2129 F (FREDDIE MAC 2129) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 2130 FD (FREDDIE MAC-2130) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FREDDIE MAC FHR 2177 F (FREDDIE MAC-2177) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 2177 FA (FREDDIE MAC-2177) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC FHR 2395 FA (FREDDIE MAC 2395) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| FREDDIE MAC FHR 2400 FQ (FREDDIE MAC 2400) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC FHR 2413 FB (FREDDIE MAC 2413) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FREDDIE MAC FHR 2417 FY (FREDDIE MAC 2417) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 2451 FB (FREDDIE MAC 2451) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 2490 FB (FREDDIE MAC 2490) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC FHR 2509 ZQ (FREDDIE MAC 2509) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FREDDIE MAC FHR 2525 AM (FREDDIE MAC 2525) | Long | ABS-mortgage backed security | US | $94K | – | 0.05 |
| FREDDIE MAC FHR 2526 FC (FREDDIE MAC 2526) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 2557 WF (FREDDIE MAC 2557) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| FREDDIE MAC FHR 3134 FA (FREDDIE MAC 3134) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FWD SECURITIZATION TRUST FWD 2020 INV1 A1 144A (FWD SECURITIZATION TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $133K | – | 0.07 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.61 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.87 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $500K | – | 0.26 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 3A1 (GMAC MORTGAGE CORP LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| GNMA II POOL 008595 G2 02/25 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $314.24 | – | 0.00 |
| GNMA II POOL 008913 G2 07/26 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $956.58 | – | 0.00 |
| GNMA II POOL 080030 G2 01/27 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| GNMA II POOL 080317 G2 09/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| GNMA II POOL 080327 G2 10/29 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $115K | – | 0.06 |
| GNMA II POOL 080364 G2 01/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 080524 G2 07/31 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.04 |
| GNMA II POOL 080628 G2 08/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| GNMA II POOL 080635 G2 09/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| GNMA II POOL 080685 G2 04/33 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| GNMA II POOL MA2983 G2 07/45 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.03 |
| GNMA II POOL MA3128 G2 09/45 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77K | – | 0.04 |
| GNMA II POOL MA3333 G2 12/45 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.04 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $505K | – | 0.26 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.30 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 2.41 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $185K | – | 0.10 |
| GNMA II TBA 30 YR 4.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 6.86 |
| GNMA II TBA 30 YR 5.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $695K | – | 0.36 |
| GNMA II TBA 30 YR 5.5 JUMBOS (GNMA PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-397K | – | -0.20 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H11 FM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR-2019-H11) | Long | ABS-mortgage backed security | US | $932K | – | 0.48 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1) | Long | ABS-mortgage backed security | US | $2M | – | 1.17 |
| GS MORTGAGE SECURITIES TRUST GSMS 2017 GPTX B 144A (GS MORTGAGE SECURITIES CORP TRUST 2017-GPTX) | Long | ABS-mortgage backed security | US | $514K | – | 0.26 |
| GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP C 144A (GS MORTGAGE SECURITIES CORP II 2017-SLP) | Long | ABS-mortgage backed security | US | $2M | – | 0.86 |
| GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 (GSR MORTGAGE LOAN TRUST 2003-1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 (GSR MTGE LOAN TRUST 2003-2F) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 11 1A1 (GSR MORTGAGE LOAN TRUST 2004-11) | Long | ABS-mortgage backed security | US | $859K | – | 0.44 |
| GSR MORTGAGE LOAN TRUST GSR 2004 2F 4A1 (GSR MORTGAGE LOAN TRUST 2004-2F) | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 (GSR MTGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 3A1 (GSR MTGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 9 4A1 (GSR MORTGAGE LOAN TRUST 2004-9) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR3 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR3) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $2M | – | 0.79 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 BU1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-BU1) | Long | ABS-mortgage backed security | US | $300K | – | 0.15 |
| HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A (HERA COMMERCIAL MORTGAGE 2021-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $358K | – | 0.18 |
| HOME EQUITY ASSET TRUST HEAT 2002 1 A4 (HOME EQUITY PASS-THRU CERTS 2002-1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1 (HSI ASSET SEC CORP TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| IMPAC CMB TRUST IMM 2005 5 A1 (IMPAC CMB TR 2005-5) | Long | ABS-mortgage backed security | US | $377K | – | 0.19 |
| INDYMAC ARM TRUST INARM 2001 H2 A2 (INDYMAC ARM TRUST 2001-H2) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| INDYMAC HOME EQUITY LOAN ASSET INHEL 2002 A AF4 (INDYMAC HOME EQUITY LOAN 2002-A) | Long | ABS-mortgage backed security | US | $243K | – | 0.13 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 2A2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR10) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $189K | – | 0.10 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2005 C M3 (INDYMAC RESIDENTIAL ASSET BACKED 2005-C) | Long | ABS-mortgage backed security | US | $1M | – | 0.76 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A6 2A1 (JP MORGAN ALTERNATIVE LN TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST) | Long | ABS-mortgage backed security | US | $389K | – | 0.20 |
| JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1 (JP MORGAN MORTGAGE TRUST 2003-A2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 2A2 (JP MORGAN MORTGAGE TRUST-2004-A4) | Long | ABS-mortgage backed security | US | $559.76 | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 7CB1 (JP MORGAN MORTGAGE TRUST-2005-A2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 2A3 (JP MORGAN MTGE TRUST 2005-A7) | Long | ABS-mortgage backed security | US | $104K | – | 0.05 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 2A6 (JP MORGAN MORTGAGE TRUST 2005-A8) | Long | ABS-mortgage backed security | US | $49K | – | 0.03 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 5A1 (JP MORGAN MORTGAGE TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $109K | – | 0.06 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A6 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $87K | – | 0.04 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $533K | – | 0.27 |
| KKR FINANCIAL CLO LTD KKR 28A AR 144A (KKR CLO 28 LTD 28A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 1.08 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A (LCCM 2021-FL3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 1.72 |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A (LCM LOAN INCOME FUND I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $487K | – | 0.25 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS3) | Long | ABS-mortgage backed security | US | $3M | – | 1.29 |
| LENDMARK FUNDING TRUST LFT 2024 1A A 144A (LENDMARK FUNDING TRUST 2024-1A) | Long | ABS-other | US | $1M | – | 0.52 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1 (LONG BEACH MTGE LOAN TRUST 2001-4) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 3 M1 (LONG BEACH MORTGAGE LOAN TR 2004-3) | Long | ABS-mortgage backed security | US | $181K | – | 0.09 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $694K | – | 0.36 |
| MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A (MADISON PARK FUNDING XXXV LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.77 |
| MARATHON CLO LTD MCLO 2019 2A A1AR 144A (MARATHON CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 1.03 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 3 1A1 (MASTR ADJUSTABLE RT MTGE TRUST 2003-3) | Long | ABS-mortgage backed security | US | $85K | – | 0.04 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 2A1 (MASTER ADJUSTABLE RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 6 4A2 (MASTER ADJUSTABLE RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 1 3A2 (MASTR ADJUSTABLE RATE MTGES TRU 2004-1) | Long | ABS-mortgage backed security | US | $122K | – | 0.06 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7A (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 6 5A1 (MASTR ADJUSTABLE RATE MTGES TRU 2004-6) | Long | ABS-mortgage backed security | US | $151K | – | 0.08 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 7 2A1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-7) | Long | ABS-mortgage backed security | US | $170K | – | 0.09 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 8 5A1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-8) | Long | ABS-mortgage backed security | US | $67K | – | 0.03 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 2 3A1 (MASTR ADJUSTABLE RATE MTGE TRUST 2006-2) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A6 1A (MERRILL LYNCH MORTGAGE INVESTORS TRUST 2003-A6) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A1 1A (MERRILL LYNCH MTGE INVESTORS 2004-A1) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2 (MERRILL LYNCH MORTGAGE INVS 2005-A2) | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| MFRA TRUST MFRA 2020 NQM1 A1 144A (MFA 2020-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $155K | – | 0.08 |
| MFRA TRUST MFRA 2020 NQM3 A1 144A (MFA 2020-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $473K | – | 0.24 |
| MFRA TRUST MFRA 2020 NQM3 A2 144A (MFA 2020-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $169K | – | 0.09 |
| MFRA TRUST MFRA 2020 NQM3 A3 144A (MFA 2020-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $170K | – | 0.09 |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A (MILL CITY MORTGAGE LOAN TRUST 2019-GS2) | Long | ABS-mortgage backed security | US | $465K | – | 0.24 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 A 2A2 (MLCC MORTGAGE INVESTORS INC. 2003-A) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 C A1 (MLCC MORTGAGE INVESTORS INC. 2003-C) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 D A (MLCC MORTGAGE INVESTORS INC. 2003-D) | Long | ABS-mortgage backed security | US | $148K | – | 0.08 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A2 (MLCC MORTGAGE INVESTORS INC 2005-1) | Long | ABS-mortgage backed security | US | $113K | – | 0.06 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C24 A4 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24) | Long | ABS-mortgage backed security | US | $684K | – | 0.35 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 CNP A 144A (MORGAN STANLEY CAPITAL I TRUST 2020-CNP) | Long | ABS-mortgage backed security | US | $1M | – | 0.75 |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1 (MORGAN STANLEY DEAN WITT CAP I 2003-NC2) | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 11AR 1A1 (MORGAN STANLEY MORTGAGE TRUST-2004-11AR) | Long | ABS-mortgage backed security | US | $479K | – | 0.25 |
| MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $311K | – | 0.16 |
| NATIONSTAR NIM TRUST NSTRN 2007 C A 144A (NATIONSTAR NIM LTD 2007-C) | Long | ABS-mortgage backed security | KY | $0 | – | – |
| NAVIENT STUDENT LOAN TRUST NAVSL 2018 CA A2 144A (NAVIENT STUDENT LOAN TRUST 2018-CA) | Long | ABS-other | US | $3K | – | 0.00 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2018 EA A2 144A (NAVIENT STUDENT LOAN TRUST 2018-EA) | Long | ABS-other | US | $825K | – | 0.42 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A (NAVIENT STUDENT LOAN TRUST 2019-CA) | Long | ABS-other | US | $203K | – | 0.10 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 D A2A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D) | Long | ABS-other | US | $861K | – | 0.44 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A) | Long | ABS-other | US | $102K | – | 0.05 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA) | Long | ABS-other | US | $515K | – | 0.27 |
| NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A (NSLT-2021-BA) | Long | ABS-other | US | $1M | – | 0.76 |
| NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A (NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.77 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $2M | – | 1.04 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A) | Long | ABS-mortgage backed security | US | $70K | – | 0.04 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $3M | – | 1.34 |
| NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A1 144A (NEW YORK MORTGAGE TRUST 2021-SP1) | Long | ABS-mortgage backed security | US | $3M | – | 1.30 |
| NMLT TRUST NLT 2023 1 A1 144A (NLT 2023-1 TRUST) | Long | ABS-mortgage backed security | US | $840K | – | 0.43 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1 (NOMURA ASSET ACCEPTANCE CORP 2005-AR5) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| NOVASTAR HOME EQUITY LOAN NHEL 2003 4 A1 (NOVASTAR HOME EQUITY LOAN 2003-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.84 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.95 |
| OIS USD SOFR/1.62000 04/18/22-5Y LCH | Derivative-interest rate | US | $-56K | – | -0.03 | |
| OIS USD SOFR/1.78250 04/22/22-5Y LCH | Derivative-interest rate | US | $-45K | – | -0.02 | |
| OIS USD SOFR/2.18500 04/21/22-7Y LCH | Derivative-interest rate | US | $-44K | – | -0.02 | |
| ONSLOW BAY FINANCIAL LLC OBX 2021 NQM1 A1 144A (OBX 2021-NQM1) | Long | ABS-mortgage backed security | US | $2M | – | 1.22 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 AB 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $278K | – | 0.14 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 AB 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $511K | – | 0.26 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 B 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $1M | – | 0.52 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 B 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $4M | – | 2.28 |
| PALMER SQUARE CLO LTD PLMRS 2022 1A A 144A (PALMER SQUARE CLO 2022-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 1.03 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $7M | – | 3.50 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A (PRET 2021-NPL5 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 1.27 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-RN1 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 1.39 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3) | Long | ABS-mortgage backed security | US | $2M | – | 1.24 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A1 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| PRP ADVISORS, LLC PRPM 2023 RCF1 A1 144A (PRPM 2023-RCF1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.92 |
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A (PRPM 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.52 |
| REACH FINANCIAL LLC REACH 2024 1A A 144A (REACH ABS TRUST 2024-1A) | Long | ABS-other | US | $776K | – | 0.40 |
| REGATTA XXIV FUNDING LTD. REG24 2021 5A A1 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.52 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A (RENAISSANCE HOME EQUITY LOAN TRUST 2002-2) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.68 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL3 A4 (RESIDENTIAL ASSET MTGE PROD INC 2004-SL3) | Long | ABS-mortgage backed security | US | $193K | – | 0.10 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 (RESIDENTIAL FUNDING MTG SEC I 2003-S9) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 2A1 (RESIDENTIAL FUNDING MTG SEC I 2006-SA1) | Long | ABS-mortgage backed security | US | $48K | – | 0.02 |
| RESIMAC RESI 2020 1A A1A 144A (RESIMAC PREMIER SERIES 2020-1A) | Long | ABS-mortgage backed security | AU | $49K | – | 0.03 |
| RFR USD SOFR/1.00000 06/15/22-7Y LCH | Derivative-interest rate | US | $-127K | – | -0.07 | |
| RFR USD SOFR/1.25000 06/15/22-10Y CME | Derivative-interest rate | US | $-481K | – | -0.25 | |
| RFR USD SOFR/1.25000 06/15/22-10Y LCH | Derivative-interest rate | US | $-156K | – | -0.08 | |
| RFR USD SOFR/1.57300 02/28/22-5Y LCH | Derivative-interest rate | US | $-42K | – | -0.02 | |
| RFR USD SOFR/1.61750 02/09/22-7Y LCH | Derivative-interest rate | US | $-841K | – | -0.43 | |
| RFR USD SOFR/1.65000 02/08/22-10Y LCH | Derivative-interest rate | US | $-67K | – | -0.03 | |
| RFR USD SOFR/1.73000 02/24/22-10Y LCH | Derivative-interest rate | US | $-64K | – | -0.03 | |
| RFR USD SOFR/1.75000 06/15/22-10Y CME | Derivative-interest rate | US | $-133K | – | -0.07 | |
| RFR USD SOFR/1.75000 06/15/22-10Y LCH | Derivative-interest rate | US | $-267K | – | -0.14 | |
| RFR USD SOFR/1.75000 06/15/22-30Y CME | Derivative-interest rate | US | $829K | – | 0.43 | |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | Derivative-interest rate | US | $5M | – | 2.43 | |
| RFR USD SOFR/1.75000 06/15/22-3Y LCH | Derivative-interest rate | US | $385K | – | 0.20 | |
| RFR USD SOFR/1.75000 06/15/22-7Y CME | Derivative-interest rate | US | $-61K | – | -0.03 | |
| RFR USD SOFR/1.76500 03/16/22-10Y LCH | Derivative-interest rate | US | $-16K | – | -0.01 | |
| RFR USD SOFR/1.77000 02/14/22-10Y LCH | Derivative-interest rate | US | $-63K | – | -0.03 | |
| RFR USD SOFR/1.78750 05/03/22-5Y LCH | Derivative-interest rate | US | $-44K | – | -0.02 | |
| RFR USD SOFR/1.81700 04/05/22-10Y LCH | Derivative-interest rate | US | $-242K | – | -0.12 | |
| RFR USD SOFR/1.87200 04/06/22-10Y LCH | Derivative-interest rate | US | $-118K | – | -0.06 | |
| RFR USD SOFR/1.88750 03/22/22-7Y LCH | Derivative-interest rate | US | $-62K | – | -0.03 | |
| RFR USD SOFR/1.92750 03/25/22-5Y LCH | Derivative-interest rate | US | $-58K | – | -0.03 | |
| RFR USD SOFR/2.25000 06/17/22-5Y LCH | Derivative-interest rate | US | $-70K | – | -0.04 | |
| RFR USD SOFR/2.30000 01/17/24-2Y LCH | Derivative-interest rate | US | $51K | – | 0.03 | |
| RFR USD SOFR/2.35000 01/17/24-1Y CME | Derivative-interest rate | US | $181K | – | 0.09 | |
| RFR USD SOFR/2.37000 06/21/22-5Y LCH | Derivative-interest rate | US | $-50K | – | -0.03 | |
| RFR USD SOFR/2.45000 12/20/23-1Y LCH | Derivative-interest rate | US | $355K | – | 0.18 | |
| RFR USD SOFR/2.60500 06/28/22-5Y LCH | Derivative-interest rate | US | $-38K | – | -0.02 | |
| RFR USD SOFR/2.68000 07/11/22-10Y LCH | Derivative-interest rate | US | $-46K | – | -0.02 | |
| RFR USD SOFR/2.68750 04/04/24-1Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/2.69000 04/04/24-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/2.69000 07/11/22-10Y LCH | Derivative-interest rate | US | $-46K | – | -0.02 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-15K | – | -0.01 | |
| RFR USD SOFR/2.72100 04/10/24-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/2.75000 06/21/23-30Y LCH | Derivative-interest rate | US | $300K | – | 0.15 | |
| RFR USD SOFR/2.78100 04/09/24-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/2.84500 11/15/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/2.85000 08/30/22-5Y LCH | Derivative-interest rate | US | $-45K | – | -0.02 | |
| RFR USD SOFR/2.90000 04/04/22-6Y* LCH | Derivative-interest rate | US | $-152K | – | -0.08 | |
| RFR USD SOFR/2.91000 11/14/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-15K | – | -0.01 | |
| RFR USD SOFR/2.97300 10/27/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/2.99250 10/13/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $-12K | – | -0.01 | |
| RFR USD SOFR/3.00000 06/21/23-10Y LCH | Derivative-interest rate | US | $-11K | – | -0.01 | |
| RFR USD SOFR/3.01750 10/24/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.02000 11/08/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.05000 09/06/22-10Y LCH | Derivative-interest rate | US | $-50K | – | -0.03 | |
| RFR USD SOFR/3.05000 09/07/22-5Y LCH | Derivative-interest rate | US | $-23K | – | -0.01 | |
| RFR USD SOFR/3.05000 09/08/22-7Y LCH | Derivative-interest rate | US | $-27K | – | -0.01 | |
| RFR USD SOFR/3.08000 02/23/23-30Y LCH | Derivative-interest rate | US | $-13K | – | -0.01 | |
| RFR USD SOFR/3.08750 11/07/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.10000 09/09/22-7Y LCH | Derivative-interest rate | US | $-25K | – | -0.01 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-4K | – | -0.00 | |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | Derivative-interest rate | US | $-142K | – | -0.07 | |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | Derivative-interest rate | US | $512K | – | 0.26 | |
| RFR USD SOFR/3.34000 02/23/23-7Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/3.37000 03/01/23-10Y LCH | Derivative-interest rate | US | $-10K | – | -0.01 | |
| RFR USD SOFR/3.40000 02/23/23-10Y LCH | Derivative-interest rate | US | $-10K | – | -0.00 | |
| RFR USD SOFR/3.43000 02/27/23-10Y LCH | Derivative-interest rate | US | $-457.24 | – | -0.00 | |
| RFR USD SOFR/3.45000 03/07/23-10Y LCH | Derivative-interest rate | US | $-13K | – | -0.01 | |
| RFR USD SOFR/3.47000 02/22/23-7Y LCH | Derivative-interest rate | US | $-11K | – | -0.01 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $-32K | – | -0.02 | |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | Derivative-interest rate | US | $-54K | – | -0.03 | |
| RFR USD SOFR/3.52500 03/02/23-7Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH | Derivative-interest rate | US | $41K | – | 0.02 | |
| RFR USD SOFR/3.54666 03/01/24-7Y* LCH | Derivative-interest rate | US | $99K | – | 0.05 | |
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH | Derivative-interest rate | US | $82K | – | 0.04 | |
| RFR USD SOFR/3.57226 03/01/24-7Y* LCH | Derivative-interest rate | US | $79K | – | 0.04 | |
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH | Derivative-interest rate | US | $140K | – | 0.07 | |
| RFR USD SOFR/3.59507 03/01/24-7Y* LCH | Derivative-interest rate | US | $96K | – | 0.05 | |
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH | Derivative-interest rate | US | $74K | – | 0.04 | |
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH | Derivative-interest rate | US | $94K | – | 0.05 | |
| RFR USD SOFR/3.60240 03/01/24-7Y* LCH | Derivative-interest rate | US | $74K | – | 0.04 | |
| RFR USD SOFR/3.60243 03/01/24-7Y* LCH | Derivative-interest rate | US | $94K | – | 0.05 | |
| RFR USD SOFR/3.6062* 03/01/24-7Y* LCH | Derivative-interest rate | US | $74K | – | 0.04 | |
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH | Derivative-interest rate | US | $71K | – | 0.04 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-9K | – | -0.00 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $42K | – | 0.02 | |
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH | Derivative-interest rate | US | $34K | – | 0.02 | |
| RFR USD SOFR/3.68700 03/01/24-7Y* LCH | Derivative-interest rate | US | $52K | – | 0.03 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $87K | – | 0.04 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $65K | – | 0.03 | |
| RFR USD SOFR/3.72136 03/01/24-7Y* LCH | Derivative-interest rate | US | $37K | – | 0.02 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $37K | – | 0.02 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH | Derivative-interest rate | US | $36K | – | 0.02 | |
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH | Derivative-interest rate | US | $23K | – | 0.01 | |
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH | Derivative-interest rate | US | $35K | – | 0.02 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $35K | – | 0.02 | |
| RFR USD SOFR/3.74901 03/01/24-7Y* LCH | Derivative-interest rate | US | $34K | – | 0.02 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $-11K | – | -0.01 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $-31K | – | -0.02 | |
| RFR USD SOFR/3.75000 06/20/24-7Y CME | Derivative-interest rate | US | $74K | – | 0.04 | |
| RFR USD SOFR/3.75000 06/20/24-7Y LCH | Derivative-interest rate | US | $-478K | – | -0.25 | |
| RFR USD SOFR/3.75000 11/21/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | Derivative-interest rate | US | $-1K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/20/23-5Y LCH | Derivative-interest rate | US | $-284K | – | -0.15 | |
| RFRF USD SF+26.161/0.50 9/16/23-5Y* CME | Derivative-interest rate | US | $6M | – | 2.84 | |
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME | Derivative-interest rate | US | $-107K | – | -0.05 | |
| RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME | Derivative-interest rate | US | $69K | – | 0.04 | |
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME | Derivative-interest rate | US | $132K | – | 0.07 | |
| RFRF USD SF+26.161/1.2* 09/28/23-5Y CME | Derivative-interest rate | US | $-71K | – | -0.04 | |
| RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME | Derivative-interest rate | US | $16K | – | 0.01 | |
| RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME | Derivative-interest rate | US | $4M | – | 2.04 | |
| RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH | Derivative-interest rate | US | $-94K | – | -0.05 | |
| RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME | Derivative-interest rate | US | $74K | – | 0.04 | |
| RFRF USD SF+26.161/1.4* 09/07/23-8Y CME | Derivative-interest rate | US | $141K | – | 0.07 | |
| RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME | Derivative-interest rate | US | $-67K | – | -0.03 | |
| RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME | Derivative-interest rate | US | $-33K | – | -0.02 | |
| RFRF USD SF+26.161/1.5* 7/12/23-4Y* CME | Derivative-interest rate | US | $-32K | – | -0.02 | |
| RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME | Derivative-interest rate | US | $-88K | – | -0.05 | |
| RFRF USD SF+26.161/1.5* 7/19/23-28Y* CME | Derivative-interest rate | US | $-1M | – | -0.68 | |
| RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME | Derivative-interest rate | US | $-24K | – | -0.01 | |
| RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME | Derivative-interest rate | US | $-53K | – | -0.03 | |
| RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME | Derivative-interest rate | US | $-52K | – | -0.03 | |
| RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME | Derivative-interest rate | US | $-54K | – | -0.03 | |
| RFRF USD SF+26.161/1.50 06/21/17-10Y LCH | Derivative-interest rate | US | $252K | – | 0.13 | |
| RFRF USD SF+26.161/1.50 7/05/23-8Y* CME | Derivative-interest rate | US | $-89K | – | -0.05 | |
| RFRF USD SF+26.161/1.50 9/15/23-5Y* CME | Derivative-interest rate | US | $-348K | – | -0.18 | |
| RFRF USD SF+26.161/1.50 9/18/23-6Y* CME | Derivative-interest rate | US | $194K | – | 0.10 | |
| RFRF USD SF+26.161/1.6* 7/16/23-27Y* CME | Derivative-interest rate | US | $120K | – | 0.06 | |
| RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME | Derivative-interest rate | US | $-69K | – | -0.04 | |
| RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME | Derivative-interest rate | US | $-47K | – | -0.02 | |
| RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME | Derivative-interest rate | US | $120K | – | 0.06 | |
| RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH | Derivative-interest rate | US | $-49K | – | -0.03 | |
| RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH | Derivative-interest rate | US | $1M | – | 0.52 | |
| RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME | Derivative-interest rate | US | $-50K | – | -0.03 | |
| RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME | Derivative-interest rate | US | $820K | – | 0.42 | |
| RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME | Derivative-interest rate | US | $266K | – | 0.14 | |
| RFRF USD SF+26.161/1.7* 9/21/23-3Y* CME | Derivative-interest rate | US | $637K | – | 0.33 | |
| RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME | Derivative-interest rate | US | $-38K | – | -0.02 | |
| RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME | Derivative-interest rate | US | $-37K | – | -0.02 | |
| RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH | Derivative-interest rate | US | $30K | – | 0.02 | |
| RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME | Derivative-interest rate | US | $2M | – | 1.08 | |
| RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME | Derivative-interest rate | US | $700K | – | 0.36 | |
| RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME | Derivative-interest rate | US | $44K | – | 0.02 | |
| RFRF USD SF+26.161/2.00 7/15/23-27Y* CME | Derivative-interest rate | US | $34K | – | 0.02 | |
| RFRF USD SF+26.161/2.00 8/12/23-7Y* CME | Derivative-interest rate | US | $437K | – | 0.22 | |
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME | Derivative-interest rate | US | $217K | – | 0.11 | |
| RFRF USD SF+26.161/2.00 9/10/23-6Y* CME | Derivative-interest rate | US | $204K | – | 0.11 | |
| RFRF USD SF+26.161/2.00 9/20/23-26Y* CME | Derivative-interest rate | US | $3M | – | 1.29 | |
| RFRF USD SF+26.161/3.00 9/19/23-3Y* CME | Derivative-interest rate | US | $906K | – | 0.47 | |
| SEQUOIA MORTGAGE TRUST SEMT 10 1A (SEQUOIA MORTGAGE TRUST 10) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST SEMT 2003 1 1A (SEQUOIA MORTGAGE TRUST 2003-1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 3 A (SEQUOIA MORTGAGE TRUST 2004-3) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 6 A1 (SEQUOIA MORTGAGE TRUST 2004-6) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2005 2 A2 (SEQUOIA MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| SLM STUDENT LOAN TRUST SLMA 2005 B A4 (SLM STUDENT LOAN TRUST 2005-B) | Long | ABS-other | US | $958K | – | 0.49 |
| SLM STUDENT LOAN TRUST SLMA 2006 A A5 (SLM STUDENT LOAN TRUST 2006-A) | Long | ABS-other | US | $2M | – | 1.14 |
| SLM STUDENT LOAN TRUST SLMA 2006 B A5 (STUDENT LOAN MARKETING ASSN 2006-B) | Long | ABS-other | US | $159K | – | 0.08 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2017 A A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2017-A) | Long | ABS-other | US | $43K | – | 0.02 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2019-B) | Long | ABS-other | US | $253K | – | 0.13 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 A A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-A) | Long | ABS-other | US | $267K | – | 0.14 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-B) | Long | ABS-other | US | $867K | – | 0.45 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA) | Long | ABS-other | US | $607K | – | 0.31 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $846K | – | 0.44 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $1M | – | 0.53 |
| SMRT SMRT 2022 MINI A 144A (SMRT 2022-MINI) | Long | ABS-mortgage backed security | US | $1M | – | 0.56 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D A2FX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D) | Long | ABS-other | US | $331K | – | 0.17 |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $521K | – | 0.27 |
| SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A (SOUND POINT CLO XVII 2017-3A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.52 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2003 2 A2 (SOUNDVIEW HOME EQUITY LOAN TR 2003-2) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $116K | – | 0.06 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3) | Long | ABS-mortgage backed security | US | $135K | – | 0.07 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $170K | – | 0.09 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A2 144A (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $86K | – | 0.04 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A3 144A (STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $86K | – | 0.04 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 12 3A2 (STRUCTURED ARM LOAN TRUST 2004-12) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 13 A3 (STRUCTURED ADJUST RATE MTG LN 2004-13) | Long | ABS-mortgage backed security | US | $62K | – | 0.03 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 4 6A3 (STRUCTURED ARM LOAN TRUST 2005-4) | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR3 A1 (STRUCTURED ASSET MTGE INV 2003-AR3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A2 (STRUCTURED ASSET MTG INV INC 2004-AR6) | Long | ABS-mortgage backed security | US | $919K | – | 0.47 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A1 (STRUCTURED ASSET MTG INV INC 2004-AR8) | Long | ABS-mortgage backed security | US | $69K | – | 0.04 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1 (STRUCTURED ASSET SECURITIES CRP 2003-22A) | Long | ABS-mortgage backed security | US | $122K | – | 0.06 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 26A 2A (STRUCTURED ASSET SECURITIES CRP 2003-26A) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 34A 3A1 (STRUCTURED ASSET SEC CORP 2003-34A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2003 6A 2A1 (STRUCTURED ASSET SEC CORP 2003-6A) | Long | ABS-mortgage backed security | US | $67K | – | 0.03 |
| TCW GEM LTD TCW 2024 1A A1 144A (TCW CLO 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 2.07 |
| TERWIN MORTGAGE TRUST TMTS 2005 6HE M5 (TERWIN MORTGAGE TRUST 2005-6HE) | Long | ABS-mortgage backed security | US | $845K | – | 0.44 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2A 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $500K | – | 0.26 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2B 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $500K | – | 0.26 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A3 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $501K | – | 0.26 |
| TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A (TESLA ELECTRIC VEHICLE TRUST 2023-1) | Long | ABS-other | US | $502K | – | 0.26 |
| TOWD POINT MORTGAGE TRUST TPMT 2017 4 A1 144A (TOWD POINT MORTGAGE TRUST 2017-4) | Long | ABS-mortgage backed security | US | $281K | – | 0.14 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A (TPMT-2019-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.52 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $4M | – | 2.08 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $4M | – | 2.05 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A (TOWD POINT MORTGAGE TRUST 2019-HY3) | Long | ABS-mortgage backed security | US | $139K | – | 0.07 |
| TPG REAL ESTATE FINANCE TRTX 2021 FL4 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.87 |
| TRUPS FINANCIALS NOTE SECURITI TFINS 2017 2A A1 144A (TRUPS FINANCIALS NOTE SECURITIZATION 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.78 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-SB1) | Long | ABS-other | US | $196K | – | 0.10 |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-21K | – | -0.01 | |
| US TREASURY N/B 02/43 3.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 1.97 |
| US TREASURY N/B 11/42 4 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 1.47 |
| US TREASURY N/B 11/52 4 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 1.08 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.52 |
| VERUS SECURITIZATION TRUST VERUS 2023 3 A1 144A (VERUS SECURITIZATION TRUST 2023-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.95 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A (WASHINGTON MUTUAL 2002-AR9) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR10 A7 (WASHINGTON MUTUAL 2003-AR10) | Long | ABS-mortgage backed security | US | $56K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR8 B2 (WASHINGTON MUTUAL MTGE 2003-AR8) | Long | ABS-mortgage backed security | US | $162K | – | 0.08 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A3 (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $406K | – | 0.21 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR10 1A3 (WASHINGTON MUTUAL 2005-AR10) | Long | ABS-mortgage backed security | US | $120K | – | 0.06 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A5 (WASHINGTON MUTUAL 2005-AR12) | Long | ABS-mortgage backed security | US | $277K | – | 0.14 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $915K | – | 0.47 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1 (WASHINGTON MUTUAL 2005-AR17) | Long | ABS-mortgage backed security | US | $958K | – | 0.49 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A2 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $712K | – | 0.37 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A (WASHINGTON MUTUAL 2005-AR8) | Long | ABS-mortgage backed security | US | $3M | – | 1.46 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A (WASHINGTON MUTUAL 2006-AR11) | Long | ABS-mortgage backed security | US | $2M | – | 1.21 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $857K | – | 0.44 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 1A1 (WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2 (WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1) | Long | ABS-mortgage backed security | US | $212.82 | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR3 2A2 (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR3) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2004 RA1 2A (WASHINGTON MUTUAL MSC MTG CTFS 2004-RA1) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 P2 A4 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-P2) | Long | ABS-mortgage backed security | US | $292K | – | 0.15 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C49 A5 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49) | Long | ABS-mortgage backed security | US | $284K | – | 0.15 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C55 A5 (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55) | Long | ABS-mortgage backed security | US | $525K | – | 0.27 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2005 AR14 A1 (WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR14) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A (WORLDWIDE PLAZA TRUST 2017-WWP) | Long | ABS-mortgage backed security | US | $737K | – | 0.38 |
| WSTN TRUST WSTN 2023 MAUI A 144A (WSTN TRUST 2023-MAUI) | Long | ABS-mortgage backed security | US | $502K | – | 0.26 |
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.